Signal Representation and Segmentation based on Multifractal Stationarity
Résumé
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.
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