CNR IMATI
Istituto per la Matematica Applicata
e le Tecnologie Informatiche
| via Bassini 15 - 20133 Milano (Italy) |
COURSE on
WAVELETS AND SELF-SIMILARITY: THEORY AND APPLICATIONS
December, 14-16, 2004
DECEMBER, 14:
14:00-16:15
Multiscale methods and Wavelets.
An introduction and overview of wavelets at the
semi-technical level. Basics of Bayesian modeling
in the wavelet domain. Not essential if the
attendant is familiar with basic wavelet and Bayes theory.
DECEMBER, 15:
10:00-12:15
Introduction to Self-similarity,
long-range dependence, fractality and multifractality.
Formal mathematical and probabilistic coverage.
A variety of real life instances of self-similar
phenomena will be discussed (DNA, Web Traffic,
geosciences, bio-measurements, etc.)
14:00-16:15
Multiresolution tools in assessing and
modeling self similarity. Wavelet based estimators of
Hurst exponent, fractal and multifractal spectra,
multifractal formalism. Simulation of theoretical
scaling processes [fBm, mfBm, ARFIMA, etc] with
Matlab support.
DECEMBER, 16:
10:00-12:15
Applications of wavelet based fractal
analysis in: (i) atmospheric turbulence, and (ii) high frequency biological
measurements [pupil diameter size]. Use of self-similarity measures in
tasks of discrimination and classification.
14:00-16:15
Further examples of applications of
assessing self-similarity in various applied fields.
Wrap-up of the seminar. Discussion.
DECEMBER, 17:
Mini-Workshop on Bayesian Statistical Modeling in Wavelet Domain
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