Li Lin-feng, Qiu Zheng-ding. An Iterative Method to Estimate Hurst Index of Self-similar Network Traffic[J]. Journal of Electronics & Information Technology, 2006, 28(12): 2371-2373.
Citation:
Li Lin-feng, Qiu Zheng-ding. An Iterative Method to Estimate Hurst Index
of Self-similar Network Traffic[J]. Journal of Electronics & Information Technology, 2006, 28(12): 2371-2373.
Li Lin-feng, Qiu Zheng-ding. An Iterative Method to Estimate Hurst Index of Self-similar Network Traffic[J]. Journal of Electronics & Information Technology, 2006, 28(12): 2371-2373.
Citation:
Li Lin-feng, Qiu Zheng-ding. An Iterative Method to Estimate Hurst Index
of Self-similar Network Traffic[J]. Journal of Electronics & Information Technology, 2006, 28(12): 2371-2373.
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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