PERFORMANCE ANALYSIS OF A WAVELET-BASED HURST PARAMETER ESTIMATOR FOR SELF-SIMILAR TRAFFIC

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Table of Contents

PERFORMANCE ANALYSIS OF A WAVELET-BASED HURST PARAMETER ESTIMATOR FOR SELF-SIMILAR TRAFFIC

Road map

LRD and Hurst parameter

Wavelet analysis

Discrete wavelet transform

Wavelet-based Hurst parameter estimator

Abry-Veitch estimator

PPT Slide

Estimated Hurst parameters for pOct.TL

PPT Slide

FARIMA(p, d, q) process

Performance of the estimator for the data with both LRD and SRD

Wavelet analysis for FARIMA(1, 0.15, 0) set

FARIMA(1, 0.15, 0) with ?1 = 0.3 and 0.5

PPT Slide

FARIMA(1, d, 0) with d = 0.35 and 0.45, ?1 = 0.5

Why the poor performance?

“Star Wars” video traffic

Wavelet analysis of “Star Wars” traffic

Estimated Hurst parameters for “Star Wars” traffic

Concluding remarks

References

Author: Fei Xue