搜索结果: 1-15 共查到“Hurst”相关记录26条 . 查询时间(0.039 秒)
Analyzing vegetation dynamic trend on the Mongolian Plateau based on the Hurst exponent and influencing factors from 1982-2013
remote sensing GIMMS NDVI3g vegetation dynamic trend Hurst exponent residual trend analysis Mongolian Plateau
2018/4/9
This study analyzed the spatial and temporal variations in the Normalized Difference Vegetation Index (NDVI) on the Mongolian Plateau from 1982-2013 using Global Inventory Modeling and Mapping Studies...
Estimation of Scale and Hurst Parameters of Semi-Selfsimilar Processes
Hurst estimation Discrete self-similarity Fractional Brownian motion Semi-selfsimilar processes Scale parameter.
2012/9/19
The characteristic feature of semi-selfsimilar process is the invariance of its finite dimensional distributions by certain dilation for specific scaling factor. Estimating the scale parameter λand th...
Stochastic differential equations with non-negativity constraints driven by fractional Brownian motion with Hurst parameter H $>$ 1/2
stochastic differential equations normal reflection fractional Brownian motion Young integral
2011/9/22
Abstract: In this paper we consider stochastic differential equations with non-negativity constraints, driven by a fractional Brownian motion with Hurst parameter $H>\1/2$. We first study an ordinary ...
Dynamics of stochastic non-Newtonian fluids driven by fractional Brownian motion with Hurst parameter $H \in (1/4,1/2)$
fractional Brownian motion stochastic non-Newtonian fluid
2011/7/19
In this paper we consider the Stochastic isothermal, nonlinear, incompressible bipolar viscous fluids driven by a genuine cylindrical fractional Bronwnian motion with Hurst parameter $H \in (1/4,1/2)$...
A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter >1/2
Linear stochastic differential equation Fractional Brownian motion Stochastic calculus Ito formula
2011/9/15
Abstract: Given a fractional Brownian motion \,\,$(B_{t}^{H})_{t\geq 0}$,\, with Hurst parameter \,$> 1/2$\,\,we study the properties of all solutions of \,\,: {equation} X_{t}=B_{t}^{H}+\int_0^t X_{u...
Dynamics of stochastic non-Newtonian fluids driven by fractional Brownian motion with Hurst parameter $H \in (1/4,1/2)$
fractional Brownian motion stochastic non-Newtonian fluid random attractor
2011/9/6
Abstract: In this paper we consider the Stochastic isothermal, nonlinear, incompressible bipolar viscous fluids driven by a genuine cylindrical fractional Bronwnian motion with Hurst parameter $H \in ...
采用长时间、大周期统计Hurst指数,进而计算出动态 Hurst指数,从而判断实际股票市场的股票指数的趋势以及动态Hurst指数的适应范围,认为动态 Hurst指数在证券投资中有一定的参考价值, 可以对股票价格或指数的长时趋势进行预测.
Horizontal visibility graphs transformed from fractional Brownian motions: Topological properties versus Hurst index
Horizontal visibility graphs transformed fractional Brownian motions Topological properties versus Hurst index
2010/12/28
Nonlinear time series analysis aims at understanding the dynamics of stochastic or chaotic processes.In recent years, quite a few methods have been proposed to transform a single time series to a comp...
Nonparametric estimation of the local Hurst function of multifractional processes
Nonparametric estimators Hurst function tangent process
2010/10/19
Consistency, almost sure convergence and central limit theorems are provided for two nonparametric estimators of the local Hurst function of Gaussian multifractional processes. In the case of multifr...
Comparison of daubechies wavelets for hurst parameter estimation
Daubechies wavelets fractional gaussian noise hurst estimation vanishing moment
2010/10/12
Time scale dependence on the working nature of wavelet analysis makes it a valuable tool for Hurst parameter estimation. Similar to other wavelet-based signal processing applications, the selection of...
Comparison of daubechies wavelets for hurst parameter estimation
Daubechies wavelets fractional gaussian noise hurst estimation vanishing moment
2010/3/17
Time scale dependence on the working nature of wavelet analysis makes it a valuable tool for Hurst parameter estimation. Similar to other wavelet-based signal processing applications, the selection of...
Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
Concentration inequalities exact confidence intervals fractional Brownian motion Hurst parameter
2009/9/16
In this short note, we show how to use concentration inequalities in order to build exact confidence intervals for the Hurst parameter associated with a one-dimensional fractional Brownian motion.
长相关网络流量Hurst指数估计算法
滑窗时变 分形高斯噪声 鲁棒性
2009/8/11
针对传统长相关网络流量Hurst指数估计算法估计结果不准确、可变信息受损严重的情况，提出时域内滑窗时变方差之差Hurst指数估计算法，采用已知参数的人工分形高斯噪声序列及Bellcore采集的真实网络流量序列BC-pOct89对其进行验证。结果表明该算法减少了可变信息损失，能动态地刻画全域上的长相关特性，具有较高的准确性和鲁棒性。
基于EMD的自相似流量Hurst指数估计
自相似 赫斯特指数 经验模式分解
2009/8/11
针对表征自相似网络流量统计特性的赫斯特(Hurst)指数，讨论一种基于经验模式分解的Hurst指数估计算法。该算法通过对自相似网络流量数据进行自适应分解，得到一组满足指定余项误差的固有模态函数分量，由其能量对数化函数与Hurst指数之间的线性拟合，估计出Hurst指数。实验表明，该算法能对自相似网络流量的Hurst指数进行自适应估计。
基于Hurst指数方差分析的DDoS攻击检测方法
分布式拒绝服务攻击 Hurst指数方差分析 小波分析
2009/7/31
研究分布式拒绝服务(DDoS)攻击对网络自相似性的影响，提出一种通过计算Hurst指数方差检测DDoS攻击的方法，通过使用MIT的林肯实验室数据进行试验，得出DDoS攻击的判决条件。实验表明，该方法能检测DDoS攻击引起的Hurst指数方差的变化，其检测率比传统的特征匹配方法高出8%，误报率比自相似性检测方法低了3%。