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Titolo:
WAVELET ANALYSIS OF LONG-RANGE-DEPENDENT TRAFFIC
Autore:
ABRY P; VEITCH D;
Indirizzi:
ECOLE NORMALE SUPER LYON,PHYS LAB,CNRS URA 1325,46 ALLEE ITALIE F-69364 LYON 07 FRANCE INRIA F-06902 SOPHIA ANTIPOLIS FRANCE
Titolo Testata:
IEEE transactions on information theory
fascicolo: 1, volume: 44, anno: 1998,
pagine: 2 - 15
SICI:
0018-9448(1998)44:1<2:WAOLT>2.0.ZU;2-D
Fonte:
ISI
Lingua:
ENG
Soggetto:
MULTIRESOLUTION; MODEL;
Keywords:
HURST PARAMETER; LONG-RANGE DEPENDENCE; PACKET TRAFFIC; PARAMETER ESTIMATION; STATIONARITY; TELECOMMUNICATIONS NETWORKS; TIME-SCALE ANALYSIS; WAVELET DECOMPOSITION;
Tipo documento:
Article
Natura:
Periodico
Settore Disciplinare:
CompuMath Citation Index
Science Citation Index Expanded
Science Citation Index Expanded
Citazioni:
36
Recensione:
Indirizzi per estratti:
Citazione:
P. Abry e D. Veitch, "WAVELET ANALYSIS OF LONG-RANGE-DEPENDENT TRAFFIC", IEEE transactions on information theory, 44(1), 1998, pp. 2-15

Abstract

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 unbiased under very general conditions,and efficient under Gaussian assumptions, It can be implemented very efficiently allowing the direct analysis of very large data sets, and is highly robust against the presence of deterministic trends, as wed as allowing their detection and identification. Statistical, computational, and numerical comparisons are made against traditional estimators including that of Whittle. The estimator is used to perform a thorough analysis of the long-range dependence in Ethernet traffic traces, New features are found with important implications for the choice of valid models for performance evaluation, A study of mono versus multifractality is also performed, and a preliminary study of the stationaritywith respect to the Hurst parameter and deterministic trends.

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Documento generato il 01/10/20 alle ore 00:45:04