A Multifractal Wavelet Model with Application to Network Traffic

@article{Riedi1999AMW,
  title={A Multifractal Wavelet Model with Application to Network Traffic},
  author={Rudolf H. Riedi and Matthew S. Crouse and Vinay J. Ribeiro and Richard G. Baraniuk},
  journal={IEEE Trans. Information Theory},
  year={1999},
  volume={45},
  pages={992-1018}
}
In this paper, we develop a new multiscale modeling framework for characterizing positive-valued data with longrange-dependent correlations ( 1=f noise). Using the Haar wavelet transform and a special multiplicative structure on the wavelet and scaling coefficients to ensure positive results, the model provides a rapid O(N) cascade algorithm for synthesizingN point data sets. We study both the second-order and multifractal properties of the model, the latter after a tutorial overview of… CONTINUE READING
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