نتایج جستجو برای: hurst

تعداد نتایج: 2106  

2009
Md Nurujjaman Ramesh Narayanan AN Sekar Iyengar

BACKGROUND Investigation of the functioning of the brain in living systems has been a major effort amongst scientists and medical practitioners. Amongst the various disorder of the brain, epilepsy has drawn the most attention because this disorder can affect the quality of life of a person. In this paper we have reinvestigated the EEGs for normal and epileptic patients using surrogate analysis,...

2017
Mariya Y Marusina Alexandra P Mochalina Ekaterina P Frolova Valentin I Satikov Anton A Barchuk Vladimir I Kuznetcov Vadim S Gaidukov Segrey A Tarakanov

Background: Cancer is one of the most common causes of human mortality, with about 14 million new cases and 8.2 million deaths reported in in 2012. Early diagnosis of cancer through screening allows interventions to reduce mortality. Fractal analysis of medical images may be useful for this purpose. Materials and Methods: In this study, we examined magnetic resonance (MR) images of healthy live...

Journal: :Postgraduate Medical Journal 1999

Journal: :SIAM Review 2004
Tilmann Gneiting Martin Schlather

Fractal behavior and long-range dependence have been observed in an astonishing number of physical, biological, geological, and socio-economic systems. Time series, profiles, and surfaces have been characterized by their fractal dimension, a measure of roughness, and by the Hurst coefficient, a measure of long-memory dependence. Either phenomenon has been modeled and explained by self-affine ra...

2007
PHILIPPE SOULIER

Long range dependence induced by heavy tails is a widely reported feature of internet traffic. Long range dependence can be defined as the regular variation of the variance of the integrated process, and half the index of regular variation is then refered to as the Hurst index. The infinite source Poisson process (a particular case of which is the M/G/∞ queue) is a simple and popular model with...

2012
Raffaello Morales T. Di Matteo Ruggero Gramatica Tomaso Aste

We investigate the use of the Hurst exponent, dynamically computed over a weighted moving time-window, to evaluate the level of stability/instability of financial firms. Financial firms bailed-out as a consequence of the 2007–2008 credit crisis show a neat increasewith time of the generalized Hurst exponent in the period preceding the unfolding of the crisis. Conversely, firms belonging to othe...

Journal: :Computational Statistics & Data Analysis 2007
J. Mielniczuk Piotr Wojdyllo

In order to estimate the Hurst exponent of long-range dependent time series numerous estimators such as based e.g. on rescaled 9 range statistic (R/S) or detrended fluctuation analysis (DFA) are traditionally employed. Motivated by empirical behaviour of the bias of R/S estimator, its bias-corrected version is proposed. It has smaller mean squared error than DFA and behaves comparably 11 to wav...

1999
Ronn Ritke Xiaoyan Hong Mario Gerla

Long Range Dependent LRD network tra c does not behave like the tra c generated by the Poisson model or other Markovian models The main di er ence is that LRD tra c increases queueing delays due to the burstiness of the tra c over many time scales LRD tra c has been measured in di erent types and sizes of networks for di erent applications eg WWW and di erent tra c aggregations Since LRD behavi...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تبریز - دانشکده مهندسی برق و کامپیوتر 1387

در این پایان نامه با استفاده از داده های مربوط به بورس اوراق بهادار تهران، ارزش، طلا، نفت و دو ارز معتبر، روشهای هوش مصنوعی (بطور مشخص شبکه های عصبی استاتیک و دینامیک)، دسته ای از مدلهای آماری و تحلیل مولفه های بنیادی تغییرات روزانه شاخص بورس اوراق بهادار تهران بررسی می شود. نتایج بدست آمده نشان می دهند که با استفاده از این مدل ها حداکثر میزان پیش بینی درست جهت تغییرات روزانه شاخص بورس 67/3% اس...

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