45 Results Found

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 the S&P 500...

Currently, acoustic methods are widely used as a way to detect pipeline leaks. This is due to the fact that the acoustic signal has sufficiently capacious information about the state of the pipeline. The effectiveness of acoustic monitoring depends o...

This paper proposes a method for searching for pipeline leaks by analyzing the Hurst exponent of acoustic signals. The investigations conducted on the laboratory setup and the current pipelines of the water supply system. During the experiments, thro...

The life quality of populations, especially in large agglomerations, is significantly reduced due to air pollution. Major sources of pollution include motor vehicles, industrial facilities and the burning of fossil fuels. A particularly significant s...

In this study, we use the Diffusion Entropy Analysis (DEA) to analyze and detect the scaling properties of time series from both emerging and well established markets as well as volcanic eruptions recorded by a seismic station, both financial and vol...

This work examines if chaos and long memory exist in PM₁₀ concentrations recorded in Athens, Greece. The algorithms of Katz, Higuchi, and Sevcik were employed for the calculation of fractal dimensions and Rescaled Range (R/S) analysis for the calcula...

This paper examines the self-similarity (long memory) in prices of crude oil markets, namely Brent and West Texas Instruments (WTI), by means of fractals. Specifically, price series are decomposed by stationary wavelet transform (SWT) to obtain their...

The objective of this study was to illustrate the temporal variation of runoff and sediment of loess tilled slopes under successive rainfall conditions. Loess tilled slopes with four microtopography types (straight cultivated slope, artificial backho...

The population life and health quality are significantly reduced due to water resources pollution caused by heavy metals, especially in urban agglomerations located close to metal ore mining and processing facilities. The greatest environmental pollu...

This study delves into the dynamics of the Ghana Stock Exchange Composite Index (GSE-CI) over the period from 2011 to 2022, a symbolic emerging market index that presents unique challenges and opportunities for financial analysis. We characterize the...

This paper shows if and how the predictability and complexity of stock market data changed over the last half-century and what influence the M1 money supply has. We use three different machine learning algorithms, i.e., a stochastic gradient descent...

Measures of signal complexity, such as the Hurst exponent, the fractal dimension, and the Spectrum of Lyapunov exponents, are used in time series analysis to give estimates on persistency, anti-persistency, fluctuations and predictability of the data...

This study aimed to uncover the impact of COVID-19 on the leading cryptocurrency (Bitcoin) and on sustainable finance with specific attention to their potential long memory properties. In this article, the application of the selected methodologies is...

Machine learning methods, such as Long Short-Term Memory (LSTM) neural networks can predict real-life time series data. Here, we present a new approach to predict time series data combining interpolation techniques, randomly parameterized LSTM neural...

In this study, we present a novel approach to estimating the Hurst exponent of time series data using a variety of machine learning algorithms. The Hurst exponent is a crucial parameter in characterizing long-range dependence in time series, and trad...

In this study we investigate possible long-range trends in the cryptocurrency market. We employed the Hurst exponent in a sample covering the period from 1 January 2016 to 26 March 2021. We calculated the Hurst exponent in three non-overlapping conse...

The intensification of global climate change has led to an increased frequency of extreme rainfall and temperature events, posing severe threats to China’s ecosystems and socio-economic systems. This study, based on multi-year daily precipitati...

This research conducted a thorough investigation of Bitcoin volatility patterns using three interrelated methodologies: R/S investigation, simple moving average (SMA), and the relative strength index (RSI). The paper jointly employes the above techni...

This paper aims to empirically examine long memory and bi-directional information flow between estimated volatilities of highly volatile time series datasets of five cryptocurrencies. We propose the employment of Garman and Klass (GK), Parkinson&rsqu...

In the article, a comparative analysis is performed regarding the accuracy parameter in determining the degree of self-similarity of fractal processes between the following methods: Variance-Time plot, Rescaled Range (R/S), Wavelet-based, Detrended F...

To explore the spatiotemporal evolution of extreme temperature events in Guangxi (1940–2023), reveal regional response mechanisms, and assess future trends of persistence under climate warming, a multi-scale analysis was conducted using ERA5 re...

Anaerobic treatment is a viable alternative for the treatment of agro-industrial waste. Anaerobic digestion reduces organic load and produces volatile fatty acids (VFA), which are precursors of value-added products such as methane-rich biogas, biohyd...

This paper explores the social dynamics of processes in complex systems involving humans by focusing on user activity in online media outlets. The R/S analysis showed that the time series of the processes under consideration are fractal and anti-pers...

An agricultural drought disaster was analyzed with the new insight of rescaled statistics (R/S) and wavelet analysis in this study. The results showed that: (1) the Hurst index of the agricultural disaster area, the inundated area of agricultural dro...

Standard correlation analysis is one of the frequently used methods in financial markets. However, this matrix can give erroneous results in the conditions of chaos, fractional systems, entropy, and complexity for the variables. In this study, we emp...

The nonlinear fractional stochastic differential equation approach with Hurst parameter H within interval $H\in (0,1)$ to study the time evolution of the number of those infected by the coronavirus in countries where the number of cases is large as B...

Reference evapotranspiration (ET₀) is a key factor in the hydrological cycle and energy cycle. In the context of rapid climate change, studying the dynamic changes in ET₀ in the Tibetan Plateau (TP) is of great significance for water resource managem...

The broken coal samples’ (BCS) re-crushing characteristics in the goaf during roof compaction directly affect the mechanics and seepage characteristics of the caving zone. This will further affect the safety of coal mining and the sustainable u...

The large-conductance voltage- and Ca${}^{2+}$-activated $K^{+}$ channels (BK) are encoded in humans by the Kcnma1 gene. Nevertheless, BK channel isoforms in different locations can exhibit functional heterogeneity mainly due to the alternative splicing during t...

Wildfires are one of the important disturbance factors in natural ecosystems and occur frequently around the world. Detailed research on the impact of wildfires is crucial not only for the development of livestock husbandry but also for the sustainab...

In this paper, to solve the problem of detecting network anomalies, a method of forming a set of informative features formalizing the normal and anomalous behavior of the system on the basis of evaluating the Hurst (H) parameter of the network traffi...

Chatter is a complex dynamic instability in machining processes and presents nonlinear and nonstationary behavior. Detection of this phenomenon before a catastrophic failure occurs has great importance in the industry today. This behavior demands onl...

The mathematical analysis and the assessment of heart rate variability (HRV) based on computer systems can assist the diagnostic process with determining the cardiac status of patients. The new cardio-diagnostic assisting computer system created uses...

The Woda area in the upper Jinsha River has steep terrain and broken structures, causing landslide disasters frequently. Here, we used the distributed scatterer interferometric SAR (DS-InSAR) method to monitor and analyze the Woda landslide area. Wit...

There is currently a lot of interest in determining the state of Brazilian grasslands. Governmental actions and programs have recently been implemented for grassland recovery in Brazilian states, with the aim of improving production systems and socio...

This study deals with drift parameters estimation problems in the sub-fractional Vasicek process given by $d{x}_t=\theta (\mu -x_t)dt+d{S}_t^H$, with $\theta >0$, $\mu \in \mathbb{R}$ being unknown and $t\ge 0$; here, $S^H$ represents a sub-fractional Brownian motion...

A multifractal analysis based on the time series of temperature, pressure, relative humidity, wind speed, and wind direction was performed for 16 weather stations located in the hydrographic basin of the Guadalupe River in Baja California, Mexico. Ou...

In this paper, we consider the parameter estimation for the fractional Black–Scholes model of the form $S_t^H=S_0^H+\mu {\int }_0^t{S}_s^H\mathrm{d}s+\sigma {\int }_0^t{S}_s^H\mathrm{d}{B}_s^H,$ where $\sigma >0$ and $\mu \in \mathbb{R}$ are the parameters to be estimated. Here, $B^H=\{B_t^H,t\ge 0\}$...

In this study we use theoretical concepts and computational-diagnostic tools of Tsallis non-extensive statistical theory (Tsallis q-triplet: $q_{sen}, q_{rel}, q_{stat}$ ), complemented by other known tools of nonlin...

Examining the features of vegetation change and analyzing its driving forces across an extensive time series in Xinjiang are pivotal for the ecological environment. This research can offer a crucial point of reference for regional ecological conserva...

Accelerating climate change is causing considerable changes in extreme events, leading to immense socioeconomic loss of life and property. In this study, we investigate the characteristics of extreme climate events at a regional scale to -understand...

Vegetation phenology (VP) is a crucial biological indicator for monitoring terrestrial ecosystems and global climate change. However, VP monitoring using traditional remote sensing vegetation indices has significant limitations in precise analysis. F...

The second leading cause of death and one of the most common causes of disability in the world is stroke. Researchers have found that brain–computer interface (BCI) techniques can result in better stroke patient rehabilitation. This study used...

Cryptocurrencies such as Bitcoin can be classified as commodities under the Commodity Exchange Act (CEA), giving the Commodity Futures Trading Commission (CFTC) jurisdiction over those cryptocurrencies deemed commodities, particularly in the context...

With continuous urbanization, human activities have left considerable impacts on the ecology. Therefore, it is necessary to perform timely and objective monitoring and evaluation of the ecology. With the basin of three highland lakes (Fuxian Lake, Xi...