An evaluation of ARFIMA (autoregressive fractional integral moving average) programs

K Liu, YQ Chen, X Zhang - Axioms, 2017 - mdpi.com
Strong coupling between values at different times that exhibit properties of long range
dependence, non-stationary, spiky signals cannot be processed by the conventional time …

Extraction of coal and gangue geometric features with multifractal detrending fluctuation analysis

K Liu, X Zhang, YQ Chen - Applied Sciences, 2018 - mdpi.com
The separation of coal and gangue is an important process of the coal preparation
technology. The conventional way of manual selection and separation of gangue from the …

Non-Gaussian and persistence measures for control loop quality assessment

PD Domański - Chaos: An Interdisciplinary Journal of Nonlinear …, 2016 - pubs.aip.org
This paper presents review and comparison of alternative methodologies for control
performance assessment. The approach uses nonlinear time series analysis, such as non …

A novel method for control performance assessment with fractional order signal processing and its application to semiconductor manufacturing

K Liu, YQ Chen, PD Domański, X Zhang - Algorithms, 2018 - mdpi.com
The significant task for control performance assessment (CPA) is to review and evaluate the
performance of the control system. The control system in the semiconductor industry exhibits …

Ensemble FARIMA prediction with stable infinite variance innovations for supermarket energy consumption

J Wang, Y Liu, H Wu, S Lu, M Zhou - Fractal and Fractional, 2022 - mdpi.com
This paper concerns a fractional modeling and prediction method directly oriented toward an
industrial time series with obvious non-Gaussian features. The hidden long-range …

Riemann–Liouville operator‐based fractional normalised least mean square algorithm with application to decision feedback equalisation of multipath channels

SM Shah - IET Signal Processing, 2016 - Wiley Online Library
In this study, the authors modify the map** function by introducing a non‐linear term
based on Riemann–Liouville definition of fractional derivatives and its application to the …

Power-type functions of prediction error of sea level time series

M Li, Y Li, J Leng - Entropy, 2015 - mdpi.com
This paper gives the quantitative relationship between prediction error and given past
sample size in our research of sea level time series. The present result exhibits that the …

Are the scaling properties of bull and bear markets identical? Evidence from oil and gold markets

S Günay - International Journal of Financial Studies, 2014 - mdpi.com
In this study, the scaling properties of the oil and gold return volatilities have been analyzed
in the context of bull and bear periods. In the determination of bull and bear turning points …

Power laws in financial markets: Scaling exponent H and alpha-stable distributions

S Günay - Journal of Applied Business Research, 2015 - dspace.arel.edu.tr
In this study, we analyzed whether daily returns of Brent crude oil, dollar/yen foreign
exchange, Dow&Jones Industrial Average Index and 12-month libor display power law …

An evaluation of three approaches using Hurst estimation to differentiate between normal and abnormal HRV

M Ko, B Stark, M Barbadillo… - … and Information in …, 2015 - asmedigitalcollection.asme.org
In this study, three different approaches using seven Hurst estimators to analyze heart rate
variability (HRV) are evaluated. Herein, normal sinus rhythm and arrhythmia will be referred …