نتایج جستجو برای: hurst phenomenon

تعداد نتایج: 159457  

Journal: :Mathematical biosciences 2007
Alfonso Garmendia Adela Salvador

Information about fractal dimension is collected so that it can be applied to time series interpreting Hurst coefficient. The population size of a species is modelled as a dynamic system. The Hurst coefficient is calculated for these times series. A computer programme has been elaborated to compute the Hurst exponent of time series using the algorithms of range increment, second order moment in...

Journal: :Statistical Inference for Stochastic Processes 2007

Journal: :CoRR 2016
D. V. Lande V. A. Dodonov

The paper deals with fractal characteristics (Hurst exponent) and wavelet-scaleograms of the information distribution model, suggested by the authors. The authors have studied the effect of Hurst exponent change depending upon the model parameters, which have semantic meaning. The paper also considers fractal characteristics of real information streams. It is described, how the Hurst exponent d...

2014

Methods of assessing the fractal characteristics of time-varying signals like the heart rate, Electroencephalogram, respiratory rate, seismology signal, and so on, which vary apparently irregularly, are random. Hurst (1951) defined an empirical descriptor, the Hurst exponent, of temporal signals describing natural phenomena. This was based on the statistical assessment of the observation of man...

Journal: :The Lancet 1840

2015
Xiao Liu Baojin Wang Luo Xu Mikael Skurnik

Methods for identifying essential genes currently depend predominantly on biochemical experiments. However, there is demand for improved computational methods for determining gene essentiality. In this study, we used the Hurst exponent, a characteristic parameter to describe long-range correlation in DNA, and analyzed its distribution in 33 bacterial genomes. In most genomes (31 out of 33) the ...

2007
L. A. Gil-Alana

The modelling of rainfall and other hydrological data has been the point of much discussion in past research. Hurst (1951) heuristically detected the presence of long range dependence (or long memory) in the well-known series of annual minima of the Nile River. These processes are so called because they display a high degree of association between observations which are distant in time. Followi...

Journal: :CoRR 2013
P. Shanmugavadivu V. Sivakumar

In this paper, a novel method for edge detection of microcalcification clusters in mammogram images is presented using the concept of Fractal Dimension and Hurst co-efficient that enables to locate the microcalcifications in the mammograms. This technique detects the edges accurately than the ones obtained by the conventional Sobel method. Generally, Sobel method detects the edges of the region...

1997
Sándor Molnár Attila Vidács Arne A. Nilsson

In this paper we investigate practical problems of fractal characterization of network tra c focusing on the estimation and interpretation of the Hurst parameter. The analysis is based on our measurement study of ATM WAN tra c. We point out that in order to use the fractal characterization framework in practice we are faced with various misleading e ects that can deceive our self-similarity tes...

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