Properties (60)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
stochastic process
|
| gptkbp:hasContribution |
Gaussian distribution
|
| gptkbp:hasFeature |
Hurst_exponent
|
| gptkbp:hasRelatedPatent |
image processing
signal processing |
| gptkbp:hasVariants |
non-stationary
|
| https://www.w3.org/2000/01/rdf-schema#label |
fractional Brownian motion
|
| gptkbp:isA |
generalization_of_Brownian_motion
|
| gptkbp:isAttendedBy |
spectral analysis
Monte_Carlo_methods |
| gptkbp:isCharacterizedBy |
asymptotic behavior
self-similarity heavy tails long-range dependence fractal properties Hurst parameter correlation structure long memory non-stationary increments self-affinity temporal correlations non-linear_dynamics non-Gaussian_behavior multifractality |
| gptkbp:isCitedBy |
covariance function
|
| gptkbp:isNear |
true
|
| gptkbp:isRelatedTo |
gptkb:Wiener_process
time series analysis chaos theory stochastic differential equations queueing theory random walks random processes stochastic calculus |
| gptkbp:isStudiedIn |
economics
physics mathematics statistics |
| gptkbp:issueDate |
false
|
| gptkbp:isUsedBy |
financial markets
natural phenomena |
| gptkbp:isUsedIn |
telecommunications
finance machine learning risk management financial modeling quantitative finance risk assessment data science biostatistics climate modeling anomaly detection geophysics hydrology environmental modeling financial engineering telecommunications modeling network traffic modeling |
| gptkbp:wasAffecting |
gptkb:Benoit_Mandelbrot
true |