BACKGROUND Identifying the emotional state is helpful in applications involving patients with autism and other intellectual disabilities; computer-based training, human computer interaction etc. Electrocardiogram (ECG) signals, being an activity of the autonomous nervous system (ANS), reflect the underlying true emotional state of a person. However, the performance of various methods developed ...

Selected Writings of Sir Arthur Hurst (1879-1944), ed. by THOMAS HUNT, London, British Society of Gastroenterology, 1970, pp. xiv, 218, illus., £2X00 (E1X50 to members of the Society). Hurst was probably the most original thinker of his contemporary physicians. Indomitable in the face of deafness and chronic asthma he was an iconoclast, destroying long-held beliefs based on flimsy foundations. ...

We introduce the stochastic integration with respect to the infinite-dimensional fractional Brownian motion. Using the techniques of the anticipating stochastic calculus, we derive an Itô formula for Hurst parameter bigger than 1 2 .

In this note, we provide a non trivial example of differential equation driven by a fractional Brownian motion with Hurst parameter 1/3 < H < 1/2, whose solution admits a smooth density with respect to Lebesgue’s measure. The result is obtained through the use of an explicit representation of the solution when the vector fields of the equation are nilpotent, plus a Norris type lemma in the roug...

Internet traffic exhibits self-similarity and long-range dependence (LRD) on various time scales. A well studied issue is the estimation of statistical parameters characterizing traffic selfsimilarity and LRD, such as the Hurst parameter H. In this paper, we propose to adapt the Modified Allan Variance (MAVAR), a time-domain quantity originally conceived to discriminate fractional noise in freq...

Two-dimensional (2D) multifractal detrended fluctuation analysis (MF-DFA) has been used to study monofractality and multifractality on 2D surfaces, but when it is used to calculate the generalized Hurst exponent in a fixed time scale, the presence of crossovers can bias the outcome. To solve this problem, multiscale multifractal analysis (MMA) was recent employed in a one-dimensional case. MMA ...

Wavelet packet analysis was used to measure the global scaling behaviour of homogeneous fractal signals from the slope of decay for discrete wavelet coefficients belonging to the adapted wavelet best basis. A new scaling function for the size distribution correlation between wavelet coefficient energy magnitude and position in a sorted vector listing is described in terms of a power law to esti...

Knowledge of current vegetation dynamics and an ability to make accurate predictions of ecological changes are essential for minimizing food scarcity in developing countries. Vegetation trends are also closely related to sustainability issues, such as management of conservation areas and wildlife habitats. In this study, AVHRR and MODIS NDVI datasets have been used to assess the spatial tempora...

We derive the asymptotic behavior of weighted quadratic variations of fractional Brownian motion B with Hurst index H = 1/4. This completes the only missing case in a very recent work by I. Nourdin, D. Nualart and C.A. Tudor. Moreover, as an application, we solve a recent conjecture of K. Burdzy and J. Swanson on the asymptotic behavior of the Riemann sums with alternating signs associated to B.