Hurst parameter | Sciweavers

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TELSYS
2010

94views more TELSYS 2010»

An improved Hurst parameter estimator based on fractional Fourier transform

13 years 11 months ago

$An improved Hurst parameter estimator based on fractional Fourier transform$

A fractional Fourier transform (FrFT) based estimation method is introduced in this paper to analyze the long range dependence (LRD) in time series. The degree of LRD can be chara...

Yangquan Chen, Rongtao Sun, Anhong Zhou

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52

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NETWORKING
2000

96views Computer Networks» more NETWORKING 2000»

Sensitivity of ABR Congestion Control Algorithms to Hurst Parameter Estimates

14 years 1 months ago

Download www.eecis.udel.edu

Optimal linear predictors can be utilised in ABR control algorithms for the management of self-similar network traffic. However, estimates of the Hurst parameter are required to ge...

Sven A. M. Östring, Harsha Sirisena, Irene Hu...

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40

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LCN
2002
IEEE

79views Computer Networks» more LCN 2002»

A Novel Approach to the Estimation of the Hurst Parameter in Self-Similar Traffic

14 years 5 months ago

Download www.pupr.edu

We present a new method to estimate the Hurst parameter of the increment process in network trafﬁc – a process that is assumed to be self-similar. The conﬁdence intervals an...

Houssain Kettani, John A. Gubner

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