Results 151 to 160 of about 5,580 (241)

An Experiment on the Hurst Exponent based on FARIMA [PDF]

Proceedings of the 2017 5th International Conference on Machinery, Materials and Computing Technology (ICMMCT 2017), 2017
Chen Liu, Ting Zhao, Jie Xue, Ni Li, Pu Chen   +4 more
openaire   +1 more source

Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics

Fractional Brownian motion (FBM) is a canonical model for describing dynamics in various complex systems. It is characterized by the Hurst exponent, which is responsible for the correlation between FBM increments, its self-similarity property, and ...
Grzesiek, A., Gajda, J., Thapa, S., Wylomanska, A.   +3 more
core   +1 more source

Increased regional Hurst exponent reflects response inhibition related neural complexity alterations in pediatric bipolar disorder patients during an emotional Go-Nogo task. [PDF]

Cereb Cortex
Guo YB, Jiao Q, Zhang XT, Xiao Q, Wu Z, Cao WF, Cui D, Yu GH, Dou RH, Su LY, Lu GM.   +10 more
europepmc   +1 more source

Analysis of Tuberculosis (TB) Case Patterns Using the Hurst Exponent Fractal Dimension Method in North Sumatra

Tuberculosis is a chronic infectious disease caused by Mycobacterium tuberculosis. This bacteria is commonly known as Acid Resistant Bacilli (BTA). The Hurst Exponent Fractal Dimension method was used in this work to identify the properties of time ...
Maya Sari, Husein, Ismail
core   +1 more source

Identifying current and remitted major depressive disorder with the Hurst exponent: a comparative study on two automated anatomical labeling atlases. [PDF]

Oncotarget, 2017
Jing B, Long Z, Liu H, Yan H, Dong J, Mo X, Li D, Liu C, Li H.   +8 more
europepmc   +1 more source

HURST: MATLAB function to compute the Hurst exponent using R/S Analysis.

H = HURST(X) calculates the Hurst exponent of time series X using the R/S analysis of Hurst [2], corrected for small sample bias [1,3,4]. If a vector of increasing natural numbers is given as the second input parameter, i.e.
Rafal Weron
core  

Hurst exponent estimation of Fractional Lévy Motion

, 2007
In this paper, we build an estimator of the Hurst exponent of a fractional Lévy motion based on its wavelet coefficients. The stochastic process is observed with random noise errors in the following framework: continuous time and discrete observation ...
Lacaux, Céline, Loubes, Jean-Michel
core  

Glucose metabolism echoes long-range temporal correlations in the human brain. [PDF]

Imaging Neurosci (Camb)
Facca M, Ridolfo A, Celli M, Tarricone C, Mazzonetto I, Volpi T, Vlassenko AG, Goyal MS, Corbetta M, Bertoldo A.   +9 more
europepmc   +1 more source

Hurst exponent and prediction based on weak-form efficient market hypothesis of stock markets

We empirically investigated the relationships between the degree of efficiency and the predictability in financial time-series data. The Hurst exponent was used as the measurement of the degree of efficiency, and the hit rate calculated from the nearest ...
Woo-Sung Jung, Sunghoon Choi, Gabjin Oh, Cheoljun Eom   +3 more
core  

Thermophysics-Informed Phenomenological Framework for Molten Material Self-Organization in Laser Remelting-Based Surface Polishing: Conceptualization and Preliminary Analysis. [PDF]

Micromachines (Basel)
Bordatchev E.
europepmc   +1 more source