Results 11 to 20 of about 235,462 (293)
Bayesian estimation of the self-similarity exponent of the Nile River fluctuation [PDF]
Nonlinear Processes in Geophysics, 2011 The aim of this paper is to estimate the Hurst parameter of Fractional Gaussian Noise (FGN) using Bayesian inference. We propose an estimation technique that takes into account the full correlation structure of this process.
S. Benmehdi +3 more
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The Hurst Exponent of Fermi GRBs
, 2012 Accepted for publication in Monthly Notices of the Royal Astronomical ...
MacLachlan, Glen +7 more
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Mathematics, 2021 When conducting an analysis of nature’s time series, such as meteorological ones, an important matter is a long-range dependence to quantify the global behavior of the series and connect it with other physical characteristics of the region of study.
Francisco Gerardo Benavides-Bravo +5 more
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An investigation on the relationship between the Hurst exponent and the predictability of a rainfall time series [PDF]
Meteorological Applications, 2019 Rainfall prediction is a very challenging task due to its dependence on many meteorological parameters. Because of the complex nature of rainfall, the uncertainty associated with its predictability continues to be an issue in rainfall forecasting.
C. Sivapragasam +5 more
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Random walks, Hurst exponent, and market efficiency
Quality & QuantityMarket efficiency assumes that prices in financial markets are perfectly informative and, therefore, it is not possible to design trading strategies that outperform the market.
Giuseppe Pernagallo
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New Zero-Watermarking Algorithm Using Hurst Exponent for Protection of Privacy in Telemedicine
IEEE Access, 2018 Telemedicine has numerous potential applications in the medical field due to the significant progress of telecommunication and information technology in recent years.
Zulfiqar Ali +3 more
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Anomaly Detection in IoT Communication Network Based on Spectral Analysis and Hurst Exponent [PDF]
Applied Sciences, 2019 Internet traffic monitoring is a crucial task for the security and reliability of communication networks and Internet of Things (IoT) infrastructure. This description of the traffic statistics is used to detect traffic anomalies.
Paweł Dymora, Mirosław Mazurek
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Range Entropy: A Bridge between Signal Complexity and Self-Similarity [PDF]
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
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Известия высших учебных заведений. Поволжский регион:Технические наукиBackground. Currently, the Hurst exponent is quite easily interpreted in relation to biometric, medical and economic data, but it is customary to evaluate it on large samples.
V.I. Volchikhin +3 more
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Anticipating volcanic eruptions using rescaled range analysis of volcano-tectonic seismicity [PDF]
Scientific ReportsThe possibility of forecasting volcanic eruptions remains a major challenge for the volcanological scientific community. To date, various techniques based on volcano-tectonic seismicity, endogenous gas emission and satellite imagery have been widely ...
Pérez-López Raúl +7 more
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