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Multifractality in space–time statistical models

Ruiz-Medina, Maria D., Angulo, Jose M., & Anh, Vo V. (2007) Multifractality in space–time statistical models. Stochastic Environmental Research and Risk Assessment, 22(S1), pp. 81-86.

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Abstract

This paper introduces two families of space–time random models with multifractal spatial characteristics, respectively generated in continuous and discrete time, and both defined on multifractal spatial domains. The definition of the first class is given in terms of a Feller semigroup generated by a pseudodifferential operator of variable order. In the second case, the spatial process at time t + 1 is obtained by applying a variable order blurring operator to the spatial process at time t and adding the innovation given by a spatiotemporal process uncorrelated in time. Spatial multifractal properties of the two classes of space–time processes introduced are analyzed. The implementation of space–time filtering and prediction techniques is also discussed.

Impact and interest:

8 citations in Scopus
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4 citations in Web of Science®

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512 since deposited on 06 Oct 2008
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ID Code: 15030
Item Type: Journal Article
Keywords: Local Holder exponent, Multifractal spectrum, Semigroup theory, Spatiotemporal filtering and prediction
DOI: 10.1007/s00477-007-0155-9
ISSN: 1436-3259
Subjects: Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > STATISTICS (010400) > Stochastic Analysis and Modelling (010406)
Divisions: Past > QUT Faculties & Divisions > Faculty of Science and Technology
Copyright Owner: Copyright 2007 Springer
Copyright Statement: The original publication is available at SpringerLink http://www.springerlink.com
Deposited On: 06 Oct 2008
Last Modified: 29 Feb 2012 23:39

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