Results 11 to 20 of about 14,195,801 (251)
Fractional integration and cointegration in US financial time series data [PDF]
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
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Fractional calculus of periodic distributions [PDF]
Two approaches for defining fractional derivatives of periodic distributions are presented. The first is a distributional version of the Weyl fractional derivative in which a derivative of arbitrary order of a periodic distribution is defined via Fourier
Lamb, Wilson +5 more
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Fractional transformations of generalised functions [PDF]
A distributional theory of fractional transformations is developed. A constructive approach, based on the eigenfunction expansion method pioneered by A. H.
Lamb, Wilson +2 more
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Fractional power NARX model identification using a harmony search algorithm [PDF]
A novel type of discrete-time fractional-powernonlinear autoregressive with exogenous input (FPNARX) modelis introduced for system identification, modeling and prediction.Parameter estimation of such a model is a nonlinear optimizationproblem.
Zhao, Yifan +7 more
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The authors carried out modeling of the electrophysical properties of composite media. The frequency dependences of the dielectric constant on the type of inclusions in the composite are investigated.
Sergey Korchagin +5 more
doaj +1 more source
В статье рассматриваются два алгоритма построения последовательностей форшоков, связанных с главным событием заданной энергии, на основе ранее разработанной авторами статистической модели деформационного процесса.
Шереметьева, О.В. +1 more
doaj +1 more source
A comprehensive theoretical model for on-chip microring-based photonic fractional differentiators [PDF]
Microring-based photonic fractional differentiators play an important role in the on-chip all-optical signal processing. Unfortunately, the previous works do not consider the time-reversal and the time delay characteristics of the microring-based ...
Yuan, Jinhui +25 more
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Fractal Analytical Solutions for Nonlinear Two-Phase Flow in Discontinuous Shale Gas Reservoir
The paths of a two-phase flow are usually non-linear and discontinuous in the production of shale gas development. To research the influence mechanism between shale gas and water, several integer two-phase flow models have been studied but few analytical
Xiaoji Shang +5 more
doaj +1 more source
Piezoelectric actuators (PEAs), as a smart material with excellent characteristics, are increasingly used in high-precision and high-speed nano-positioning systems.
Liu Yang +3 more
doaj +1 more source
Modelling solute transport in soil columns using advective-dispersive equations with fractional spatial derivatives [PDF]
Solute transport in soils is commonly simulated with the advective–dispersive equation, or ADE. It has been reported that this model cannot take into account several important features of solute movement through soil.
San Jose Martinez, Fernando
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