Results 51 to 60 of about 5,559 (235)
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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On the importance of including both sexes in animal studies – insights from home‐cage monitoring
Biological Reviews, EarlyView.ABSTRACT A review of behavioural studies using home‐cage monitoring (HCM) systems revealed that over 61% of studies used only male subjects, with only 24% including both sexes, despite evidence of substantial behavioural differences between male and female animals. This bias could influence the outcomes of biomedical research.
Maša Čater +12 more
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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.
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The Hurst Exponent of Fermi GRBs
, 2012 Accepted for publication in Monthly Notices of the Royal Astronomical ...
MacLachlan, Glen +7 more
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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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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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Epileptic Disorders, EarlyView.Abstract This seminar addresses the complexity of the management of epilepsy in adults with intellectual development disorders (IDD), advocating holistic and multidisciplinary care aligned with the learning objectives of the International League Against Epilepsy. Epilepsy is significantly more prevalent in people with IDD, presenting unique diagnostic,
Elena Fonseca +10 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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