Results 71 to 80 of about 132,311 (233)
On the Hurst exponents, Markov processes, and fractional Brownian motion
, 2021 There is much confusion in the literature over Hurst exponent (H). The purpose of this paper is to illustrate the difference between fractional Brownian motion (fBm) on the one hand and Gaussian Markov processes where H is different to 1/2 on the other.
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Transportation Journal, Volume 65, Issue 4, Autumn 2026.ABSTRACT Studying employment dynamics (e.g., the rates at which firms add or shed jobs) of trucking firms is critical to inform theory and public policy. We examine incumbent trucking firm employment dynamics during the highly expansive period of March 2020–March 2021, when the COVID‐19 pandemic delivered an exogenous shock, upending established ...
Jason W. Miller +2 more
wiley +1 more source
Heat map of the generalized Hurst exponent.
, 2017 (Color online) Heat map of the ensemble average of the generalized Hurst exponent h(q) for q ∈ [−5, 5] at different temperatures with different system sizes.
Yijiang Zou (3687769) +5 more
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CROPS DIAGNOSIS USING HURST EXPONENT VALUES IN FIELDS IMAGE ANALYSIS [PDF]
, 2017 One of the branches of sustainable agriculture is the precision farming which assumes an individual approach to each plant. The main problem encountered by the precision agriculture is to quickly acquire and analyze good quality data assessing the ...
Koronczok, Jerzy +9 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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Fractional Brownian motion with negative Hurst exponent
Journal of Statistical Mechanics: Theory and ExperimentAbstract Fractional Brownian motion (fBm) is an important scale-invariant Gaussian non-Markovian process with stationary increments, which serves as a prototypical example of a system with long-range temporal correlations and anomalous diffusion. The fBm is traditionally defined for the Hurst exponent
Baruch Meerson, Pavel V Sasorov
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Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range [PDF]
Mostly used estimators of Hurst exponent for detection of long-range dependence are biased by presence of short-range dependence in the underlying time series. We present confidence intervals estimates for rescaled range and modified rescaled range.
Kristoufek, Ladislav
core
Generalized Hurst exponent at three different temperatures.
, 2017 (Color online) The generalized Hurst exponent h(q) as a function of q at three different temperatures for different system sizes.
Yijiang Zou (3687769) +5 more
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Denoising for satellite laser altimetry full-waveform data based on EMD-Hurst analysis
International Journal of Digital Earth, 2020 Full-waveform decomposition is crucial for obtaining accurate satellite-ground distance, the accuracy of which is severely affected by noises. However, the traditional filters all depend on filtering parameters.
Zhijie Zhang +5 more
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Hurst exponent and planetary rings
4 pages, published in Bolet\'in de la Asociaci\'on Argentina de Astronom ...
Salomone, Horacio, Grandi, Nicolás
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