WebJul 15, 1997 · Three-scaled windowed variance methods (standard, linear regression detrended, and bridge detrended) for estimating the Hurst coefficient (H) are evaluated.The Hurst coefficient, with 0 < H < 1, characterizes self-similar decay in the time-series autocorrelation function. The scaled windowed variance methods estimate H for … Webusing the multifractal detrended fluctuation analysis, rescaled range and scaled windowed variance methods. The multifractal detrended fluctuation analysis shows that CMB fluctuations has a long ... of the map of the large scale structures, the detection of statistical isotropy violation or correlation patterns pose a great observational ...

Evaluating scaled windowed variance methods for …

WebThree-scaled windowed variance methods (standard, linear regression detrended, and bridge detrended) for estimating the Hurst coefficient (H) are evaluated. The Hurst … WebMay 7, 2008 · Semi variance method and scaled windowed variance method for fractal time series analysis. cox hfc

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Webscaled 意味, 定義, scaled は何か: 1. past simple and past participle of scale 2. to climb up a steep surface, such as a wall or the…. もっと見る 辞典 Web3.3.3 Winsorized Variance. When working with the trimmed mean, we will see that the so-called Winsorized variance plays an important role. To compute the Winsorized variance, … WebJul 15, 1997 · Three-scaled windowed variance methods (standard, linear regression detrended, and bridge detrended) for estimating the Hurst coefficient (H) are evaluated.The Hurst coefficient, with 0 < H < 1, characterizes self-similar decay in the time-series autocorrelation function. The scaled windowed variance methods estimate H for … cox high definition channels list