Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 17 of 17 for “"Long-range Dependence"”.
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Detection of long-range dependence : applications in climatology and hydrology
… FARIMA type and concentrate on the detection of long-range dependence. Long-range dependent processes show an algebraic (i.e. slow) decay of the autocorrelation function. Detection of the latter is important with respect to, e.g. trend tests and uncertainty analysis. Aiming to provide a reliable …
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Test of change point versus long-range dependence in functional time series
In scalar time series analysis, a long-range dependent (LRD) series cannot be easily distinguished from certain non-stationary models, such as the change in mean model with short-range dependent (SRD) errors. To be specific, realizations of LRD series usually have a characteristic of changing local …
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Modelling computer network traffic using wavelets and time series analysis
… burstiness, non-stationarity, self-similarity, long-range dependence (LRD) and multi-fractality. The need for ever more sophisticated network traffic models has led to the specification of a myriad of traffic models since. Many of these are listed in [91, 14]. In networks comprised of IoT …
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Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis
… is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied …
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Long memory in bond market returns: a test of weak-form efficiency in Botswana's bond market
… as a criterion to investigate the existence of long memory in both bond returns and volatility. The results of our study indicate that the Botswana bond market data follow, to a great extent, the long-range dependence which negates the precepts of the efficient market hypothesis. Furthermore, …
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Time keeping in myriad networks : theories, solutions and applications
… technique, with cross traffic exhibiting long-range dependence (fractional Brownian motion cross-traffic) or no dependence at all (white Gaussian case). We conclude with applications over packet switched networks that require time synchronization, like spatial filtering (beam-forming). The …
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WAVELET-BASED NETWORK TRAFFIC MODELING
… traffic was discovered and to capture this long range dependence nature, the Norros traffic model was proposed. Recently, multifractal characteristics of network traffic have been discovered and wavelet-based models have been proposed to capture these characteristics. Before adopting wavelet …
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Essays in Economic *Growth and Asset Pricing
… income per capita differentials to exhibit long range dependence, which generalizes the specification in previous studies. Using semi-parametric estimation procedures we find ample evidence of pairwise convergence among 15 OECD countries. This result is contrary to the literature that uses …
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Video traffic modeling and delivery
… It is known that video traffic possesses short range dependence (SRD) and long range dependence (LRD) properties, which can drastically affect network performance. By decomposing a video sequence into three parts, according to its motion activity, Markov-modulated self-similar process model is …
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Scheduling in switched queueing networks with heavy-tailed trac
… by empirical evidence of self-similarity and long-range dependence, the networks that we consider receive a mix of heavy-tailed and light-tailed trac. In this setting we evaluate the delay performance of the widely-studied class of Max-Weight scheduling policies. As performance metric we use …
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Forecasting Highly-Aggregate Internet Time Series Using Wavelet Techniques
The U.S. Coast Guard maintains a network structure to connect its nation-wide assets. This paper analyzes and models four highly aggregate traces of the traffic to/from the Coast Guard Data Network ship-shore nodes, so that the models may be used to predict future system demand. These internet …
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Estimation of LRD present in H.264 video traces using wavelet analysis and proving the paramount of H.264 using OPF technique in wi-fi environment.
… First part of the research has the study about Long Range Dependence (LRD) and the ways by which the self-similarity can be estimated. For estimating the LRD a few studies are carried out and Wavelet-based estimator is selected for the research because Wavelets incarcerate both time and …
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QoS provisioning in multimedia streaming
… exhibit highly variable bit rates as well as long range dependence properties, thus exacerbating the challenge in meeting the stringent QoS requirements of multimedia streaming with high network utilization. Dynamic bandwidth allocation in which video traffic prediction can play an important …
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FRACTAL BASED FRAMEWORK FOR TIME SERIES VOLATILITY PREDICTION
… a comprehensive framework to account for long–range dependence, self–similarity, and individual risk preferences in market behaviour. Building on the Merton jump–diffusion model, we extend the framework to include fuzzy fractional Brownian motion, fuzzy Poisson processes, and fuzzy …
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Statistical issues and developments in time series analysis and educational measurement
… interval construction for the mean of a long-range dependent time series. It is well known that the moving block bootstrap method produces an inconsistent estimator of the distribution of the normalized sample mean when its limiting distribution is not normal. The subsampling method of …