DocumentCode :
2882992
Title :
Discrete-time scale invariant systems: Relation to long-range dependence and farima models
Author :
Narasimha, Rajesh ; Lee, Seungsin ; Rao, Raghuveer
Author_Institution :
Rochester Institute of Technology, United States
Volume :
4
fYear :
2002
fDate :
13-17 May 2002
Abstract :
A discrete-time version of linear scale-invariant systems was provided by Zhao and Rao. This formulation, called a DLSI system, was derived using a continuous dilation operator in discrete-time as a direct analog of the continuous-time linear scale-invariant system formulation of Wornell. While simulations had shown that DLSI systems were capable of generating self-similar data such as those found in network traffic, answers to questions regarding their relationship to other models had not been found. This paper investigates such relationships. It derives results establishing parameter ranges for DLSI systems that give rise to long-range dependent outputs for white noise inputs. Furthermore, it shows that the basic DLSI system is expressible as a special fractional ARIMA model. Finally, the DLSI model is applied to scene classification in variable bit rate (VBR) MPEG video to provide a preliminary indication of potential application.
Keywords :
Polynomials;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Acoustics, Speech, and Signal Processing (ICASSP), 2002 IEEE International Conference on
Conference_Location :
Orlando, FL, USA
ISSN :
1520-6149
Print_ISBN :
0-7803-7402-9
Type :
conf
DOI :
10.1109/ICASSP.2002.5745611
Filename :
5745611
Link To Document :
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