Real-time estimation of the parameters of long-range dependence
IEEE/ACM Transactions on Networking (TON)
On the autocorrelation structure of TCP traffic
Computer Networks: The International Journal of Computer and Telecommunications Networking - Special issue: Advances in modeling and engineering of Longe-Range dependent traffic
On the autocorrelation structure of TCP traffic
Computer Networks: The International Journal of Computer and Telecommunications Networking - Special issue: Advances in modeling and engineering of Longe-Range dependent traffic
Computer Networks: The International Journal of Computer and Telecommunications Networking - Special issue: Advances in modeling and engineering of Longe-Range dependent traffic
Estimation of the self-similarity parameter in linear fractional stable motion
Signal Processing - Signal processing with heavy-tailed models
Sensitivity of ABR Congestion Control Algorithms to Hurst Parameter Estimates
NETWORKING '00 Proceedings of the IFIP-TC6 / European Commission International Conference on Broadband Communications, High Performance Networking, and Performance of Communication Networks
Virtual private network bandwidth management with traffic prediction
Computer Networks: The International Journal of Computer and Telecommunications Networking
Characteristics of WAP traffic
Wireless Networks
Estimation of the self-similarity parameter using the wavelet transform
Signal Processing
Modeling IP traffic: joint characterization of packet arrivals and packet sizes using BMAPs
Computer Networks: The International Journal of Computer and Telecommunications Networking
Multifractality in TCP/IP traffic: the case against
Computer Networks: The International Journal of Computer and Telecommunications Networking - Special issue: Long range dependent trafic
Computer Networks: The International Journal of Computer and Telecommunications Networking - Special issue: Long range dependent trafic
Long-range dependence in a changing internet traffic mix
Computer Networks: The International Journal of Computer and Telecommunications Networking - Special issue: Long range dependent trafic
Computer Networks: The International Journal of Computer and Telecommunications Networking - Special issue: Long range dependent trafic
On TCP and self-similar traffic
Performance Evaluation - Long range dependence and heavy tail distributions
Computer Networks: The International Journal of Computer and Telecommunications Networking
Analysis of traffic flow measurements by rate-interval curves
valuetools '06 Proceedings of the 1st international conference on Performance evaluation methodolgies and tools
An empirical comparison of generators for self similar simulated traffic
Performance Evaluation
Estimation of Hurst exponent revisited
Computational Statistics & Data Analysis
Non-Gaussian and Long Memory Statistical Characterizations for Internet Traffic with Anomalies
IEEE Transactions on Dependable and Secure Computing
Visualization and inference based on wavelet coefficients, SiZer and SiNos
Computational Statistics & Data Analysis
Some remarks on unexpected scaling exponents
ACM SIGCOMM Computer Communication Review
Two approximation methods to synthesize the power spectrum of fractional Gaussian noise
Computational Statistics & Data Analysis
Comparative analysis of Hurst techniques
CompSysTech '07 Proceedings of the 2007 international conference on Computer systems and technologies
Rate-interval curves - A tool for the analysis and monitoring of network traffic
Performance Evaluation
Workload dynamics on clusters and grids
The Journal of Supercomputing
Modeling of network traffic with self-similar process
CompSysTech '08 Proceedings of the 9th International Conference on Computer Systems and Technologies and Workshop for PhD Students in Computing
Traffic analysis of peer-to-peer IPTV communities
Computer Networks: The International Journal of Computer and Telecommunications Networking
The design and evaluation of the Simple Self-Similar Sequences Generator
Information Sciences: an International Journal
LASS: a tool for the local analysis of self-similarity
Computational Statistics & Data Analysis
Long-range dependence in a changing Internet traffic mix
Computer Networks: The International Journal of Computer and Telecommunications Networking - Special issue: Long range dependent trafic
Computer Networks: The International Journal of Computer and Telecommunications Networking - Special issue: Long range dependent trafic
Multifractality in TCP/IP traffic: the case against
Computer Networks: The International Journal of Computer and Telecommunications Networking - Special issue: Long range dependent trafic
Computer Networks: The International Journal of Computer and Telecommunications Networking - Special issue: Long range dependent trafic
Computer Networks: The International Journal of Computer and Telecommunications Networking
Detection of multiple changes in fractional integrated ARMA processes
IEEE Transactions on Signal Processing
Invariances, Laplacian-like wavelet bases, and the whitening of fractal processes
IEEE Transactions on Image Processing
Describing network traffic using the index of variability
IEEE/ACM Transactions on Networking (TON)
Robust access based on speaker identification for optical communications security
DSP'09 Proceedings of the 16th international conference on Digital Signal Processing
Algorithm for modeling self-similar ethernet traffic
CompSysTech '09 Proceedings of the International Conference on Computer Systems and Technologies and Workshop for PhD Students in Computing
The influence of self-similar traffic on telecommunication network queuing
CompSysTech '09 Proceedings of the International Conference on Computer Systems and Technologies and Workshop for PhD Students in Computing
Generating LRD traffic traces using bootstrapping
ITC20'07 Proceedings of the 20th international teletraffic conference on Managing traffic performance in converged networks
On the minimum number of users for the generation of H-ss traffic in a simulation scenario
WSEAS TRANSACTIONS on COMMUNICATIONS
Fractal modelling and analysis of flow-field images
ISBI'10 Proceedings of the 2010 IEEE international conference on Biomedical imaging: from nano to Macro
2D wavelet-based spectra with applications
Computational Statistics & Data Analysis
Blind maximum likelihood estimation of traffic matrices under long-range dependent traffic
Computer Networks: The International Journal of Computer and Telecommunications Networking
On the shaping introduced by IEEE 802.11 nodes in long-range dependent traffic
Proceedings of the Third international EURO-NGI network of excellence conference on Wireless systems and mobility in next generation internet
Markovian modelling of internet traffic
Network performance engineering
Modeling QoS parameters of VoIP traffic with multifractal and Markov models
ICA3PP'11 Proceedings of the 11th international conference on Algorithms and architectures for parallel processing - Volume Part II
On the performance of hurst-vectors for speaker identification systems
ICAPR'05 Proceedings of the Third international conference on Advances in Pattern Recognition - Volume Part I
QoS-IP'05 Proceedings of the Third international conference on Quality of Service in Multiservice IP Networks
Fast synthesis of persistent fractional Brownian motion
ACM Transactions on Modeling and Computer Simulation (TOMACS)
A longitudinal study of small-time scaling behavior of internet traffic
NETWORKING'10 Proceedings of the 9th IFIP TC 6 international conference on Networking
IP networks quality of service: overview and open issues
IICS'04 Proceedings of the 4th international conference on Innovative Internet Community Systems
Simulation of heart rate variability data with methods of wavelet transform
Proceedings of the 13th International Conference on Computer Systems and Technologies
A 2D wavelet-based multiscale approach with applications to the analysis of digital mammograms
Computational Statistics & Data Analysis
Hi-index | 754.84 |
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 wavelet decomposition, improving a wavelet-based estimator of the scaling parameter (Abry and Veitch 1998), as well as extending it to include the associated power parameter. An important feature is its conceptual and practical simplicity, consisting essentially in measuring the slope and the intercept of a linear fit after a discrete wavelet transform is performed, a very fast (O(n)) operation. Under well-justified technical idealizations the estimator is shown to be unbiased and of minimum or close to minimum variance for the scale parameter, and asymptotically unbiased and efficient for the second parameter. Through theoretical arguments and numerical simulations it is shown that in practice, even for small data sets, the bias is very small and the variance close to optimal for both parameters. Closed-form expressions are given for the covariance matrix of the estimator as a function of data length, and are shown by simulation to be very accurate even when the technical idealizations are not satisfied. Comparisons are made against two maximum-likelihood estimators. In terms of robustness and computational cost the wavelet estimator is found to be clearly superior and statistically its performance is comparable. We apply the tool to the analysis of Ethernet teletraffic data, completing an earlier study on the scaling parameter alone