Characterization of laser propagation through turbulent media by quantifiers based on the wavelet transform: dynamic study

We analyze, within the wavelet theory framework, the wandering over a screen of the centroid of a laser beam after it has propagated through a time-changing laboratory-generated turbulence. Following a previous work (Fractals 12 (2004) 223) two quantifiers are used, the Hurst parameter, $H$, and the Normalized Total Wavelet Entropy, $\text{NTWS}$. The temporal evolution of both quantifiers, obtained from the laser spot data stream is studied and compared. This allows us to extract information of the stochastic process associated to the turbulence dynamics.Comment: 11 pages, 3 figures, accepted to be published in Physica

Evaluating power-law properties from data using a wavelet transform correlation method with applications to foreign exchange rates

Numerous studies in the literature have shown that the dynamics of many time series including observations in foreign exchange markets exhibit scaling behaviours. A novel statistical method, derived from the concept of the continuous wavelet transform correlation function (WTCF), is proposed for the evaluation of power-law properties from observed data. The new method reveals that foreign exchange rates obey power-laws and thus belong to the class of self-similarity processes

Evidence of crossover phenomena in wind speed data

In this report, a systematic analysis of hourly wind speed data obtained from three potential wind generation sites (in North Dakota) is analyzed. The power spectra of the data exhibited a power-law decay characteristic of $1/f^{\alpha}$ processes with possible long-range correlations. Conventional analysis using Hurst exponent estimators proved to be inconclusive. Subsequent analysis using detrended fluctuation analysis (DFA) revealed a crossover in the scaling exponent ($\alpha$). At short time scales, a scaling exponent of $\alpha \sim 1.4$ indicated that the data resembled Brownian noise, whereas for larger time scales the data exhibited long range correlations ($\alpha \sim 0.7$). The scaling exponents obtained were similar across the three locations. Our findings suggest the possibility of multiple scaling exponents characteristic of multifractal signals

On the energy leakage of discrete wavelet transform

The energy leakage is an inherent deficiency of discrete wavelet transform (DWT) which is often ignored by researchers and practitioners. In this paper, a systematic investigation into the energy leakage is reported. The DWT is briefly introduced first, and then the energy leakage phenomenon is described using a numerical example as an illustration and its effect on the DWT results is discussed. Focusing on the Daubechies wavelet functions, the band overlap between the quadrature mirror analysis filters was studied and the results reveal that there is an unavoidable tradeoff between the band overlap degree and the time resolution for the DWT. The dependency of the energy leakage to the wavelet function order was studied by using a criterion defined to evaluate the severity of the energy leakage. In addition, a method based on resampling technique was proposed to relieve the effects of the energy leakage. The effectiveness of the proposed method has been validated by numerical simulation study and experimental study

Cross-Layer Peer-to-Peer Track Identification and Optimization Based on Active Networking

P2P applications appear to emerge as ultimate killer applications due to their ability to construct highly dynamic overlay topologies with rapidly-varying and unpredictable traffic dynamics, which can constitute a serious challenge even for significantly over-provisioned IP networks. As a result, ISPs are facing new, severe network management problems that are not guaranteed to be addressed by statically deployed network engineering mechanisms. As a first step to a more complete solution to these problems, this paper proposes a P2P measurement, identification and optimisation architecture, designed to cope with the dynamicity and unpredictability of existing, well-known and future, unknown P2P systems. The purpose of this architecture is to provide to the ISPs an effective and scalable approach to control and optimise the traffic produced by P2P applications in their networks. This can be achieved through a combination of different application and network-level programmable techniques, leading to a crosslayer identification and optimisation process. These techniques can be applied using Active Networking platforms, which are able to quickly and easily deploy architectural components on demand. This flexibility of the optimisation architecture is essential to address the rapid development of new P2P protocols and the variation of known protocols

An Efficient Scheme for Traffic Management in ATM Networks

A pre-print of "An Efficient Scheme for Traffic Management in ATM Networks". The final publication is available at www.springerlink.comAs ATM network is designed for broad band transmission that is high data rate (25 Mbps to 2.5 Gbps) and supports the transmission of every kind of data, congestion control and delay have been important issues for ATM networks. Data transmission is done in the form of cell (53 bytes) relay. Hence, cell sequence and the error control have to be carried out properly. ATM networks presents difficulties in effectively controlling congestion not found in other types of networks, including frame relay networks. In this paper, we present an efficient methodology for traffic management. The simulation results suggest that the proposed solution is effective for both slow and high data rate transmission.http://link.springer.com/chapter/10.1007%2F978-1-4020-8737-0_9

Сравнительный анализ статистических свойств оценок показателя Херста

Проведен численный анализ статистических характеристик оценок показателя Херста для самоподобных временных рядов, полученных различными методами. Показано, что оценки имеют нормальное распределение, средние значения которого значительно смещены относительно оцениваемого параметра. Средние значения и средние квадратические отклонения оценок зависят от значения параметра и метода оценивания.The aim of this paper is estimation of Hurst parameter by different methods and comparative analysis of the statistical properties of estimators. Based on the results of numerical experiment, we can conclude that all estimating Hurst have a normal distribution, the mean is significantly shifted on the estimated parameter. The shift of mean depends on the value of Hurst parameter and the method of estimation. The standard deviations of the estimators also depend onthe value of Hurst parameter and the method of estimation