Results 11 to 20 of about 8,590,564 (332)
A fractional calculus on arbitrary time scales: Fractional differentiation and fractional integration [PDF]
Signal Processing, 2014 We introduce a general notion of fractional (noninteger) derivative for functions defined on arbitrary time scales. The basic tools for the time-scale fractional calculus (fractional differentiation and fractional integration) are then developed.
Nadia Benkhettou +2 more
semanticscholar +6 more sources
FRACTIONAL INTEGRATION TOOLBOX. [PDF]
Fract Calc Appl Anal, 2013 The problems formulated in the fractional calculus framework often require numerical fractional integration/differentiation of large data sets. Several existing fractional control toolboxes are capable of performing fractional calculus operations, however, none of them can efficiently perform numerical integration on multiple large data sequences.
Marinov TM, Ramirez N, Santamaria F.
europepmc +5 more sources
Fractional integration and cointegration in US financial time series data [PDF]
, 2011 This paper examines several US monthly financial time series data using fractional integration and cointegration techniques. The univariate analysis based on fractional integration aims to determine whether the series are I(1) (in which case markets ...
Caporale, GM, Gil-Alana, LA
core +6 more sources
Fractional Line Integral [PDF]
Mathematics, 2021 This paper proposed a definition of the fractional line integral, generalising the concept of the fractional definite integral. The proposal replicated the properties of the classic definite integral, namely the fundamental theorem of integral calculus. It was based on the concept of the fractional anti-derivative used to generalise the Barrow formula.
Gabriel Bengochea, Manuel Ortigueira
openaire +3 more sources
Fractional Integration and Cointegration [PDF]
, 2023 Abstract Fractionally integrated and fractionally cointegrated time series are classes of models that generalize standard notions of integrated and cointegrated time series. The fractional models are characterized by a small number of memory parameters that control the degree of fractional integration and/or cointegration.
Hualde, Javier +1 more
openaire +2 more sources
Fractional Integral Inequalities via Hadamard’s Fractional Integral [PDF]
Abstract and Applied Analysis, 2014 We establish new fractional integral inequalities, via Hadamard’s fractional integral. Several new integral inequalities are obtained, including a Grüss type Hadamard fractional integral inequality, by using Young and weighted AM-GM inequalities. Many special cases are also discussed.
Weerawat Sudsutad +2 more
openaire +4 more sources
Fractional cointegration in US term spreads [PDF]
, 2010 This note examines the stochastic properties of US term spreads with parametric and semiparametric fractional integration techniques. Since the observed data (rather than the estimated residuals from a cointegrating regression) are used for the analysis,
Caporale, GM, Gil-Alana, LA
core +6 more sources
Mathematics, 2023 This paper analyzes the stochastic properties in clinical disorders to understand how they have manifested in consumer sentiment in the USA since 1990.
Jesús Tomás Monge Moreno, Manuel Monge
doaj +1 more source
Noncommutative fractional integrals [PDF]
Studia Mathematica, 2016 Let $\M$ be a hyperfinite finite von Nemann algebra and $(\M_k)_{k\geq 1}$ be an increasing filtration of finite dimensional von Neumann subalgebras of $\M$. We investigate abstract fractional integrals associated to the filtration $(\M_k)_{k\geq 1}$. For a finite noncommutative martingale $x=(x_k)_{1\leq k\leq n} \subseteq L_1(\M)$ adapted to $(\M_k)_{
Randrianantoanina, Narcisse, Wu, Lian
openaire +2 more sources
Infant mortality rates: Time trends and fractional integration [PDF]
, 2011 This paper examines the time trends in infant mortality rates in a number of countries in the 20th century. Rather than imposing that the error term is a stationary I(0) process, we allow for the possibility of fractional integration and hence for a much
Caporale, GM, Gil-Alana, LA
core +5 more sources