基于小波Hurst指数自适应估计方法.PDF

1000-9825/2005/16(09)1685 ©2005 Journal of Software 软 件 学 报 Vol.16, No.9 ∗ 基于小波的Hurst 指数自适应估计方法 1+ 2 洪 飞 , 吴志美 1(北京航空航天大学 计算机学院,北京 100083) 2( 中国科学院 软件研究所,北京 100080) Adaptive Hurst Index Estimator Based on Wavelet HONG Fei1+, WU Zhi-Mei2 1(School of Computer Science, BeiHang University, Beijing 100083, China) 2(Institute of Software, The Chinese Academy of Sciences, Beijing 100080, China) + Corresponding author: Phn: +86-10 Fax: +86-10 E-mail: hongfei@, Received 2003-07-28; Accepted 2004-11-22 Hong F, Wu ZM. Adaptive Hurst index estimator based on wavelet. Journal of Software, 2005,16(9): 1685−1689. DOI: 10.1360/jos161685 Abstract: The measurement studies show that the burstiness of packet traffic in LAN as well as WAN is associated with self-similar and long-range dependency, and Hurst index is the key value of this model representing the burstiness of traffic. With the analysis in discrete wavelet domain, the nature of the wavelet coefficients and their statistical properties are proposed. Then an adaptive, efficient unbiased estimator of Hurst index based on multiresolution wavelet analysis and weighted regression is presented. Simulation results based on fractal Gaussian noise and real traffic data reveal the proposed approach shows more adaptiveness, accuracy and robustness than traditional estimators which has only O(N) computation. Thus this estimator can be applied to the application of traffic management and real-time control in high-speed networks. Key words: self-similar; LRD (long-range dependent); wavelet; Hurst index; adaptive 摘 要: 对局域网和广域网上大量突发网络流量的分析结果表明, 网络流量普遍存在着自相似性和长相关性,其 中 Hurst 指数是表征网络流量突发特性的重要参数.通过在小波域内对网络流量这种