Zobrazeno 1 - 10
of 11
pro vyhledávání: '"Dawid Szarek"'
Autor:
Katarzyna Maraj, Dawid Szarek, Grzegorz Sikora, Michał Balcerek, Agnieszka Wyłomańska, Ireneusz Jabłoński
Publikováno v:
Measurement: Sensors, Vol 7, Iss , Pp 100017- (2020)
Anomalous diffusion phenomena are ubiquitous in many areas, including physics, biology, medicine, climate and also financial markets. The description and analysis of this phenomena are challenging tasks. To fully define the anomalous diffusion and pr
Externí odkaz:
https://doaj.org/article/5e5eee171b3848dbacd6817912d463e9
Publikováno v:
Entropy, Vol 22, Iss 11, p 1322 (2020)
Many single-particle tracking data related to the motion in crowded environments exhibit anomalous diffusion behavior. This phenomenon can be described by different theoretical models. In this paper, fractional Brownian motion (FBM) was examined as t
Externí odkaz:
https://doaj.org/article/63ff2f0d89c441f9930af866c393200d
Autor:
Dawid Szarek
Publikováno v:
International Journal of Advances in Engineering Sciences and Applied Mathematics. 13:257-269
Anomalous diffusion behavior can be observed in many single-particle (contained in crowded environments) tracking experimental data. Numerous models can be used to describe such data. In this paper, we focus on two common processes: fractional Browni
Publikováno v:
Chaos (Woodbury, N.Y.). 32(8)
This paper proposes an approach for the estimation of a time-varying Hurst exponent to allow accurate identification of multifractional Brownian motion (MFBM). The contribution provides a prescription for how to deal with the MFBM measurement data to
Publikováno v:
Applied Condition Monitoring ISBN: 9783030821913
Regime-switching models have been recently becoming increasingly important as they allow structural changes to be taken into account in modelling financial data. Application of such models to describe prices behaviour is especially valuable in commod
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::66e99465c85f5680da681dcbc864b71a
https://doi.org/10.1007/978-3-030-82110-4_6
https://doi.org/10.1007/978-3-030-82110-4_6
Publikováno v:
Entropy, Vol 22, Iss 1322, p 1322 (2020)
Entropy
Volume 22
Issue 11
Entropy
Volume 22
Issue 11
Many single-particle tracking data related to the motion in crowded environments exhibit anomalous diffusion behavior. This phenomenon can be described by different theoretical models. In this paper, fractional Brownian motion (FBM) was examined as t
Publikováno v:
Computational Statistics & Data Analysis. 168:107401
Publikováno v:
Chaos: An Interdisciplinary Journal of Nonlinear Science. 31:073120
The time-averaged mean squared displacement (TAMSD) is one of the most common statistics used for the analysis of anomalous diffusion processes. Anomalous diffusion is manifested by non-linear (mostly power-law) characteristics of the process in cont
Publikováno v:
Journal of Physics A: Mathematical and Theoretical. 54:024001
Anomalous diffusion phenomena are observed in many areas of interest. They manifest themselves in deviations from the laws of Brownian motion (BM), e.g. in the non-linear growth (mostly power-law) in time of the ensemble average mean squared displace
Autor:
Michał Balcerek, Katarzyna Maraj, Agnieszka Wyłomańska, Ireneusz Jablonski, Dawid Szarek, Grzegorz Sikora
Publikováno v:
Measurement: Sensors, Vol 7, Iss, Pp 100017-(2020)
Anomalous diffusion phenomena are ubiquitous in many areas, including physics, biology, medicine, climate and also financial markets. The description and analysis of this phenomena are challenging tasks. To fully define the anomalous diffusion and pr