Estimation of Hurst Parameter for Self-similar Traffic

  • Conference paper
  • First Online:
Advances in Computer Science for Engineering and Education III (ICCSEEA 2020)

Abstract

Recent studies have shown that the network traffic of modern networks has the properties of self-similarity. And this requires finding adequate traffic simulation methods and download processes in modern telecommunications networks. Models of self-similar traffic and the process of loading telecommunication networks are based on the methods of fractional Brownian motion (FBM) modeling. Traffic characteristics of modern telecommunications networks vary widely and depend on a large number of network settings and settings, protocol characteristics and user experience. The self-similarity of the fractional Brownian motion is characterized by the Hurst index. The article explores methods for estimating the Hurst index. Realizations of fractional Brownian motion with known Hurst index are considered. For these realizations the obtained Hurst’s estimates.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Subscribe and save

Springer+ Basic
EUR 32.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or Ebook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
EUR 29.95
Price includes VAT (France)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
EUR 160.49
Price includes VAT (France)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
EUR 210.99
Price includes VAT (France)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free ship** worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Similar content being viewed by others

References

  1. Norros, I.: A storage model with self-similar input. Queueing Syst. 16, 387–396 (1994)

    Article  MathSciNet  Google Scholar 

  2. Kilpi, J., Norros, I.: Testing the Gaussian approximation of aggregate traffic. In: Proceedings of the second ACM SIGCOMM Workshop, Marseille, France, pp. 49–61 (2002)

    Google Scholar 

  3. Sheluhin, O.I., Smolskiy, S.M., Osin, A.V.: Similar Processes in Telecommunication. Wiley, Hoboken (2007)

    Book  Google Scholar 

  4. Chabaa, S., Zeroual, A., Antari, J.: Identification and prediction of internet traffic using artificial neural networks. Intell. Learn. Syst. Appl. 2, 147–155 (2010)

    Google Scholar 

  5. Gowrishankar, S., Satyanarayana, P.S.: A time series modeling and prediction of wireless network traffic. Int. J. Interact. Mob. Technol. (iJIM) 4(1), 53–62 (2009)

    Google Scholar 

  6. Mishura, Yu.: Stochastic Calculus for Fractional Brownian Motion and Related Processes. Springer, Berlin (2008)

    Book  Google Scholar 

  7. Kozachenko, Yu., Yamnenko, R., Vasylyk, O.: \( \upvarphi \)-sub-Gaussian random process. Vydavnycho-Poligrafichnyi Tsentr “Kyivskyi Universytet”, Kyiv (2008). (in Ukrainian)

    Google Scholar 

  8. Sabelfeld, K.K.: Monte Carlo Methods in Boundary Problems. Nauka, Novosibirsk (1989). (in Russian)

    Google Scholar 

  9. Goshvarpour, A., Goshvarpour, A.: Chaotic behavior of heart rate signals during Chi and Kundalini meditation. Int. J. Image Graph. Signal Process. (IJIGSP), 2, 23–29 (2012)

    Google Scholar 

  10. Hosseini, S.A., Akbarzadeh, T.M.-R., Naghibi-Sistani, M.-B.: Qualitative and quantitative evaluation of EEG signals in epileptic seizure recognition. Int. J. Intell. Syst. Appl. 06, 41–46 (2013)

    Google Scholar 

  11. Prigarin, S., Hahn, K., Winkler, G.: Comparative analysis of two numerical methods to measure Hausdorff dimension of the fractional Brownian motion. Siberian J. Num. Math. 11(2), 201–218 (2008)

    MATH  Google Scholar 

  12. Ageev, D.V.: Parametric synthesis of multiservice telecommunication systems in the transmission of group traffic with the effect of self-similarity. Electron. Sci. Spec. Edn. Prob. Telecommun. 1(10), 46–65 (2013). (in Russian)

    Google Scholar 

  13. Gajda, J., Wylomanska, A., Kumar, A.: Fractional Lévy stable motion time-changed by gamma subordinator. In: Communications in Statistics - Theory and Methods (2018). https://doi.org/10.1080/03610926.2018.1523430

  14. Kirichenko, L., Shergin, V.: Analysis of the properties of ordinary Levy motion based on the estimation of stability index. Int. J. Inf. Content Process. 1(2), 170–181 (2014)

    Google Scholar 

  15. Shergin, V.L.: Estimation of the stability factor of alpha-stable laws using fractional moments method. Eastern Eur. J. Enterpr. Technol. 6, 25–30 (2013)

    Google Scholar 

  16. Kozachenko, Yu., Kurchenko, O., Syniavska, O. : Levy-Baxter theorems for random fields and their applications. Shark, Uzhgorod (2018). (in Ukrainian)

    Google Scholar 

  17. Pashko, A.: Simulation of telecommunication traffic using statistical models of fractional Brownian motion. In: 4th International Scientific-Practical Conference Problems of Infocommunications. Science and Technology. Conference Proceedings, 10–13 October, pp. 414–418 (2017)

    Google Scholar 

  18. Pashko, A.: Accuracy of simulation for the network traffic in the form of Fractional Brownian Motion. In: Pashko, A., Rozora, I. (eds.) 14th International Conference on Advanced Trends in Radioelectronics, Telecommunications and Computer Engineering. Proceedings, pp. 840–845 (2018)

    Google Scholar 

  19. Dzhaparidze, K., Zanten, J.: A series expansion of fractional Brownian motion. CWI. Probability, Networks and Algorithms[PNA] R0216 (2002)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Anatolii Pashko .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2021 The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Pashko, A., Oleshko, T., Syniavska, O. (2021). Estimation of Hurst Parameter for Self-similar Traffic. In: Hu, Z., Petoukhov, S., Dychka, I., He, M. (eds) Advances in Computer Science for Engineering and Education III. ICCSEEA 2020. Advances in Intelligent Systems and Computing, vol 1247. Springer, Cham. https://doi.org/10.1007/978-3-030-55506-1_16

Download citation

Publish with us

Policies and ethics

Navigation