نتایج جستجو برای: hurst phenomenon

تعداد نتایج: 159457  

Journal: :iranian journal of fuzzy systems 2013
mayer alvo francois theberge

we provide a framework for the study of statistical quantitiesrelated to the hurst phenomenon when the data are non-precise with boundedsupport.

We provide a framework for the study of statistical quantitiesrelated to the Hurst phenomenon when the data are non-precise with boundedsupport.

2002
DEMETRIS KOUTSOYIANNIS Demetris Koutsoyiannis

The Hurst phenomenon, which characterizes hydrological and other geophysical time series, is formulated and studied in an easy manner in terms of the variance and autocorrelation of a stochastic process on multiple temporal scales. In addition, a simple explanation of the Hurst phenomenon based on the fluctuation of a hydrological process upon different temporal scales is presented. The stochas...

Journal: :Stochastic Processes and their Applications 2016

پایان نامه :0 1392

nowadays in trade and economic issues, prediction is proposed as the most important branch of science. existence of effective variables, caused various sectors of the economic and business executives to prefer having mechanisms which can be used in their decisions. in recent years, several advances have led to various challenges in the science of forecasting. economical managers in various fi...

Journal: :Conference on Applied Statistics in Agriculture 1998

1999
Matthew Roughan

In the last few years the discovery of the self-similar nature of packet traac has highlighted the need for the estimation of parameters quantifying scaling phenomenon, such as the Hurst parameter. An important practical question concerns the variation of the Hurst parameter with time. The on-line real-time version of the wavelet based estimator of Abry and Veitch, which allows data of unlimite...

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
Ming Li S. C. Lim Huamin Feng

Let D(n) and H(n) be the fractal dimension and the Hurst parameter of traffic in the nth interval, respectively. Thus, this paper gives the experimental variance analysis of D(n) and H(n) of network traffic based on the generalized Cauchy (GC) process on an interval-by-interval basis. We experimentally infer that traffic has the phenomenon Var[D(n)] > Var[H(n)]. This suggests a new way to descr...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید