Results 41 to 50 of about 132,311 (233)
Spectrum-based estimators of the bivariate Hurst exponent [PDF]
Physical Review E, 2014 We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local $X$-Whittle estimators -- as generalizations of their univariate counterparts. As the spectrum-based estimators are dependent on a part of the spectrum taken into consideration during estimation, a simulation ...
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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 Yousif Hmood
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Scaling turbulence drives the general circulation
Quarterly Journal of the Royal Meteorological Society, EarlyView.The NOAA Gulfstream SP4, which deployed the GPS dropsondes over the NE Pacific Ocean as part of the Winter Storms Project during the January–March periods of 2004, 2005 and 2006. Abstract Statistical multifractal analysis of airborne and dropsonde observations is used to show that persistence of velocity after molecular collisions breaks the continuous
Adrian F. Tuck
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A self-organized critical model and multifractal analysis for earthquakes in Central Alborz, Iran
Scientific Reports, 2022 This paper is devoted to a phenomenological study of the earthquakes in central Alborz, Iran. Using three observational quantities, namely the weight function, the quality factor, and the velocity model in this region, we develop a modified dissipative ...
M. Rahimi-Majd, T. Shirzad, M. N. Najafi
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Sustainable Development, EarlyView.ABSTRACT The adoption of geospatial and digital technologies, including Geographic Information Systems (GIS), Building Information Modelling (BIM), Digital Twins, the Internet of Things (IoT) and Artificial Intelligence (AI), is increasingly recognised as key enablers of sustainable development.
Monica C. M. Parlato, Andrea Pezzuolo
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Typical Algorithms for Estimating Hurst Exponent of Time Sequence: A Data Analyst’s Perspective
IEEE AccessThe Hurst exponent is a significant metric for characterizing time sequences with long-term memory property and it arises in many fields such as physics, engineering, mathematics, statistics, economics, psychology, and so on.
Hong-Yan Zhang +3 more
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Ascertaining Time Series Predictability in Process Control – Case Study on Rainfall Prediction
MATEC Web of Conferences, 2018 Rainfall prediction is a challenging task due to its dependency on many natural phenomenon. Some authors used Hurst exponent as a predictability indicator to ensure predictability of the time series before prediction.
Sivapragasam Chandrasekaran +3 more
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Nonlinear complexity analysis of brain FMRI signals in schizophrenia. [PDF]
PLoS ONE, 2014 We investigated the differences in brain fMRI signal complexity in patients with schizophrenia while performing the Cyberball social exclusion task, using measures of Sample entropy and Hurst exponent (H).
Moses O Sokunbi +7 more
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Estimation of the Hurst Parameter in Spot Volatility
Mathematics, 2022 This paper contributes in three stages in a logic of the cognitive process: we firstly propose a new estimation of Hurst exponent by changing frequency method which is purely mathematical.
Yicun Li, Yuanyang Teng
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Integration Through Rights: Towards an Associational Paradigm
The Modern Law Review, EarlyView.Integration policies in the EU and the UK have over the past two decades increasingly emphasised duties and constraints for migrants. This article challenges the duty‐based model and proposes an alternative legal conception: ‘integration through rights’, with associational rights taking a central role.
Sarah Ganty, Clíodhna Murphy
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