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https://doi.org/10.1016/j.jfranklin.2003.09.002
| Title: | A correlation-based computational model for synthesizing long-range dependent data | Authors: | Li, M. Chi, C.-H. |
Keywords: | Brownian motion Filters Fourier analysis Fractional Gaussian noise Long-range dependent data generation Teletraffic |
Issue Date: | 2004 | Citation: | Li, M., Chi, C.-H. (2004). A correlation-based computational model for synthesizing long-range dependent data. Journal of the Franklin Institute 340 (6-7) : 503-514. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jfranklin.2003.09.002 | Abstract: | The authors present a computation model to generate long-range dependent (LRD) data according to a given correlation structure by filtering white noise. The simulation procedure of LRD data according to a given correlation structure is explained. A case study is illustrated with real LRD data series in the Internet. © 2003 The Franklin Institute. Published by Elsevier Ltd. All rights reserved. | Source Title: | Journal of the Franklin Institute | URI: | http://scholarbank.nus.edu.sg/handle/10635/39584 | ISSN: | 00160032 | DOI: | 10.1016/j.jfranklin.2003.09.002 |
| Appears in Collections: | Staff Publications |
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