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IEEE/ACM TRANSACTIONS ON NETWORKING, VOL. 8, NO. 4, AUGUST 2000 467 Real-Time Estimation of the Parameters of
 

Summary: IEEE/ACM TRANSACTIONS ON NETWORKING, VOL. 8, NO. 4, AUGUST 2000 467
Real-Time Estimation of the Parameters of
Long-Range Dependence
Matthew Roughan, Member, IEEE, Darryl Veitch, and Patrice Abry
Abstract--An on-line version of the Abry-Veitch wavelet-based
estimator of the Hurst parameter is presented. It has very low
memory and computational requirements and scales naturally to
arbitrarily high data rates, enabling its use in real-time applica-
tions such as admission control, and avoiding the need to store
huge data sets for off-line analysis. The performance of the esti-
mator as a function of the length of data processed is demonstrated
using simulated data. An implementation for 10-Mb/s Ethernet
based on standard hardware supporting sampling rates of 1 data
point per millisecond is described, and results of its operation
presented, as is an implementation for 155-Mb/s asynchronous
transfer mode networks. Finally we illustrate the power of on-line
measurements by collecting measurements over a period of five
months, and using them to look for diurnal trends in scaling
properties of the data.
Index Terms--Estimation, fractal, Hurst parameter, long-range

  

Source: Abry, Patrice - Laboratoire de Physique, Ecole Normale Supérieure de Lyon

 

Collections: Engineering