WebA reassessment of the Hurst Phenomenon A. I. McLeod, K. Hipel Mathematics 1978 Previous research related to the controversial Hurst phenomenon is reviewed and evaluated. Because of the inherent statistical properties of the rescaled adjusted range (RAR) statistic it is… Expand 370 Time series analysis, forecasting and control G. Box, … WebClimatic variability over time scales spanning nine orders of magnitude: Connecting Milankovitch cycles with Hurst–Kolmogorov dynamics. 2013 •. Demetris Koutsoyiannis, Yannis Markonis. We overview studies of the natural variability of past climate, as seen from available proxy information, and its attribution to deterministic or stochastic ...
The ‘Hurst phenomenon’ in grid turbulence - Cambridge Core
WebEven Hurst himself mentioned shifting mean as a possible reason for the phenomenon (Montanari, 2003). Eventually, Mandelbrot and Wallis (1968) stated that models … Web2 mei 2024 · Abstract. The Hurst phenomenon is a well-known feature of long-range persistence first observed in hydrological and geophysical time series by E. Hurst … tolip plaza
Free Full-Text Spatial Hurst–Kolmogorov Clustering - MDPI
WebThe Hurst phenomenon is a well-known feature of long-range persistence first observed in hydrological and geophysical time series by E. Hurst in the 1950s. It has also been … Web1 jan. 2013 · Hurst ( 1951) investigated the water levels of Nile River for optimum dam sizing. The Hurst number, named after Harold Edwin Hurst, is an index of long memory. … Webphenomenon later was also noticed in many other datasets related to climate, internet tra c, economics, nance, opinion polls, etc. It turned out that constructing a stationary time series model exhibiting the Hurst phenomenon is not easy and some departures from the functional central limit theorem are required. tolix kruk