Comparative analysis of Hurst techniques

  • Authors:
  • Mitko Gospodinov;Evgeniya Gospodinova

  • Affiliations:
  • Bulgarian Academy of Sciences;Bulgarian Academy of Sciences

  • Venue:
  • CompSysTech '07 Proceedings of the 2007 international conference on Computer systems and technologies
  • Year:
  • 2007

Quantified Score

Hi-index 0.00

Visualization

Abstract

In the paper is presented an algorithm of Durbin-Levinson for self-similar network traffic simulation. The key problem of self-similar processes studying is estimating the Hurst parameter. Determination the best Hurst techniques in the sense of Hurst parameter accuracy for network traffic simulation is based on comparative analyses between different estimators. The obtained results of investigation Hurst techniques shown that the periodogramm and wavelet-based estimators are the least biased in the sense of the accuracy of Hurst parameter.