A note on the performance of a wavelet-based multiscale estimator

Quantitative evidence is presented in order to study the performance of a wavelet-based, second order estimator of relevance to multiscaling phenomena such as telecommunications traffic. Special attention is given to the behavior of the confidence intervals of the scaling exponent under Gaussian ass...

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Detalles Bibliográficos
Autores principales: Santi, Leandro, Marrone, Luis Armando
Formato: Objeto de conferencia
Lenguaje:Español
Publicado: 2012
Materias:
Ciencias Informáticas
Wavelet Decomposition
Long Range Dependence
Scale Invariance
Multiscale Estimation
Fractional Gaussian Noise
Telecommunications Traffic
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/123802
https://41jaiio.sadio.org.ar/sites/default/files/10_AST_2012.pdf
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata
id I19-R120-10915-123802
record_format dspace
institution Universidad Nacional de La Plata
institution_str I-19
repository_str R-120
collection SEDICI (UNLP)
language Español
topic Ciencias Informáticas
Wavelet Decomposition
Long Range Dependence
Scale Invariance
Multiscale Estimation
Fractional Gaussian Noise
Telecommunications Traffic
spellingShingle Ciencias Informáticas
Wavelet Decomposition
Long Range Dependence
Scale Invariance
Multiscale Estimation
Fractional Gaussian Noise
Telecommunications Traffic
Santi, Leandro
Marrone, Luis Armando
A note on the performance of a wavelet-based multiscale estimator
topic_facet Ciencias Informáticas
Wavelet Decomposition
Long Range Dependence
Scale Invariance
Multiscale Estimation
Fractional Gaussian Noise
Telecommunications Traffic
description Quantitative evidence is presented in order to study the performance of a wavelet-based, second order estimator of relevance to multiscaling phenomena such as telecommunications traffic. Special attention is given to the behavior of the confidence intervals of the scaling exponent under Gaussian assumptions with synthetic long-range dependent trajectories, allowing for a straightforward contrast with the theoretical results presented in the bibliography. The bias-variance tradeoff decision behind the choice of the onset of the scaling region is also revisited, along with its influence on the confidence of the intervals of the exponent.
format Objeto de conferencia
Objeto de conferencia
author Santi, Leandro
Marrone, Luis Armando
author_facet Santi, Leandro
Marrone, Luis Armando
author_sort Santi, Leandro
title A note on the performance of a wavelet-based multiscale estimator
title_short A note on the performance of a wavelet-based multiscale estimator
title_full A note on the performance of a wavelet-based multiscale estimator
title_fullStr A note on the performance of a wavelet-based multiscale estimator
title_full_unstemmed A note on the performance of a wavelet-based multiscale estimator
title_sort note on the performance of a wavelet-based multiscale estimator
publishDate 2012
url http://sedici.unlp.edu.ar/handle/10915/123802
https://41jaiio.sadio.org.ar/sites/default/files/10_AST_2012.pdf
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