Multifractal analysis of discretized X-ray CT images for the characterization of soil macropore structures

A correct statistical model of soil pore structure can be critical for understanding flow and transport processes in soils, and creating synthetic soil pore spaces for hypothetical and model testing, and evaluating similarity of pore spaces of different soils. Advanced visualization techniques such as X-ray computed tomography (CT) offer new opportunities of exploring heterogeneity of soil properties at horizon or aggregate scales. Simple fractal models such as fractional Brownian motion that have been proposed to capture the complex behavior of soil spatial variation at field scale rarely simulate irregularity patterns displayed by spatial series of soil properties. The objective of this work was to use CT data to test the hypothesis that soil pore structure at the horizon scale may be represented by multifractal models. X-ray CT scans of twelve, water-saturated, 20-cm long soil columns with diameters of 7.5 cm were analyzed. A reconstruction algorithm was applied to convert the X-ray CT data into a stack of 1480 grayscale digital images with a voxel resolution of 110 microns and a cross-sectional size of 690 × 690 pixels. The images were binarized and the spatial series of the percentage of void space vs. depth was analyzed to evaluate the applicability of the multifractal model. The series of depth-dependent macroporosity values exhibited a well-defined multifractal structure that was revealed by singularity and Rényi spectra. The long-range dependencies in these series were parameterized by the Hurst exponent. Values of the Hurst exponent close to one were observed indicating the strong persistence in variations of porosity with depth. The multifractal modeling of soil macropore structure can be an efficient method for parameterizing and simulating the vertical spatial heterogeneity of soil pore space

Small and large scale behavior of moments of poisson cluster processes

Poisson cluster processes are special point processes that find use in modeling Internet traffic, neural spike trains, computer failure times and other real-life phenomena. The focus of this work is on the various moments and cumulants of Poisson cluster processes, and specifically on their behavior at small and large scales. Under suitable assumptions motivated by the multiscale behavior of Internet traffic, it is shown that all these various quantities satisfy scale free (scaling) relations at both small and large scales. Only some of these relations turn out to carry information about salient model parameters of interest, and consequently can be used in the inference of the scaling behavior of Poisson cluster processes. At large scales, the derived results complement those available in the literature on the distributional convergence of normalized Poisson cluster processes, and also bring forward a more practical interpretation of the so-called slow and fast growth regimes. Finally, the results are applied to a real data trace from Internet traffic.NSA grant [H98230-13-1-0220]info:eu-repo/semantics/publishedVersio

Wavelet and Multiscale Analysis of Network Traffic

The complexity and richness of telecommunications traffic is such that one may despair to find any regularity or explanatory principles. Nonetheless, the discovery of scaling behaviour in tele-traffic has provided hope that parsimonious models can be found. The statistics of scaling behavior present many challenges, especially in non-stationary environments. In this paper we describe the state of the art in this area, focusing on the capabilities of the wavelet transform as a key tool for unravelling the mysteries of traffic statistics and dynamics

Lp{L^p}-variations for multifractal fractional random walks

A multifractal random walk (MRW) is defined by a Brownian motion subordinated by a class of continuous multifractal random measures $M[0,t], 0\le t\le1$. In this paper we obtain an extension of this process, referred to as multifractal fractional random walk (MFRW), by considering the limit in distribution of a sequence of conditionally Gaussian processes. These conditional processes are defined as integrals with respect to fractional Brownian motion and convergence is seen to hold under certain conditions relating the self-similarity (Hurst) exponent of the fBm to the parameters defining the multifractal random measure $M$. As a result, a larger class of models is obtained, whose fine scale (scaling) structure is then analyzed in terms of the empirical structure functions. Implications for the analysis and inference of multifractal exponents from data, namely, confidence intervals, are also provided.Comment: Published in at http://dx.doi.org/10.1214/07-AAP483 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Fractals in the Nervous System: conceptual Implications for Theoretical Neuroscience

This essay is presented with two principal objectives in mind: first, to document the prevalence of fractals at all levels of the nervous system, giving credence to the notion of their functional relevance; and second, to draw attention to the as yet still unresolved issues of the detailed relationships among power law scaling, self-similarity, and self-organized criticality. As regards criticality, I will document that it has become a pivotal reference point in Neurodynamics. Furthermore, I will emphasize the not yet fully appreciated significance of allometric control processes. For dynamic fractals, I will assemble reasons for attributing to them the capacity to adapt task execution to contextual changes across a range of scales. The final Section consists of general reflections on the implications of the reviewed data, and identifies what appear to be issues of fundamental importance for future research in the rapidly evolving topic of this review

Multifractal analysis of memory usage patterns

The discovery of fractal phenomenon in computer-related areas such as network traffic flow leads to the hypothesis that many computer resources display fractal characteristics. The goal of this study is to apply fractal analysis to computer memory usage patterns. We devise methods for calculating the Holder exponent of a time series and calculating the fractal dimension of a plot of a time series. These methods are then applied to memory-related data collected from a Unix server. We find that our methods for calculating the Holder exponent of a time series yield results that are independently confirmed through calculation of the fractal dimension of the time series, and that computer memory use does indeed display multifractal behavior. In addition, it is hypothesized that this multifractal behavior may be useful in making certain predictions about the future behavior of an operating system

Operating system efficiency evaluation on the base of measurements analysis with the use of non-extensive statistics elements

The major goal of this article was to evaluate the efficiency of Linux operating systemusing statistical self-similarity and multifractal analysis. In order to collect the necessary data, thetools available in Linux such as vmstat, top and iostat were used. The measurement data collected withthose tools had to be converted into a format acceptable by applications which analyze statistical selfsimilarityand multifractal spectra. Measurements collected while using the MySQL database systemin a host operating system were therefore analyzed with the use of statistical self-similarity and allowedto determine the occurrence of long-range dependencies. Those dependencies were analyzed with theuse of adequately graduated diagrams. Multifractal analysis was conducted with the help of FracLabapplication. Two methods were applied to determine the multifractal spectra. The obtained spectrawere analyzed in order to establish the multifractal dependencies

On the multiresolution structure of Internet traffic traces

Internet traffic on a network link can be modeled as a stochastic process. After detecting and quantifying the properties of this process, using statistical tools, a series of mathematical models is developed, culminating in one that is able to generate ``traffic'' that exhibits --as a key feature-- the same difference in behavior for different time scales, as observed in real traffic, and is moreover indistinguishable from real traffic by other statistical tests as well. Tools inspired from the models are then used to determine and calibrate the type of activity taking place in each of the time scales. Surprisingly, the above procedure does not require any detailed information originating from either the network dynamics, or the decomposition of the total traffic into its constituent user connections, but rather only the compliance of these connections to very weak conditions.Comment: 57 pages, color figures. Figures are of low quality due to space consideration

PREDICTING INTERNET TRAFFIC BURSTS USING EXTREME VALUE THEORY

Computer networks play an important role in today’s organization and people life. These interconnected devices share a common medium and they tend to compete for it. Quality of Service (QoS) comes into play as to define what level of services users get. Accurately defining the QoS metrics is thus important. Bursts and serious deteriorations are omnipresent in Internet and considered as an important aspects of it. This thesis examines bursts and serious deteriorations in Internet traffic and applies Extreme Value Theory (EVT) to their prediction and modelling. EVT itself is a field of statistics that has been in application in fields like hydrology and finance, with only a recent introduction to the field of telecommunications. Model fitting is based on real traces from Belcore laboratory along with some simulated traces based on fractional Gaussian noise and linear fractional alpha stable motion. QoS traces from University of Napoli are also used in the prediction stage. Three methods from EVT are successfully used for the bursts prediction problem. They are Block Maxima (BM) method, Peaks Over Threshold (POT) method, and RLargest Order Statistics (RLOS) method. Bursts in internet traffic are predicted using the above three methods. A clear methodology was developed for the bursts prediction problem. New metrics for QoS are suggested based on Return Level and Return Period. Thus, robust QoS metrics can be defined. In turn, a superior QoS will be obtained that would support mission critical applications