An access control system is often viewed as a state transition system. Given a set of access control policies, a general safety requirement in such a system is to determine whethe...
— A new standpoint on financial time series, without the use of any mathematical model and of probabilistic tools, yields not only a rigorous approach of trends and volatility, ...
The Hurst parameter H characterizes the degree of long-range dependence (and asymptotic selfsimilarity) in stationary time series. Many methods have been developed for the estimat...
Stilian Stoev, Murad S. Taqqu, Cheolwoo Park, Geor...
Probabilistic timed automata (PTAs) are used for formal modelling and verification of systems with probabilistic, nondeterministic and real-time behaviour. For non-probabilistic ti...
Many time series exhibit dynamics over vastly different time scales. The standard way to capture this behavior is to assume that the slow dynamics are a “trend”, to de-trend t...