Results 61 to 70 of about 235,462 (293)

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
core   +2 more sources

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
core   +2 more sources

Monitoring Pipeline Leaks Using Fractal Analysis of Acoustic Signals

Fractal and Fractional
This 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, Shamil Ziganshin, Eugenia Izmailova, Yuri Vankov, Ilya Klyukin, Roman Alexandrov   +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

A Comparison of Hurst Exponent Estimators in Long-range Dependent Curve Time Series [PDF]

, 2020
The Hurst exponent is the simplest numerical summary of self-similar long-range dependent stochastic processes. We consider the estimation of Hurst exponent in long-range dependent curve time series.
H. Shang
semanticscholar   +1 more source

Comment on Hurst Exponent

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

Distinguishing fractional and white noise in one and two dimensions

, 2000
We discuss the link between uncorrelated noise and Hurst exponent for one and two-dimensional interfaces. We show that long range correlations cannot be observed using one-dimensional cuts through two-dimensional self-affine surfaces whose height ...
A. L. Barabási, A. R. Mehrabi, Alex Hansen, D. Tucotte, D. Vandembroucq, E. Bouchaud, G. George Batrouni, I. Simonsen, I. Simonsen, J. Feder, J. Schmittbuhl, Jean Schmittbuhl, M. Sahimi   +12 more
core   +1 more source

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, Saravanan Poomalai, Balamurali Saminathan, Muttil Nitin   +3 more
doaj   +1 more source

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
doaj   +1 more source

Horizons and Challenges: An Overview of Strategies for Circular Economy Education in Schools

Sustainable Development, EarlyView.
ABSTRACT Education is fundamental to preparing future professionals for the transition to a circular economy (CE), and it requires the development of competences from the earliest stages of schooling. Nevertheless, teachers continue to face challenges in integrating the circular economy into classroom practice. This article presents a literature review
Maiara Lais Marcon, Simone Sehnem
wiley   +1 more source