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 20 of 27 for “"Range dependence"”.
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Detection of long-range dependence : applications in climatology and hydrology
… 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 and …
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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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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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Modelling computer network traffic using wavelets and time series analysis
… 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 devices …
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Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis
… 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 LRD, giving many real …
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Long memory in bond market returns: a test of weak-form efficiency in Botswana's bond market
… market data follow, to a great extent, the long-range dependence which negates the precepts of the efficient market hypothesis. Furthermore, policy reforms intended to stimulate bond market reform and related efficiency gains appear not to have produced the desired outcomes as the existence of …
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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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Scattering from periodic array of parallel strips
… mobile radio community in predicting the range dependence of a signal from a base station antenna, when propagating in built up residential area.
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Statistical models for dependent and non-stationary extreme events
Extreme value methods are used in a wide range of applications, for example they may be used for modelling wave heights and river levels in hydrology, wind speeds in structural engineering and share price return levels in economics. Many statistical models and methods of inference exist for the …
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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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Propagation and scattering of beam waves in vegetation using scalar transport theory
… beam waves that propagate in vegetation, the range dependence, the effects of angular spread (beam broadening), and pulse broadening are determined. Pulse broadening is important especially in digital communications, where it may cause intersymbol interference and--depending on the data …
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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 unit …
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Sub-bottom profiling using an Autonomous Underwater Vehicle equipped with a sound source and towed hydrophone array
… has the benefit of being able to determine the range dependence of the sub-bottom on a meter-by-meter scale rather than assuming constant sub-bottom properties over a large range. This thesis conducts theoretical and experimental studies to investigate the feasibility of using the arrival times …
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Sub-Bottom Profiling Using an Autonomous Underwater Vehicle Equipped With a Sound Source and Towed Hydrophone Array
… has the benefit of being able to determine the range dependence of the sub-bottom on a meter-by-meter scale rather than assuming constant sub-bottom properties over a large range. This thesis conducts theoretical and experimental studies to investigate the feasibility of using the arrival times …
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Investigation of the acoustic source characteristics of high energy laser pulses models and experiment
… focused just under the surface of water. The range dependence of the pressure amplitude was also examined. The amplitude of the pulse was found to vary with direction; however, this effect is considered likely to be a result of interference between the direct path and the surface reflection. A …
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Antipodal receptions in global acoustics
… scientific discipline within the study of long range underwater acoustic propagation. Acoustic propagation over extremely long ranges involves a combination of effects from earth curvature and the global distribution of oceanographic and geophysical features. Antipodal receptions, that is to …
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Impacts of short-time scale water column variability on broadband high-frequency acoustic wave propagation
… in the lower part of the water column to infer range dependence or independence in the SSP. The matched filtering results of received acoustic wavefronts at all hydrophone depths are compared with a ray tracing routine augmented to calculate only direct path and bottom reflected signals. It is …
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