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Lifang Peng, Kefu Chen and Ning Li
Stock movement prediction is important in the financial world because investors want to observe trends in stock prices before making investment decisions. However, given the non-linear non-stationary financial time series characteristics of stock prices,...
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Robert Graczyk and Igal Sason
Stationary memoryless sources produce two correlated random sequences ????
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n
and ????
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n
. A guesser seeks to recover ????
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in two stages, by first guessing ????
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n
and then ????
X
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. The contributions of this work are twofold: (1) We characte...
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Xinpeng Wang, Shengxiang Huang, Chao Kang, Guanqing Li and Chenfeng Li
When the dynamic characteristics of a bridge structure are analyzed though Hilbert?Huang transform (HHT), the noise contained in the bridge dynamic monitoring data may seriously affect the performance of the first natural frequency identification. A time...
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Alejandro Ivan Aguirre-Salado, Humberto Vaquera-Huerta, Carlos Arturo Aguirre-Salado, José del Carmen Jiménez-Hernández, Franco Barragán and María Guzmán-Martínez
We introduced a novel spatial model based on the distribution of generalized extreme values (GEV) to analyze the maximum intensity levels of earthquakes with incomplete data (randomly censored) on the Pacific coast of southern Mexico using a random censo...
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Alessandro Mazza
Pág. 1 - 18
Precipitation during the period 2001?2016 over the northern and central part of Tuscany was studied in order to characterize the rainfall regime. The dataset consisted of hourly cumulative rainfall series recorded by a network of 801 rain gauges. The ter...
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Antonio Airton Carneiro de Freitas,José Roberto Securato
Pág. 25 - 43
Random maps can be constructed from a priori knowledge of the financial assets. It is also addressed the reverse problem, i.e. from a function of an empirical stationary probability density function we set up a random map that naturally leads to an impli...
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György, A; Linder, T; Zeger, K
Pág. 2110 - 2114
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Olena Akhiiezer, Olha Dunaievska, Mykhailo Shyshkin, Olha Butova, Anton Rohovyi
Pág. 5 - 15
The subject matter is a mathematical model describing the process of heart rhythm variability, which is based on the use of triangular models of non-stationary random processes in the Hilbert space. The goal of the research is to develop a mathematical m...
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