Results 81 to 90 of about 22,027,746 (211)
Abstract Accurately predicting solute transport remains a central challenge in hydrogeology due to limited data and multiscale subsurface heterogeneity. Fractional Brownian motion (fBm) is widely used to model the logarithm of hydraulic conductivity fields.
Binhao Li +2 more
wiley +1 more source
Multifractal properties of a closed contour: a peek beyond the shape analysis.
In recent decades multifractal analysis has been successfully applied to characterize the complex temporal and spatial organization of such diverse natural phenomena as heartbeat dynamics, the dendritic shape of neurons, retinal vessels, rock fractures ...
Paulo Duarte-Neto +5 more
doaj +1 more source
ABSTRACT The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
wiley +1 more source
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann +2 more
wiley +1 more source
Multifractal variability in geoelectrical signals and correlations with seismicity: a study case in southern Italy [PDF]
Multifractal fluctuations in the time dynamics of geoelectrical data, recorded in a seismic area of southern Italy, have been revealed using the Multifractal Detrended Fluctuation Analysis (MF-DFA), which allows to detect multifractality in nonstationary
L. Telesca, G. Colangelo, V. Lapenna
doaj
Modeling and forecasting time series of precious metals: a new approach to multifractal data
We introduce a novel approach to multifractal data in order to achieve transcended modeling and forecasting performances by extracting time series out of local Hurst exponent calculations at a specified scale.
Emrah Oral, Gazanfer Unal
doaj +1 more source
Interplay Between Green Investment and Market Price Premia in Global Shipping
ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi +4 more
wiley +1 more source
Wavelet Leaders Based Vibration Signals Multifractal Features of Plunger Pump in Truck Crane
Vibration signal of plunger pump in truck crane is a typical nonlinear, nonstationary signal, and the multifractal features are a powerful tool for depicting the geometry features of such signals.
Wenliao Du +3 more
doaj +1 more source
Abstract Compound flooding in coastal environments arises from the interaction of extreme precipitation and elevated coastal water levels. Existing approaches typically rely either on process‐based hydrodynamic simulations or statistical characterizations of hazard drivers, constraining the capacity to quantify the contribution of individual mechanisms
Stergios Emmanouil +4 more
wiley +1 more source

