'Long range dependence' diaporamas de présentation

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An Overview of Fractional Order Signal Processing (FOSP) Techniques

An Overview of Fractional Order Signal Processing (FOSP) Techniques

An Overview of Fractional Order Signal Processing (FOSP) Techniques. YangQuan Chen*, Rongtao Sun+, Anhong Zhou#. *Center for Self-Organizing and Intelligent Systems (CSOIS), Department of Electrical & Computer Engineering, Utah State University +Phase Dynamics, Inc. Richardson,TX75081

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1.04k views • 47 slides
Renewal processes

Renewal processes

Renewal processes. Interarrival times. { 0,T 1 ,T 2 ,..} is an i.i.d. sequence with a common distribution fct. F S i = ? j=1 i T j { S i } is a nondecreasing, positive sequence of reneval times (point) The distribution of S i is F (i) F (i ) = f (i ) * F = F * f (i )

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697 views • 42 slides
Hwai-Chung Ho Academia Sinica and National Taiwan University

Hwai-Chung Ho Academia Sinica and National Taiwan University

A Stochastic Volatility Model for Reserving Long-Duration Equity-linked Insurance: Long-Memory v.s. Short-Memory. Hwai-Chung Ho Academia Sinica and National Taiwan University December 30, 2008

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497 views • 37 slides
Network Traffic Characteristics

Network Traffic Characteristics

Network Traffic Characteristics. Outline Motivation Self-similarity Ethernet traffic WAN traffic Web traffic. Motivation for Network Traffic Study. Understanding network traffic behavior is essential for all aspects of network design and operation Component design Protocol design

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555 views • 31 slides
Network Traffic Characteristics

Network Traffic Characteristics

Network Traffic Characteristics. Outline Motivation Self-similarity Ethernet traffic WAN traffic Web traffic. Motivation for Network Traffic Study. Understanding network traffic behavior is essential for all aspects of network design and operation Component design Protocol design

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328 views • 31 slides
Modelling and Detecting Long Memory in Stock Returns

Modelling and Detecting Long Memory in Stock Returns

Doctoral School of Finance and Banking Academy of Economic Studies Bucharest. Modelling and Detecting Long Memory in Stock Returns. MSc student Ciprian Necula. Presentation contents. modelling and detecting long memory in time series data, methodology and empirical results

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375 views • 30 slides
Long Memory in Stock Returns: Research over Markets

Long Memory in Stock Returns: Research over Markets

Long Memory in Stock Returns: Research over Markets. Academy of Economic Studies - Bucharest Doctoral School of Finance and Banking DOFIN. Supervisor: Professor Dr. Mois? Alt ? r MSc Student: Silvia Bardo?. Bucharest, July 2008. Contents. Long memory & Motivation Literature review

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735 views • 23 slides
Revisiting Multifractality of High Resolution Temporal Rainfall:

Revisiting Multifractality of High Resolution Temporal Rainfall:

Revisiting Multifractality of High Resolution Temporal Rainfall:. Efi Foufoula-Georgiou ( Univ. of Minnesota ) S. Roux & A. Arneodo ( Ecole Normale Superieure de Lyon ) V. Venugopal ( Indian Institute of Science ) Contact: efi@umn.edu AGU Fall meeting, Dec 2005.

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329 views • 22 slides
Revisiting Multifractality of High Resolution Temporal Rainfall:

Revisiting Multifractality of High Resolution Temporal Rainfall:

Revisiting Multifractality of High Resolution Temporal Rainfall:. Efi Foufoula-Georgiou ( Univ. of Minnesota ) S. Roux & A. Arneodo ( Ecole Normale Superieure de Lyon ) V. Venugopal ( Indian Institute of Science ) Contact: efi@umn.edu AGU Fall meeting, Dec 2005.

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314 views • 22 slides
The Relevance of Long-Range Dependence in Disk Traffic and Implications for Trace Synthesis

The Relevance of Long-Range Dependence in Disk Traffic and Implications for Trace Synthesis

The Relevance of Long-Range Dependence in Disk Traffic and Implications for Trace Synthesis. Bo Hong, Storage Systems Research Center Tara M. Madhyastha, Dept. of Computer Engineering University of California, Santa Cruz. I/O Workload Modeling and Synthesis. Block-level disk I/O trace

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311 views • 19 slides

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