Results 41 to 50 of about 2,847 (165)
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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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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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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Analysis of Solar Neutrino Data from Super-Kamiokande I and II
Entropy, 2014 We are going back to the roots of the original solar neutrino problem: the analysis of data from solar neutrino experiments. The application of standard deviation analysis (SDA) and diffusion entropy analysis (DEA) to the Super-Kamiokande I and II data ...
Hans J. Haubold +2 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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Investigation of non linear dynamics of an excitable magnetron sputtering plasma
Results in Physics, 2019 In this paper nonlinear dynamical behaviour of an excitable DC magnetron sputtering plasma has been investigated. Initially, plasma exhibited fixed point dynamics whereas with the increase in the discharge voltage, spikes were observed in the floating ...
Gopikishan Sabavath +4 more
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Anomaly Detection in Fractal Time Series with LSTM Autoencoders
MathematicsThis study explores the application of neural networks for anomaly detection in time series data exhibiting fractal properties, with a particular focus on changes in the Hurst exponent.
Lyudmyla Kirichenko +3 more
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Self-affine subglacial roughness: consequences for radar scattering and basal water discrimination in northern Greenland [PDF]
The Cryosphere, 2017 Subglacial roughness can be determined at a variety of length scales from radio-echo sounding (RES) data either via statistical analysis of topography or inferred from basal radar scattering.
T. M. Jordan +6 more
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Известия высших учебных заведений. Поволжский регион:Технические наукиBackground. Currently, the Hurst exponent is quite easily interpreted in relation to biometric, medical and economic data, but it is customary to evaluate it on large samples.
V.I. Volchikhin +3 more
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Deep Neural Network Model for Hurst Exponent: Learning from R/S Analysis
MathematicsThis paper proposes a deep neural network (DNN) model to estimate the Hurst exponent, a crucial parameter in modelling stock market price movements driven by fractional geometric Brownian motion.
Luca Di Persio, Tamirat Temesgen Dufera
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