H. E. Hurst, Methods of Using Long-Term Storage in Reservoirs, Proc. Inst. Civil Eng., no. 1, pages 519-543, 1956.  Home/Search   Document Not in Database   Summary   Related Articles   Check

....lengths of on off cycles ( 43] 42] Other areas where heavy tails abound are finance and economics ( 12] 13] 20] 6] 7] and insurance analysis ( 30] 32] Of course, long range dependence was originially considered in hydrology in connection with the Hurst phenomenon. See [21] [22], 4] 5] In telecommunications, long range dependence has been found in video conference data ( 3] packet counts per unit time in ethernet traffic ( 27] and in bytes per unit time in WWW traffic ( 9] 10] i ii FLUID QUEUES, LEAKY BUCKETS Tails of many teletraffic quantities are heavy ....

H.E. Hurst. Methods of using long-term storage in reservoirs. Proceedings of the Institution of Civil Engineers, Part I, pages 519--577, 1955.

....First, as discussed in the introduction, while it is clear how to measure the heaviness of a probability distribuion tail, it is by no means clear how to measure long range dependence. In particular, it is by no means clear what is the relationship (if any) between the often used Hurst parameter (Hurst 1951, 1955) and the quadrant long range dependence paradigm used here. Secondly, one simply needs to better understand the behavior of queues with a long range dependent input. The present work is but a small step in this direction. 4. Simulation results. We simulated the behavior of the single server ....

Hurst, H.E., Methods of using long-term storage in reservoirs, Proceedings of the Institution of Civil Engineers, Part I (1955), 519-577.

.... 1600s, the mathematics to explain it were not developed until the 1960s when Mandelbrot and associates developed the theory of fractal geometry [34] 39] In the 1950s Hurst was studying river level data recorded from the Nile in an attempt to solve the regularisation problem of river flows [40] [41]. He knew that the Nile exhibited trends in levels, i.e. there were often several years of low river levels followed by years of annual floods (the Joseph effect [42] However overall the river data appeared to have no underlying trends, merely the superposition of many short term ones at a ....

....is an approximate MLE technique and as such can provide us with confidence limits on the estimate of H . 3.4. 1 The rescaled adjusted range technique The rescaled adjusted range statistic (R=S statistic) method was employed by Hurst in his solving of the Nile river regulation problem [40] [41], 45] If our time series is approximated by an appropriately sampled discrete process, fX i g i=1;2;3; Delta Delta Delta ;n then let Y j = j X i=1 X i (3.8) for j = 1; 2; Delta Delta Delta n and X j = 1 j j X i=1 X i : 3.9) The next step is to find R(j) max 1ij (0; Y i Gamma iX j ....

H. E. Hurst, "Methods of using long-term storage in reservoirs," Proceedings of the Institution of Civil Engineers, Part 1, pp. 519--577, 1955.

....into Brownian motion. This produces related motions with different Hurst parameters, and hence different fractal dimensions. Fractional brownian paths are characterised in Fractal terms by a parameter H, often called the Hurst parameter after Hurst s initial work using R S analysis [Hurst 1956]. One method of injecting persistence antipersistence into a function is to integrate differentiate. It is well known that a Brown graph is non differentiable everywhere, however constructs based on averages of V(t) over increasingly small scales have given meaning to the term a derivative of ....

Hurst, H.E. (1956) Methods of using long-term storage in reservoirs, Proceedings of the Institution of Civil Engineers Part 1, 519-577.

....measurements; Arrival process; Fractal Brownian motion; Markov modulated Poisson process; Model identification ) 1. Introduction Recently Leland et al. [9] reported that measured Ethernet traffic has self similar characteristic or fractal nature. Self similar phenomenon dates back to Hurst [8] and Mandelbrot [10] The two main features of self similarity are (i) structural similarities across a very wide range of time scales and (ii) hyperbolically (rather than exponentially) fast decaying autocorrelations. Detailed descriptions of mathematical and statistical aspects of ....

H. E. Hurst. Methods of using long-term storage in reservoirs. In Proc. of the Institution of Civil Engineers, volume Part I, pages 519--577, 1955.

No context found.

H. E. Hurst, Methods of Using Long-Term Storage in Reservoirs, Proc. Inst. Civil Eng., no. 1, pages 519-543, 1956.

No context found.

H. E. Hurst. Methods of using long-term storage in reservoirs. Proceedings of the Institution of Civil Engineers, Part I, pages 519--577, 1955.

No context found.

H. E. Hurst, "Methods of Using Long-Term Storage in Reservoirs", Proc. Institution Civil Engineers, Part I, 519-577, 1955.

No context found.

H. E. Hurst, "Methods of Using Long-Term Storage in Reservoirs", Proc. of the Institution of Civil Engineers, Part I, 519-577, 1955.

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