Results 11 to 20 of about 5,580 (241)
Application of the Hurst exponent in ecology
Computers and Mathematics With Applications, 2011 AbstractA brief introduction to the Hurst exponent in ecology is given, and the application of the method to rodent populations is illustrated. Results show that the Hurst exponent is very convenient and effective in detecting nonlinear systems in natural populations.
Ren-Qing Wang
exaly +3 more sources
The effect of the underlying distribution in Hurst exponent estimation. [PDF]
PLoS One, 2015 In this paper, a heavy-tailed distribution approach is considered in order to explore the behavior of actual financial time series. We show that this kind of distribution allows to properly fit the empirical distribution of the stocks from S&P500 index.
Sánchez MÁ +3 more
europepmc +5 more sources
Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? [PDF]
Physica A: Statistical Mechanics and Its Applications, 2015 In this note, we investigate possible relationships between the bivariate Hurst exponent $H_{xy}$ and an average of the separate Hurst exponents $\frac{1}{2}(H_x+H_y)$. We show that two cases are well theoretically founded. These are the cases when $H_{xy}=\frac{1}{2}(H_x+H_y)$ and $H_{xy}\frac{1}{2}(H_x+H_y)$ is not possible regardless of stationarity
Ladislav Kristoufek
exaly +4 more sources
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 ...
Raúl Pérez-López +7 more
doaj +2 more sources
Clustering Arid Rangelands Based on NDVI Annual Patterns and Their Persistence
Remote Sensing, 2022 Rangeland ecosystems comprise more than a third of the global land surface, sustaining essential ecosystem services and livelihoods. In Spain, Southeast Spain includes some of the driest regions; accordingly, rangelands from Murcia and Almeria provinces ...
Ernesto Sanz +6 more
doaj +1 more source
R/S method application in neurological speech disorders analyses [PDF]
Компьютерные исследования и моделирование, 2014 Based on modified rescaled range scale computation algorithm, the technique of Hurst exponent and its characteristic time estimation is proposed. The approach of increase the accuracy and simplification automatic Hurst exponent calculation is developed ...
Nikolay Petrovich Kuzenkov +1 more
doaj +1 more source
Scaling Exponents of Time Series Data: A Machine Learning Approach
Entropy, 2023 In this study, we present a novel approach to estimating the Hurst exponent of time series data using a variety of machine learning algorithms. The Hurst exponent is a crucial parameter in characterizing long-range dependence in time series, and ...
Sebastian Raubitzek +3 more
doaj +1 more source
Hurst exponents for short time series [PDF]
Physical Review E, 2011 6 pages, 4 ...
Jingzhao Qi, Huijie Yang
openaire +3 more sources
Characterization of turbulence stability through the identification of multifractional Brownian motions [PDF]
Nonlinear Processes in Geophysics, 2013 Multifractional Brownian motions have become popular as flexible models in describing real-life signals of high-frequency features in geoscience, microeconomics, and turbulence, to name a few.
K. C. Lee
doaj +1 more source
Cryptocurrencies and Long-Range Trends
International Journal of Financial Studies, 2023 In this study we investigate possible long-range trends in the cryptocurrency market. We employed the Hurst exponent in a sample covering the period from 1 January 2016 to 26 March 2021.
Monica Alexiadou +3 more
doaj +1 more source