Search results for: Self-similarity

Authors: Chatchai Pesee

Abstract:

This paper examines long-range dependence or longmemory of financial time series on the exchange rate data by the fractional Brownian motion (fBm). The principle of spectral density function in Section 2 is used to find the range of Hurst parameter (H) of the fBm. If 0< H <1/2, then it has a short-range dependence (SRD). It simulates long-memory or long-range dependence (LRD) if 1/2< H <1. The curve of exchange rate data is fBm because of the specific appearance of the Hurst parameter (H). Furthermore, some of the definitions of the fBm, long-range dependence and selfsimilarity are reviewed in Section II as well. Our results indicate that there exists a long-memory or a long-range dependence (LRD) for the exchange rate data in section III. Long-range dependence of the exchange rate data and estimation of the Hurst parameter (H) are discussed in Section IV, while a conclusion is discussed in Section V.

Keywords: Fractional Brownian motion, long-rangedependence, memory, short-range dependence.

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Authors: Shimal Das, Dibyendu Ghoshal

Abstract:

Fractal based digital image compression is a specific technique in the field of color image. The method is best suited for irregular shape of image like snow bobs, clouds, flame of fire; tree leaves images, depending on the fact that parts of an image often resemble with other parts of the same image. This technique has drawn much attention in recent years because of very high compression ratio that can be achieved. Hybrid scheme incorporating fractal compression and speedup techniques have achieved high compression ratio compared to pure fractal compression. Fractal image compression is a lossy compression method in which selfsimilarity nature of an image is used. This technique provides high compression ratio, less encoding time and fart decoding process. In this paper, fractal compression with quad tree and DCT is proposed to compress the color image. The proposed hybrid schemes require four phases to compress the color image. First: the image is segmented and Discrete Cosine Transform is applied to each block of the segmented image. Second: the block values are scanned in a zigzag manner to prevent zero co-efficient. Third: the resulting image is partitioned as fractals by quadtree approach. Fourth: the image is compressed using Run length encoding technique.

Keywords: Fractal coding, Discrete Cosine Transform, Iterated Function System (IFS), Affine Transformation, Run length encoding.

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