Results 81 to 90 of about 3,061,654 (200)

Criterion of Existence of Power-Law Memory for Economic Processes

open access: yesEntropy, 2018
In this paper, we propose criteria for the existence of memory of power-law type (PLT) memory in economic processes. We give the criterion of existence of power-law long-range dependence in time by using the analogy with the concept of the long-range ...
Vasily E. Tarasov, Valentina V. Tarasova
doaj   +1 more source

People have long memories

open access: yesVeterinary Record, 2020
Adrian Nelson-Pratt runs The Veterinary Business Consultancy, which offers business development support, coaching, mentoring and leadership training to the profession. We’re a few weeks into the Covid-19 crisis and we don’t yet know the shape of the curve in the UK.
openaire   +2 more sources

Measuring Fractality

open access: yesFrontiers in Physiology, 2012
When investigating fractal phenomena, the following questions are fundamental for the applied researcher: (1) What are essential statistical properties of 1/f noise? (2) Which estimators are available for measuring fractality?
Tatjana eStadnitski
doaj   +1 more source

Long Short-Term Memory Spatial Transformer Network

open access: yes, 2019
Spatial transformer network has been used in a layered form in conjunction with a convolutional network to enable the model to transform data spatially.
Chen, Tianyue, Feng, Shiyang, Sun, Hao
core   +1 more source

Fractional Calculus as a Simple Tool for Modeling and Analysis of Long Memory Process in Industry

open access: yesMathematics, 2019
This paper deals with the application of the fractional calculus as a tool for mathematical modeling and analysis of real processes, so called fractional-order processes. It is well-known that most real industrial processes are fractional-order ones. The
Ivo Petráš, Ján Terpák
doaj   +1 more source

Efficient and long-lived quantum memory with cold atoms inside a ring cavity

open access: yes, 2012
Quantum memories are regarded as one of the fundamental building blocks of linear-optical quantum computation and long-distance quantum communication. A long standing goal to realize scalable quantum information processing is to build a long-lived and ...
A Kuzmich   +41 more
core   +1 more source

To be or not to be: Roughness or long memory in volatility?

open access: yesJournal of Econometrics
We develop a framework for composite likelihood estimation of parametric continuous-time stationary Gaussian processes. We derive the asymptotic theory of the associated maximum composite likelihood estimator. We implement our approach on a pair of models that have been proposed to describe the random log-spot variance of financial asset returns.
Mikkel Bennedsen   +2 more
openaire   +3 more sources

Adaptive Fractional Differencing for Learning-Optimal Long-Memory Preservation

open access: yesIEEE Access
Forecasting and prediction in financial time series are fundamentally challenging due to non-stationarity and long-range dependence (LRD) nature of such series.
Sarit Maitra
doaj   +1 more source

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