*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 **

Lecture 2

Lecture 3

Lecture 4

Lecture 5

Appendix

Lecture 6

Lecture 7

P. Brutti

A. Farcomeni

F. Ruggeri

B. Vidakovic

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