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rescaled

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The answer RESCALED has 2 possible clue(s) in existing crosswords.

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The word RESCALED is VALID in some board games. Check RESCALED in word games in Scrabble, Words With Friends, see scores, anagrams etc.

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Definitions of rescaled in various dictionaries:

verb - establish on a new scale

verb - to plan on a new scale

RESCALED - The rescaled range is a statistical measure of the variability of a time series introduced by the British hydrologist Harold Edwin Hurst (1880–1978...

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Possible Crossword Clues
Upsized or downsized
Downsized, say

Last Seen in these Crosswords & Puzzles
Nov 21 2014 Wall Street Journal
Apr 27 2014 Premier Sunday - King Feature Syndicate

Rescaled description
The rescaled range is a statistical measure of the variability of a time series introduced by the British hydrologist Harold Edwin Hurst (1880–1978). Its purpose is to provide an assessment of how the apparent variability of a series changes with the length of the time-period being considered. * The rescaled range is calculated from dividing the range of the values exhibited in a portion of the time series by the standard deviation of the values over the same portion of the time series. For example, consider a time series {2, 5, 3, 7, 8, 12, 4, 2} which has a range, R, of 12 - 2 = 10. Its standard deviation, s, is 3.46, so the rescaled range is R/s = 2.89. * If we consider the same time series, but increase the number of observations of it, the rescaled range will generally also increase. The increase of the rescaled range can be characterized by making a plot of the logarithm of R/s vs. the logarithm of n. The slope of this line gives the Hurst exponent, H. If the time series is generated by a random walk (or a Brownian motion process) it has the value of H =1/2. Many physical phenomena that have a long time series suitable for analysis exhibit a Hurst exponent greater than 1/2. For example, observations of the height of the Nile River measured annually over many years gives a value of H = 0.77. * Several researchers (including Peters, 1991) have found that the prices of many financial instruments (such as currency exchange rates, stock values, etc.) also have H > 1/2. This means that they have a behavior that is distinct from a random walk, and therefore the time series is not generated by a stochastic process that has the nth value independent of all of the values before this. According to model of Fractional Brownian motion this is referred to as long memory of positive linear autocorrelation. However it has been shown that this measure is correct only for linear evaluation: complex nonlinear processes with memory need additional descriptive parameters. Several studies using Lo's modified rescaled range statistic have contradicted Peters' results as well.

Rescaled description

The rescaled range is a statistical measure of the variability of a time series introduced by the British hydrologist Harold Edwin Hurst (1880–1978). Its purpose is to provide an assessment of how the apparent variability of a series changes with the length of the time-period being considered.
* The rescaled range is calculated from dividing the range of the values exhibited in a portion of the time series by the standard deviation of the values over the same portion of the time series. For example, consider a time series {2, 5, 3, 7, 8, 12, 4, 2} which has a range, R, of 12 - 2 = 10. Its standard deviation, s, is 3.46, so the rescaled range is R/s = 2.89.
* If we consider the same time series, but increase the number of observations of it, the rescaled range will generally also increase. The increase of the rescaled range can be characterized by making a plot of the logarithm of R/s vs. the logarithm of n. The slope of this line gives the Hurst exponent, H. If the time series is generated by a random walk (or a Brownian motion process) it has the value of H =1/2. Many physical phenomena that have a long time series suitable for analysis exhibit a Hurst exponent greater than 1/2. For example, observations of the height of the Nile River measured annually over many years gives a value of H = 0.77.
* Several researchers (including Peters, 1991) have found that the prices of many financial instruments (such as currency exchange rates, stock values, etc.) also have H > 1/2. This means that they have a behavior that is distinct from a random walk, and therefore the time series is not generated by a stochastic process that has the nth value independent of all of the values before this. According to model of Fractional Brownian motion this is referred to as long memory of positive linear autocorrelation. However it has been shown that this measure is correct only for linear evaluation: complex nonlinear processes with memory need additional descriptive parameters. Several studies using Lo's modified rescaled range statistic have contradicted Peters' results as well.

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