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Signal representation and segmentation based on multifractal stationarity. (English) Zbl 1012.94510

Summary: We present a new scheme for signal representation which is well suited for the study of multifractal features. In particular, our approach, which is based on the use of weakly self-affine functions, allows a signal to be segmented into parts which are “multifractally homogeneous”. Furthermore, it opens up the possibility of estimating nonconcave multifractal spectra, a valuable improvement for many practical applications such as internet traffic modeling.

MSC:

94A12 Signal theory (characterization, reconstruction, filtering, etc.)
42C40 Nontrigonometric harmonic analysis involving wavelets and other special systems
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