• Title/Summary/Keyword: Hurst exponent

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A Study on individual Diesel Particles by SEM/EDX (SEM/EDX를 이용한 디젤 분진의 입자별 분석)

  • 김혜진;이종태;김동술
    • Journal of Korean Society for Atmospheric Environment
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    • v.15 no.2
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    • pp.175-182
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    • 1999
  • Scanning electron microscopy (SEM) has played an important role in receptor modeling area because it is a powerful tool for characterizing individual particles. The purpose of the study was to classify individual diesel particles base on statistical analysis and image analysis by SEM/EDX (energy dispersive x-ray analyser). The diesel particles were sampled by both a modified CVS 75 mode and a high speed mode with a chassis dynamometer. The SEM/EDX system provides various physical parameters including particle's particle diameter and chemical information. Thus density and mass of the diesel particle were estimated cased on its chemical composition and further fractal dimensions of the diesel particle were obtained by the Hurst exponent method. The fractal dimension in the sample of modified CVS 75 mode was higher than the high speed mode. Finally, mass fractions for a diesel vehicle as a source profile were estimated cased on a particle class concept.

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THE LOCAL TIME OF THE LINEAR SELF-ATTRACTING DIFFUSION DRIVEN BY WEIGHTED FRACTIONAL BROWNIAN MOTION

  • Chen, Qin;Shen, Guangjun;Wang, Qingbo
    • Bulletin of the Korean Mathematical Society
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    • v.57 no.3
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    • pp.547-568
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    • 2020
  • In this paper, we introduce the linear self-attracting diffusion driven by a weighted fractional Brownian motion with weighting exponent a > -1 and Hurst index |b| < a + 1, 0 < b < 1, which is analogous to the linear fractional self-attracting diffusion. For the 1-dimensional process we study its convergence and the corresponding weighted local time. As a related problem, we also obtain the renormalized intersection local time exists in L2 if max{a1 + b1, a2 + b2} < 0.

Predictability of the f/g time series

  • Cho, Il-Hyun;Kim, Yeon-Han;Cho, Kyung-Seok;Park, Young-Deuk
    • The Bulletin of The Korean Astronomical Society
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    • v.36 no.1
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    • pp.40.1-40.1
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    • 2011
  • Large solar flares are associated with various aspects of space weather effects. Numerous attempts have been made to predict when the solar flare will be occurred mainly based on the configuration of the magnetic field of its flaring site. We analyze the time series of f/g which indicates a representative measure of the sunspot complexity to see whether it shows a possibility to be predicted without huge amounts of observation. Two kinds of analysis results are presented. One is from its power spectrum giving that there's no significantly persistent periodicity within a few days. Its de-trended fluctuation shows the Hurst exponent larger than 0.5 implying that the f/g time series has a long-term memory in time scales less than 10 days.

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Fractals in the Spreading of Drifters: Observation and Simulation (표류부표 분산의 프랙탈 성질: 관측 및 시뮬레이션)

  • KANG, YONG Q.;LEE, MOONJIN
    • 한국해양학회지
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    • v.29 no.4
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    • pp.392-401
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    • 1994
  • We examined the temporal characteristics of the oceanic eddy diffusion at 5 coastal regions of Korea by measuring the separation distances of multiple drifters released simultaneously at the same by the GPS and Decca transponder system. The observed variance of separation distance, for the time scales from minutes to hours, is proportional to t/SUP m/ with scaling exponent m between 1.2 and 2.0. The observed Lagrangian trajectories of drifters show fractal characteristics instead of random walk or Brown motion. As an effort toward a development of a realistic model of the oceanic eddy diffusion, we simulated the Lagrangian trajectories of drifters by fractional Brown motion (FBM) model. The observed variances of drifter separations can be generated by the FBM process provided the Hurst exponent is the same as the observed one. We further showed that the observed power law in the variance of drifter separations cannot be simulated with an ordinary Brown motion or random walk process.

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The Analysis of Terrain and Topography using Fractal (프랙탈 기법에 의한 지형의 특성분석)

  • Kwon, Kee-Wook;Jee, Hyung-Kyu;Lee, Jong-Dal
    • Journal of the Korean association of regional geographers
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    • v.11 no.6
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    • pp.530-542
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    • 2005
  • In this study, GIS method has been used to get fractal characteristics. Using the projected area and surface area, 2 dimensional fractal characteristic of terrain was found out. Correlation of fractal dimension and mean slope were also checked over. Results are as below. 1) To get a fractal dimension, the method which is using the surface area is also directly proportional to complexity of the terrain as other fractal dimension. 2) Fractal dimensions using the surface area, that is proposed in this thesis are carried out as below : Uiseong : $2.02{\sim}2.15$ Yeongcheon : $2.10{\sim}2.24$. These values are in a range of fractal $2.10{\sim}2.20$ dimensions which has known. 3) Correlation of mean slope and fractal dimension is diminished about 30% in a region which is more than $25^{\circ}$ of mean slope. So, in this region using the fractal dimension method is better than using the mean slope. From this study, on formula using the projected area and surface area is still good to get a fractal dimension that has been found. But to confirm this method the region of research should be wider and be set up the correlation of mean slope, surface area and fractal dimension. It can be applicable to restoration of terrain and traffic flow analysis in the future research.

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Stress status classification based on EEG signals (뇌파 신호 기반 스트레스 상태 분류)

  • Kang, Jun-Su;Jang, Giljin;Lee, Minho
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.16 no.3
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    • pp.103-108
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    • 2016
  • In daily life, humans get stress very often. Stress is one of the important factors of healthy life and closely related to the quality of life. Too much stress is known to cause hormone imbalance of our body, and it is observed by the brain and bio signals. Based on this, the relationship between brain signal and stress is explored, and brain signal based stress index is proposed in our work. In this study, an EEG measurement device with 32 channels is adopted. However, only two channels (FP1, FP2) are used to this study considering the applicability of the proposed method in real enveironment, and to compare it with the commercial 2 channel EEG device. Frequency domain features are power of each frequency bands, subtraction, addition, or division by each frequency bands. Features in time domain are hurst exponent, correlation dimension, lyapunov exponent, etc. Total 6 subjects are participated in this experiment with English sentence reading task given. Among several candidate features, ${\frac{{\theta}\;power}{mid\;{\beta}\;power}}$ shows the best test performance (70.8%). For future work, we will confirm the results is consistent in low price EEG device.

Analysis of Intrinsic Patterns of Time Series Based on Chaos Theory: Focusing on Roulette and KOSPI200 Index Future (카오스 이론 기반 시계열의 내재적 패턴분석: 룰렛과 KOSPI200 지수선물 데이터 대상)

  • Lee, HeeChul;Kim, HongGon;Kim, Hee-Woong
    • Knowledge Management Research
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    • v.22 no.4
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    • pp.119-133
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    • 2021
  • As a large amount of data is produced in each industry, a number of time series pattern prediction studies are being conducted to make quick business decisions. However, there is a limit to predicting specific patterns in nonlinear time series data due to the uncertainty inherent in the data, and there are difficulties in making strategic decisions in corporate management. In addition, in recent decades, various studies have been conducted on data such as demand/supply and financial markets that are suitable for industrial purposes to predict time series data of irregular random walk models, but predict specific rules and achieve sustainable corporate objectives There are difficulties. In this study, the prediction results were compared and analyzed using the Chaos analysis method for roulette data and financial market data, and meaningful results were derived. And, this study confirmed that chaos analysis is useful for finding a new method in analyzing time series data. By comparing and analyzing the characteristics of roulette games with the time series of Korean stock index future, it was derived that predictive power can be improved if the trend is confirmed, and it is meaningful in determining whether nonlinear time series data with high uncertainty have a specific pattern.