A novel approach to the estimation of the long-range dependence parameter. A new model-testing paradigm is introduced. This paradigm is illustrated through the two long-range dependent models: Second-order self-similar, and fracti... Ech-Cherif El Kettani, Mohammed El Houssain. - The University...
The bursty nature and persistent correlation structure of long range dependent processes make them tough to control and predict in practice, and tough to analyze in theory. In this thesis we look at the origins of long range dependence through the use of Markov models.;We first introduce a ...
Long range dependent (LRD) stationary time series have historically served to model real time series with apparent changes in local mean level. A natural tool to study changes in local mean level is the unbalanced Haar wavelet transformation (UHT). In this work, UHT is used to study changes ...
persistentcorrelationstructureoflongrangedependentprocessesmakethemtoughtocontrolandpredictinpractice,andtoughtoanalyzeintheory.InthisthesiswelookattheoriginsoflongrangedependencethroughtheuseofMarkovmodels.WefirstintroduceamodeloflongrangedependenceusingcountablestateMarkovchains.Apositiverecurrent,aperiodicMarkovchainis...
(1) incorporates long-range dependence in the seismic process; (2) is reliable (i.e., forecasts are compatible with observations); and (3) does not require extensive parameterization, thus allowing the widest possible applicability. To accomplish this third item, our model does not assume any ...
We propose a testing procedure based on the Wilcoxon two-sample test statistic in order to testfor change-points in the mean of long-range dependent data. We show that the correspondingself-normalized test statistic converges in distribution to a non-degenerate limit under the hypothesisthat no ...
Heavy traffic analysis of a storage model with long range dependent On/Off sources Brichet, F., Roberts, J., Simonian, A., Veitch, D.: Heavy Traffic Analysis of a Storage Model with Long Range Dependent On/Off Sources. Queuing ... F Brichet,J Roberts,A Simonian,... - 《Queueing Sy...
3)Jiaxi Tang, Francois Belletti, Sagar Jain, Minmin Chen, Alex Beutel, Can Xu, Ed H. Chi: Towards Neural Mixture Recommender for Long Range Dependent User Sequences. WWW 2019: 1782-1793
This paper reports our results on the effects of long range dependent (LRD) traffic on cell loss in an Asynchronous Transfer Mode (ATM) Wide Area Network (WAN). An LRD and queueing analysis of a large number of ATM traffic traces have be... A Vidacs,S Molnar,G Gordos 被引量: 5发表...
We consider the detection of a change in persistence of a long range dependent time series. The usual approach is to use one-shot tests to detect a change in persistence a posteriori in a historical data set. However, as breaks can occur at any given time and data arrives steadily it is...