A New Predicting Method for Long-Term Photovoltaic Storage Using Rescaled Range Analysis: Application to Two Algerian Sites

Author(s):  
Samia Harrouni
2020 ◽  
Vol 2020 ◽  
pp. 1-9
Author(s):  
Bin Wang ◽  
Zhonghui Ding ◽  
Xiang Wang ◽  
Kai Shi

We first use the Hurst index and the Vn statistic to study the respective characteristics of the P2P lending market and the stock market by rescaled range analysis. In terms of fluctuations, there is an antipersistence in the P2P lending market and long-term persistence in the stock market. Then, we studied the crosscorrelation between the daily logarithmic return series of P2P lending market and stock market and found that the crosscorrelation was multifractal and antipersistent.


1992 ◽  
Vol 29 (2) ◽  
pp. 296-300 ◽  
Author(s):  
Y. Wang ◽  
M. E. Evans ◽  
T. C. Xu ◽  
N. Rutter ◽  
Z. Ding ◽  
...  

Two geophysical measurements have been widely used as paleoclimatic indicators: oxygen-isotope ratios from deep-sea cores and magnetic susceptibility of loess sediments. Both types of record have been shown to possess climatic information, as they share the same dominant frequencies of the Earth's orbital movements, which, according to Milankovitch's theory, drive the climatic system. But these two physical quantities may respond to climatic variations in different ways. Consequently, they may possess different long-term characteristics, which can be detected by the technique of rescaled range (R/S) analysis. Here we report results from four sets of data: two oxygen-isotope records and two loess susceptibility profiles. Analysis indicates that Hurst exponents of about 0.8 are typical for deep-sea oxygen data, whereas values of about 0.9 characterize loess susceptibility sequences. If Mandelbrot's explanation is taken, these distinct values imply that the loess data are more self-correlated and possess stronger persistence compared with the deep-sea records. This may reflect differences in the ways in which these proxy recorders respond to climatic variations, or differences between continental and oceanic climates.


2019 ◽  
Vol 118 ◽  
pp. 02061
Author(s):  
Yunzhi Fei ◽  
Xufang Shao ◽  
Gang Wang ◽  
Li Zhou ◽  
Xue Xia ◽  
...  

The Rescaled Range Analysis method (R/S Analysis method) is applied to analyze the PJM electricity derivatives market through calculating V statistics and Hurst Exponent of three types of products. The study finds that there is no obvious average cycle in the PJM electricity derivatives market. The price fluctuation of various products is not a non-random walk process but has a long-term memory. It shows that the PJM electricity derivatives market is not completely effective. The study also finds that PJM electricity option market is more effective than PJM electricity futures market.


Author(s):  
M. Meraz ◽  
J. Alvarez-Ramirez ◽  
E. Rodriguez

2007 ◽  
Vol 77 (12) ◽  
pp. 1165-1175 ◽  
Author(s):  
Alexander Aue ◽  
Lajos Horváth ◽  
Josef Steinebach

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