Results 41 to 50 of about 20,055 (271)

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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A Climate-Mathematical Clustering of Rainfall Stations in the Río Bravo-San Juan Basin (Mexico) by Using the Higuchi Fractal Dimension and the Hurst Exponent

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, Dulce Martinez-Peon, Ángela Gabriela Benavides-Ríos, Otoniel Walle-García, Roberto Soto-Villalobos, Mario A. Aguirre-López   +5 more
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Comparison of Hurst exponent estimation methods

Journal of Economics and Administrative Sciences, 2021
Through recent years many researchers have developed methods to estimate the self-similarity and long memory parameter that is best known as the Hurst parameter. In this paper, we set a comparison between nine different methods. Most of them use the deviations slope to find an estimate for the Hurst parameter like Rescaled range (R/S), Aggregate ...
Amjad H. Hamza, Munaf Y. Hmood
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Quantification of Fracture Roughness by Change Probabilities and Hurst Exponents [PDF]

Mathematical Geosciences, 2021
AbstractThe objective of the current study is to utilize an innovative method called “change probabilities” for describing fracture roughness. In order to detect and visualize anisotropy of rock joint surfaces, the roughness of one-dimensional profiles taken in different directions is quantified. The central quantifiers, change probabilities, are based
Gutjahr, Tim, Hale, Sina, Keller, Karsten, Blum, Philipp, Winter, Steffen, Gutjahr, Tim; Institute of Mathematics, University of Luebeck, Luebeck, Germany, Hale, Sina; Institute of Applied Geosciences, Karlsruhe Institute of Technology (KIT), Karlsruhe, Germany, Keller, Karsten; Institute of Mathematics, University of Luebeck, Luebeck, Germany, Blum, Philipp; Institute of Applied Geosciences, Karlsruhe Institute of Technology (KIT), Karlsruhe, Germany, Winter, Steffen; Institute of Stochastics, Karlsruhe Institute of Technology (KIT), Karlsruhe, Germany   +9 more
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Stochastic models which separate fractal dimension and Hurst effect [PDF]

, 2001
Fractal behavior and long-range dependence have been observed in an astonishing number of physical systems. Either phenomenon has been modeled by self-similar random functions, thereby implying a linear relationship between fractal dimension, a measure ...
Constantine A. G., Gneiting T., Hurst H. E., Martin Schlather, Schlather M., Taylor C. C., Tilmann Gneiting, Wood A. T. A.   +7 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.
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Can One Make Any Crash Prediction in Finance Using the Local Hurst Exponent Idea?

, 2003
We apply the Hurst exponent idea for investigation of DJIA index time-series data. The behavior of the local Hurst exponent prior to drastic changes in financial series signal is analyzed.
Ausloos, Ausloos, Baillie, Baillie, Baviera, Buldyrev, D Grech, De Lima, Ding, Fama, Granger, Ivanova, Liu, Lux, Mandelbrot, Muller, Pagan, Peng, Peng, Plerou, Stanley, Stanley, Vandewalle, Vandewalle, Z Mazur   +24 more
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Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market

, 2004
The local Hurst exponent, a measure employed to detect the presence of dependence in a time series, may also be used to investigate the source of intraday variation observed in the returns in foreign exchange markets.
Abry, Ambrose, Andersen, Barkoulas, Batten, Batten, Batten, Bollerslev, Bollerslev, Cajueiro, Cajueiro, Cajueiro, Cajueiro, Cheung, Costa, Fama, Geweke, Goodhart, Goodhart, Goodhart, Grau-Carles, Hosking, Hosoya, Hurst, Lo, Lyons, Mandelbrot, Mandelbrot, Mandelbrot, Mandelbrot, Mandelbrot, Matos, Muller, Opong, Teverovsky, Tucker, Van De Gucht   +36 more
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On the utility of the hurst exponent in predicting future crises

Corporate Ownership and Control, 2012
The aim of this article is to ascertain whether and to what extent the Hurst exponent can be used to forecast future crises. The first and second sections focus on the Hurst exponent, giving theoretical insights and a summary of its uses in finance. The analysis of a dataset of 35 indices and stocks representing various geographical areas and economic ...
Coen T., Piovani G, TORLUCCIO, GIUSEPPE
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INTERPRETATION OF VIBRATION SIGNALS OF COMPLEX ROTOR SYSTEM BASED ON FRACTAL ANALYSIS

Авіаційно-космічна техніка та технологія, 2019
The work analyzes vibration signals obtained by simulating a turbine of a complex rotor system, for example, an aviation gas turbine engine, under conditions of stationary and non-stationary excitations. Four modes of vibration excitation are considered:
Надія Іванівна Бурау, Ольга Ярославівна Паздрій   +1 more
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