Results 31 to 40 of about 234,828 (176)

Persistence and cyclical dependence in the monthly Euribor rate [PDF]

, 2011
Copyright @ 2011 Brunel UniversityThis paper analyses two well-known features of interest rates, namely their time dependence and their cyclical structure.
Gil-Alana, Luis A., Caporale, GM, Caporale, Guglielmo Maria, Gil-Alana, LA   +3 more
core   +5 more sources

Evidence of Inflation Using Harmonized Consumer Price Indices in Some Euro Countries: France, Germany, Italy, and Spain, along with the Euro Zone

Mathematics, 2023
This paper deals with the analysis of the persistence in the Harmonized Indices of Consumer Prices in France, Germany, Italy, and Spain. The degree of persistence is measured through fractional integration or I (d) techniques, using monthly data from ...
Raquel Ayestarán, Juan Infante, Juan José Tenorio, Luis Alberiko Gil-Alana   +3 more
doaj   +1 more source

CO2 emissions persistence: Evidence using fractional integration

Energy Strategy Reviews, 2022
The main cause of climate change are carbon dioxide emissions. In the context of the COVID-19 pandemic, the number of emissions has been significantly reduced for the first time in many years.
Gloria Claudio-Quiroga, Luis Alberiko Gil-Alana   +1 more
doaj   +1 more source

Trends and persistence in ocean acidification as measured by station ALOHA

Frontiers in Marine Science
Ocean acidification, largely driven by the uptake of anthropogenic carbon dioxide, is reflected in a sustained decline in seawater pH. This paper examines the dynamics of surface-ocean pH at Station ALOHA over the period 1985–2024 using fractional ...
Guglielmo Maria Caporale, Luis Alberiko Gil-Alana, Luis Alberiko Gil-Alana, Nieves Carmona-González, Maria Fatima Romero-Rojo   +4 more
doaj   +1 more source

Implementing Implicit Schemes in GENSMAC

Trends in Computational and Applied Mathematics, 2004
Implicit schemes are studied with the purpose of introducing them in the two-dimensional GENSMAC method, for the numerical solution of unsteady newtonian incompressible flows.
C.M. Oishi, V.G. Ferreira, J.A. Cuminato, A. Castelo, M.F. Tomé, N. Mangiavacchi   +5 more
doaj   +1 more source

A generalized ARFIMA process with Markov-switching fractional differencing parameter [PDF]

Journal of Statistical Computation and Simulation, 2007
We propose a general class of Markov-switching-ARFIMA processes in order to combine strands of long memory and Markov-switching literature. Although the coverage of this class of models is broad, we show that these models can be easily estimated with the DLV algorithm proposed. This algorithm combines the Durbin-Levinson and Viterbi procedures. A Monte
Wen-Jen Tsay, Wolfgang Härdle
openaire   +4 more sources

Are fire intensity and burn severity associated? Advancing our understanding of FRP and NBR metrics from Himawari-8/9 and Sentinel-2

International Journal of Applied Earth Observations and Geoinformation
Burn severity has been widely studied. Typical approaches use spectral differencing indices from remotely sensed data to extrapolate in-situ severity assessments.
Konstantinos Chatzopoulos-Vouzoglanis, Karin J. Reinke, Mariela Soto-Berelov, Simon D. Jones   +3 more
doaj   +1 more source

Persistence and Time Trends in the Temperatures in Spain

Advances in Meteorology, 2009
This paper deals with the analysis of the temperatures in several locations in Spain during the last 50 years. We focus on the degree of persistence of the series, measured through a fractional differencing parameter. This is crucial to properly estimate
Luis A. Gil-Alana
doaj   +1 more source

Robust Synchronization of Time-Fractional Memristive Hopfield Neural Networks

Axioms
We introduce and study robust synchronization of time-fractional Hopfield neural networks with memristive synapses and Hebbian learning. This novel model of artificial neural networks exhibits strong memory and long-range path dependence. By scaled group
Yuncheng You
doaj   +1 more source

A Single Parameter Voltage Adjustable Immittance Topology for Integer- and Fractional-Order Design Using Modular Active CMOS Devices

IEEE Access, 2021
A simple single parameter adjustable immittance concept designed with modular active devices, fabricated in I3T $25~0.35~\mu \text{m}$ 3.3 V CMOS process of ON Semiconductor, is introduced.
Roman Sotner, Jan Jerabek, Ladislav Polak, Roman Prokop, Winai Jaikla   +4 more
doaj   +1 more source