نتایج جستجو برای: trended uctuation analysis

تعداد نتایج: 2825131  

2016
Tianguang Yang Changgui Gu Huijie Yang

A sentence is the natural unit of language. Patterns embedded in series of sentences can be used to model the formation and evolution of languages, and to solve practical problems such as evaluating linguistic ability. In this paper, we apply de-trended fluctuation analysis to detect long-range correlations embedded in sentence series from A Story of the Stone, one of the greatest masterpieces ...

Journal: :Advances in Complex Systems 2001
Olivier Pouliquen Yoël Forterre Stéphane Le Dizes

Received (received date) Revised (revised date) A simple model is presented for the description of steady uniform shear ow of granular material. The model is based on a stress uctuation activated process. The basic idea is that shear between two particles layers induces uctuations in the media that may trigger a shear at some other position. Based on this idea a minimum model is derived and app...

2008
Piero Olla

The uctuation dynamics in steady state fragmentation and aggregation processes is analyzed from a kinetic point of view. The uctuations n(x; t) in the number of particles of size between x and x + x, in a sample with average occupation number N(x), appear to behave like sums of uncorrelated events: < n(x; t) 2 >/ N(x). The implications of this fact for the applicability of a mean eld descriptio...

Mohsen Mohammadzadeh, Somayeh Mousavi ,

&nbsp;Fitting a suitable covariance function for the correlation structure of spatial-temporal data requires de-trending the data. In this article, some potential models for spatial-temporal trend are presented. Eventually the best model will be announced for de-trending tropospheric ozone concentration data for the city of Tehran (Capital city of Iran). By using the selected trend model, some ...

2017
Frédéric Richard

In this paper, we propose a statistical methodology to test whether the texture of an image is isotropic or not. This methodology is based on the well-known quadratic variations defined as averages of square image increments. Specific to our approach, these variations are computed in different directions using grid-preserving image rotations. We study asymptotically these variations in a framew...

2017
Derya Caliskan Christophe Croux Sarah Gelper

This paper presents a newmethod for robust online variability extraction in time series. The proposed estimator is simultaneously highly robust and efficient.We derive its breakdown point, influence function, and asymptotic variance and study the finite sample properties in a simulation study. © 2009 Elsevier B.V. All rights reserved.

2015
Pilar Grau-Carles

A major issue in nancial economics is the behaviour of stock returns over long horizons. This study provides empirical evidence of the long-range behaviour of various speculative returns. Using di erent techniques such as R=S and modi ed R=S analysis, detrended uctuation analysis (DFA), fractional di erencing test (GPH) and ARFIMA maximum likelihood estimation, we nd little evidence of long mem...

2013
Nita H. Shah Dushyantkumar G. Patel Digeshkumar B. Shah

Economic production quantity (EPQ) inventory model for trended demand has been analyzed with rework facility and stochastic preventive machine time. Due to the complexity of the model, search method is proposed to determine the best optimal solution. A numerical example and sensitivity analysis are carried out to validate the proposed model. From the sensitivity analysis, it is observed that th...

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