Efficiency of some algorithms to compute fractal total variation
Résumé
4 algorithms are presented to compute the p-variation: AOP, Eraser, Merge, MEI.
The first three are already known and compared numerically on many examples. The fourth "MEI" is a new proposition to improve both "Eraser" and "Merge". Surprisingly "AOP" is the more efficient, then "Eraser" and finally "Merge".
Domaines
Mathématiques [math]Origine | Fichiers produits par l'(les) auteur(s) |
---|