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This article explores the required amount of time series points from a high-speed computer network to accurately estimate the Hurst exponent. The methodology consists in designing an experiment using estimators that are applied to time…

Signal Processing · Electrical Eng. & Systems 2024-10-28 Ginno Millán , Román Osorio-Comparán , Gastón Lefranc

In this paper it presents, develops and discusses the existence of a process with long scope memory structure, representing of the independence between the degree of randomness of the traffic generated by the sources and flow pattern…

Physics and Society · Physics 2021-04-01 G. Millán

Fractal behavior and long-range dependence are widely observed in measurements and characterization of traffic flow in high-speed computer networks of different technologies and coverage levels. This paper presents the results obtained when…

Networking and Internet Architecture · Computer Science 2021-07-13 G. Millán , G. Lefranc , R. Osorio-Comparán , V. Lomas-Barrie

It is well-known that fractal signals appear in many fields of science. LAN and WWW traces, wireless traffic, VBR resources, etc. are among the ones with this behavior in computer networks traffic flows. An important question in these…

Signal Processing · Electrical Eng. & Systems 2021-05-10 G. Millán

This paper studies and analyses the behavior of the Long-Range Dependence in network traffic after classifying traffic flows in aggregated time series. Following Differentiated Services architecture principles, the generic Quality of…

Signal Processing · Electrical Eng. & Systems 2021-03-09 G. Millán

An extensive body of research deals with estimating the correlation and the Hurst parameter of Internet traffic traces. The significance of these statistics is due to their fundamental impact on network performance. The coverage of Internet…

Networking and Internet Architecture · Computer Science 2012-08-15 Amr Rizk , Zdravko Bozakov , Markus Fidler

In the context of the simulations carried out using a simplified multifractal model that is proposed to give an explanation to the locality phenomenon that appears in the estimation of the Hurst exponent in the second-order stationary…

Signal Processing · Electrical Eng. & Systems 2021-03-22 G. Millán , G. Lefranc

In this short paper, we propose a new multi-fractal flow model, aiming to provide a possible explanation for the crossover phenomena that appear in the estimation of Hurst exponent for network traffic. It is shown that crossover occurs if…

Networking and Internet Architecture · Computer Science 2009-06-03 Li Li , Yudong Chen , Yi Zhang

The Hurst exponent is a significant metric for characterizing time sequences with long-term memory property and it arises in many fields. The available methods for estimating the Hurst exponent can be categorized into time-domain and…

Methodology · Statistics 2024-12-23 Hong-Yan Zhang , Zhi-Qiang Feng , Si-Yu Feng , Yu Zhou

The paper discusses actual task of ensuring the quality of services in information networks with fractal traffic. The generalized approach to traffic management and quality of service based on the account of multifractal properties of the…

Networking and Internet Architecture · Computer Science 2019-04-11 Yousef Daradkeh Eid Mubarak , Lyudmyla Kirichenko , Tamara Radivilova

The rapid urbanization and increasing traffic have serious social, economic, and environmental impact on metropolitan areas worldwide. It is of a great importance to understand the complex interplay of road networks and traffic conditions.…

Other Computer Science · Computer Science 2018-10-31 Weizi Li , Meilei Jiang , Yaoyu Chen , Ming C. Lin

The Hurst exponent is the simplest numerical summary of self-similar long-range dependent stochastic processes. We consider the estimation of Hurst exponent in long-range dependent curve time series. Our estimation method begins by…

Statistics Theory · Mathematics 2020-09-21 Han Lin Shang

This paper develops a data-driven toolkit for traffic forecasting using high-resolution (a.k.a. event-based) traffic data. This is the raw data obtained from fixed sensors in urban roads. Time series of such raw data exhibit heavy…

Signal Processing · Electrical Eng. & Systems 2021-01-01 Wenqing Li , Chuhan Yang , Saif Eddin Jabari

This paper addresses the problem of estimating the Hurst exponent of the fractional Brownian motion from continuous time noisy sample. Consistent estimation in the setup under consideration is possible only if either the length of the…

Statistics Theory · Mathematics 2023-10-09 P. Chigansky , M. Kleptsyna

Network traffic monitoring using IP flows is used to handle the current challenge of analyzing encrypted network communication. Nevertheless, the packet aggregation into flow records naturally causes information loss; therefore, this paper…

Machine Learning · Computer Science 2023-07-26 Josef Koumar , Karel Hynek , Tomáš Čejka

A new method of estimating some statistical characteristics of TCP flows in the Internet is developed in this paper. For this purpose, a new set of random variables (referred to as observables) is defined. When dealing with sampled traffic,…

Networking and Internet Architecture · Computer Science 2009-06-26 Yousra Chabchoub , Christine Fricker , Fabrice Guillemin , Philippe Robert

Hurst Exponent has been widely used in different fields as a measure of long range dependence in time series. It has been studied in hydrology and geophysics, economics and finance, and recently, it is still a hot topic in the different…

Computation · Statistics 2018-05-24 Roel F. Ceballos , Fe F. Largo

A novel constructive mathematical model based on the multifractal formalism in order to accurately characterizing the localized fluctuations present in the course of traffic flows today high-speed computer networks is presented. The…

Networking and Internet Architecture · Computer Science 2021-06-29 G. Millán , G. Lefranc , R. Osorio-Comparán

The work presents results of numerical study of self-similar properties of additive data traffic. It is shown that the value of Hurst exponent of total stream is determined by the maximum value of Hurst exponent of summed streams and the…

Networking and Internet Architecture · Computer Science 2019-04-15 Igor Ivanisenko , Lyudmyla Kirichenko , Tamara Radivilova

Traffic flows are studied in terms of their noise of sound, which is an easily accessible experimental quantity. The sound noise data is studied making use of scaling properties of wavelet transforms and Hurst exponents are extracted. The…

Data Analysis, Statistics and Probability · Physics 2009-11-11 B. -S. Skagerstam , A. Hansen
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