The length of equal minimal and maximal blocks has eected on logarithm-scale logarithm against sequential function on variance and bias of de-trended uctuation analysis, by using Quasi Monte Carlo(QMC) simulation and Cholesky decompositions, minimal block couple and maximal are founded which are minimum the summation of mean error square in Horest power.

the length of equal minimal and maximal blocks has eected on logarithm-scale logarithm against sequential function on variance and bias of de-trended uctuation analysis, by using quasi monte carlo(qmc) simulation and cholesky decompositions, minimal block couple and maximal are founded which are minimum the summation of mean error square in horest power.

 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 ...

BACKGROUND There is an urgent need for blood oxygen saturation (SpO2) tests when participants are ambulatory, as in daily activity monitoring, sleep monitoring, or even athletes' cardiovascular function tests. In such situations, measuring equipment needs to be wearable. This restricts the processor volume, and the corresponding algorithm should be microprocessor compatible. OBJECTIVE This ar...

Spatial-temporal modeling of air pollutants, ground-level ozone concentrations in particular, has attracted recent attention because by using spatial-temporal modeling, can analyze, interpolate or predict ozone levels at any location. In this paper we consider daily averages of troposphere ozone over Tehran city. For eliminating the trend of data, a dynamic linear model is used, then some featu...

An account is given of a variety of linear filters which can be used for extracting trends from economic time series and for generating de-trended series. A family of rational square-wave filters is described which enable designated frequency ranges to be selected or rejected. Their use is advocated in preference to other filters which are commonly used in quantitative economic analysis.

In this paper we present an algorithm for estimating state-dependent polynomial coefficients in the nonstationary-state hidden Markov model (or the trended HMM) which allows for the flexibility of linear time warping or scaling in individual model states. The need for the state-dependent time warping arises from the consideration that due to speaking rate variation and other temporal factors in...

Common ground to recent studies exploiting relations between dynam-ical systems and non-equilibrium statistical mechanics is, so we argue, the standard Gibbs formalism applied on the level of space-time histories. The assumptions (chaoticity principle) underlying the Gallavotti-Cohen uctuation theorem make it possible, using symbolic dynamics, to employ the theory of one-dimensional lattice spi...