NDLI: Improved Estimation of the Hurst Parameter of Long-Range Dependent Traffic Using the Modified Hadamard Variance

Content Provider	IEEE Xplore Digital Library
Author	Bregni, S. Jmoda, L.
Copyright Year	2006
Description	Author affiliation: Senior Member, IEEE, Politecnico di Milano, Dept. of Electronics and Information, Piazza Leonardo Da Vinci 32, 20133 Milano, ITALY. Tel.: +39-02-2399.3503 ¿ Fax: +39-02-2399.3413 ¿ E-mail: bregni@elet.polimi.it (Bregni, S.) \|\| Politecnico di Milano, Dept. of Electronics and Information, Piazza Leonardo Da Vinci 32, 20133 Milano, ITALY (Jmoda, L.)
Abstract	Internet traffic exhibits self-similarity and long-range dependence (LRD) on various time scales. In this paper, we propose to use the Modified Hadamard Variance (MHVAR), a time-domain measure for high-resolution spectral analysis, to estimate the Hurst parameter H of LRD traffic data series or, more generally, the exponent ¿ of traffic series with 1/f¿ power-law spectrum. MHVAR generalizes the principle of the Modified Allan Variance (MAVAR), a well-known tool widely used since 1981 for frequency stability characterization, to higher-order differences of input data; in our knowledge, it has been mentioned in literature only few times and with little detail so far. The behaviour of MHVAR with power-law random processes and some common deterministic signals (viz. drifts, sine waves, steps) is studied. The MHVAR performance in estimating H is evaluated by analysis and simulation, comparing it to the wavelet Logscale Diagram (LD) and to MAVAR. Extensive simulations show that MHVAR has highest accuracy and confidence in fractional-noise parameter estimation, even slightly better than MAVAR. Moreover, MHVAR features a number of other advantages, which make it useful to complement other established techniques such as MAVAR and LD. Finally, MHVAR and LD are also applied to a real IP traffic trace.
Starting Page	566
Ending Page	572
File Size	325773
Page Count	7
File Format	PDF
ISBN	1424403553
ISSN	81649547
DOI	10.1109/ICC.2006.254855
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2006-06-11
Publisher Place	Turkey
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Parameter estimation Internet Time domain analysis Spectral analysis Frequency Stability Random processes Signal processing Performance analysis Analytical models traffic model Fractional Brownian motion fractional noise long-range dependence random walk self-similarity traffic control (communication)
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Improved Estimation of the Hurst Parameter of Long-Range Dependent Traffic Using the Modified Hadamard Variance (2006)

Accurate estimation of the Hurst parameter of long-range dependent traffic using modified Allan and Hadamard variances

2003): Estimation of the long-range dependence parameter of fractional Brownian motion

Output traffic characterization of policers and shapers with long-range dependent input traffic.

The modified Allan variance as time-domain analysis tool for estimating the Hurst parameter of long-range dependent traffic

Fast synthesis of persistent fractional Brownian motion

Simulation of fractal network teletraffic

Fractional processes with long-range dependence.

Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the hurst parameter

Improved Estimation of the Hurst Parameter of Long-Range Dependent Traffic Using the Modified Hadamard Variance

Similar Documents

Improved Estimation of the Hurst Parameter of Long-Range Dependent Traffic Using the Modified Hadamard Variance (2006)

Accurate estimation of the Hurst parameter of long-range dependent traffic using modified Allan and Hadamard variances

2003): Estimation of the long-range dependence parameter of fractional Brownian motion

Output traffic characterization of policers and shapers with long-range dependent input traffic.

The modified Allan variance as time-domain analysis tool for estimating the Hurst parameter of long-range dependent traffic

Fast synthesis of persistent fractional Brownian motion

Simulation of fractal network teletraffic

Fractional processes with long-range dependence.

Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the hurst parameter

Improved Estimation of the Hurst Parameter of Long-Range Dependent Traffic Using the Modified Hadamard Variance