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Activity Number:
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220
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Type:
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Contributed
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Date/Time:
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Monday, August 3, 2009 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #304398 |
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Title:
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Regularity of Irregularity
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Author(s):
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Brani Vidakovic*+ and Kichun S. Lee
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Companies:
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Georgia Tech/Emory University and Georgia Institute of Technology
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Address:
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313 Ferst Drive, Atlanta, GA, 30332,
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Keywords:
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multifractals ; wavelets ; EEG
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Abstract:
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Multifractality is a generalization of monofractality in which the regularity attribute has a distribution. Multifractals have been popular as flexible models in modeling real-life high-frequency data. We develop a method of assessing multifractality of high-frequency signals based on time-changing descriptors of wavelet-generated multifractal spectrum. We discuss theoretical properties of the descriptors, their computational implementation, use in data mining, and their effectiveness in the context of EEG applications.
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