A variational multiscale method with multifractal subgrid-scale modeling is proposed for large-eddy simulation of turbulent flow. In the multifractal subgrid-scale modeling approach, the subgrid-scale velocity is evaluated from a multifractal description of the subgrid-scale vorticity, which is based on the multifractal scale similarity of gradient fields in turbulent flow. The multifractal sub...

Possibilities of utilizing multifractal analysis in teletraffic modeling and characterization are examined. Three standard traffic models are studied by using multifractal approach. Furthermore, multifractal properties of real ATM traffic recorded at Technical University of Tampere are considered.

This paper describes three visually interactive tools for the analysis, modeling, and generation of long-range dependent (LRD) network traffic. The synTraff toolkit uses a three-step modeling approach based on F-ARIMA processes to generate monofractal traffic; the WsynTraff toolkit implements the Wavelet-domain Independent Gaussian (WIG) model from the literature for representing multifractal t...

The search for more realistic modeling of financial time series reviews several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual Minority Game (MG) models do not exhibit multifractality, we study here one of its variants that does. We show that the nonsynchronous MG models in the nonergodic phase is multifr...

Source traffic streams as well as aggregated traffic flows often exhibit long-range-dependent (LRD) properties. In this paper, we model each traffic stream component through the multiplicative multifractal counting process traffic model. We prove that the superposition of a finite number of multiplicative multifractal traffic streams results in another multifractal stream. This property makes t...

This paper proposes a novel multifractal traffic model, and an associated parameter fitting procedure, based on stochastic L-Systems, which were introduced by biologist A. Lindenmayer as a method to model plant growth. We provide a detailed comparison with a related multifractal model based on conservative cascades. Our results, that include applying the fitting procedure to real observed data ...

Software development is difficult to model, particularly the noisy, non-stationary signals of changes per time unit, extracted from version control systems (VCSs). Currently researchers are utilizing timeseries analysis tools such as ARIMA to model these signals extracted from a project’s VCS. Unfortunately current approaches are not very amenable to the underlying power-law distributions of th...

In this paper we present some new results in the framework of multifractal performance analysis including both the characterization and modeling of multifractal network traffic, and also the multifractal queueing performance analysis. We first propose a new multifractal traffic model for network traffic based on the combination of a multiplicative cascade with an independent lognormal process. ...

This paper focuses on the differences between monofractal and multifractal network traffic, both in terms of modeling approaches, and in terms of practical impacts on network performance. Empirical traffic traces are used in the parameterization and evaluation of traffic models. Simulation is used to evaluate the performance differences between monofractal and multifractal traffic, both for ind...

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 ...