نتایج جستجو برای: hurst exponent

تعداد نتایج: 19422  

2009
M. Clausel B. Vedel

We propose an explicit way to generate a large class of Operator scaling Gaussian random fields (OSGRF). Such fields are anisotropic generalizations of selfsimilar fields. More specifically, we are able to construct any Gaussian field belonging to this class with given Hurst index and exponent. Our construction provides for simulations of texture as well as for detection of anisotropies in an i...

2000
A. Hanslmeier A. Kučera H. Wöhl

The dynamics of the upper solar photosphere was studied by using 1-D photospheric line spectrograms obtained using the VTT of the Observatorio del Teide. Three spectral lines with line core formation heights between 250 and 500 km were analyzed. It is clearly seen that at these levels the velocity and intensity fields are highly correlated but different from the lower lying zone where convectiv...

Journal: :Annales UMCS, Informatica 2012
Pawel Dymora Miroslaw Mazurek Dominik Strzalka

This paper shows that the organization of computer system memory as a hierarchical structure can lead to the existence of long-memory effect during the man-computer interaction. As a point of reference, the rate at which the operating system resolves data from hard drive caused by the hardware page faults in the virtual memory mechanism can be given. The existence of such a phenomenon can be co...

2010
Le Thi Hoai An Huynh Van Ngai Pham Dinh Tao

DC Programming and DCA have been introduced by Pham Dinh Tao in 1986 and extensively developed by Le Thi Hoai An and Pham Dinh Tao since 1993. These approaches have been successfully applied to solving real life problems in their large scale setting. In this paper, by using the Lojasiewicz inequality for nonsmooth subanalytic functions, we investigate the convergence of DC (difference of convex...

2015
Maria Ofelia San Pedro Erica L. Snow Ryan Shaun Joazeiro de Baker Danielle S. McNamara Neil T. Heffernan

There is increasing evidence that fine-grained aspects of student performance and interaction within educational software are predictive of long-term learning. Machine learning models have been used to provide assessments of affect, behavior, and cognition based on analyses of system log data, estimating the probability of a student’s particular affective state, behavior, and knowledge (cogniti...

2009
Josselin Garnier Knut Sølna

When a broadband pulse penetrates into a dissipative and dispersive medium, phase dispersion and frequency-dependent attenuation alter the pulse in a way that results in the appearance of a precursor field with an algebraic decay. We derive here the existence of precursors in nondispersive, non-dissipative, but randomly heterogeneous and multiscale media. The shape of the precursor and its frac...

2000
Tatsuya Hagiwara Hiroki Doi Hideki Tode Hiromasa Ikeda

Recent studies on traffic measurement analysis in the various networks have shown that packet traffic exhibits Long Range Dependent properties called Self-Similarity. Some papers reported that Self-Similarity degrades the network performance, such as buffer overflow. Thus, we need new network control considering Self-Similar properties. Network control considering the Self-Similarity requires h...

Journal: :Computación y Sistemas 2011
Julián A. Pucheta Cristian Rodrìguez Rivero Martín R. Herrera Carlos A. Salas Hector D. Patiño Benjamín R. Kuchen

Palabras clave Redes neuronales, pronóstico de series temporales, parámetro de Hurst, ecuación Mackey-Glass.

2002
K. Ivanova

The multifractal structure of the temporal dependence of the Deutsche Aktienindex (DAX) is analyzed. The q-th order moments of the structure functions and the singular measures are calculated. The generalized Hurst exponent H(q) and the h(γ(q)) curve indicate a hierarchy of power law exponents. This approach leads to characterizing the nonstationarity and intermittency pertinent to such financi...

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