Hurst exponent approach through rescaled range analysis to study the time series of summer monsoon rainfall over northeast India
Sign Up to like & getrecommendations! Published in 2020 at "Theoretical and Applied Climatology"
DOI: 10.1007/s00704-020-03338-6
Abstract: The present work reports a study on the behavior of the time series of rainfall during the summer monsoon (June–September) in northeast India. It has been observed through hypothesis testing that although a normal distribution… read more here.
Keywords: time series; summer monsoon; time; hurst exponent ... See more keywords
An early prediction of 25th solar cycle using Hurst exponent
Sign Up to like & getrecommendations! Published in 2017 at "Astrophysics and Space Science"
DOI: 10.1007/s10509-017-3180-2
Abstract: The analysis of long memory processes in solar activity, space weather and other geophysical phenomena has been a major issue even after the availability of enough data. We have examined the data of various solar… read more here.
Keywords: analysis; solar cycle; cycle; 25th solar ... See more keywords
Hurst exponent estimation of fractional surfaces for mammogram images analysis
Sign Up to like & getrecommendations! Published in 2022 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2021.126424
Abstract: Abstract The work presents a methodology to precise simulation and parameter estimation of multidimensional fractional Brownian motion (fBm). The simulation approach uses circulant embedding algorithm and solution of Poisson equation, while generalizing it to multiple… read more here.
Keywords: methodology; estimation; fractional surfaces; estimation fractional ... See more keywords
Fractional Brownian motion with random Hurst exponent: Accelerating diffusion and persistence transitions.
Sign Up to like & getrecommendations! Published in 2022 at "Chaos"
DOI: 10.1063/5.0101913
Abstract: Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The correlation and diffusion properties… read more here.
Keywords: brownian motion; fractional brownian; diffusion; random ... See more keywords
Differentiable neural network layer for estimating Hurst and anomalous diffusion exponents
Sign Up to like & getrecommendations! Published in 2025 at "Journal of Physics A: Mathematical and Theoretical"
DOI: 10.1088/1751-8121/ae17f9
Abstract: Neural networks have shown excellent performance in the task of estimating the Hurst exponent, but their primary drawback is a lack of interpretability. We introduce a specialized neural network layer to address this. This layer… read more here.
Keywords: layer; network layer; estimating hurst; hurst exponent ... See more keywords
Hurst exponent: A method for characterizing dynamical traps.
Sign Up to like & getrecommendations! Published in 2024 at "Physical review. E"
DOI: 10.1103/physreve.110.064227
Abstract: Dynamical trapping occurs when the duration of time spent in specific regions of phase space increases, often associated with stickiness around invariant islands during manifold crossings. This paper introduces the Hurst exponent as a tool… read more here.
Keywords: time; dynamical traps; characterizing dynamical; hurst exponent ... See more keywords
Phasor Measurement Unit Change-Point Detection of Frequency Hurst Exponent Anomaly With Time-to-Event
Sign Up to like & getrecommendations! Published in 2024 at "IEEE Transactions on Dependable and Secure Computing"
DOI: 10.1109/tdsc.2023.3262825
Abstract: The objective of this article is real-time detection of a change-point in the baseline distribution of the frequency signal generated by Phasor Measurement Units (PMUs) that could indicate potential for voltage collapse, false data injection,… read more here.
Keywords: detection; time; event; change point ... See more keywords
Estimation of statistical properties of rough surface profiles from the Hurst exponent of speckle patterns.
Sign Up to like & getrecommendations! Published in 2020 at "Applied optics"
DOI: 10.1364/ao.390125
Abstract: We applied the Hurst exponent technique to an experimental study of rough metallic surface profiles and the speckle patterns generated by them. Characterization of important statistical properties of the surface profile and speckle patterns were… read more here.
Keywords: speckle patterns; hurst exponent; surface profiles; statistical properties ... See more keywords
Spatial and temporal Hurst exponent variability of rainfall series based on the climatological distribution in a semiarid region in Mexico
Sign Up to like & getrecommendations! Published in 2018 at "Atmosfera"
DOI: 10.20937/atm.2018.31.03.02
Abstract: A fractal analysis from rainfall events registered in a semiarid region was carried out. The analysis was executed for Baja California, Mexico, a region that presents a high climatological variability. Rainfall data from 92 climate… read more here.
Keywords: rainfall; hurst exponent; rainfall series; region ... See more keywords
Anomaly Detection in IoT Communication Network Based on Spectral Analysis and Hurst Exponent
Sign Up to like & getrecommendations! Published in 2019 at "Applied Sciences"
DOI: 10.3390/app9245319
Abstract: Internet traffic monitoring is a crucial task for the security and reliability of communication networks and Internet of Things (IoT) infrastructure. This description of the traffic statistics is used to detect traffic anomalies. Nowadays, intruders… read more here.
Keywords: traffic; detection; communication; analysis ... See more keywords
Deep Neural Network Model for Hurst Exponent: Learning from R/S Analysis
Sign Up to like & getrecommendations! Published in 2024 at "Mathematics"
DOI: 10.3390/math12223483
Abstract: This paper proposes a deep neural network (DNN) model to estimate the Hurst exponent, a crucial parameter in modelling stock market price movements driven by fractional geometric Brownian motion. We randomly selected 446 indices from… read more here.
Keywords: analysis; deep neural; model; hurst exponent ... See more keywords