The multifractional process is introduced as a natural extension of traditional monofractional process. The selling point of multifractional process is that its Hölder regularity is allowed to vary from point to point, such that makes it a promising model for those stochastic processes whose regularity evolves in time. A new wavelet-based algorithm to synthesize a realization of multifractional process is proposed, and the validity is verified by numerical experiments and real-world data.
Wavelet-Based Synthesis of a Multifractional Process
2008 Congress on Image and Signal Processing ; 4 ; 331-334
2008-05-01
326180 byte
Conference paper
Electronic Resource
English
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