Title :
Tracking long-range dependencies with wavelets
Author :
Flandrin, Patrick ; Abry, Patrice
Author_Institution :
Lab. de Phys., ENS Lyon, France
Abstract :
Long-range dependent processes exhibit features, such as 1/f spectra, for which wavelets offer versatile tools and provide a unifying framework. This efficiency is demonstrated on both continuous processes, point processes and filtered point processes. The fractal shot noise model is also considered
Keywords :
filtering theory; fractals; shot noise; signal processing; spectral analysis; tracking; wavelet transforms; 1/f spectra; continuous processes; filtered point processes; fractal shot noise model; long-range dependencies tracking; long-range dependent processes; point processes; wavelets; Biological system modeling; Brownian motion; Continuous wavelet transforms; Fractals; Gaussian noise; Physics; Solid state circuits; Spectral analysis; Wavelet analysis; Wavelet transforms;
Conference_Titel :
Information Theory and Statistics, 1994. Proceedings., 1994 IEEE-IMS Workshop on
Conference_Location :
Alexandria, VA
Print_ISBN :
0-7803-2761-6
DOI :
10.1109/WITS.1994.513885
