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.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Similar content being viewed by others
References
Norros, I.: A storage model with self-similar input. Queueing Syst. 16, 387–396 (1994)
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)
Sheluhin, O.I., Smolskiy, S.M., Osin, A.V.: Similar Processes in Telecommunication. Wiley, Hoboken (2007)
Chabaa, S., Zeroual, A., Antari, J.: Identification and prediction of internet traffic using artificial neural networks. Intell. Learn. Syst. Appl. 2, 147–155 (2010)
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)
Mishura, Yu.: Stochastic Calculus for Fractional Brownian Motion and Related Processes. Springer, Berlin (2008)
Kozachenko, Yu., Yamnenko, R., Vasylyk, O.: \( \upvarphi \)-sub-Gaussian random process. Vydavnycho-Poligrafichnyi Tsentr “Kyivskyi Universytet”, Kyiv (2008). (in Ukrainian)
Sabelfeld, K.K.: Monte Carlo Methods in Boundary Problems. Nauka, Novosibirsk (1989). (in Russian)
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)
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)
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)
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)
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
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)
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)
Kozachenko, Yu., Kurchenko, O., Syniavska, O. : Levy-Baxter theorems for random fields and their applications. Shark, Uzhgorod (2018). (in Ukrainian)
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)
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)
Dzhaparidze, K., Zanten, J.: A series expansion of fractional Brownian motion. CWI. Probability, Networks and Algorithms[PNA] R0216 (2002)
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights 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
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
DOI: https://doi.org/10.1007/978-3-030-55506-1_16
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-55505-4
Online ISBN: 978-3-030-55506-1
eBook Packages: Intelligent Technologies and RoboticsIntelligent Technologies and Robotics (R0)