Name
Abstract | ||
|---|---|---|
This paper describes a new algorithm for the generation of pseudo random numbers with approximate self-similar structure. The Simple Self-Similar Sequences Generator (4SG) elaborates on an intuitive approach to obtain a fast and accurate procedure, capable of reproducing series of points exhibiting the property of persistence and anti-persistence. 4SG has a computational complexity of O(n) and memory requirements of the order of log"2(N), where N is the number of points to be generated. The accuracy of the algorithm is evaluated by means of computer-based simulations, recurring to several Hurst parameter estimators, namely Variance Time (VT) and the Wavelets-based estimator. The Hosking and the Wavelets-based methods for the generation of self-similar series were submitted to the same tests the 4SG was analysed with, providing for a basis for comparison of several performance aspects of the algorithm. Results show that the proposal embodies a good candidate not only for on-demand emulation of arbitrarily long self-similar sequences, but also for fast and efficient online simulations. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1016/j.ins.2009.08.002 | Inf. Sci. |
Keywords | Field | DocType |
wavelets-based estimator,simple self-similar sequences generator,hurst parameter estimator,long self-similar sequence,reproducing series,self-similar series,approximate self-similar structure,new algorithm,variance time,wavelets-based method,algorithm,self similarity,fractional brownian motion,persistence,hurst parameter,computational complexity | Discrete mathematics,Hurst exponent,Emulation,Fractional Brownian motion,Self-similarity,Mathematics,Pseudorandom number generator,Wavelet,Estimator,Computational complexity theory | Journal |
Volume | Issue | ISSN |
179 | 23 | 0020-0255 |
Citations | PageRank | References |
1 | 0.36 | 13 |
Authors | ||
5 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Pedro R. M. Inácio | 1 | 172 | 12.35 |
| Branka Lakic | 2 | 15 | 1.90 |
| MÁRIO M. FREIRE | 3 | 432 | 43.94 |
| Manuela Pereira | 4 | 66 | 11.57 |
| Paulo P. Monteiro | 5 | 156 | 29.69 |