自相似网络流量Hurst指数的迭代估计算法
An Iterative Method to Estimate Hurst Index of Self-similar Network Traffic
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摘要: 该文提出了一种快速估计Hurst指数的迭代算法，并将它应用于分形高斯噪声和真实网络流量数据。实验结果表明，与传统方法相比，该算法有着较快的速度和较小的置信区间，并且不易受时间尺度变化影响，可作为一种在线估计Hurst指数的方法。
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关键词:
- 自相似; Hurst指数; 迭代; 小波
Abstract: In this paper, an iterative method is presented to estimate Hurst index, and it is applied to both FGN (Fractional Gaussian Noise) data and real traffic data. Experimental results demonstrate that this method is much faster and has smaller confidence interval compared with traditional method. Moreover, the method is stable on different scales, so it can be used as an on-line Hurst index estimator. -
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