نتائج البحث

Application of Hurst Exponent (H) and the R/S Analysis in the Classification of FOREX Securities

• Authors : Jun Okamoto; Milton Saulo Raimundo

Subjects: Hurst exponent; 0103 physical sciences; Statistical physics

• Source: International Journal of Modeling and Optimization. 8:116-124

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On the features of Hurst Exponent estimates of the Fractional Brownian motion calculated by the R/S-analysis

• Authors : O Ponomareva; E Solomakha; S Porshnev

Subjects: Physics; Hurst exponent; Fractional Brownian motion

• Source: IOP Conf. Ser. Mater. Sci. Eng.IOP Conference Series: Materials Science and Engineering

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Research of Extreme Precipitation Variation in Shanxi Based on R / S Analysis

• Authors : Zhao Jing-bo; Xu shaoxiong; Duzhuoqun

Subjects: Variation (linguistics); Environmental science; Precipitation

• Source: IOP Conference Series: Earth and Environmental Science. 513:012067

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Hurst Index Analysis of Social Electricity Consumption Change Trend Based on R/S Analysis

• Authors : Xiaodong Qi; Hu Sheng

Subjects: Consumption (economics); business.industry; Econometrics

• Source: IOP Conference Series: Materials Science and Engineering. 750:012150

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Monitoring and modelling of cryptocurrency trend resistance by recurrent and R/S-analysis

• Authors : Hanna Danylchuk; Oleksii Sysoiev; Liubov Kibalnyk

Subjects: lcsh:GE1-350; Cryptocurrency; 050208 finance

• Source: E3S Web of Conferences, Vol 166, p 13030 (2020)

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A New Method of Grain Output Prediction Based on R/S Analysis

• Authors : Na Yang; Chunhua Zhu; Teijun Yang

Subjects: Nonlinear system; Engineering; Fractal

• Source: Proceedings of the 2016 International Conference on Advanced Materials Science and Environmental Engineering.

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R/S Analysis in Mobile Social Networks

• Authors : Wei Zheng; Kang Zhao

Subjects: Fractal; Theoretical computer science; Computer science

• Source: Proceedings of the 3rd International Conference on Wireless Communication and Sensor Networks (WCSN 2016).

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R/S analysis based study on long memory about CODMn in Poyang Lake Inlet and Outlet

• Authors : Lili Wang

Subjects: Hydrology; geography; geography.geographical_feature_category

• Source: IOP Conference Series: Earth and Environmental Science. 121:022040

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Wavelet and R/S analysis of the X-ray flickering of cataclysmic variables

• Authors : Fabrizio Tamburini; Antonio Bianchini; D. de Martino

Subjects: Physics; Hurst exponent; Similarity (geometry)

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R/S analysis and DFA: finite sample properties and confidence intervals

• Authors : Kristoufek, Ladislav

Subjects: jel:C12; jel:C01; rescaled range analysis, detrended fluctuation analysis, Hurst exponent, long-range dependence, confidence intervals

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