Long Range Dependence And Self Similarity
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Theory And Applications Of Long Range Dependence
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Author : Paul Doukhan
language : en
Publisher: Springer Science & Business Media
Release Date : 2002-12-13
Theory And Applications Of Long Range Dependence written by Paul Doukhan and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-12-13 with Mathematics categories.
The area of data analysis has been greatly affected by our computer age. For example, the issue of collecting and storing huge data sets has become quite simplified and has greatly affected such areas as finance and telecommunications. Even non-specialists try to analyze data sets and ask basic questions about their structure. One such question is whether one observes some type of invariance with respect to scale, a question that is closely related to the existence of long-range dependence in the data. This important topic of long-range dependence is the focus of this unique work, written by a number of specialists on the subject. The topics selected should give a good overview from the probabilistic and statistical perspective. Included will be articles on fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, and prediction for long-range dependence sequences. For those graduate students and researchers who want to use the methodology and need to know the "tricks of the trade," there will be a special section called "Mathematical Techniques." Topics in the first part of the book are covered from probabilistic and statistical perspectives and include fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, prediction for long-range dependence sequences. The reader is referred to more detailed proofs if already found in the literature. The last part of the book is devoted to applications in the areas of simulation, estimation and wavelet techniques, traffic in computer networks, econometry and finance, multifractal models, and hydrology. Diagrams and illustrations enhance the presentation. Each article begins with introductory background material and is accessible to mathematicians, a variety of practitioners, and graduate students. The work serves as a state-of-the art reference or graduate seminar text.
Stochastic Processes And Long Range Dependence
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Author : Gennady Samorodnitsky
language : en
Publisher: Springer
Release Date : 2016-11-09
Stochastic Processes And Long Range Dependence written by Gennady Samorodnitsky and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-09 with Mathematics categories.
This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that are important for determining the presence or absence of long memory. The first few chapters serve as an overview of the general theory of stochastic processes which gives the reader sufficient background, language, and models for the subsequent discussion of long memory. The later chapters devoted to long memory begin with an introduction to the subject along with a brief history of its development, followed by a presentation of what is currently the best known approach, applicable to stationary processes with a finite second moment. The book concludes with a chapter devoted to the author’s own, less standard, point of view of long memory as a phase transition, and even includes some novel results. Most of the material in the book has not previously been published in a single self-contained volume, and can be used for a one- or two-semester graduate topics course. It is complete with helpful exercises and an appendix which describes a number of notions and results belonging to the topics used frequently throughout the book, such as topological groups and an overview of the Karamata theorems on regularly varying functions.
Long Range Dependent Processes Theory And Applications
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Author : Ming Li
language : en
Publisher: Frontiers Media SA
Release Date : 2022-12-05
Long Range Dependent Processes Theory And Applications written by Ming Li and has been published by Frontiers Media SA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-05 with Science categories.
Fractals In Engineering
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Author : Jacques Lévy-Véhel
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-12-06
Fractals In Engineering written by Jacques Lévy-Véhel and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-12-06 with Technology & Engineering categories.
The application of fractals in the engineering sciences is evolving swiftly and the editors have turned to Springer for the third time to bring you the latest research emerging from the rapid growth in techniques available for the employment of the ideas of fractals and complexity to a variety of disciplines in and associated with the engineering field. The strong potential of this research can be seen in real industrial situations with recent progress being made in areas such as chemical engineering, internet traffic, physics and finance. Image processing continues to be a major field of application for fractal analysis and is well-represented here. It is important to note that the applications models are presented with a firm basis in theoretical argument, the qualitative observation of fractal phenomena no longer being sufficient. Consisting of papers written by a world-wide pool of experts, the multidisciplinary approach of this third volume will be of particular interest to industrial researchers and practitioners as well as to academics from many backgrounds. Fractals in Engineering: New Trends in Theory and Applications continues the publication of engineering-related research in fractal techniques begun in Fractals in Engineering and Fractals: Theory and Applications in Engineering (Springer London 1997 and 1999).
Multi Fractal Traffic And Anomaly Detection In Computer Communications
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Author : Ming Li
language : en
Publisher: CRC Press
Release Date : 2022-12-29
Multi Fractal Traffic And Anomaly Detection In Computer Communications written by Ming Li and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-29 with Mathematics categories.
This book provides a comprehensive theory of mono- and multi-fractal traffic, including the basics of long-range dependent time series and 1/f noise, ergodicity and predictability of traffic, traffic modeling and simulation, stationarity tests of traffic, traffic measurement and the anomaly detection of traffic in communications networks. Proving that mono-fractal LRD time series is ergodic, the book exhibits that LRD traffic is stationary. The author shows that the stationarity of multi-fractal traffic relies on observation time scales, and proposes multi-fractional generalized Cauchy processes and modified multi-fractional Gaussian noise. The book also establishes a set of guidelines for determining the record length of traffic in measurement. Moreover, it presents an approach of traffic simulation, as well as the anomaly detection of traffic under distributed-denial-of service attacks. Scholars and graduates studying network traffic in computer science will find the book beneficial.
Self Similar Processes In Telecommunications
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Author : Oleg Sheluhin
language : en
Publisher: John Wiley & Sons
Release Date : 2007-03-13
Self Similar Processes In Telecommunications written by Oleg Sheluhin and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-03-13 with Technology & Engineering categories.
For the first time the problems of voice services self-similarity are discussed systematically and in detail with specific examples and illustrations. Self-Similar Processes in Telecommunications considers the self-similar (fractal and multifractal) models of telecommunication traffic and efficiency based on the assumption that its traffic has fractal or multifractal properties (is self-similar). The theoretical aspects of the most well-known traffic models demonstrating self-similar properties are discussed in detail and the comparative analysis of the different models’ efficiency for self-similar traffic is presented. This book demonstrates how to use self-similar processes for designing new telecommunications systems and optimizing existing networks so as to achieve maximum efficiency and serviceability. The approach is rooted in theory, describing the algorithms (the logical arithmetical or computational procedures that define how a task is performed) for modeling these self-similar processes. However, the language and ideas are essentially accessible for those who have a general knowledge of the subject area and the advice is highly practical: all models, problems and solutions are illustrated throughout using numerous real-world examples. Adopts a detailed, theoretical, yet broad-based and practical mathematical approach for designing and operating numerous types of telecommunications systems and networks so as to achieve maximum efficiency Places the subject in context, describing the current algorithms that make up the fractal or self-similar processes while pointing to the future development of the technology Offers a comparative analysis of the different types of self-similar process usage within the context of local area networks, wide area networks and in the modeling of video traffic and mobile communications networks Describes how mathematical models are used as a basis for building numerous types of network, including voice, audio, data, video, multimedia services and IP (Internet Protocol) telephony The book will appeal to the wide range of specialists dealing with the design and exploitation of telecommunication systems. It will be useful for the post-graduate students, lecturers and researchers connected with communication networks disciplines.
Simulation Technologies In Networking And Communications
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Author : Al-Sakib Khan Pathan
language : en
Publisher: CRC Press
Release Date : 2014-11-06
Simulation Technologies In Networking And Communications written by Al-Sakib Khan Pathan and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-06 with Computers categories.
Simulation is a widely used mechanism for validating the theoretical model of networking or communication systems. Although the claims made based on simulations are considered to be reliable, how reliable they really are is best determined with real-world implementation trials. This book addresses various issues covering different mechanisms related to simulation technologies in networking and communications fields. Focusing on the practice of simulation testing instead of the theory, it reviews and evaluates popular simulation modeling tools and recommends the best tools for specific tests.
Complexity Science Living Systems And Reflexing Interfaces New Models And Perspectives
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Author : Orsucci, Franco
language : en
Publisher: IGI Global
Release Date : 2012-09-30
Complexity Science Living Systems And Reflexing Interfaces New Models And Perspectives written by Orsucci, Franco and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-09-30 with Computers categories.
There are new and important advancements in todays complexity theories in ICT and requires an extraordinary perspective on the interaction between living systems and information technologies. With human evolution and its continuous link with the development of new tools and environmental changes, technological advancements are paving the way for new evolutionary steps. Complexity Science, Living Systems, and Reflexing Interfaces: New Models and Perspectives is a collection of research provided by academics and scholars aiming to introduce important advancements in areas such as artificial intelligence, evolutionary computation, neural networks, and much more. This scholarly piece will provide contributions that will define the line of development in complexity science.
5g Networks
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Author : Christofer Larsson
language : en
Publisher: Academic Press
Release Date : 2018-08-20
5g Networks written by Christofer Larsson and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-08-20 with Technology & Engineering categories.
5G Networks: Planning, Design and Optimization presents practical methods and algorithms for the design of 5G Networks, covering issues ranging from network resilience to how Big Data analytics can used in network design optimization. The book addresses 5G optimization issues that are data driven, high dimensional and clustered. The reader will learn: - 5G concepts, how they are linked and their effect on the architecture of a 5G network - Models of 5G at a network level, including economic aspects of operating a network - The economic implications of scale and service diversity, and the incentive for optimal design and operational strategies - Network topologies from a transport to a cloud perspective - Theoretic foundations for network design and network optimization - Algorithms for practical design and optimization of 5G subsystems based on live network projects - Efficient Bayesian methods for network analytics - The trade-off and multi-objective character of QoS management and cost saving - Practical traffic and resilience measurement and QoS supervision - Frameworks for performance analytics and network control This book will be an invaluable resource for telecom operators and service providers, university researchers, graduate students and network planners interested in practical methods for optimizing networks for large performance improvements and cost savings. Christofer Larsson works as an independent researcher and consultant in network design traffic engineering, network performance evaluation and optimization. - 5G concepts, how they are linked and their effect on the architecture of a 5G network - Models of 5G at a network level, including economic aspects of operating a network - The economic implications of scale and service diversity, and the incentive for optimal design and operational strategies - Network topologies from a transport to a cloud perspective - Theoretic foundations for network design and network optimization - Algorithms for practical design and optimization of 5G subsystems based on live network projects - Efficient Bayesian methods for network analytics - The trade-off and multi-objective character of QoS management and cost saving - Practical traffic and resilience measurement and QoS supervision - Frameworks for performance analytics and network control
Optical Networks
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Author : Giancarlo de Marchis
language : en
Publisher: Springer
Release Date : 2013-03-20
Optical Networks written by Giancarlo de Marchis and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-20 with Computers categories.
Optical network design and modelling is an essential issue for planning and operating networks for the next century. The main issues in optical networking are being widely investigated, not only for WDM networks but also for optical TDM and optical packet switching. This book contributes to further progress in optical network architectures, design, operation and management and covers the following topics in detail: Routing strategies and algorithms for optical networks; Network planning and design; Wavelength conversion and wavelength assignment in optical networks; Technologies for optical networks (transport, access and local area networks); Transmission aspects in wide area optical networks; New paradigms for traffic modelling. This book contains the selected proceedings of the Second International Working Conference on Optical Network Design and Modelling, which was sponsored by the International Federation for Information Processing (IFIP), and held in February 1998, in Rome, Italy. This valuable new book will be essential reading for personnel in computer/communication industries, and for academic and research staff in computer science and electrical engineering.