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Record W2169167459 · doi:10.1109/ccece.2006.277445

Effect of non-stationarities on multifractal analysis

2006· article· en· W2169167459 on OpenAlexaff
Ian W. C. Lee, Abraham O. Fapojuwo

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsUniversity of Calgary
Fundersnot available
KeywordsMultifractal systemEstimatorWaveletMathematicsClassification of discontinuitiesFractalStatistical physicsStatisticsComputer scienceArtificial intelligenceMathematical analysisPhysics

Abstract

fetched live from OpenAlex

Multifractal analysis is concerned with the local scaling behavior of fractal processes such as those found in computer networks. Central to multifractal theory is the structure function tau(q) which links the power-law behavior of the moments of the process with its singularities through the multifractal formalism. Modern computer network traffic often contains non-stationarities such as shifts in the mean, periodicities, discontinuities, and polynomial trends due to human behavior and network protocols. In this paper, we determine the effect of these non-stationarities on the estimation of tau(q). Toward this end, numerical experiments were performed on the canonical multifractal process - the binomial cascade, which has been widely used to model wide area network traffic. Several time domain and wavelet domain estimators are evaluated in terms of their accuracy and robustness towards non-stationarities. It is found that time domain estimators are sensitive to non-stationarities whereas wavelet domain estimators are robust to all the non-stationarities considered at the expense of less accuracy

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.023
metaresearch head score (Gemma)0.154
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.023
Threshold uncertainty score0.119

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0230.154
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.002
Science and technology studies0.0010.002
Scholarly communication0.0010.003
Open science0.0010.001
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.007
GPT teacher head0.209
Teacher spread0.202 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2006
Admission routes1
Has abstractyes

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