Time series analysis used to investigate the stratospheric ozone formation and decomposition processes. Different time series methods are applied to detect the reason for extreme high ozone concentrations for each season. Data was convert into seasonal component and frequency domain, the latter...

In financial markets, not only prices and returns can be considered as random variables, but also the waiting time between two transactions varies randomly. In the following, we analyse the statistical properties of General Electric stock prices, traded at NYSE, in October 1999. These properties...

The classical statistical diffusion theory and the binomial autocorrelation function are used to obtain a new formulation for the turbulence dissipation rate ε. The approach employs the Maclaurin series expansion of a logarithm function contained in the dispersion parameter formulation. The...

We suggest that there exists a critical point H=0.70 of the local Hölder exponent H(t) for describing the weak stationary (stationary for short) property of the modified multifractional Gaussian noise (mmGn) from the point of view of engineering. More precisely, when H(t)0.70 for t∈[0,∞],...

In this paper the reformulation of Trofimov–Park (TP) model, [V.I. Trofimov, Appl. Surf. Sci. 219 (2003) 93), of thin film roughness evolution during nucleation and growth of islands in case of simultaneous nucleation is presented. The calculation of TP restricted to one-dimensional triangular...

We study correlation and spectral properties of chaotic self-sustained oscillations of different types. It is shown that some classical models of stochastic processes can be used to describe behavior of autocorrelation functions of chaos. The influence of noise on chaotic systems is also considered.

A maximum likelihood estimation method implemented in S-PLUS (S-MLE) to estimate the Hurst coefficient (H) is evaluated. The Hurst coefficient, with 0.5H1, characterizes long memory time series by quantifying the rate of decay of the autocorrelation function. S-MLE was developed to estimate H...

Geometrical properties of fractured basalt and sandstone surfaces are studied by measuring the length distribution of shadows appearing under grazing illumination. For self-affine surfaces, the distribution is predicted to follow a power law of the shadow length with an exponent depending only...

The word frequencies of the speeches of some contemporary politicians have been determined over a decade of office. By fitting Mandelbrot's simple canonical law (a development of Zipf's law) to the data, the average cybernetic temperature θ was determined for each year of office. Two...

The Hurst exponent of very long birth time series in Romania has been extracted from official daily records, i.e. over 97 years between 1905 and 2001 included. The series result from distinguishing between families located in urban (U) or rural (R) areas, and belonging (Ox) or not (NOx) to the...