A wavelet-based joint estimator of the parameters of long-range dependence
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 …
phenomenon in the simplest case. The estimator is based on the coefficients of a discrete …
Multiscale nature of network traffic
The complexity and richness of telecommunications traffic is such that one may despair to
find any regularity or explanatory principles. Nonetheless, the discovery of scaling behavior …
find any regularity or explanatory principles. Nonetheless, the discovery of scaling behavior …
[HTML][HTML] Scale-free and multifractal time dynamics of fMRI signals during rest and task
Scaling temporal dynamics in functional MRI (fMRI) signals have been evidenced for a
decade as intrinsic characteristics of ongoing brain activity (Zarahn et al.,). Recently, scaling …
decade as intrinsic characteristics of ongoing brain activity (Zarahn et al.,). Recently, scaling …
Seven years and one day: Sketching the evolution of internet traffic
This contribution aims at performing a longitudinal study of the evolution of the traffic
collected every day for seven years on a trans-Pacific backbone link (the MAWI dataset) …
collected every day for seven years on a trans-Pacific backbone link (the MAWI dataset) …
Interplay between functional connectivity and scale-free dynamics in intrinsic fMRI networks
Studies employing functional connectivity-type analyses have established that spontaneous
fluctuations in functional magnetic resonance imaging (fMRI) signals are organized within …
fluctuations in functional magnetic resonance imaging (fMRI) signals are organized within …
Scaling in internet traffic: a 14 year and 3 day longitudinal study, with multiscale analyses and random projections
In the mid 1990s, it was shown that the statistics of aggregated time series from Internet
traffic departed from those of traditional short range-dependent models, and were instead …
traffic departed from those of traditional short range-dependent models, and were instead …
Non-gaussian and long memory statistical characterizations for internet traffic with anomalies
A Scherrer, N Larrieu, P Owezarski… - … on Dependable and …, 2007 - ieeexplore.ieee.org
The goals of the present contribution are twofold. First, we propose the use of a non-
Gaussian long-range dependent process to model Internet traffic aggregated time series …
Gaussian long-range dependent process to model Internet traffic aggregated time series …
[图书][B] Processes with long-range correlations: Theory and applications
G Rangarajan - 2003 - books.google.com
Processes with long range correlations occur in a wide variety of fields ranging from physics
and biology to economics and finance. This book, suitable for both graduate students and …
and biology to economics and finance. This book, suitable for both graduate students and …
Real-time estimation of the parameters of long-range dependence
An on-line version of the Abry-Veitch (see IEEE GLOBECOM'98, Sydney, Australia, p. 3716-
21, 1998) wavelet-based estimator of the Hurst parameter is presented. It has very low …
21, 1998) wavelet-based estimator of the Hurst parameter is presented. It has very low …
LASS: a tool for the local analysis of self-similarity
S Stoev, MS Taqqu, C Park, G Michailidis… - Computational statistics & …, 2006 - Elsevier
The Hurst parameter H characterizes the degree of long-range dependence (and asymptotic
self-similarity) in stationary time series. Many methods have been developed for the …
self-similarity) in stationary time series. Many methods have been developed for the …