Investigation of multifractal properties of additive data stream

The work presents results of a numerical study of fractal characteristics of multifractal stream at addition of stream, which does not have multifractal properties. They showed that the generalized Hurst exponent of total stream tends to one of original multifractal stream with increase in signal/no...

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Bibliographic Details
Published in2016 IEEE First International Conference on Data Stream Mining & Processing (DSMP) pp. 305 - 308
Main Authors Ivanisenko, Igor, Kirichenko, Lyudmyla, Radivilova, Tamara
Format Conference Proceeding
LanguageEnglish
Published IEEE 01.08.2016
Subjects
Additives
Data models
Fractals
generalized Hurst exponent
models of self-similar and multifractal traffic
network traffic
self-similar and multifractal streams
Signal to noise ratio
Stochastic processes
Telecommunication traffic
Time series analysis
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Summary:The work presents results of a numerical study of fractal characteristics of multifractal stream at addition of stream, which does not have multifractal properties. They showed that the generalized Hurst exponent of total stream tends to one of original multifractal stream with increase in signal/noise ratio.
DOI:10.1109/DSMP.2016.7583564