Results 111 to 120 of about 5,580 (241)
Range Entropy: A Bridge between Signal Complexity and Self-Similarity
Entropy, 2018 Approximate entropy (ApEn) and sample entropy (SampEn) are widely used for temporal complexity analysis of real-world phenomena. However, their relationship with the Hurst exponent as a measure of self-similarity is not widely studied. Additionally, ApEn
Amir Omidvarnia +3 more
doaj +1 more source
Efficiently Implementing the Maximum Likelihood Estimator for Hurst Exponent [PDF]
Mathematical Problems in Engineering, 2014 This paper aims to efficiently implement the maximum likelihood estimator (MLE) for Hurst exponent, a vital parameter embedded in the process of fractional Brownian motion (FBM) or fractional Gaussian noise (FGN), via a combination of the Levinson algorithm and Cholesky decomposition.
openaire +2 more sources
CROPS DIAGNOSIS USING HURST EXPONENT VALUES IN FIELDS IMAGE ANALYSIS
, 2017 One of the branches of sustainable agriculture is the precision farming which assumes an individual approach to each plant. The main problem encountered by the precision agriculture is to quickly acquire and analyze good quality data assessing the ...
Koronczok, Jerzy +9 more
core +1 more source
Horizons and Challenges: An Overview of Strategies for Circular Economy Education in Schools
Sustainable Development, Volume 34, Issue 3, Page 3356-3370, June 2026.ABSTRACT Education is fundamental to preparing future professionals for the transition to a circular economy (CE), and it requires the development of competences from the earliest stages of schooling. Nevertheless, teachers continue to face challenges in integrating the circular economy into classroom practice. This article presents a literature review
Maiara Lais Marcon, Simone Sehnem
wiley +1 more source
Frontiers in MedicineBackgroundThe microcirculation is affected during sepsis, yet there is currently no clinically available technology for sepsis detection in the microcirculation.
Louwrina H. te Nijenhuis +9 more
doaj +1 more source
Mostly used estimators of Hurst exponent for detection of long-range dependence are biased by presence of short-range dependence in the underlying time series. We present confidence intervals estimates for rescaled range and modified rescaled range.
Kristoufek, Ladislav
core
Generalized Hurst exponent for different order q.
, 2017 (Color online) Ensemble average of the generalized Hurst exponent h(q) versus the relative temperature T/Tc for different order q with different system sizes.
Yijiang Zou (3687769) +5 more
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Partial Entrance Restriction as a Potential Tidal Flood Mitigation Strategy in a Large Urban Estuary
Journal of Flood Risk Management, Volume 19, Issue 2, June 2026.ABSTRACT Tidal flooding in estuaries is expected to worsen as sea‐level rise (SLR) continues to accelerate and increases storm surge height. Conventional structural defences are often unsustainable, while nature‐based solutions like managed realignment require extensive land to be repurposed.
Octria A. Prasojo +4 more
wiley +1 more source
Dynamic Hurst Exponent in Time Series
, 2019 The market efficiency hypothesis has been proposed to explain the behavior of time series of stock markets. The Black-Scholes model (B-S) for example, is based on the assumption that markets are efficient. As a consequence, it is impossible, at least in principle, to "predict" how a market behaves, whatever the circumstances.
Campos, Carlos Arturo Soto +2 more
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R/S analysis and DFA: finite sample properties and confidence intervals
We focus on finite sample properties of two mostly used methods of Hurst exponent H estimation – R/S analysis and DFA. Even though both methods have been widely applied on different types of financial assets, only several papers have dealt with finite ...
Kristoufek, Ladislav
core