GP Nason, R Sachs - … transactions of the royal society of …, 1999 - royalsocietypublishing.org
This article reviews the role of wavelets in statistical time–series analysis. We survey work that emphasizes scale, such as estimation of variance, and the scale exponent of processes …
J Beran, Y Feng, S Ghosh, R Kulik - Long-Mem. Process, 2013 - Springer
Long-memory, or more generally fractal, processes are known to play an important role in many scientific disciplines and applied fields such as physics, geophysics, hydrology …
This Book Identifies Problems For Which Wavelet Transform Techniques Are Well-Suited, Shows How To Implement Wavelet Transforms Efficiently, And Explains How To Choose Or …
NJ Kasdin - Proceedings of the IEEE, 1995 - ieeexplore.ieee.org
This paper discusses techniques for generating digital sequences of noise which simulate processes with certain known properties or describing equations. Part I of the paper …
D Veitch, P Abry - IEEE Transactions on Information Theory, 1999 - ieeexplore.ieee.org
A joint estimator is presented for the two parameters that define the long-range dependence phenomenon in the simplest case. The estimator is based on the coefficients of a discrete …
Fractal theory and wavelet transform analysis are two of the more significant recent developments in mathematics that have created interest in the scientific and engineering …
P Abry, P Flandrin, MS Taqqu… - Theory and applications …, 2003 - perso.ens-lyon.fr
Scaling phenomena have been observed in a wide range of applications. Self-similar and long-range dependent processes are two of the most important kinds of random processes …
P Abry, P Flandrin, MS Taqqu… - Self‐similar network …, 2000 - Wiley Online Library
The presence of scaling behavior in telecommunications traffic is striking not only in its ubiquity, appearing in almost every kind of packet data, but also in the wide range of scales …
GW Wornell - Proceedings of the IEEE, 1993 - ieeexplore.ieee.org
It is demonstrated that 1/f fractal processes are, in a broad sense, optimally represented in terms of orthonormal wavelet bases. Specifically, via a useful frequency-domain …