subject:(Hurst parameter)

University of Pretoria

1. [No author]. The Hurst parameter and option pricing with fractional Brownian motion .

Degree: 2013, University of Pretoria

URL: http://upetd.up.ac.za/thesis/available/etd-02012013-134807/

► In the mathematical modeling of the classical option pricing models it is assumed that the underlying stock price process follows a geometric Brownian motion, but… (more)

Subjects/Keywords: Fractional brownian motion; Option pricing; Hurst parameter; UCTD

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

author], [. (2013). The Hurst parameter and option pricing with fractional Brownian motion . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-02012013-134807/

Chicago Manual of Style (16^th Edition):

author], [No. “The Hurst parameter and option pricing with fractional Brownian motion .” 2013. Masters Thesis, University of Pretoria. Accessed January 23, 2021. http://upetd.up.ac.za/thesis/available/etd-02012013-134807/.

MLA Handbook (7^th Edition):

author], [No. “The Hurst parameter and option pricing with fractional Brownian motion .” 2013. Web. 23 Jan 2021.

Vancouver:

author] [. The Hurst parameter and option pricing with fractional Brownian motion . [Internet] [Masters thesis]. University of Pretoria; 2013. [cited 2021 Jan 23]. Available from: http://upetd.up.ac.za/thesis/available/etd-02012013-134807/.

Council of Science Editors:

author] [. The Hurst parameter and option pricing with fractional Brownian motion . [Masters Thesis]. University of Pretoria; 2013. Available from: http://upetd.up.ac.za/thesis/available/etd-02012013-134807/

University of Toronto

2. Wang, Ruoqiu. Self-similar Based Time Series Analysis and Prediction.

Degree: 2014, University of Toronto

URL: http://hdl.handle.net/1807/67917

►

Fractals have been observed in many natural phenomena, and self-similarity is the most important statistical property of fractals. In the literature, the concepts of self-similarity… (more)

Subjects/Keywords: Fractals; Hurst parameter; LRD; Prediction; Self-similar; 0463

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APA (6^th Edition):

Wang, R. (2014). Self-similar Based Time Series Analysis and Prediction. (Masters Thesis). University of Toronto. Retrieved from http://hdl.handle.net/1807/67917

Chicago Manual of Style (16^th Edition):

Wang, Ruoqiu. “Self-similar Based Time Series Analysis and Prediction.” 2014. Masters Thesis, University of Toronto. Accessed January 23, 2021. http://hdl.handle.net/1807/67917.

MLA Handbook (7^th Edition):

Wang, Ruoqiu. “Self-similar Based Time Series Analysis and Prediction.” 2014. Web. 23 Jan 2021.

Vancouver:

Wang R. Self-similar Based Time Series Analysis and Prediction. [Internet] [Masters thesis]. University of Toronto; 2014. [cited 2021 Jan 23]. Available from: http://hdl.handle.net/1807/67917.

Council of Science Editors:

Wang R. Self-similar Based Time Series Analysis and Prediction. [Masters Thesis]. University of Toronto; 2014. Available from: http://hdl.handle.net/1807/67917

University of Pretoria

3. Ostaszewicz, Anna Julia. The Hurst parameter and option pricing with fractional Brownian motion.

Degree: Mathematics and Applied Mathematics, 2012, University of Pretoria

URL: http://hdl.handle.net/2263/26521

► In the mathematical modeling of the classical option pricing models it is assumed that the underlying stock price process follows a geometric Brownian motion, but… (more)

Subjects/Keywords: Fractional brownian motion; Option pricing; Hurst parameter; UCTD

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APA (6^th Edition):

Ostaszewicz, A. (2012). The Hurst parameter and option pricing with fractional Brownian motion. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/26521

Chicago Manual of Style (16^th Edition):

Ostaszewicz, Anna. “The Hurst parameter and option pricing with fractional Brownian motion.” 2012. Masters Thesis, University of Pretoria. Accessed January 23, 2021. http://hdl.handle.net/2263/26521.

MLA Handbook (7^th Edition):

Ostaszewicz, Anna. “The Hurst parameter and option pricing with fractional Brownian motion.” 2012. Web. 23 Jan 2021.

Vancouver:

Ostaszewicz A. The Hurst parameter and option pricing with fractional Brownian motion. [Internet] [Masters thesis]. University of Pretoria; 2012. [cited 2021 Jan 23]. Available from: http://hdl.handle.net/2263/26521.

Council of Science Editors:

Ostaszewicz A. The Hurst parameter and option pricing with fractional Brownian motion. [Masters Thesis]. University of Pretoria; 2012. Available from: http://hdl.handle.net/2263/26521

Univerzitet u Beogradu

4. Zeković, Amela Z. 1983-. Fraktalna i multifraktalna karakterizacija 3D video formata.

Degree: Elektrotehnički fakultet, 2016, Univerzitet u Beogradu

URL: https://fedorabg.bg.ac.rs/fedora/get/o:11416/bdef:Content/get

►

Elektrotehnicko inženjerstvo -Telekomunikacije / Electrical Engineering - Telecommunications

Trodimenzionalni (3D) video sadržaj postaje sve prisutniji u saobracaju žicanih i bežicnih mreža. Kako 3D video karakteriše… (more)

Subjects/Keywords: 3D video; burstiness; Hurst parameter; inverse multifractal analysis; complex systems; multifractal spectrum; multiview coding; self-similarity; video transport; video trace

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Zeković, A. Z. 1. (2016). Fraktalna i multifraktalna karakterizacija 3D video formata. (Thesis). Univerzitet u Beogradu. Retrieved from https://fedorabg.bg.ac.rs/fedora/get/o:11416/bdef:Content/get

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Zeković, Amela Z 1983-. “Fraktalna i multifraktalna karakterizacija 3D video formata.” 2016. Thesis, Univerzitet u Beogradu. Accessed January 23, 2021. https://fedorabg.bg.ac.rs/fedora/get/o:11416/bdef:Content/get.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Zeković, Amela Z 1983-. “Fraktalna i multifraktalna karakterizacija 3D video formata.” 2016. Web. 23 Jan 2021.

Vancouver:

Zeković AZ1. Fraktalna i multifraktalna karakterizacija 3D video formata. [Internet] [Thesis]. Univerzitet u Beogradu; 2016. [cited 2021 Jan 23]. Available from: https://fedorabg.bg.ac.rs/fedora/get/o:11416/bdef:Content/get.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zeković AZ1. Fraktalna i multifraktalna karakterizacija 3D video formata. [Thesis]. Univerzitet u Beogradu; 2016. Available from: https://fedorabg.bg.ac.rs/fedora/get/o:11416/bdef:Content/get

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

5. Fhima, Mehdi. Détection de ruptures et mouvement Brownien multifractionnaire : Change Point Detection and multifractional Brownian motion.

Degree: Docteur es, Mathématiques Appliquées, 2011, Université Blaise-Pascale, Clermont-Ferrand II

URL: http://www.theses.fr/2011CLF22197

►

Dans cette thèse, nous développons une nouvelle méthode de détection de ruptures "Off-line", appelée Dérivée Filtrée avec p-value, sur des paramètres d'une suite de variables… (more)

▼

Dans cette thèse, nous développons une nouvelle méthode de détection de ruptures "Off-line", appelée Dérivée Filtrée avec p-value, sur des paramètres d'une suite de variables aléatoires indépendantes, puis sur le paramètre de Hurst d'un mouvement Brownien multifractionnaire. Cette thèse est composée de trois articles. Dans un premier article paru dans Sequential Analysis nous posons les bases de la méthode Dérivée Filtrée avec p-value (FDpV) en l'appliquant à une suite de variables aléatoires indépendantes. La méthode a une complexité linéaire en temps et en mémoire. Elle est constituée de deux étapes. La première étape utilisant la méthode Dérivée Filtrée détecte les bons instants de ruptures, mais également certaines fausses alarmes. La deuxième étape attribue une p-value à chaque instant de rupture potentiel détecté à la première étape, et élimine les instants dont la p-value est inférieure à un certain seuil critique. Nous démontrons les propriétés asymptotiques nécessaires à la calibration de la méthode. L'efficacité de la méthode a été prouvé tant sur des données simulées que sur des données réelles. Ensuite, nous nous sommes attaqués à l'application de la méthode pour la détection de ruptures sur le paramètre de Hurst d'un mouvement Brownien multifractionnaire. Cela s'est fait en deux phases. La première phase a fait l'objet d'un article à paraitre dans ESAIM P&S où nous avons établi un Théorème Central Limite pour l'estimateur du paramètre de Hurst appelé Increment Ratio Statistic (IRS). Puis, nous avons proposé une version localisée de l'IRS et démontré un TCL local pour estimer la fonction de Hurst d'un mouvement Brownien multifractionnaire. Les preuves sont intuitives et se distinguent par leur simplicité. Elles s'appuient sur le théorème de Breuer-Major et une stratégie originale appelée "freezing of time". La deuxième phase repose sur un nouvel article soumis pour publication. Nous adaptons la méthode FDpV pour détecter des ruptures sur l'indice de Hurst d'un mouvement Brownien fractionnaire constant par morceaux. La statistique sous-jacent de l'algorithme FDpV est un nouvel estimateur de l'indice de Hurst, appelé Increment Zero-Crossing Statistic (IZCS) qui est une variante de l'IRS. La combinaison des méthodes FDpV + IZCS constitue une procédure efficace et rapide avec une complexité linéaire en temps et en mémoire.

This Ph.D dissertation deals with "Off-line" detection of change points on parameters of time series of independent random variables, and in the Hurst parameter of multifrcational Brownian motion. It consists of three articles. In the first paper, published in Sequential Analysis, we set the cornerstones of the Filtered Derivative with p-Value method for the detection of change point on parameters of independent random variables. This method has linear time and memory complexities, with respect to the size of the series. It consists of two steps. The first step is based on Filtered Derivative method which detects the right change points as well as the false ones. We improve the Filtered…

Advisors/Committee Members: Guillin, Arnaud (thesis director), Bertrand, Pierre (thesis director).

Subjects/Keywords: Dérivée Filtrée avec p-value; Détection de ruptures "Off-line"; Mouvement Brownien multifractionnaire; Paramètre de Hurst; Increment Ratio Statistic; Increment Zero-Crossing Statistic; Filtered Derivative with p-Value; "Off-line" detection of change points; Multifractional Brownian motion; Hurst parameter; Increment Ratio Statistic; Increment Zero-Crossing Statistic

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Fhima, M. (2011). Détection de ruptures et mouvement Brownien multifractionnaire : Change Point Detection and multifractional Brownian motion. (Doctoral Dissertation). Université Blaise-Pascale, Clermont-Ferrand II. Retrieved from http://www.theses.fr/2011CLF22197

Chicago Manual of Style (16^th Edition):

Fhima, Mehdi. “Détection de ruptures et mouvement Brownien multifractionnaire : Change Point Detection and multifractional Brownian motion.” 2011. Doctoral Dissertation, Université Blaise-Pascale, Clermont-Ferrand II. Accessed January 23, 2021. http://www.theses.fr/2011CLF22197.

MLA Handbook (7^th Edition):

Fhima, Mehdi. “Détection de ruptures et mouvement Brownien multifractionnaire : Change Point Detection and multifractional Brownian motion.” 2011. Web. 23 Jan 2021.

Vancouver:

Fhima M. Détection de ruptures et mouvement Brownien multifractionnaire : Change Point Detection and multifractional Brownian motion. [Internet] [Doctoral dissertation]. Université Blaise-Pascale, Clermont-Ferrand II; 2011. [cited 2021 Jan 23]. Available from: http://www.theses.fr/2011CLF22197.

Council of Science Editors:

Fhima M. Détection de ruptures et mouvement Brownien multifractionnaire : Change Point Detection and multifractional Brownian motion. [Doctoral Dissertation]. Université Blaise-Pascale, Clermont-Ferrand II; 2011. Available from: http://www.theses.fr/2011CLF22197

6. Beirão, Fábio Duarte. Netodyssey: a framework for real-time windowed analysis of network traffic.

Degree: 2010, RCAAP

URL: http://www.rcaap.pt/detail.jsp?id=oai:ubibliorum.ubi.pt:10400.6/3718

►

Traffic monitoring and analysis is of critical importance for managing and designing modern computer networks, and constitutes nowadays a very active research field. In most… (more)

▼

Traffic monitoring and analysis is of critical importance for managing and designing modern computer networks, and constitutes nowadays a very active research field. In most of their studies, researchers use techniques and tools that follow a statistical approach to obtain a deeper knowledge about the traffic behaviour. Network administrators also find great value in statistical analysis tools. Many of those tools return similar metrics calculated for common properties of network packets. This dissertation presents NetOdyssey, a framework for the statistical analysis of network traffic. One of the crucial points of differentiation of NetOdyssey from other analysis frameworks is the windowed analysis philosophy behind NetOdyssey. This windowed analysis philosophy allows researchers who seek for a deeper knowledge about networks, to look at traffic as if looking through a window. This approach is crucial in order to avoid the biasing effects of statistically looking at the traffic as a whole. Small fluctuations and irregularities in the network can now be analyzed, because one is always looking through window which has a fixed size: either in number of observations or in the temporal duration of those observations. NetOdyssey is able to capture live traffic from a network card or from a pre-collected trace, thus allowing for real-time analysis or delayed and repetitive analysis. NetOdyssey has a modular architecture making it possible for researchers with reduced programming capabilities to create analysis modules which can be tweaked and easily shared among those who utilize this framework. These modules were thought so that their implementation is optimized according to the windowed analysis philosophy behind NetOdyssey. This optimization makes the analysis process independent from the size of the analysis window, because it only contemplates the observations coming in and going out of this window. Besides presenting this framework, its architecture and validation, the present Dissertation also presents four different analysis modules: Average and Standard deviation, Entropy, Auto-Correlation and Hurst Parameter estimators. Each of this modules is presented and validated throughout the present dissertation.

Fundação para a Ciência e a Tecnologia (FCT)

Advisors/Committee Members: Freire, Mário Marques.

Subjects/Keywords: Analysis of traffic behaviour; Auto-correlation estimator; Average and standard deviation; Entropy estimator; Hurst parameter; Modular approach; Random capture generator; Real time analysis; Statistical traffic analysis; Network traffic

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APA (6^th Edition):

Beirão, F. D. (2010). Netodyssey: a framework for real-time windowed analysis of network traffic. (Thesis). RCAAP. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:ubibliorum.ubi.pt:10400.6/3718

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Beirão, Fábio Duarte. “Netodyssey: a framework for real-time windowed analysis of network traffic.” 2010. Thesis, RCAAP. Accessed January 23, 2021. http://www.rcaap.pt/detail.jsp?id=oai:ubibliorum.ubi.pt:10400.6/3718.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Beirão, Fábio Duarte. “Netodyssey: a framework for real-time windowed analysis of network traffic.” 2010. Web. 23 Jan 2021.

Vancouver:

Beirão FD. Netodyssey: a framework for real-time windowed analysis of network traffic. [Internet] [Thesis]. RCAAP; 2010. [cited 2021 Jan 23]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:ubibliorum.ubi.pt:10400.6/3718.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Beirão FD. Netodyssey: a framework for real-time windowed analysis of network traffic. [Thesis]. RCAAP; 2010. Available from: http://www.rcaap.pt/detail.jsp?id=oai:ubibliorum.ubi.pt:10400.6/3718

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Louisiana State University

7. Piron, Phat. Transform techniques and non-stationarity with an emphasis on network applications.

Degree: MSEE, Electrical and Computer Engineering, 2005, Louisiana State University

URL: etd-04072005-115036 ; https://digitalcommons.lsu.edu/gradschool_theses/1996

► The recent years brought a phenomenal development of Internet. It is, therefore, important to find some ways to improve the performances. The first step in… (more)

▼ The recent years brought a phenomenal development of Internet. It is, therefore, important to find some ways to improve the performances. The first step in this direction is the characterization and modeling of the network traffic. It has been tested that the network traffic behaves like a self-similar process, while packets interarrivals time possess the long-range dependence property. In particular, we model them by using fractional Brownian motion and fractional Gaussian noise, respectively. Note that, the former is just the cumulative sum of the latter. By using these concepts, the traffic characterization reduces to the estimation of one value: the Hurst parameter. Numerous methods exist to evaluate this parameter. Nevertheless, a few studies take account of the inherent non-stationarity present in real data. For short samples, the stationarity hypothesis might hold. But for larger samples, this is hardly the case. As an example, for network traffic, the day cycle shows non-stationarity. By not considering the non-stationarity, an inaccurate or even inappropriate estimation may result. Our objective in this thesis is to test the robustness of several techniques such as aggregated variance method, rescaled range method, and wavelets method, in presence of a set of non-stationarity trends. We study the estimators on a known signal generated using Hosking, Davies and Harte method, or wavelets-based synthesis. We add various deterministic non-stationarity trends to the original signal. We considered polynomial, power-law, sinusoidal, and level-shift trends. Results help analyze the behavior of the estimators. All the simulations are carried out using Matlab. We show that, depending on the trend, the estimators react differently. We have also used real data to verify the effectiveness of estimators. Results confirm the observations that we have made with lab data. In particular, we show that the wavelets method provides several flaws. Especially, its results must be carefully analyzed when the data is non-stationary.

Subjects/Keywords: wavelets; Hurst parameter; self-similarity; long-range dependence; non-stationarity; traffic

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Piron, P. (2005). Transform techniques and non-stationarity with an emphasis on network applications. (Masters Thesis). Louisiana State University. Retrieved from etd-04072005-115036 ; https://digitalcommons.lsu.edu/gradschool_theses/1996

Chicago Manual of Style (16^th Edition):

Piron, Phat. “Transform techniques and non-stationarity with an emphasis on network applications.” 2005. Masters Thesis, Louisiana State University. Accessed January 23, 2021. etd-04072005-115036 ; https://digitalcommons.lsu.edu/gradschool_theses/1996.

MLA Handbook (7^th Edition):

Piron, Phat. “Transform techniques and non-stationarity with an emphasis on network applications.” 2005. Web. 23 Jan 2021.

Vancouver:

Piron P. Transform techniques and non-stationarity with an emphasis on network applications. [Internet] [Masters thesis]. Louisiana State University; 2005. [cited 2021 Jan 23]. Available from: etd-04072005-115036 ; https://digitalcommons.lsu.edu/gradschool_theses/1996.

Council of Science Editors:

Piron P. Transform techniques and non-stationarity with an emphasis on network applications. [Masters Thesis]. Louisiana State University; 2005. Available from: etd-04072005-115036 ; https://digitalcommons.lsu.edu/gradschool_theses/1996

8. Rabiei, Hamed. Spectral analysis of the cerebral cortex complexity : Analyse spectrale de la complexité du cortex cérébral.

Degree: Docteur es, Mathématiques et informatique. Mathématiques, 2017, Aix Marseille Université

URL: http://www.theses.fr/2017AIXM0289

►

La complexité de la forme de la surface est une caractéristique morphologique des surfaces pliées. Dans cette thèse, nous visons à développer des méthodes spectrales… (more)

▼

La complexité de la forme de la surface est une caractéristique morphologique des surfaces pliées. Dans cette thèse, nous visons à développer des méthodes spectrales pour quantifier cette caractéristique du cortex cérébral humain reconstruit à partir d'images MR structurales. Tout d'abord, nous suggérons certaines propriétés qu'une mesure standard de la complexité de surface devrait posséder. Ensuite, nous proposons deux définitions claires de la complexité de la surface en fonction des propriétés de flexion de surface. Pour quantifier ces définitions, nous avons étendu la transformée de Fourier à fenêtres illustrée récemment pour transformer en maillage des surfaces. Grâce à certaines expériences sur les surfaces synthétiques, nous montrons que nos mesures basées sur la courbure permettent de surmonter les surfaces classiques basées sur la surface, ce qui ne distingue pas les plis profonds des oscillants ayant une surface égale. La méthode proposée est appliquée à une base de données de 124 sujets adultes en bonne santé. Nous définissons également la complexité de la surface par la régularité de Hölder des mouvements browniens fractionnés définis sur les collecteurs. Ensuite, pour la première fois, nous développons un algorithme de régression spectrale pour quantifier la régularité de Hölder d'une surface brownienne fractionnée donnée en estimant son paramètre Hurst H. La méthode proposée est évaluée sur un ensemble de sphères browniennes fractionnées simulées. En outre, en supposant que le cortex cérébral est une surface brownienne fractionnée, l'algorithme proposé est appliqué pour estimer les paramètres Hurst d'un ensemble de 14 corticus cérébraux fœtaux.

Surface shape complexity is a morphological characteristic of folded surfaces. In this thesis, we aim at developing some spectral methods to quantify this feature of the human cerebral cortex reconstructed from structural MR images. First, we suggest some properties that a standard measure of surface complexity should possess. Then, we propose two clear definitions of surface complexity based on surface bending properties. To quantify these definitions, we extended the recently introduced graph windowed Fourier transform to mesh model of surfaces. Through some experiments on synthetic surfaces, we show that our curvature-based measurements overcome the classic surface area-based ones which may not distinguish deep folds from oscillating ones with equal area. The proposed method is applied to a database of 124 healthy adult subjects. We also define the surface complexity by the Hölder regularity of fractional Brownian motions defined on manifolds. Then, for the first time, we develop a spectral-regression algorithm to quantify the Hölder regularity of a given fractional Brownian surface by estimating its Hurst parameter H. The proposed method is evaluated on a set of simulated fractional Brownian spheres. Moreover, assuming the cerebral cortex is a fractional Brownian surface, the proposed algorithm is applied to estimate the Hurst parameters of a set of 14…

Advisors/Committee Members: Richard, Frédéric (thesis director), Lefèvre, Julien (thesis director), Coulon, Olivier (thesis director).

Subjects/Keywords: Géométrie computationnelle; Analyse des formes; Traitement des mailles; Complexité de la forme de la surface; Analyse spectrale; Transformée de Fourier au virage; Indice de gyrification; Surface brownienne fractionnée; Paramètre Hurst; Corps cérébral; Computational geometry; Shape analysis; Mesh processing; Surface shape complexity; Spectral analysis; Windowed Fourier transform; Gyrification index; Fractional Brownian surface; Hurst parameter; Cerebral cortex

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Rabiei, H. (2017). Spectral analysis of the cerebral cortex complexity : Analyse spectrale de la complexité du cortex cérébral. (Doctoral Dissertation). Aix Marseille Université. Retrieved from http://www.theses.fr/2017AIXM0289

Chicago Manual of Style (16^th Edition):

Rabiei, Hamed. “Spectral analysis of the cerebral cortex complexity : Analyse spectrale de la complexité du cortex cérébral.” 2017. Doctoral Dissertation, Aix Marseille Université. Accessed January 23, 2021. http://www.theses.fr/2017AIXM0289.

MLA Handbook (7^th Edition):

Rabiei, Hamed. “Spectral analysis of the cerebral cortex complexity : Analyse spectrale de la complexité du cortex cérébral.” 2017. Web. 23 Jan 2021.

Vancouver:

Rabiei H. Spectral analysis of the cerebral cortex complexity : Analyse spectrale de la complexité du cortex cérébral. [Internet] [Doctoral dissertation]. Aix Marseille Université 2017. [cited 2021 Jan 23]. Available from: http://www.theses.fr/2017AIXM0289.

Council of Science Editors:

Rabiei H. Spectral analysis of the cerebral cortex complexity : Analyse spectrale de la complexité du cortex cérébral. [Doctoral Dissertation]. Aix Marseille Université 2017. Available from: http://www.theses.fr/2017AIXM0289

NSYSU

9. Guo, Chin-yuan. Studies in the electrocardiogram monitoring indices.

Degree: Master, Applied Mathematics, 2004, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0716104-123628

► An recent finding shows that heart rate data possess self-similar property, which is characterized by a parameter H, as well as a long range dependent… (more)

Subjects/Keywords: RR-interval; I(d)-Process EWRMS control chart; I(d)-Process EWMA control chart; GARCH model; Hurst parameter

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Guo, C. (2004). Studies in the electrocardiogram monitoring indices. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0716104-123628

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Guo, Chin-yuan. “Studies in the electrocardiogram monitoring indices.” 2004. Thesis, NSYSU. Accessed January 23, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0716104-123628.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Guo, Chin-yuan. “Studies in the electrocardiogram monitoring indices.” 2004. Web. 23 Jan 2021.

Vancouver:

Guo C. Studies in the electrocardiogram monitoring indices. [Internet] [Thesis]. NSYSU; 2004. [cited 2021 Jan 23]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0716104-123628.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Guo C. Studies in the electrocardiogram monitoring indices. [Thesis]. NSYSU; 2004. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0716104-123628

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Virginia Tech

10. Edwards, Samuel Zachary. Forecasting Highly-Aggregate Internet Time Series Using Wavelet Techniques.

Degree: MS, Electrical and Computer Engineering, 2006, Virginia Tech

URL: http://hdl.handle.net/10919/33223

► The U.S. Coast Guard maintains a network structure to connect its nation-wide assets. This paper analyzes and models four highly aggregate traces of the traffic… (more)

Subjects/Keywords: Long-range Dependence; Self-Similarity; Short-range Dependence; Hurst parameter; Time Series Analysis; Fractals; Wavelets; Forecast

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Edwards, S. Z. (2006). Forecasting Highly-Aggregate Internet Time Series Using Wavelet Techniques. (Masters Thesis). Virginia Tech. Retrieved from http://hdl.handle.net/10919/33223

Chicago Manual of Style (16^th Edition):

Edwards, Samuel Zachary. “Forecasting Highly-Aggregate Internet Time Series Using Wavelet Techniques.” 2006. Masters Thesis, Virginia Tech. Accessed January 23, 2021. http://hdl.handle.net/10919/33223.

MLA Handbook (7^th Edition):

Edwards, Samuel Zachary. “Forecasting Highly-Aggregate Internet Time Series Using Wavelet Techniques.” 2006. Web. 23 Jan 2021.

Vancouver:

Edwards SZ. Forecasting Highly-Aggregate Internet Time Series Using Wavelet Techniques. [Internet] [Masters thesis]. Virginia Tech; 2006. [cited 2021 Jan 23]. Available from: http://hdl.handle.net/10919/33223.

Council of Science Editors:

Edwards SZ. Forecasting Highly-Aggregate Internet Time Series Using Wavelet Techniques. [Masters Thesis]. Virginia Tech; 2006. Available from: http://hdl.handle.net/10919/33223

NSYSU

11. Chiang, Pei-Jung. A Study on the Estimation of the Parameter and Goodness of Fit Test for the Self-similar Process.

Degree: Master, Applied Mathematics, 2006, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0705106-152417

► Recently there have been reports that certain physiological data seem to have the properties of long-range correlation and self-similarity. These two properties can be characterized… (more)

Subjects/Keywords: Embedded Branching Process (EBP); R/S method; Hurst parameter; self-similar process; Detrended Fluctuation Analysis (DFA); Fractional ARIMA (FARIMA); Fractional Brownian Motion (FBM); I(d) process

Record Details Similar Records Cite « Share

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Chiang, P. (2006). A Study on the Estimation of the Parameter and Goodness of Fit Test for the Self-similar Process. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0705106-152417

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Chiang, Pei-Jung. “A Study on the Estimation of the Parameter and Goodness of Fit Test for the Self-similar Process.” 2006. Thesis, NSYSU. Accessed January 23, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0705106-152417.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Chiang, Pei-Jung. “A Study on the Estimation of the Parameter and Goodness of Fit Test for the Self-similar Process.” 2006. Web. 23 Jan 2021.

Vancouver:

Chiang P. A Study on the Estimation of the Parameter and Goodness of Fit Test for the Self-similar Process. [Internet] [Thesis]. NSYSU; 2006. [cited 2021 Jan 23]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0705106-152417.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chiang P. A Study on the Estimation of the Parameter and Goodness of Fit Test for the Self-similar Process. [Thesis]. NSYSU; 2006. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0705106-152417

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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