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2 IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 44, NO. 1, JANUARY 1998 Wavelet Analysis of Long-Range-Dependent Traffic
 

Summary: 2 IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 44, NO. 1, JANUARY 1998
Wavelet Analysis of Long-Range-Dependent Traffic
Patrice Abry and Darryl Veitch
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 well 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 stationarity with respect to the Hurst
parameter and deterministic trends.
Index Terms--Hurst parameter, long-range dependence, pack-

  

Source: Abry, Patrice - Laboratoire de Physique, Ecole Normale Supérieure de Lyon
Mills, David L. - Department of Electrical and Computer Engineering, University of Delaware

 

Collections: Computer Technologies and Information Sciences; Engineering