LASS swMATH ID: 505 Software Authors: Stilian A. Stoev Description: Local Analysis of Self-Similarity - The LASS tool is designed to handle time series that have long-range dependence and are long enough that some parts are essentially stationary, while others exhibit non-stationarity, which is either deterministic or stochastic in nature. The tool exploits wavelets to analyze the local dependence structure in the data over a set of windows. It can be used to visualize local deviations from self-similar, long-range dependence scaling and to provide reliable local estimates of the Hurst exponents. The tool, which is illustrated by using a trace of Internet traffic measurements, can also be applied to economic time series. In addition, a median-based wavelet spectrum is introduced. It yields robust local or global estimates of the Hurst parameter that are less susceptible to local non-stationarity. The software tools are freely available and their use is described in an appendix. Homepage: http://www.stat.lsa.umich.edu/~sstoev/ Dependencies: Matlab Keywords: long-range dependence; self-similarity; wavelets; local self-similarity; Hurst parameter; wavelet spectrum; internet traffic Related Software: longmemo; wmtsa; Matlab; NESToolbox; fArma; nlt; Adlift; R; robustbase; Ninteger; CRONE; Hurst exponent; SiZer; SimEstFBM; KernSmooth; OEIS Cited in: 29 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year LASS: a tool for the local analysis of self-similarity. Zbl 1445.62240Stoev, Stilian; Taqqu, Murad S.; Park, Cheolwoo; Michailidis, George; Marron, J. S. 2006 all top 5 Cited by 57 Authors 4 Taqqu, Murad S. 3 Marron, James Stephen 3 Park, Cheolwoo 2 Adámek, Jiří 2 Milius, Stefan 2 Moulines, Eric 2 Roueff, François 2 Stoev, Stilian A. 2 Velebil, Jiří 1 Badnjonski, Mihal 1 Balazs, Marton 1 Barbosa, Susana M. 1 Basse-O’Connor, Andreas 1 Bekmaganbetov, Kuanysh Abdrakhmanovich 1 Biermé, Hermine 1 Bondon, Pascal 1 Casanellas Rius, Marta 1 Clausel, Marianne 1 Coeurjolly, Jean-François 1 Das, Saptarshi 1 Estrade, Anne 1 Faÿ, Gilles 1 Fernandes, Maria Joana 1 Godtliebsen, Fred 1 Grønbæk, Thorbjørn 1 Ivanović, Mirjana 1 Knight, Marina I. 1 Kouamo, Olaf 1 Kranz, Horst 1 Lass, Bodo 1 Lee, Thomas C. M. 1 Lévy-Leduc, Céline 1 Liskovets, Valery A. 1 Liu, Chunfeng 1 Maleki, Yasaman 1 Michailidis, George C. 1 Mielniczuk, Jan 1 Mondal, Debashis 1 Nason, Guy P. 1 Nicolay, Samuel 1 Nunes, Matthew A. 1 Nursultanov, Erlan D. 1 Oberschelp, Walter 1 Pan, Indranil 1 Percival, Donald B. 1 Podolskij, Mark 1 Pollock, D. Stephen G. 1 Proietti, Tommaso 1 Rezakhah, Saeid 1 Rondonotti, Vitaliana 1 Shen, Haipeng 1 Silva, Maria Eduarda 1 Song, Li 1 Wang, Juan 1 Wojdyłło, Piotr 1 Yang, Di 1 Zhu, Zhengyuan all top 5 Cited in 24 Serials 4 Computational Statistics and Data Analysis 1 Advances in Applied Probability 1 Analysis Mathematica 1 Journal of Statistical Physics 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Statistics 1 Journal of Econometrics 1 Theoretical Computer Science 1 Rendiconti del Seminario Matematico 1 Journal of Time Series Analysis 1 Signal Processing 1 MSCS. Mathematical Structures in Computer Science 1 Geometric and Functional Analysis. GAFA 1 Journal of Statistical Computation and Simulation 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Bernoulli 1 The Journal of Fourier Analysis and Applications 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Journal of Applied Statistics 1 Journal of Integer Sequences 1 Boethius. Texte und Abhandlungen zur Geschichte der Mathematik und der Naturwissenschaften 1 Journal of Liaoning Institute of Technology 1 Statistics and Computing 1 SpringerBriefs in Applied Sciences and Technology all top 5 Cited in 21 Fields 13 Statistics (62-XX) 9 Probability theory and stochastic processes (60-XX) 5 Information and communication theory, circuits (94-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Numerical analysis (65-XX) 3 Combinatorics (05-XX) 2 Category theory; homological algebra (18-XX) 2 Real functions (26-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 General algebraic systems (08-XX) 1 Commutative algebra (13-XX) 1 Algebraic geometry (14-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Convex and discrete geometry (52-XX) 1 Computer science (68-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) 1 Systems theory; control (93-XX) Citations by Year