Hurst Exponent
Mostrando 1-12 de 13 artigos, teses e dissertações.
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1. SPEI and Hurst Analysis of Precipitation in the Amazonian Area of Brazil
Resumo A floresta amazônica controla, em certa medida, o ciclo hidrológico global. Os objetivos do presente trabalho foram (i) investigar padrões hidrológicos em uma área maior da floresta tropical brasileira por meio do SPEI baseado em 9-meses e (ii) buscar correlação de longo ou curto prazo dentro do número de dias com precipitaçãoe chuva mensal.
Rev. bras. meteorol.. Publicado em: 05/08/2019
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2. The Long-Range Memory and the Fractal Dimension: a Case Study for Alcântara
ABSTRACT: This study aimed to analyze the time series behavior of the Southern Oscillation Index through techniques using Fast Fourier Transform, computing the autocorrelation function, and the calculation of the Hurst coefficient. The methodology of Hurst Exponent calculation uses different lags, which are computed in the time series of Southern Oscillation
J. Aerosp. Technol. Manag.. Publicado em: 24/08/2017
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3. O impacto da janela de Hurst na previsão de séries temporais financeiras / The impact of Hursts window on the preview of financial time series
Sabe-se que, na literatura, existem muitos modelos para se fazer previsão para séries temporais financeiras. Sabe-se também que não há um modelo perfeito e que os mais utilizados atualmente são os modelos de redes neurais recorrentes e os da família GARCH. Referências internacionais apontam que existe uma técnica de medição de uma janela temporal
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 31/10/2011
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4. Expoente de Hurst e diagrama de fase para persistência induzida amnesticamente em processos não-markovianos. / Hurst exponent and the phase diagram for persistence induced amnestic on a non-Markovian
Nowadays there has been a growing interest in anomalous diffusion: the super difusive and sub-difusive processes. The problem about normal diffusion already well established whereas many problems still exist in anomalous diffusion. Several mathematical models and computational techniques have been developed to model such processes. In this work we studied a
Publicado em: 2009
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5. DFA e análise de agrupamento aplicadas a perfis de porosidade neutrônico em poçosm de petróleo
Peng was the first to work with the Technical DFA (Detrended Fluctuation Analysis), a tool capable of detecting auto-long-range correlation in time series with non-stationary. In this study, the technique of DFA is used to obtain the Hurst exponent (H) profile of the electric neutron porosity of the 52 oil wells in Namorado Field, located in the Camp
Publicado em: 2009
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6. Análise de DFA e de agrupamento do perfil de densidade de poços de petróleo
In recent years, the DFA introduced by Peng, was established as an important tool capable of detecting long-range autocorrelation in time series with non-stationary. This technique has been successfully applied to various areas such as: Econophysics, Biophysics, Medicine, Physics and Climatology. In this study, we used the DFA technique to obtain the Hurst e
Publicado em: 2009
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7. Variabilidade da freqüência cardíaca no domínio do caos como preditora de morbimortalidade em pacientes submetidos à cirurgia de revascularização do miocárdio.
Recent studies have shown that low heart rate variability (HRV) is a clear indication of an increased risk for severe ventricular arrhytmia and sudden cardiac. However, the traditional techniques of data analysis in time and frequency domain are often not sufficient to characterize the complex dynamics of heart beat generation. Hence, different attempts have
Publicado em: 2007
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8. Schistosomal granuloma as a system adaptive complex. Application of fractal dimension in characterization of their geometric properties. / Granuloma esquistossomótico como um sistema adaptativo complexo. Aplicação da dimensão fractal na caracterização de suas propriedades geométricas.
Schistosomal granuloma AS A COMPLEX ADAPTIVE SYSTEM: APPLICATION OF FRACTAL DIMENSION IN THE CHARACTERIZATION OF PROPERTIES GEOMETRIC. Waldemiro de Souza Romagna. [Introduction]. The schistosomal granuloma is a compact, organized collection of migrating cells, which along with cells of the affected organ, arrange themselves in the midst of extracellular matr
Publicado em: 2007
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9. Métodos emergentes de física-estatística aplicados a séries temporais
The main objective of the present work was to apply recently developed in methods in physics-statistics to the time series, especifically in this work, to intervals of heart beats obtained from blood pressure signs (BP) of the sloth (Bradypus variegatus), with the purpose of identifying differences in fractality terms in the system of autonomous control rela
Publicado em: 2006
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10. Pattern formation in granular systems / Formação de padrões em meios granulares
In this work we study the pattern formation in the interface between two types of granular materials in a Hele-Shaw cell. Different types of patterns, ranging from almost circular to fingered ones were observed, varying the ratio between the size of the grains and the cell spacing. The transition from patterns with fingers to rounded patterns seems to be con
Publicado em: 2006
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11. Aspectos especiais e temporais do problema do enovelamento protÃico
The manner in which a protein folds from a random coil into a unique native state in a relatively short time is one of the fundamental puzzles of molecular biophysics. It is well accepted that a unique native three-dimensional structure, characteristic of each protein and determined by the sequence of its amino-acids, dictates protein functions. In this Thes
Publicado em: 2002
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12. Propagação de danos no modelo de ising em redes de bravais e em fractais
In this work we have studied, by Monte Carlo computer simulation, several properties that characterize the damage spreading in the Ising model, defined in Bravais lattices (the square and the triangular lattices) and in the Sierpinski Gasket. First, we investigated the antiferromagnetic model in the triangular lattice with uniform magnetic field, by Glauber
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 06/08/1999