Signal representation and segmentation based on multifractal stationarity

Authors:
Khalid Daoudi;Jacques Lévy Véhel
Affiliations:
INRIA-LORIA, B.P. 101, 54602 Villers les Nancy, France;Projet Fractales, INRIA Rocquencourt, B.P. 105, 78153 Le Chesnay, France
Venue:
Signal Processing - Signal processing with heavy-tailed models
Year:
2002

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Abstract

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 to segment a signal into parts which are "multifractally homogeneous". Furthermore, it opens the possibility of estimating non-concave multifractal spectra, a valuable improvement for many practical applications such as Internet traffic modeling.