相关论文: A practical guide to measuring the Hurst parameter

Measurement involves the determination of quantitative estimates of physical quantities from experiment, along with estimates of their associated uncertainties. Herewith an experimental system model is the key to extracting information from…

The article discusses methods for measuring the speed of sound, scattering, attenuation and absorption of sound in liquids, on the basis of which the structural diagrams of modern devices have been developed. In real conditions, acoustic…

We identify the task of measuring data to quantitatively characterize the composition of machine learning data and datasets. Similar to an object's height, width, and volume, data measurements quantify different attributes of data along…

Computer models are commonly used to represent a wide range of real systems, but they often involve some unknown parameters. Estimating the parameters by collecting physical data becomes essential in many scientific fields, ranging from…

This article describes a procedure for measuring and evaluating radio impulsive noise (IN) from a specific source. A good knowledge of the noise caused by different sources is essential to plan radio services and to ensure good quality of…

The advent of modern technology, permitting the measurement of thousands of characteristics simultaneously, has given rise to floods of data characterized by many large or even huge datasets. This new paradigm presents extraordinary…

Robust statistics aims to compute quantities to represent data where a fraction of it may be arbitrarily corrupted. The most essential statistic is the mean, and in recent years, there has been a flurry of theoretical advancement for…

This article explores the required amount of time series points from a high-speed computer network to accurately estimate the Hurst exponent. The methodology consists in designing an experiment using estimators that are applied to time…

Many tools and techniques measure local structure in materials in contexts ranging from biology to geology. We provide a survey of those tools and metrics that are especially useful for analyzing particulate soft matter. The metrics we…

Measurement system analysis aims to quantify the variability in data attributable to the measurement system and evaluate its contribution to overall data variability. This paper conducts a rigorous theoretical investigation of the…

The Hurst exponent is a significant metric for characterizing time sequences with long-term memory property and it arises in many fields. The available methods for estimating the Hurst exponent can be categorized into time-domain and…

Impedance is one of the vital parameters that provides useful information for many power electronics related applications. A lot of impedance measurement methods in power electronics have been reported. However, a comprehensive…

Quantifying coherence has received increasing attention, and considerable work has been directed towards finding coherence measures. While various coherence measures have been proposed in theory, an important issue following is how to…

Hurst Exponent has been widely used in different fields as a measure of long range dependence in time series. It has been studied in hydrology and geophysics, economics and finance, and recently, it is still a hot topic in the different…

A goodness-of-fit test for the fitting of a parametric model to data obtained from a detector with finite resolution and limited acceptance is proposed. The parameters of the model are found by minimization of a statistic that is used for…

Almost all optimization algorithms have algorithm-dependent parameters, and the setting of such parameter values can largely influence the behaviour of the algorithm under consideration. Thus, proper parameter tuning should be carried out…

We investigate the statistical evidence for the use of `rough' fractional processes with Hurst exponent $H< 0.5$ for the modeling of volatility of financial assets, using a model-free approach. We introduce a non-parametric method for…

Robustness checks are routine in empirical work, but there is no standard statistical procedure to formally measure what one can learn from them. I propose a "robustness radius" measure to quantify the amount by which the robustness checks…

Measurements are shown to be processes designed to return figures: they are effective. This effectivity allows for a formalization as Turing machines, which can be described employing computation theory. Inspired in the halting problem we…

In this paper, a method of measuring the entropy is presented. Problems related to the entropy and the heat are also discussed.