scholarly journals Using rodogram function to characterize hurst coefficient in rock profiles

2018 ◽  
Vol 71 (3) ◽  
pp. 383-389
Author(s):  
David Alvarenga Drumond ◽  
Cláudio Lúcio Lopes Pinto
Keyword(s):  
Hurst Coefficient

CHARACTERIZING DYNAMIC SPECKLE TIME SERIES WITH THE HURST COEFFICIENT CONCEPT

Fractals ◽  
2004 ◽  
Vol 12 (03) ◽  
pp. 319-329 ◽  
Author(s):  
L. I. PASSONI ◽  
H. RABAL ◽  
C. M. ARIZMENDI
Keyword(s):  
Speckle Pattern ◽  
Time History ◽  
Speckle Interferometry ◽  
Active Materials ◽  
Laser Illumination ◽  
Corn Seed ◽  
Dynamic Speckle ◽  
Hurst Coefficient ◽  
History Of ◽  
Living Tissues

We propose in this work a dynamic speckle descriptor based on a Hurst wavelet estimator. The dynamic speckle or biospeckle is a phenomenon produced by laser illumination of active materials, such as biological tissue or the drying process of paint. Dynamic speckle interferometry is a useful technique for assessing the time evolution of surfaces as also to segment the loci of different activity in living tissues. Considering previous biospeckle characterization based on the autocorrelation function and its relation with the Hurst coefficient, a wavelet-based estimator is proposed as a feature extraction of the dynamic speckle characteristic. Encouraging results of the descriptor performance are obtained via three different experiments: a time history of speckle pattern applied to the drying of painting, segmenting regions in whole field image applied to the viability test of a corn seed and also to the bruising in fruits.

scholarly journals Estimation of Parameters and Verification of Statistical Hypotheses for Gaussian Models of Stock Price

2016 ◽  
Vol 55 (1) ◽  
pp. 91-101
Author(s):  
Dmytro Marushkevych ◽  
Yevheniia Munchak
Keyword(s):  
Stock Market ◽  
Stock Price ◽  
Asset Prices ◽  
Estimation Of Parameters ◽  
Gaussian Models ◽  
Hurst Coefficient ◽  
Statistical Hypotheses

We construct models of asset prices on the Ukrainian stock market and analyse their applicability by checkingappropriate statistical hypotheses using actual observed data. We also analyse the presence of jumps in the dynamics ofdifferent assets and estimate the Hurst coefficient for the logarithm of the price of the asset by two different methods.

scholarly journals APPLICATION OF HURST INDICATOR TO CHOOSE AN ALGORITHM FOR RESOURCE CONTROL OF A TELECOMMUNICATION NETWORK

2020 ◽  
Vol 10 (1) ◽  
pp. 4-7
Author(s):  
Anton Vrublevskiy ◽  
Ivan Lesovoy ◽  
Gennadij Pylypenko
Keyword(s):  
Control System ◽  
Fuzzy Control ◽  
Fuzzy System ◽  
Telecommunication Network ◽  
Resource Control ◽  
Network Resources ◽  
Fuzzy Control System ◽  
Hurst Coefficient

It has been shown that fuzzy integrals (Sugeno and Shocke) have special properties and are suitable for a fuzzy system for managing the resources of a telecommunication network. The form of choosing a method for calculating the Hurst coefficient in a fuzzy control system for telecommunication network resources is proposed.

Small Sample Properties of H and K-Estimators of the Hurst Coefficient h

1970 ◽  
Vol 6 (6) ◽  
pp. 1583-1594 ◽  
Author(s):  
James R. Wallis ◽  
Nicholas C. Matalas
Keyword(s):  
Small Sample ◽  
Hurst Coefficient ◽  
Small Sample Properties

scholarly journals ROUGH VOLTERRA EQUATIONS 1: THE ALGEBRAIC INTEGRATION SETTING

2009 ◽  
Vol 09 (03) ◽  
pp. 437-477 ◽  
Author(s):  
AURÉLIEN DEYA ◽  
SAMY TINDEL
Keyword(s):  
Brownian Motion ◽  
Existence And Uniqueness ◽  
Local Existence ◽  
Volterra Equations ◽  
Existence And Uniqueness Theorem ◽  
Hölder Exponent ◽  
Local Existence And Uniqueness ◽  
Hurst Coefficient ◽  
Rough Path ◽  
Driving Signal

We define and solve Volterra equations driven by an irregular signal, by means of a variant of the rough path theory called algebraic integration. In the Young case, that is for a driving signal with Hölder exponent γ > 1/2, we obtain a global solution, and are able to handle the case of a singular Volterra coefficient. In case of a driving signal with Hölder exponent 1/3 < γ < 1/2, we get a local existence and uniqueness theorem. The results are easily applied to the fractional Brownian motion with Hurst coefficient H > 1/3.

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