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自相似數(shù)據(jù)流的Hurst指數(shù)小波求解法分析

李永利,  劉貴忠,  王海軍,  尚趙偉

李永利, 劉貴忠, 王海軍, 尚趙偉. 自相似數(shù)據(jù)流的Hurst指數(shù)小波求解法分析[J]. 電子與信息學(xué)報(bào), 2003, 25(1): 100-105.
引用本文: 李永利, 劉貴忠, 王海軍, 尚趙偉. 自相似數(shù)據(jù)流的Hurst指數(shù)小波求解法分析[J]. 電子與信息學(xué)報(bào), 2003, 25(1): 100-105.
Li Yongli, Liu Guizhong, Wang Haijun, Shang Zhaowei. ON WAVELET-BASED METHODS FOR HURST INDEX ESTIMATION OF SELF-SIMILAR TRAFFIC[J]. Journal of Electronics & Information Technology, 2003, 25(1): 100-105.
Citation: Li Yongli, Liu Guizhong, Wang Haijun, Shang Zhaowei. ON WAVELET-BASED METHODS FOR HURST INDEX ESTIMATION OF SELF-SIMILAR TRAFFIC[J]. Journal of Electronics & Information Technology, 2003, 25(1): 100-105.

自相似數(shù)據(jù)流的Hurst指數(shù)小波求解法分析

ON WAVELET-BASED METHODS FOR HURST INDEX ESTIMATION OF SELF-SIMILAR TRAFFIC

  • 摘要: 該文針對(duì)具有自相似性的數(shù)據(jù)流的特征參數(shù)Hurst指數(shù)的小波提取方法進(jìn)行了系統(tǒng)的分析和研究,對(duì)現(xiàn)有提取Hurst指數(shù)的小波方法給予了歸納和總結(jié)。通過(guò)大量的實(shí)驗(yàn)和分析,研究了消失矩階數(shù)、小波函數(shù)以及分解級(jí)數(shù)的選擇對(duì)小波法提取Hurst指數(shù)的準(zhǔn)確性的影響,并得出了一些有意義的結(jié)論。
    Abstract: Existing wavelet methods for the estimation of the Hurst parameter of self-similar traffic are systematically analyzed and examined. The effects of wavelet functions, vanishing-moments and wavelet decomposition levels on the results of wavelet methods for acquiring the Hurst index are investigated via numerical experiments. Some useful conclusions are drawn on the relationship between the accuracy of the methods and the selection of the order of vanishing moments and the selection of wavelet functions.
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  • W.E. Leland, M. S. Taqqu, W. Willinger, D. V. Wilson, On the self-similar nature of Ethernet traffic (extended version), IEEE/ACM Trans. on Networking, 1994, 2(1), 1-15.[2]J. Beran, R. Sherman, M. S.Taqqu, W. Willinger, Long range dependence in variable bit rate video traffic, IEEE Trans. on Communication, 1995, 43(2/3/4), 1566-1579.[3]P. Abry, D. Veitch, Wavelet analysis of long-range dependent traffic, IEEE Trans. on Information Theory, 1998, 44(1), 2-15.[4]Z. Sahinoglu, S. Tekinay, Multiresolution decomposition and burstiness analysis of traffic traces,Wireless Communications and Networking Conference, WCNC. New Orleans, LA, USA, IEEE,Vol.2, 1999, 560-563.[5]P. Abry, P. Goncalves, P. Flandrin, Wavelet-based spectral analysis of 1/f process, IEEE International Conference on Acoustics, Speech, and Signal Processing, Minneapolis, MN, USA, Vol.3,1993, 237-240.[6]G. Wornell, Signal Processing with Fractal: A Wavelet Based Approach, Prentice Hall, Znc. NJ,1995, 30-57.[7]B. Tsybakov, N. D. Georganas, On self-similar traffic in ATM queues: Definitions, overflow probability bound, and cell delay distribution, IEEE/ACM Trans. on Networking, 1997, 5(3),397-409.[8]S. Giordano, S. Miduri, M. Pagano, F. Russo, S. Tartarelli, A wavelet-based approach to the estimation of the Hurst parameter for self-similar data, International Conference on Digital Signal Processing, DSP 97, Santorini, Greece, Vol.2, 1997, 479-482.Z. Fan, P. Mars, Self-similar traffic generation and parameter estimation using wavelet transform,IEEE Global Telecommunications Conference, Phoenix, AZ, USA, Vol.3, 1997, 1419-1423.[9]Oliver Rose, Statistical properties of MPEG video traffic and their impact on traffic modeling in ATM systems. Proc. of the 20th Annual Conference on Local Computer Networks, Minneapolis,MN, 1995, 397-406.
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出版歷程
  • 收稿日期:  2001-08-14
  • 修回日期:  2002-02-15
  • 刊出日期:  2003-01-19

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