Results 31 to 40 of about 19,704 (219)
Use of fractal analysis to evaluate the surface quality of agricultural machinery parts
BIO Web of Conferences, 2020 The research of the determination of the fractal characteristics of the surface of a material proposes the use of a stationary profilograph and a computer program for calculating the Hurst exponent.
Bavykin Oleg +4 more
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Fractal Rigidity in Migraine [PDF]
, 2003 We study the middle cerebral artery blood flow velocity (MCAfv) in humans using transcranial Doppler ultrasonography (TCD). Scaling properties of time series of the axial flow velocity averaged over a cardiac beat interval may be characterized by two ...
Glaubic-Latka, Marta +3 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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HURST EXPONENTS AND DELAMPERTIZED FRACTIONAL BROWNIAN MOTIONS [PDF]
International Journal of Theoretical and Applied Finance, 2019 The inverse Lamperti transform of a fractional Brownian motion (fBm) is a stationary process. We determine the empirical Hurst exponent of such a composite process with the help of a regression of the log absolute moments of its increments, at various scales, on the corresponding log scales.
openaire +2 more sources
Complexity signatures in the geomagnetic H component recorded by the Tromsø magnetometer (70° N, 19° E) over the last quarter of a century [PDF]
Nonlinear Processes in Geophysics, 2014 Solar disturbances, depending on the orientation of the interplanetary magnetic field, typically result in perturbations of the geomagnetic field as observed by magnetometers on the ground.
C. M. Hall
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On Hurst exponent estimation under heavy-tailed distributions
, 2012 In this paper, we show how the sampling properties of the Hurst exponent methods of estimation change with the presence of heavy tails. We run extensive Monte Carlo simulations to find out how rescaled range analysis (R/S), multifractal detrended ...
Alessio +35 more
core +2 more sources
On the Estimation Techniques of Hurst exponent [PDF]
Journal of Korea Water Resources Association, 2004 허스트 지수를 산정하기 위하여 기존에 여러 방법론들이 제안되어 왔다. 그러나, 이들 방법론들은 시계열들의 지속성에 대하여 각기 다른 특성들을 보이고 있음을 기존의 연구에서 알 수 있다 따라서 본 연구에서는 수문학에서 주로 이용하고 있는 보정용량, 조정용량, 수정조정용량 방법 이외에 생리학 분야와 전자 분야 등에서 이용되고 있는 1/f 파워 스펙트럼 밀도 분석, DFA, AVT 방법, 최우도법 등을 이용하여 허스트 지수를 산정하여 보았다. 즉, 단기간과 장기간 기억을 가진 카오스와 추계학적 시계열들에 대하여 각각의 방법들을 적용하여 비교 분석하고자 하였으며, 각 방법론들에 대한 장점 및 단점 그리고 한계에 대하여 논의하였다 ...
Byung-Sik Kim +2 more
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Alcohol impacts an fMRI marker of neural inhibition in humans and rodents
NeuroImageInhibitory neuronal activity is a key regulator of brain function and is implicated in numerous developmental and psychiatric disorders. However, measuring inhibition in vivo remains a challenge.
Monami Nishio +8 more
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Searching for long memory effects in time series of central Europe stock market indices
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2008 This article deals with one of the important parts of applying chaos theory to financial and capital markets – namely searching for long memory effects in time series of financial instruments.
Luboš Střelec
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Distinguishing fractional and white noise in one and two dimensions
, 2000 We discuss the link between uncorrelated noise and Hurst exponent for one and two-dimensional interfaces. We show that long range correlations cannot be observed using one-dimensional cuts through two-dimensional self-affine surfaces whose height ...
A. L. Barabási +12 more
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