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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Decrouez, G. Amblard, P.-O. |
| Copyright Year | 2015 |
| Description | Author affiliation: Higher Sch. of Econ., Nat. Res. Univ., Moscow, Russia (Decrouez, G.) || GIPSAlab, Univ. de Grenoble, Grenoble, France (Amblard, P.-O.) |
| Abstract | A new multifractal formalism based on the crossing-tree for H-sssi processes was recently introduced [1, 2]. The crossing-tree performs an ad-hoc decomposition of a signal based on its fluctuations, and thus represents a natural tool for the multifractal analysis of time series. The estimation of the Hausdorff spectrum happens in the context of a multifractal formalism, where the spectrum is obtained from a transform of a partition function. In this contribution, we introduce a new crossing-tree partition function, which differs from the original one presented in [2]. We show numerically that the new partition function improves the stability of the estimation in many cases, compared with the original crossing-tree partition function. Estimation is further compared with state-of-the-art techniques, including wavelet and wavelet leaders. |
| Starting Page | 1008 |
| Ending Page | 1012 |
| File Size | 248470 |
| Page Count | 5 |
| File Format | |
| ISBN | 9780992862633 |
| ISSN | 20761465 |
| DOI | 10.1109/EUSIPCO.2015.7362535 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2015-08-31 |
| Publisher Place | France |
| Access Restriction | Subscribed |
| Rights Holder | EURASIP |
| Subject Keyword | Wavelet transforms Wavelets H-sssi processes Estimation Europe Multi-fractal formalism Signal processing Wavelet analysis Fractals Yttrium Crossing tree Adaptative decomposition |
| Content Type | Text |
| Resource Type | Article |
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