On \(1/f\) noise
From MaRDI portal
Publication:1955060
DOI10.1155/2012/673648zbMath1264.94060WikidataQ58911563 ScholiaQ58911563MaRDI QIDQ1955060
Publication date: 11 June 2013
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/673648
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G22: Fractional processes, including fractional Brownian motion
62M15: Inference from stochastic processes and spectral analysis
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
Related Items
Topology identification of complex network via chaotic ant swarm algorithm, A hybrid fuzzy time series approach based on fuzzy clustering and artificial neural network with single multiplicative neuron model, First-order ARMA type fuzzy time series method based on fuzzy logic relation tables, Power-law statistics from nonlinear stochastic differential equations driven by Lévy stable noise, Wavelets-computational aspects of Sterian realistic approach to uncertainty principle in high energy physics: a transient approach, Connecting complexity with spectral entropy using the Laplace transformed solution to the fractional diffusion equation, Picard successive approximation method for solving differential equations arising in fractal heat transfer with local fractional derivative, Lévy flights in inhomogeneous environments and \(1 / f\) noise, Finite-SNR diversity-multiplexing tradeoff for cooperative transmissions with opportunistic network coding, Cauchy-Matern model of sea surface wind speed at the Lake Worth, Florida, Cascading dynamics of heterogenous scale-free networks with recovery mechanism, Generalized Cauchy model of sea level fluctuations with long-range dependence, Vibration control of fractionally-damped beam subjected to a moving vehicle and attached to fractionally-damped multiabsorbers, Low-dosed X-ray computed tomography imaging by regularized fully spatial fractional-order Perona-Malik diffusion, A point source identification problem for a time fractional diffusion equation, A fast region-based segmentation model with Gaussian kernel of fractional order, External fractional-order gradient vector Perona-Malik diffusion for sinogram restoration of low-dosed X-ray computed tomography, Interval Shannon wavelet collocation method for fractional Fokker-Planck equation, The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs, Distance-based routing strategy for traffic transport in spatial networks, Regularized multidirections and multiscales anisotropic diffusion for sinogram restoration of low-dosed computed tomography, A note on certain modular equations about infinite products of Ramanujan, Power law statistics in the velocity fluctuations of Brownian particle in inhomogeneous media and driven by colored noise, Coupled nonlinear stochastic differential equations generating arbitrary distributed observable with 1/f noise, 1/fnoise from point process and time-subordinated Langevin equations, Modeling of long-range memory processes with inverse cubic distributions by the nonlinear stochastic differential equations
Uses Software
Cites Work
- A generalized Cauchy process and its application to relaxation phenomena
- Density parameter estimation of skewed α-stable distributions
- Power-law rheology in the bulk and at the interface: quasi-properties and fractional constitutive equations
- Introduction to Econophysics
- Heavy-Tail Phenomena
- Some noises withI/fspectrum, a bridge between direct current and white noise
- An Introduction to Generalized Functions and the Generalized Laplace and Legendre Transformations
- Fractional Brownian Motions, Fractional Noises and Applications
- Exposition of a New Theory on the Measurement of Risk
- The Elementary Gaussian Processes
- Generalized Langevin equation for nonequilibrium systems
- The canopy and shortest path in a self-contacting fractal tree.
- Random walk and \(1/f\) noise
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- \(H_2/H_\infty\) control of networked control system with random time delays
- Dynamic image stabilization precision test system based on the Hessian matrix
- A generalized Cauchy process having cubic nonlinearity
- Modeling heavy-tailed, skewed and peaked uncertainty phenomena with bounded support
- A study of nonlinear Langevin equation involving two fractional orders in different intervals
- Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution
- Markov chain approach to identifying Wiener systems
- Spectral estimation of the Lévy density in partially observed affine models
- Efficient estimation in the Pareto distribution with the presence of outliers
- Solvability of nonlinear Langevin equation involving two fractional orders with Dirichlet boundary conditions
- From the general affine transform family to a Pareto type IV model
- Exact solution of impulse response to a class of fractional oscillators and its stability
- Recurrence properties of a special type of heavy-tailed random walk
- On estimation and local influence analysis for measurement errors models under heavy-tailed distributions
- Langevin equation with two fractional orders
- Two-way analysis of variance. Statistical tests and graphics using R.
- Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates
- The maximum earthquake in future \(T\) years: checking by a real catalog
- On the existence of wavelet symmetries in archaea DNA
- Characterization of multivariate heavy-tailed distribution families via copula
- On the interpretation of 1/f noise
- Random rewards, fractional Brownian local times and stable self-similar processes
- A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic
- Heavy-tailedness and threshold sex determination
- A test procedure for detecting super-heavy tails
- Fractal time series -- A tutorial review
- On the predictability of long-range dependent series
- Mittag-Leffler functions and stable Lévy processes without negative jumps
- Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure
- Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions
- A new model for slowly-decaying correlations
- Correlation theory of stationary and related random functions. Volume I: Basic results
- Heavy tail modeling and teletraffic data. (With discussions and rejoinder)
- The integrated periodogram for long-memory processes with finite or infinite variance
- Diffusion and memory effects for stochastic processes and fractional Langevin equations
- On some possible generalizations of fractional Brownian motion.
- Response characteristics of a fractional oscillator
- Estimating \(1/f^{\alpha}\) scaling exponents from short time-series
- Langevin equation with multiplicative white noise: transformation of diffusion processes into the Wiener process in different prescriptions
- Analysis of variance -- why it is more important than ever. (With discussions and rejoinder)
- Random tree-type partitions as a model for acyclic polymerization: Holtsmark (3/2-stable) distribution of the supercritical gel
- Testing \(\alpha\)-stable processes in capturing the queueing behavior of broadband teletraffic
- A LIFO queue in heavy traffic
- Self-similar communication models and very heavy tails.
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations
- Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors
- Entropy and multifractality for the myeloma multiple TET 2 gene
- Fractional calculus and Shannon wavelet
- Solving linear coupled fractional differential equations by direct operational method and some applications
- Simplicial approach to fractal structures
- Power-law properties of human view and reply behavior in online society
- A comparsion of estimators for \(1/f\) noise
- Stochastic modeling in nanoscale biophysics: subdiffusion within proteins
- Limit theorems for randomly selected adjacent order statistics from a Pareto distribution
- Chipping away at memory
- A new class of models for heavy tailed distributions in finance and insurance risk
- Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims
- Bias-reduced extreme quantile estimators of Weibull tail-distributions
- A class of stationary random fields with a simple correlation structure
- A new class of skew-Cauchy distributions
- A report on the future of statistics (with comments and rejoinder)
- Power-law shot noise and its relationship to long-memory α-stable processes
- From 1/f noise to multifractal cascades in heartbeat dynamics
- An Algorithm for Fitting Heavy-Tailed Distributions via Generalized Hyperexponentials
- Maximum entropy and determinate action on random processes with a 1/f spectrum
- On robust tail index estimation for linear long-memory processes
- Fractional Langevin Equation
- Design of Comparative Experiments
- Maximum likelihood estimators for generalized Cauchy processes
- Handbook of Signal Processing Systems
- Probability and Statistical Models
- Statistical Image Processing and Multidimensional Modeling
- Statistics in Clinical Vaccine Trials
- Heavy-Tailed Distributions: Properties and Tests
- A k-Factor GARMA Long-memory Model
- A power-law model and other models for long-range dependence
- Estimation of 1/f noise
- The Modelling of Ethernet Data and of Signals that are Heavy‐tailed with Infinite Variance*
- Power-law correlations and other models with long-range dependence on a lattice
- Network heavy traffic modeling using α-stable self-similar processes
- Use of α-stable self-similar stochastic processes for modeling traffic in broadband networks
- Dynamic models of long-memory processes driven by Lévy noise
- On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
- On the foundations of multivariate heavy-tail analysis
- On the spectra of Riemann-Liouville fractional Brownian motion
