Testing for nonlinearity in time series: the method of surrogate data
Conference proceedings on Interpretation of time series from nonlinear mechanical systems
On the self-similar nature of Ethernet traffic (extended version)
IEEE/ACM Transactions on Networking (TON)
Wide area traffic: the failure of Poisson modeling
IEEE/ACM Transactions on Networking (TON)
Experimental queueing analysis with long-range dependent packet traffic
IEEE/ACM Transactions on Networking (TON)
Fast, approximate synthesis of fractional Gaussian noise for generating self-similar network traffic
ACM SIGCOMM Computer Communication Review
Self-similarity in World Wide Web traffic: evidence and possible causes
IEEE/ACM Transactions on Networking (TON)
Modeling heterogeneous network traffic in wavelet domain
IEEE/ACM Transactions on Networking (TON)
Fast Self-Similar Teletraffic Generation Based on FGN and Wavelets
ICON '99 Proceedings of the 7th IEEE International Conference on Networks
Tests of Long Memory: A Bootstrap Approach
Computational Economics
A wavelet-based joint estimator of the parameters of long-range dependence
IEEE Transactions on Information Theory
A multifractal wavelet model with application to network traffic
IEEE Transactions on Information Theory
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Long-range dependence (LRD) or second-order self-similarity has been found to be an ubiquitous feature of internet traffic. In addition, several traffic data sets have been shown to possess multifractal behavior. In this paper, we present an algorithm to generate traffic traces that match the LRD and multifractal properties of the parent trace. Our algorithm is based on the decorrelating properties of the discrete wavelet transform (DWT) and the power of stationary bootstrap algorithm. To evaluate our algorithm we use multiple synthetic and real data sets and demonstrate its accuracy in providing a close match to the LRD, multifractal properties and queueing behavior of the parent data set. We compare our algorithm with the traditional fractional gaussian noise (FGN) model and the more recent multifractal wavelet model (MWM) and establish that it outperforms both these models in matching real data.