Results 41 to 50 of about 19,704 (219)
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. +7 more
core +2 more sources
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 +36 more
core +2 more sources
Long-range correlations and nonstationarity in the Brazilian stock market
, 2003 We report an empirical study of the Ibovespa index of the Sao Paulo Stock Exchange in which we detect the existence of long-range correlations. To analyze our data we introduce a rescaled variant of the usual Detrended Fluctuation Analysis that allows us
Bouchaud +18 more
core +1 more source
Geophysical Research Letters, 2001 Analysis of the Nile river level height time series enabled Harold Edwin Hurst to derive an empirical tH (H > 0.5) law. Reanalysis of the data shows that the result may cause some misunderstanding in using the terms persistence and antipersistence to characterize the series' governing process.
openaire +1 more source
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 +1 more
doaj +1 more source
Arthritis Care &Research, Accepted Article.Over the past 50 years, the science of pediatric rheumatology has grown exponentially due to an expansion in the understanding of complex rheumatic conditions and a surge in novel targeted therapeutics. Physician‐scientists in the field of pediatric rheumatology have played major roles in these advancements that have improved the care of children ...
Ekemini A. Ogbu +2 more
wiley +1 more source
Monitoring Pipeline Leaks Using Fractal Analysis of Acoustic Signals
Fractal and FractionalThis paper proposes a method for searching for pipeline leaks by analyzing the Hurst exponent of acoustic signals. The investigations conducted on the laboratory setup and the current pipelines of the water supply system.
Ayrat Zagretdinov +5 more
doaj +1 more source
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
doaj +1 more source
Multi-scale entropy analysis and Hurst exponent [PDF]
Physica A: Statistical Mechanics and its Applications, 2019 Abstract Several methods exist for measuring the complexity in a system through analysis of its associated time series. Multi-scale entropy appears as a successful method on this matter. It has been applied in many disciplines with great achievements. For example by analysis of the bio-signals, we are able to diagnose various diseases.
Mollaei, Saeid +2 more
openaire +2 more sources
Temporal Interference Stimulation Enhances Neural Regeneration
Advanced Science, EarlyView.Temporal interference (TI) stimulation is proposed as a non‐invasive approach to enhance neural regeneration in the deep brain. Theta‐band TI modulation selectively promotes neural progenitor cell differentiation in vitro and augments hippocampal neurogenesis in amouse model of Alzheimer's disease‐like amyloidosis.
Sofia Peressott +15 more
wiley +1 more source