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rascaled
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There are 8 letters in RASCALED ( A1C3D2E1L1R1S1 )
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8 letters out of RASCALED
6 letters out of RASCALED
5 letters out of RASCALED
ACRED
ACRES
ALDER
ALECS
ARCED
AREAL
AREAS
ARECA
ARLES
CADES
CADRE
CARDS
CARED
CARES
CARLE
CARLS
CARSE
CASED
CEDAR
CLADE
CLADS
CLEAR
CRAAL
CREDS
DACES
DALES
DARES
DEALS
DEARS
DECAL
EARLS
ESCAR
LACED
LACER
LACES
LADER
LADES
LARDS
LARES
LASED
LASER
LEADS
LEARS
RACED
RACES
RALES
RASED
READS
REALS
SACRA
SALAD
SCALD
SCALE
SCARE
SERAC
SERAL
4 letters out of RASCALED
AALS
ACED
ACES
ACRE
ALAE
ALAR
ALAS
ALEC
ALES
ARCS
AREA
ARES
ARSE
ASEA
CADE
CADS
CARD
CARE
CARL
CARS
CASA
CASE
CELS
CLAD
CRED
DACE
DALE
DALS
DARE
DEAL
DEAR
DELS
EARL
EARS
ELDS
ERAS
LACE
LACS
LADE
LADS
LARD
LARS
LASE
LEAD
LEAR
LEAS
RACE
RADS
RALE
RASE
READ
REAL
RECS
REDS
SADE
SALE
SARD
SCAD
SCAR
SEAL
SEAR
SERA
SLED
3 letters out of RASCALED
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Rascaled might refer to |
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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. |