Section: Scientific Foundations

Statistical signal processing

Participants : Paulo Gonçalves, Thomas Begin, Shubhabraya Roy.

From a statistical signal processing viewpoint, collected traces correspond to (multivariate) time series principally characterized by non-properties: non-gaussianity, non-stationarity, non-linearities, absence of a characteristic time scale (scale invariance). Our research activity is undertaking the development of reliable signal analysis and modeling tools aimed at identifying these (non-)properties in the specific context of computer network traffic. In the course, we intend to clarify the importance of granularity of measurements.

More precisely, our interest lies in:

  • Sampling theory;

  • Large deviations principles;

  • Estimation theory;

  • Stochastic processes;

  • Machine learning ;

  • Multi-resolution analysis.