消失矩对小波分析求解自相似参数Hurst的影响研究

任勋益; 王汝传; 祁正华

doi:10.3724/SP.J.1146.2006.00173

消失矩对小波分析求解自相似参数Hurst的影响研究

doi: 10.3724/SP.J.1146.2006.00173

任勋益^{①;王汝传},
王汝传,
祁正华

基金项目:

国家自然科学基金(6057314, 70271050)，江苏省自然科学基金(BK2005146)，江苏省高技术研究计划(BG2005037, BG200600 1)，国家高科技863项目(2005AA775050)，国家通信技术重点实验室基金(9140C1101010603)，江苏省计算机信息处理技术重点实验室基金(kjs050001, kjs06)和江苏省高校自然科学研究计划(05KJB520092)资助课题

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出版历程
- 收稿日期: 2006-02-26
- 修回日期: 2006-08-29
- 刊出日期: 2007-09-19

Study on Vanishing Moments Influence on Estimation Hurst Parameter of Self-similar Traffic

摘要

摘要: 研究了消失矩对小波求解自相似参数Hurst值的影响，给出了理论推导和分析，间接论证了消失矩对Hurst参数求解的影响趋势，通过大量的实验结果给出了详细情况。理论和实验结果一致表明，在局部上，Hurst参数随着消失矩的增大呈现周期性变化，但总的趋势是随着消失矩的增大Hurst值减小，误差在增大，满足条件的最小消失矩是最佳选择。该结论能为基于自相似和小波分析的大量应用提供理论依据。
- 消失矩;小波;自相似;Hurst
Abstract: A theoretic analysis is proposed which indirectly proves how vanishing moments influence on estimation Hurst parameter of self-similar traffic, and a lots of experimental results show the Hursts value changes periodicity with the vanishing moments, but total way is the Hursts value decrease and its variance raises with the increase of the vanishing moments. This conclusion is different from common view, and could provide reason for choice vanishing moments on wavelet analysis method for Hurst parameter.

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参考文献(1)

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