Navigating Scaling: Modelling and Analysing

I. INTUITIONS, MODELS, TOOLS: (1) Intuitions, Definition, Applications; (2) Stochastic Models: Self-Similarity vs Multifractal; (3) Multiresolution Tools, Aggregation, Increments; (4) Wavelets, Continuous, Discrete. II. SECOND ORDER ANALYSIS, SELF SIMILARITY AND LONG MEMORY: (1) Random Walks, Self-S...

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Hauptverfasser:	Abry, P, Goncalves, P, Flandrin, P, Veitch, D, Chainais, P, Lashermes, B, Hohn, N, Roux, S, Borgnat, P, Taqqu, M, Pipiras, V, Riedi, R, Jaffard, S
Format:	Report
Sprache:	eng
Schlagworte:	BRIEFING CHARTS CASCADE STRUCTURES COMPONENT REPORTS FINITE ELEMENT ANALYSIS FOREIGN REPORTS FRACTALS LINEARITY MATHEMATICAL MODELS MAXIMUM LIKELIHOOD ESTIMATION NON-STATIONARY Numerical Mathematics PARAMETERS POWER LAWS RANDOM VARIABLES RESOLUTION ROBUSTNESS SCALING FACTOR SELF-SIMILARITY SOFTWARE TOOLS STATIONARY STATISTICAL ANALYSIS Statistics and Probability STOCHASTIC PROCESSES Theoretical Mathematics WAVELET TRANSFORMS WORKSHOPS
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Zusammenfassung:	I. INTUITIONS, MODELS, TOOLS: (1) Intuitions, Definition, Applications; (2) Stochastic Models: Self-Similarity vs Multifractal; (3) Multiresolution Tools, Aggregation, Increments; (4) Wavelets, Continuous, Discrete. II. SECOND ORDER ANALYSIS, SELF SIMILARITY AND LONG MEMORY: (1) Random Walks, Self-Similarity, Long Memory; (2) 2nd Order Wavelet Statistical Analysis; (3) Estimation, Estimation Performance; (4) Robustness Against Non-Stationarities. III. HIGHER ORDER ANALYSIS, MULTIFRACTAL PROCESSES: (1) Multiplicative Cascades, Multifractal Processes; (2) Higher Order Wavelet Statistical Analysis; (3) Finiteness of Moments; (4) Estimation, Estimation Performance; (5) Negative Orders; (6) Beyond Power Laws. Presented at the Wavelets and Multifractal Analysis (WAMA) Workshop held in Cargese, Corsica, France on 19-31 Jul 2004. See also ADM001750. Prepared in cooperation with INRIA Rhone-Alpes, Lisbon, Portugal. The original document contains color images.