LASS
Local Analysis of Self-Similarity - The LASS tool is designed to handle time series that have long-range dependence and are long enough that some parts are essentially stationary, while others exhibit non-stationarity, which is either deterministic or stochastic in nature. The tool exploits wavelets to analyze the local dependence structure in the data over a set of windows. It can be used to visualize local deviations from self-similar, long-range dependence scaling and to provide reliable local estimates of the Hurst exponents. The tool, which is illustrated by using a trace of Internet traffic measurements, can also be applied to economic time series. In addition, a median-based wavelet spectrum is introduced. It yields robust local or global estimates of the Hurst parameter that are less susceptible to local non-stationarity. The software tools are freely available and their use is described in an appendix.
Keywords for this software
References in zbMATH (referenced in 30 articles , 1 standard article )
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Sorted by year (- Liu, Chunfeng; Yang, Di; Wang, Juan: (k)-gracefulness and sequential features of two lass graphs (2006)
- Stoev, Stilian; Taqqu, Murad S.; Park, Cheolwoo; Michailidis, George; Marron, J. S.: LASS: a tool for the local analysis of self-similarity (2006)
- Adámek, Jiří; Milius, Stefan; Velebil, Jiří: A general final coalgebra theorem (2005)
- Lass, B.: The (N)-dimensional matching polynomial (2005)
- Adámek, Jiří; Milius, Stefan; Velebil, Jiří: On coalgebra based on classes (2004)
- Park, Cheolwoo; Marron, J. S.; Rondonotti, Vitaliana: Dependent SiZer: Goodness-of-fit tests for time series models (2004)
- Balázs, Márton: Growth fluctuations in a class of deposition models (2003)
- Liskovets, Valery: A note on the total number of double Eulerian circuits in multigraphs (2002)
- Casanellas, M.: Glicci versus Glicog (2001)
- Badnjonski, Mihal; Ivanović, Mirjana: LASS -- a language for agent-oriented software specification (1997)