Presentation 2003/1/9
Decomosition of Surface Data into several Fractal Surfaces Based on the Importance Sampling and its Applications
Noboru TAKAGI, Shozo TOKINAGA,
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Abstract(in English) This report deals with the decomposition of surface data into several fractal signal based on the parameter estimation by the Importance Sampling (IS). Assuming the models for generating the surface, the likelihood function is defined and the parameter are estimated based on the mean likelihood by using the IS. The approximation of the wavelet coefficients is used for estimation as well as the statistics defined for the variances of wavelet coefficients, and the likelihood function is modified by the approximation. After completing the decomposition of underlying surface data into several fractal surface, the prediction method for the fractal signal is employed based on the scale expansion.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) Fractal Decomposotion / Monte Carlo Simulation / Mean Likelihood / Parameter Estimation / Prediction of fractal
Paper # DSP2002-178,SAT2002-128,RCS2002-247
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Committee SAT
Conference Date 2003/1/9(1days)
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Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Decomosition of Surface Data into several Fractal Surfaces Based on the Importance Sampling and its Applications
Sub Title (in English)
Keyword(1) Fractal Decomposotion
Keyword(2) Monte Carlo Simulation
Keyword(3) Mean Likelihood
Keyword(4) Parameter Estimation
Keyword(5) Prediction of fractal
1st Author's Name Noboru TAKAGI
1st Author's Affiliation GranduateSchool of Economics, Kyushu Uniersity()
2nd Author's Name Shozo TOKINAGA
2nd Author's Affiliation GranduateSchool of Economics, Kyushu Uniersity
Date 2003/1/9
Paper # DSP2002-178,SAT2002-128,RCS2002-247
Volume (vol) vol.102
Number (no) 547
Page pp.pp.-
#Pages 6
Date of Issue