Real-time estimation of the parameters of long-range dependence
An on-line version of the Abry-Veitch (see IEEE GLOBECOM'98, Sydney, Australia, p. 3716-
21, 1998) wavelet-based estimator of the Hurst parameter is presented. It has very low …
21, 1998) wavelet-based estimator of the Hurst parameter is presented. It has very low …
On-line estimation of the parameters of long-range dependence
An on-line version of the Abry-Veitch (see IEEE Trans. Info. Theory, vol. 44, p. 2-15, 1998)
wavelet based estimator of the Hurst parameter is presented. It has very low memory and …
wavelet based estimator of the Hurst parameter is presented. It has very low memory and …
Wavelet analysis of long-range-dependent traffic
A wavelet-based tool for the analysis of long-range dependence and a related semi-
parametric estimator of the Hurst parameter is introduced. The estimator is shown to be …
parametric estimator of the Hurst parameter is introduced. The estimator is shown to be …
Pitfalls in long range dependence testing and estimation
S Molnár, TD Dang - Globecom'00-IEEE. Global …, 2000 - ieeexplore.ieee.org
Measured traffic traces from live packet networks often contain non-stationary effects like
level shifts or polynomial trends. In these cases the popular tests for long range dependence …
level shifts or polynomial trends. In these cases the popular tests for long range dependence …
Measuring long-range dependence under changing traffic conditions
Previous measurements of various types of network traffic have shown evidence consistent
with long-range dependence and self-similarity. However, an alternative explanation for …
with long-range dependence and self-similarity. However, an alternative explanation for …
On the effects of non-stationarity in long-range dependence tests
TD Dang, S Molnár - Periodica Polytechnica Electrical Engineering …, 1999 - pp.bme.hu
Careful statistical analyses indicate that the measured traffic traces from live packet networks
often contain non-stationary effects like level shifts or polynomial trends. In these cases …
often contain non-stationary effects like level shifts or polynomial trends. In these cases …
A wavelet-based joint estimator of the parameters of long-range dependence
A joint estimator is presented for the two parameters that define the long-range dependence
phenomenon in the simplest case. The estimator is based on the coefficients of a discrete …
phenomenon in the simplest case. The estimator is based on the coefficients of a discrete …
Long-range dependence: now you see it, now you don't!
T Karagiannis, M Faloutsos… - … , 2002. GLOBECOM'02 …, 2002 - ieeexplore.ieee.org
Over the last few years, the network community has started to make heavy use of novel
concepts such as self-similarity and long-range dependence (LRD). Despite their wide use …
concepts such as self-similarity and long-range dependence (LRD). Despite their wide use …
The modified Allan variance as time-domain analysis tool for estimating the Hurst parameter of long-range dependent traffic
S Bregni, L Primerano - IEEE Global Telecommunications …, 2004 - ieeexplore.ieee.org
Experimental measurements show that Internet traffic exhibits self-similarity and long-range
dependence (LRD). A delicate issue is the estimation of traffic statistical quantities that …
dependence (LRD). A delicate issue is the estimation of traffic statistical quantities that …
[PDF][PDF] Non-linear time-series models of ethernet traffic
K Chandra, C You, G Olowoyeye… - Submitted to INFOCOM ' …, 1998 - Citeseer
In this paper non-linear threshold autoregressive models are examined for use in modeling
the temporal variation in the byte-rate in Ethernet traffic. The model is comprised of a number …
the temporal variation in the byte-rate in Ethernet traffic. The model is comprised of a number …