A multifractal wavelet model for positive processes

  title={A multifractal wavelet model for positive processes},
  author={Matthew S. Crouse and Rudolf H. Riedi and Vinay Joseph Ribeiro and Richard G. Baraniuk},
  journal={Proceedings of the IEEE-SP International Symposium on Time-Frequency and Time-Scale Analysis (Cat. No.98TH8380)},
In this paper, we describe a new multiscale model for characterizing positive-valued and long-range dependent data. The model uses the Haar wavelet transform and puts a constraint on the wavelet coefficients to guarantee positivity, which results in a swift O(N) algorithm to synthesize N-point data sets. We elucidate our model's ability to capture the covariance structure of real data, study its multifractal properties, and derive a scheme for matching it to real data observations. We… CONTINUE READING

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