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Wyszukujesz frazę "long-range" wg kryterium: Temat


Tytuł:
Wavelets for time series analysis - a survey and new results
Autorzy:
Mielniczuk, J.
Wojdyłło, P.
Powiązania:
https://bibliotekanauki.pl/articles/970989.pdf
Data publikacji:
2005
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
long-range dependence
decorrelation property
spectral density
time series
wavelets
fractional Gaussian noise (FGN)
fractional autoregressive integrated moving average (FARIMA)
Hurst exponent
falka
Opis:
In the paper we review stochastic properties of wavelet coefficients for time series indexed by continuous or discrete time. The main emphasis is on decorrelation property and its implications for data analysis. Some new properties are developed as the rates of correlation decay for the wavelet coefficients in the case of long-range dependent processes such as the fractional Gaussian noise and the fractional autoregressive integrated moving average processes. It is proved that for such processes the within-scale covariance of the wavelet coefficients at lag k is O(k^2(H-N)-2), where H is the Hurst exponent and N is the number of vanishing moments of the wavelet employed. Some applications of decorrelation property are briefly discussed.
Źródło:
Control and Cybernetics; 2005, 34, 4; 1093-1125
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
VoIP Anomaly Detection - selected methods of statistical analysis
Autorzy:
Dymora, P.
Mazurek, M.
Jaskółka, S.
Powiązania:
https://bibliotekanauki.pl/articles/106150.pdf
Data publikacji:
2016
Wydawca:
Uniwersytet Marii Curie-Skłodowskiej. Wydawnictwo Uniwersytetu Marii Curie-Skłodowskiej
Tematy:
Hurst factor
anomaly detection
self-similarity
long-range dependence
Opis:
Self-similarity analysis and anomaly detection in networks are interesting fields of research and scientific work of scientists around the world. Simulation studies have demonstrated that the Hurst parameter estimation can be used to detect traffic anomaly. The actual network traffic is self-similar or long-range dependent. The dramatic expansion of applications on modern networks gives rise to a fundamental challenge to network security. The Hurst values are compared with confidence intervals of normal values to detect anomaly in VoIP.
Źródło:
Annales Universitatis Mariae Curie-Skłodowska. Sectio AI, Informatica; 2016, 16, 2; 14-19
1732-1360
2083-3628
Pojawia się w:
Annales Universitatis Mariae Curie-Skłodowska. Sectio AI, Informatica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Testing for Long-Range Dependence in Financial Time Series
Autorzy:
Mangat, Manveer Kaur
Reschenhofer, Erhard
Powiązania:
https://bibliotekanauki.pl/articles/2076133.pdf
Data publikacji:
2019
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
long-range dependence
fractionally integrated process
frequencydomain test
Kolmogorov-Smirnov goodness-of-fit-test
Opis:
Various trading strategies have been proposed that use estimates of the Hurst coefficient, which is an indicator of long-range dependence, for the calculation of buy and sell signals. This paper introduces frequency-domain tests for longrange dependence which do, in contrast to conventional procedures, not assume that the number of used periodogram ordinates grow with the length of the time series. These tests are applied to series of gold price returns and stock index returns in a rolling analysis. The results suggest that there is no long-range dependence, indicating that trading strategies based on fractal dynamics have no sound statistical basis.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2019, 2; 93-106
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Suitability of LoRaWAN Technology for the development of maritime applications
Autorzy:
Wiszniewski, Łukasz
Powiązania:
https://bibliotekanauki.pl/articles/1955265.pdf
Data publikacji:
2018
Wydawca:
Politechnika Gdańska
Tematy:
Internet of Things
LoRaWAN
long range telecomunication
maritime enviroment monitoring
Opis:
The LoRaWAN Technology opens new possibilities for gathering and analysis of distributed data. In the paper we concentrate on its maritime usability which was tested byus in the period from June to August 2018. Measurements of the LoRaWAN network coveragein the Bay of Gdansk area were carried out. Various conditions and places were tested. There search was planned in such a way as to gradually increase the range and control the impact of environmental factors. The results of the measurements confirm the wide application and a broad range of the technology. Combined with cloud computing it leads to new kinds of services and applications.
Źródło:
TASK Quarterly. Scientific Bulletin of Academic Computer Centre in Gdansk; 2018, 22, 4; 333--340
1428-6394
Pojawia się w:
TASK Quarterly. Scientific Bulletin of Academic Computer Centre in Gdansk
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Satellite-based AIS and its Comparison with LRIT
Autorzy:
Cheng, Y.
Powiązania:
https://bibliotekanauki.pl/articles/117541.pdf
Data publikacji:
2014
Wydawca:
Uniwersytet Morski w Gdyni. Wydział Nawigacyjny
Tematy:
Automatic Identification System (AIS)
Long Range Identification and Tracking (LRIT)
Satellite-Based AIS
Navigational Tools
Radiocommunication
Monitoring Coverage
communication scheme
Identification System
Opis:
The satellite-based Automatic Identification System (AIS) system has continuously been developed by the shipping industry in recent years. This paper introduces the satellite-based AIS including the concept, the system structure, the development and its new applications. The Long Range Identification and Tracking (LRIT) system, which is mandatory to be required on certain classes of ships engaged on international voyages to report their position at least every six hours using onboard communication means however, has similar kind of function of ship monitoring with the satellite-based AIS system. Based on the basic introduction of the LRIT system, this paper presents the comprehensive comparison between satellite-based AIS and LRIT in terms of the ship’s cost, the communication scheme, the monitoring coverage, the information details and the information creditability. The conclusion that the satellite-based AIS should be encouraged to effectively play a complement role to the LRIT system is advanced in the paper.
Źródło:
TransNav : International Journal on Marine Navigation and Safety of Sea Transportation; 2014, 8, 2; 183-187
2083-6473
2083-6481
Pojawia się w:
TransNav : International Journal on Marine Navigation and Safety of Sea Transportation
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Reflection of low-frequency long-range sound in the ocean
Autorzy:
Didenkulov, I.
Powiązania:
https://bibliotekanauki.pl/articles/332043.pdf
Data publikacji:
2003
Wydawca:
Polskie Towarzystwo Akustyczne
Tematy:
low frequency
long-range
sound
ocean
underwater
Opis:
Experimental results on energetic characteristics of low frequency (about 200 Hz) underwater channel sound reflection by ocean mountains and islands are presented. lt is investigated also sound penetration into shallow water. Transformation of vertical structure of sound field over continental slope is considered. Continental slope and shelf-wedge reflection coefficients of law frequency sound propagating in the underwater waveguide were measured. Results of the work show that low-frequency sound reflections from large-scale bottom irregularities can be important in ocean acoustics.
Źródło:
Hydroacoustics; 2003, 6; 117-124
1642-1817
Pojawia się w:
Hydroacoustics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Rain water chemistry at Calypsobyen, Svalbard
Autorzy:
Krawczyk, Wiesława Ewa
Bartoszewski, Stefan A.
Siwek, Krzysztof
Powiązania:
https://bibliotekanauki.pl/articles/2051715.pdf
Data publikacji:
2008
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
Arctic
Svalbard
Bellsund
precipitation
long-range transport of pollutants
Źródło:
Polish Polar Research; 2008, 29, 2; 149-162
0138-0338
2081-8262
Pojawia się w:
Polish Polar Research
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Open extensive IoT research and measurement infrastructure for remote collection and automatic analysis of environmental data
Autorzy:
Wiszniewski, Ł.
Klimowicz, D.
Powiązania:
https://bibliotekanauki.pl/articles/1940556.pdf
Data publikacji:
2017
Wydawca:
Politechnika Gdańska
Tematy:
Internet of Things
LoRaWAN
data gathering
data visualization
unmanned air vehicles
LPWAN Network
Long Range Data Transmission
internet rzeczy
gromadzenie danych
wizualizacja danych
bezzałogowe pojazdy powietrzne
sieć LPWAN
transmisja danych dalekiego zasięgu
Opis:
Internet of Things devices that send small amounts of data do not need high bit rates as it is the range that is more crucial for them. The use of popular, unlicensed 2.4 GHz and 5 GHz bands is fairly legally enforced (transmission power above power limits cannot be increased). In addition, waves of this length are very difficult to propagate under field conditions ( e.g. in urban areas). The market response to these needs are the LPWAN (Low Power WAN) type networks, whose main features are far-reaching wireless coverage and low power measurement end-nodes that can be battery powered for months. One of the promising LPWAN technologies is the LoRa WAN, which uses a publicly available 868 MHz band (in Europe) and has a range of up to 20 km. This article presents how the LoRa WAN network works and describes the installation of the research and measurement infrastructure in this technology which was built in the Gdańsk area using the Academic Computer Center TASK network infrastructure. The methodology and results of the qualitative and performance studies of the constructed network with the use of unmanned aircraft equipped with measuring devices for remote collection of environmental data are also presented. The LoRaWAN TASK has been designed to support the development of other research projects as an access infrastructure for a variety of devices. Registered users can attach their own devices that send specific metrics that are then collected in a cloud-based database, analyzed and visualized.
Źródło:
TASK Quarterly. Scientific Bulletin of Academic Computer Centre in Gdansk; 2017, 21, 4; 355-363
1428-6394
Pojawia się w:
TASK Quarterly. Scientific Bulletin of Academic Computer Centre in Gdansk
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On speeding up nano- and micromechanical calculations for irregular systems with long-range potentials
Autorzy:
Rybarska-Rusinek, L.
Rejwer, E.
Linkov, A.
Powiązania:
https://bibliotekanauki.pl/articles/201034.pdf
Data publikacji:
2020
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
nano- and micromechanics
long-range interaction
fast multipole method
cluster intensity
Opis:
Irregular systems with long-range interactions and multiple clusters are considered. The presence of clusters leads to excessive computational complexity of conventional fast multipole methods (FMM), used for modeling systems with large number of DOFs. To overcome the difficulty, a modification of the classical FMM is suggested. It tackles the very cause of the complication by accounting for higher intensity of fields, generated by clusters in upward and especially in downward translations. Numerical examples demonstrate that, in accordance with theoretical estimations, in typical cases the modified FMM significantly reduces the time expense without loss of the accuracy.
Źródło:
Bulletin of the Polish Academy of Sciences. Technical Sciences; 2020, 68, 2; 337-344
0239-7528
Pojawia się w:
Bulletin of the Polish Academy of Sciences. Technical Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On nonlocal modeling in continuum mechanics
Modelowanie nielokalne w mechanice kontinuum
Autorzy:
Martowicz, A.
Powiązania:
https://bibliotekanauki.pl/articles/368969.pdf
Data publikacji:
2015
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
solid mechanics
long-range force interactions
nonlocal theory of elasticity
nonlocal modeling
Opis:
The objective of the paper is to provide an overview of nonlocal formulations for models of elastic solids. The author presents the physical foundations for nonlocal theońes of continuum mechanics, followed by vanous analytical and numeńcal techniques. The characteristics and range of practical applications for the presented approaches are discussed. The results of numerical simulations for the selected case studies are provided to demonstrate the properties of the described methods. The paper is illustrated with outcomes from peridynamic analyses. Fatigue and axial stretching were simulated to show the capabilities of the developed numeńcal tools.
W artykule dokonano przeglądu nielokalnych sformułowań dla mechaniki bryły odkształcalnej. Autor przedstawia podstawy fizyczne nielokalnych teorii mechaniki kontinuum oraz dokonuje przeglądu technik analitycznych i numerycznych stosowanych w modelach matematycznych. W pracy przedyskutowano charakterystyki oraz zakres praktycznych zastosowań wspomnianych technik modelowania. Ocena własności nielokalnych modeli została przeprowadzana na podstawie wyników symulacji numerycznych dla wybranych typów analiz z zastosowaniem perydynamiki. Przedstawiono wyniki symulacji zmęczeniowych oraz jednoosiowego rozciągania, uzyskane przy użyciu opracowanych narzędzi analiz symulacyjnych.
Źródło:
Mechanics and Control; 2015, 34, 2; 41-46
2083-6759
2300-7079
Pojawia się w:
Mechanics and Control
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
LoRaWAN Communication Implementation Platforms
Autorzy:
Szewczyk, Joanna
Nowak, Mariusz
Remlein, Piotr
Głowacka, Aleksandra
Powiązania:
https://bibliotekanauki.pl/articles/2200714.pdf
Data publikacji:
2022
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
Long-Range (LoRa)
intelligent building
LPWAN
wireless network
security communication
Smart City
IoT
Opis:
A key role in the development of smart Internet of Things (IoT) solutions is played by wireless communication technologies, especially LPWAN (Low-Power Wide-Area Network), which are becoming increasingly popular due to their advantages: long range, low power consumption and the ability to connect multiple edge devices. However, in addition to the advantages of communication and low power consumption, the security of transmitted data is also important. End devices very often have a small amount of memory, which makes it impossible to implement advanced cryptographic algorithms on them. The article analyzes the advantages and disadvantages of solutions based on LPWAN communication and reviews platforms for IoT device communication in the LoRaWAN (LoRa Wide Area Network) standard in terms of configuration complexity. It describes how to configure an experimental LPWAN system being built at the Department of Computer Science and Telecommunications at Poznan University of Technology for research related to smart buildings.
Źródło:
International Journal of Electronics and Telecommunications; 2022, 68, 4; 841--854
2300-1933
Pojawia się w:
International Journal of Electronics and Telecommunications
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Long-range dependencies in reading memory pages in the man-computer system interaction
Autorzy:
Dymora, P.
Mazurek, M.
Nieroda, S.
Powiązania:
https://bibliotekanauki.pl/articles/106260.pdf
Data publikacji:
2012
Wydawca:
Uniwersytet Marii Curie-Skłodowskiej. Wydawnictwo Uniwersytetu Marii Curie-Skłodowskiej
Tematy:
long-range dependencies
computer system
memory
Hurst parameter
operating system
Opis:
This paper shows that the organization of computer system memory as a hierarchical structure can lead to the existence of long-memory effect during the man-computer interaction. As a point of reference, the rate at which the operating system resolves data from hard drive caused by the hardware page faults in the virtual memory mechanism can be given. The existence of such a phenomenon can be considered in terms of statistical mechanics and Hurst parameter.
Źródło:
Annales Universitatis Mariae Curie-Skłodowska. Sectio AI, Informatica; 2012, 12, 2; 49-58
1732-1360
2083-3628
Pojawia się w:
Annales Universitatis Mariae Curie-Skłodowska. Sectio AI, Informatica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Is Bitcoin an emerging market? A market efficiency perspective
Autorzy:
Skwarek, Mateusz
Powiązania:
https://bibliotekanauki.pl/articles/22443141.pdf
Data publikacji:
2023-09-04
Wydawca:
Uniwersytet Warszawski. Wydział Nauk Ekonomicznych
Tematy:
long-range dependence
bitcoin
market efficiency
emerging stock markets
Hurst exponent
Opis:
Despite recent studies focused on comparing the dynamics of market efficiency between Bitcoin and other traditional assets, there is a lack of knowledge about whether Bitcoin and emerging markets efficiency behave similarly. This paper aims to compare the market efficiency dynamics between Bitcoin and the emerging stock markets. In particular, this study indicates whether the dynamics of Bitcoin market efficiency mimic those of emerging stock markets. Thus, the paper’s contribution emerges from the combination of Bitcoin and emerging markets in the field of dynamics of market efficiency. The dynamics of market efficiency are measured using the Hurst exponent in the rolling window. The study uses daily data for the MSCI Emerging Markets Index and the Bitcoin market over the period 2011–2022. Our results show that there is at most a moderate correlation between the dynamics of Bitcoin and emerging stock markets’ efficiency over the entire study period. The strongest correlations occur mainly in periods of high economic policy uncertainty in the largest Bitcoin mining countries. Therefore, the association between Bitcoin market efficiency and emerging stock markets’ efficiency may strengthen with an increase in economic policy uncertainty. These findings may be useful for investors and portfolio managers in constructing better investment strategies.
Źródło:
Central European Economic Journal; 2023, 10, 57; 219-236
2543-6821
Pojawia się w:
Central European Economic Journal
Dostawca treści:
Biblioteka Nauki
Artykuł

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