Wavelet-Based Synthesis of a Multifractional Process

Wavelet-Based Synthesis of a Multifractional Process

The multifractional process is introduced as a natural extension of traditional monofractional process. The selling point of multifractional process is that its Hölder regularity is allowed to vary from point to point, such that makes it a promising model for those stochastic processes whose regular...

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Bibliographische Detailangaben
Hauptverfasser: Wang, Zhao-rui, Lü, Shan-wei, Nakamura, Taketsune
Format: Tagungsbericht
Sprache:eng
Schlagworte:
1f noise
Fractals
Frequency measurement
Noise measurement
Signal analysis
Signal processing
Signal processing algorithms
Signal synthesis
Stochastic processes
Wavelet transforms
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Beschreibung
Zusammenfassung:The multifractional process is introduced as a natural extension of traditional monofractional process. The selling point of multifractional process is that its Hölder regularity is allowed to vary from point to point, such that makes it a promising model for those stochastic processes whose regularity evolves in time. A new wavelet-based algorithm to synthesize a realization of multifractional process is proposed, and the validity is verified by numerical experiments and real-world data.
DOI:10.1109/CISP.2008.709