IUP Sigma Xi Research Day
In this paper, we use rescaled range analysis to analyze stock market data ... These parameters can be calculated by the rescaled range analysis method and ... www.ma.iup.edu/sigmaxi/researchdays/posterabstracts2003.html - 63k
A geomorhologic approach to estimate landslide hazard and risk in ... File Format: Microsoft Powerpoint Fourier Power-Spectral Analysis; Detrended Fluctuation Analysis; Autocorrelation; Semivariogram Analysis; Hurst Rescaled-Range (R/S) Analysis... www.environnement.ens.fr/perso/yiou/E2C2docs/perugia/Day_3_Morning/BDM_5Sep06.ppt
Long memory and regime shifts in asset volatility
a random process there is scaling. relationship between the rescaled range and the number of observations. n of the form:. GE. -. Rescaled Range Analysis... doi.wiley.com/10.1002/wilm.42820030122
IngentaConnect Rescaled Range Analysis of the Asymmetry of Solar ...
Here, we have used the rescaled range analysis to study the variation of the stochastic component of the asymmetry. To avoid the influence of the trend and ... www.ingentaconnect.com/content/klu/sola/1996/00000169/00000001/00118520;jsessionid=e4fok26i37uf.alexandra
gcec135183 986..1007 File Format: PDF/Adobe Acrobat Wilson (1999) used similar methods, namely Hurst’s rescaled range analysis, RRA. (Hurst, 1951), to characterize paste ram extrusion pressure data ... www-sigproc.eng.cam.ac.uk/~jl/publications/GCEC_A_135183_O.pdf
RRI Digital Repository: Item 2289/2954
The corresponding rescaled range analysis for the fractal noise obtained just above the exit gives a Hurst parameter H reverse similar, equals 0.16, ... dspace.rri.res.in/handle/2289/2954 - 11k
Rescaled Range R or S Analysis
The analysis developed by HE Hurst to determine long-memory effects and fractional Brownian motion. Rescaled range analysis measures how the distance ... www.financial-terms.co.uk/finance-glossary/rescaled-range-r-or-s-analysis.html - 6k
Dr. Tom's Software Archive
hurst.c Rescaled range analysis: Hurst exponents. spiro-0.3.tgz A program for PalmOS that draws hypotrochoids (GPL); or get the prc file by itself. ... members.tripod.com/professor_tom/archives/ - 9k
[11] Soundararajan Ezekiel, James M. Kramer, Robert A Hovis ... File Format: Microsoft Word [11] Soundararajan Ezekiel, James M. Kramer, Robert A Hovis, Seismic Signal Processing by using Rescaled Range (R/S) Analysis Based Fractal Dimension, ... www.iasbs.ac.ir/faculty/hamid/floridapaper1.doc
HistCite - index: Albert Einstein 1900-1955
Non-periodic Australian stock market cycles: Evidence from rescaled range analysis, 0, 1. 9908, 1, 36, 6275 1981 JOURNAL OF ECONOMIC ISSUES 15 (3): 703-719 ... www.garfield.library.upenn.edu/histcomp/einstein-a_all-w-citing-pre-56_e/index-au1-100.html - 55k
Welcome to IEEE Xplore 2.0: Hurst's rescaled-range (R/S) analysis...
The data are analyzed by Hurst's rescaled-range-analysis method (H.E. Hurst, `Long-term storage: an experimental study', Constable, London, 1965), ... ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=147939
Microsoft PowerPoint - Forecasting 1999 - Chaos Theory BW File Format: PDF/Adobe Acrobat Rescale Range Analysis. Biased Random walk. Hurst Exponent ....Rescaled RangeAnalysis. Developed by H.E. Hurst 1950’s. Brownian Motion ... www.investment-analytics.com/files/lecture%20notes/Forecasting%201999%20-%20Chaos%20Theory.pdf