Abstract
The paper discusses and presents results from recent investigation into three problems. (A) Approaches have previously been developed for describing self-similarity in discrete-time random processes using a discrete-time continuous dilation operator. It is shown here that processes self-similar under this construct, called a discrete-time self-similar system (DTSS), are related to prior discrete-time constructs; specifically they can generate asymptotically second order self-similar processes. (B) The advantage of using long-range prediction of long-range dependent processes is tested. It is shown that for combined long-range and short-range prediction for tracking with a sequence that has bounded increments, long-range prediction does not offer a significant tracking advantage. (C) It is hypothesized that DTSS systems with a time-varying parameter will generate multifractal processes. Empirical results substantiating this surmise are provided.
Original language | English (US) |
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Pages (from-to) | 8-12 |
Number of pages | 5 |
Journal | Conference Record of the Asilomar Conference on Signals, Systems and Computers |
Volume | 1 |
State | Published - 2003 |
Event | Conference Record of the Thirty-Seventh Asilomar Conference on Signals, Systems and Computers - Pacific Grove, CA, United States Duration: Nov 9 2003 → Nov 12 2003 |
All Science Journal Classification (ASJC) codes
- Signal Processing
- Computer Networks and Communications