نتایج جستجو برای: multifractal model

تعداد نتایج: 2106700  

1992
Leonardo Fonseca James Glimm W. Brent Lindquist

Spatially heterogeneous permeability data from several sites is reviewed. The spatial correlations in this data are valid (i.e. statistically signi cant) for short distances only. Multifractal power-normal distributions t this data about as well as the more commonly used exponential models, while better for long distance correlations inferred indirectly from hydrological studies, with the data ...

2001
Petteri Mannersalo Ilkka Norros Rudolf H. Riedi

In various fields, such as teletraffic and economics, measured times series have been reported to adhere to multifractal scaling. Classical cascading measures possess multifractal scaling, but their increments form a non-stationary process. To overcome this problem we introduce a construction of random multifractal measures based on iterative multiplication of stationary stochastic processes, a...

Journal: :Physiological measurement 2009
Anne Humeau Benjamin Buard François Chapeau-Blondeau David Rousseau Guillaume Mahe Pierre Abraham

Analysis of the cardiovascular system (CVS) activity is important for several purposes, including better understanding of heart physiology, diagnosis and forecast of cardiac events. The central CVS, through the study of heart rate variability (HRV), has been shown to exhibit multifractal properties, possibly evolving with physiologic or pathologic states of the organism. An additional viewpoint...

1997
Rudolf H Riedi

This is an easy read introduction to multifractals We start with a thorough study of the Binomial measure from a multifractal point of view introducing the main multifractal tools We then continue by showing how to generate more general multiplicative measures and close by presenting an extensive set of examples on which we elaborate how to read a multifractal spectrum

1994
MARTIN JANSSEN

The multifractal analysis of disorder induced localization-delocalization transitions is reviewed. Scaling properties of this transition are generic for multi parameter coherent systems which show broadly distributed observables at criticality. The multifractal analysis of local measures is extended to more general observables including scaling variables such as the conductance in the localizat...

2000
E. Bacry J. Delour J. F. Muzy

In this paper we briefly review the recently inrtroduced Multifractal Random Walk (MRW) that is able to reproduce most of recent empirical findings concerning financial time-series : no correlation between price variations, long-range volatility correlations and multifractal statistics. We then focus on its extension to a multivariate context in order to model portfolio behavior. Empirical esti...

2003
Trang Dinh Dang

An alternative but very promising approach of traffic modeling is the use of fractal characterization to describe the high variability and bursty nature of network traffic. The aim of this dissertation is to contribute to this research approach, more precisely, to solve some problems in statistical testing, traffic characterization, modeling, and performance evaluation. First, the implications ...

2005
Jia-Shiang Jou John S. Baras

In this paper, an open-loop multilevel ON/OFF model is proposed to capture the multifractal behavior of the HTTP traffic on the Internet. It is assumed that the life time of a TCP session and the active time of a burst within a TCP session have a heavy-tail type distribution. The aggregate traffic of this model is shown to be multifractal. We analyze its second and higher order statistics by th...

2002
C. E. Puente

Use of a deterministic fractal-multifractal (FM) geometric method to model width functions of natural river networks, as derived distributions of simple multifractal measures via fractal interpolating functions, is reported. It is first demonstrated that the FM procedure may be used to simulate natural width functions, preserving their most relevant features like their overall shape and texture...

2005
L. Telesca G. Colangelo V. Lapenna

Multifractal fluctuations in the time dynamics of geoelectrical data, recorded in a seismic area of southern Italy, have been revealed using the Multifractal Detrended Fluctuation Analysis (MF-DFA), which allows to detect multifractality in nonstationary signals. Our findings show that the geoelectrical time series, recorded in the seismic area of southern Apennine Chain (Italy), is multifracta...

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