Results 31 to 40 of about 235,462 (293)
Hurst exponents for short time series [PDF]
Physical Review E, 2011 6 pages, 4 ...
Jingzhao Qi, Huijie Yang
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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
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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
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Applied Sciences, 2022 We analyze the empirical series of malaria incidence, using the concepts of autocorrelation, Hurst exponent and Shannon entropy with the aim of uncovering hidden variables in those series.
João Sequeira +3 more
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Determination of Pipeline Leaks Based on the Analysis the Hurst Exponent of Acoustic Signals
Water, 2022 Currently, acoustic methods are widely used as a way to detect pipeline leaks. This is due to the fact that the acoustic signal has sufficiently capacious information about the state of the pipeline.
Ayrat Zagretdinov +4 more
semanticscholar +1 more source
Topics in Cognitive Science, EarlyView., 2023 Abstract Fractal fluctuations are a core concept for inquiries into human behavior and cognition from a dynamic systems perspective. Here, we present a generalized variance method for multivariate detrended fluctuation analysis (mvDFA). The advantage of this extension is that it can be applied to multivariate time series and considers intercorrelation ...
Sebastian Wallot +5 more
wiley +1 more source
Temporal detection of sharp landslide deformation with ensemble-based LSTM-RNNs and Hurst exponent
Geomatics, Natural Hazards & Risk, 2021 The sharp slope deformation which often contains seasonal patterns is the major source of the landslide hazard with respect to the local community, which it is a serious geological environment problem.
Huajin Li +5 more
semanticscholar +1 more source
Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency
Mathematics, 2021 In this paper, we use a statistical arbitrage method in different developed and emerging countries to show that the profitability of the strategy is based on the degree of market efficiency.
Karen Balladares +3 more
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Testing reliability of the spatial Hurst exponent method for detecting a change point
Journal of Water and Climate Change, 2021 The reliability of using abrupt changes in the spatial Hurst exponent for identifying temporal points of abrupt change in climate dynamics is explored.
U. Singh, A. K. Mittal
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Ljapunov Exponents, Hyperchaos and Hurst Exponent
Zeitschrift für Naturforschung A, 2005 Abstract We consider nonlinear dynamical systems with chaotic and hyperchaotic behaviour.We investigate the behaviour of the Hurst exponent at the transition from chaos to hyperchaos. A two-dimensional coupled logistic map is studied.
Willi-Hans Steeb, Eugenio Cosme Andrieu
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