Soutenance de Charles-Gérard Lucas
Multivariate self-similarity: estimating self-similarity exponents, bootstrap tests for equality between exponents and applications
| When |
Oct 19, 2023
from 02:00 to 04:00 |
|---|---|
| Where | Amphi SVT |
| Contact Name | Charles-Gérard Lucas |
| Attendees |
Charles-Gérard Lucas |
| Add event to calendar |
vCal
iCal
|
Scale invariance is a versatile signal processing paradigm that appears in many varied real-world applications and can be formalised by self-similarity. However, most practical studies have so far remained univariate, limiting themselves to analyse the different components of the same data set independently. Yet, the most recent applications often involve the use of many sensors to monitor the same system, for which a relevant study requires a multivariate analysis of the resulting time series. The work presented will cover the modeling, analysis and application of multivariate self-similarity.