Title of article :
A correlation-based computational model for synthesizing long-range dependent data
Author/Authors :
Li، نويسنده , , Ming-Te Chi، نويسنده , , Chi-Hung، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
The authors present a computation model to generate long-range dependent (LRD) data according to a given correlation structure by filtering white noise. The simulation procedure of LRD data according to a given correlation structure is explained. A case study is illustrated with real LRD data series in the Internet.
Keywords :
Long-range dependent data generation , Brownian motion , Fractional Gaussian noise , Teletraffic , filters , Fourier analysis
Journal title :
Journal of the Franklin Institute
Journal title :
Journal of the Franklin Institute
