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A correlation-based computational model for synthesizing long-range dependent data
- Source :
-
Journal of the Franklin Institute . Sep2003, Vol. 340 Issue 6/7, p503. 12p. - Publication Year :
- 2003
-
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. [Copyright &y& Elsevier]
Details
- Language :
- English
- ISSN :
- 00160032
- Volume :
- 340
- Issue :
- 6/7
- Database :
- Academic Search Index
- Journal :
- Journal of the Franklin Institute
- Publication Type :
- Periodical
- Accession number :
- 12039880
- Full Text :
- https://doi.org/10.1016/j.jfranklin.2003.09.002