Internet traffic exhibits self-similarity and long-range dependence (LRD) on various time scales. In this paper, we propose to use the Modified Allan Variance (MAVAR) and a Modified Hadamard Variance (MHVAR) to estimate the Hurst parameter H of the LRD traffic series or, more generally, the exponent α of data with 1/f^a(a>=0) power-law spectrum. MHVAR generalizes the principle of MAVAR, a time-domain quantity widely used for frequency stability characterization, to higher-order differences of input data. In our knowledge, this MHVAR has been mentioned in literature only few times and with little detail so far. The behaviour of MAVAR and MHVAR with power-law random processes and some common deter-ministic signals (viz. drifts, s...
Abstract- The intensity of long-range dependence (LRD) of the communications network traffic can be ...
The intensity of Long-Range Dependence (LRD) for communications network traffic can be measured usin...
In order to estimate the Hurst parameter of Internet traffic data, it has been recently proposed a l...
Internet traffic exhibits self-similarity and long-range dependence (LRD) on various time scales. I...
Internet traffic exhibits self-similarity and long-range dependence (LRD). Accurate estimation of st...
In order to estimate the Hurst parameter of Internet traffic data, it has been recently proposed a l...
Long-range-dependent time series are endemic in the statistical analysis of Internet traffic. The Hu...
In order to estimate the Hurst parameter of Internet traffic data, it has been recently proposed a l...
ABSTRACT. In order to estimate the Hurst parameter of Internet traffic data, it has been recently pr...
In order to estimate the memory parameter of Internet traffic data, it has been recently proposed a ...
In order to estimate the memory parameter of Internet traffic data, it has been recently proposed a ...
Study of long-range dependence (LRD) properties in real traffic has received an increasing attenti...
We present a new method to estimate the Hurst parameter of certain classes of random processes. Our...
Abstract—A wavelet-based tool for the analysis of long-range dependence and a related semi-parametri...
Abstract- The intensity of long-range dependence (LRD) of the communications network traffic can be ...
The intensity of Long-Range Dependence (LRD) for communications network traffic can be measured usin...
In order to estimate the Hurst parameter of Internet traffic data, it has been recently proposed a l...
Internet traffic exhibits self-similarity and long-range dependence (LRD) on various time scales. I...
Internet traffic exhibits self-similarity and long-range dependence (LRD). Accurate estimation of st...
In order to estimate the Hurst parameter of Internet traffic data, it has been recently proposed a l...
Long-range-dependent time series are endemic in the statistical analysis of Internet traffic. The Hu...
In order to estimate the Hurst parameter of Internet traffic data, it has been recently proposed a l...
ABSTRACT. In order to estimate the Hurst parameter of Internet traffic data, it has been recently pr...
In order to estimate the memory parameter of Internet traffic data, it has been recently proposed a ...
In order to estimate the memory parameter of Internet traffic data, it has been recently proposed a ...
Study of long-range dependence (LRD) properties in real traffic has received an increasing attenti...
We present a new method to estimate the Hurst parameter of certain classes of random processes. Our...
Abstract—A wavelet-based tool for the analysis of long-range dependence and a related semi-parametri...
Abstract- The intensity of long-range dependence (LRD) of the communications network traffic can be ...
The intensity of Long-Range Dependence (LRD) for communications network traffic can be measured usin...
In order to estimate the Hurst parameter of Internet traffic data, it has been recently proposed a l...