Minkyoung Kang

Minkyoung Kang
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Minkyoung Kang
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Statistics - Methodology (2)
 
Statistics - Applications (1)

Publications Authored By Minkyoung Kang

High-frequency measurements and images acquired from various sources in the real world often possess a degree of self-similarity and inherent regular scaling. When data look like a noise, the scaling exponent may be the only informative feature that summarizes such data. Methods for the assessment of self-similarity by estimating Hurst exponent often involve analysis of rate of decay in a spectrum defined in various multiresolution domains. Read More

A number of phenomena in various fields such as geology, atmospheric sciences, economics, to list a few, can be modeled as a fractional Brownian motion indexed by Hurst exponent $H$. This exponent is related to the degree of regularity and self-similarity present in the signal, and it often captures important characteristics useful in various applications. Given its importance, a number of methods have been developed for the estimation of the Hurst exponent. Read More

A non-decimated wavelet transform (NDWT) is a popular version of wavelet transforms because of its many advantages in applications. The inherent redundancy of this transform proved beneficial in tasks of signal denoising and scaling assessment. To facilitate the use of NDWT, we built a MATLAB package, {\bf WavmatND}, which has three novel features: First, for signals of moderate size the proposed method reduces computation time of the NDWT by replacing repetitive convolutions with matrix multiplications. Read More