research-article

Wavelet analysis of long-range-dependent traffic

Authors:

P. Abry,

D. VeitchAuthors Info & Claims

IEEE Transactions on Information Theory, Volume 44, Issue 1

Pages 2 - 15

https://doi.org/10.1109/18.650984

Published: 01 September 2006 Publication History

Abstract

A wavelet-based tool for the analysis of long-range dependence and a related semi-parametric estimator of the Hurst parameter is introduced. The estimator is shown to be unbiased under very general conditions, and efficient under Gaussian assumptions. It can be implemented very efficiently allowing the direct analysis of very large data sets, and is highly robust against the presence of deterministic trends, as well as allowing their detection and identification. Statistical, computational, and numerical comparisons are made against traditional estimators including that of Whittle. The estimator is used to perform a thorough analysis of the long-range dependence in Ethernet traffic traces. New features are found with important implications for the choice of valid models for performance evaluation. A study of mono versus multifractality is also performed, and a preliminary study of the stationarity with respect to the Hurst parameter and deterministic trends

Cited By

View all

Cardoso ÁFerreira MVieira F(2021)Delay bound estimation for multicarrier 5G systems considering lognormal beta traffic envelope and stochastic service curveTransactions on Emerging Telecommunications Technologies10.1002/ett.428132:10Online publication date: 7-Oct-2021
https://dl.acm.org/doi/10.1002/ett.4281
Willinger WTaqqu MWilson D(2019)Lessons from "on the self-similar nature of ethernet traffic"ACM SIGCOMM Computer Communication Review10.1145/3371934.337195549:5(56-62)Online publication date: 8-Nov-2019
https://dl.acm.org/doi/10.1145/3371934.3371955
Craigmile PMondal D(2019)Estimation of long-range dependence in gappy Gaussian time seriesStatistics and Computing10.1007/s11222-019-09874-030:1(167-185)Online publication date: 19-Apr-2019
https://dl.acm.org/doi/10.1007/s11222-019-09874-0
Show More Cited By

Recommendations

A regularised estimator for long-range dependent processes

There is significant interest in long-range dependent processes since they occur in a wide range of phenomena across different areas of study. Based on the available models capable of describing long-range dependence, various parameter estimation ...
Blind maximum likelihood estimation of traffic matrices under long-range dependent traffic

A new method, based on the maximum likelihood principle, through the numerical Expectation-Maximization algorithm, is proposed to estimate traffic matrices when traffic exhibits long-range dependence. The methods proposed so far in the literature do not ...
Characterization of long-range dependent traffic regulated by leaky-bucket policers and shapers

Long-range dependence (LRD) is a widely verified property of Internet traffic, which severely affects network queuing performance. An approach for guaranteeing quality-of-service requirements is enforcing the statistical profile of input traffic by ...

Comments

Please enable JavaScript to view thecomments powered by Disqus.

Information & Contributors

Information

Published In

IEEE Transactions on Information Theory Volume 44, Issue 1

January 1998

455 pages

ISSN:0018-9448

Issue’s Table of Contents

Publisher

IEEE Press

Publication History

Published: 01 September 2006

Qualifiers

Research-article

Contributors

Other Metrics

View Article Metrics

Bibliometrics & Citations

Bibliometrics

Article Metrics

148
Total Citations
View Citations
0
Total Downloads

Downloads (Last 12 months)0
Downloads (Last 6 weeks)0

Reflects downloads up to 20 Nov 2024

Other Metrics

View Author Metrics

Citations

Cited By

View all

Cardoso ÁFerreira MVieira F(2021)Delay bound estimation for multicarrier 5G systems considering lognormal beta traffic envelope and stochastic service curveTransactions on Emerging Telecommunications Technologies10.1002/ett.428132:10Online publication date: 7-Oct-2021
https://dl.acm.org/doi/10.1002/ett.4281
Willinger WTaqqu MWilson D(2019)Lessons from "on the self-similar nature of ethernet traffic"ACM SIGCOMM Computer Communication Review10.1145/3371934.337195549:5(56-62)Online publication date: 8-Nov-2019
https://dl.acm.org/doi/10.1145/3371934.3371955
Craigmile PMondal D(2019)Estimation of long-range dependence in gappy Gaussian time seriesStatistics and Computing10.1007/s11222-019-09874-030:1(167-185)Online publication date: 19-Apr-2019
https://dl.acm.org/doi/10.1007/s11222-019-09874-0
Krasnov ANikol’skii D(2019)Statistical Distributions of Partial Correlators of Network Traffic Aggregated Packets for Distinguishing DDoS AttacksDistributed Computer and Communication Networks10.1007/978-3-030-36614-8_28(365-378)Online publication date: 23-Sep-2019
https://dl.acm.org/doi/10.1007/978-3-030-36614-8_28
Ashok APoornachandran PPal SSankar PSurendran KThampi SEl-Alfy E(2017)Why so abnormal? Detecting domains receiving anomalous surge traffic in a monitored networkJournal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology10.3233/JIFS-16923332:4(2901-2907)Online publication date: 1-Jan-2017
https://dl.acm.org/doi/10.3233/JIFS-169233
(2017)ATMSimInternational Journal of Web and Grid Services10.1504/IJWGS.2017.08514813:3(334-350)Online publication date: 1-Jan-2017
https://dl.acm.org/doi/10.1504/IJWGS.2017.085148
Zhang MLi JBrooks S(2017)I-SeismographIEEE/ACM Transactions on Networking10.1109/TNET.2017.274890225:6(3411-3426)Online publication date: 1-Dec-2017
https://dl.acm.org/doi/10.1109/TNET.2017.2748902
Fontugne RAbry PFukuda KVeitch DCho KBorgnat PWendt H(2017)Scaling in Internet TrafficIEEE/ACM Transactions on Networking10.1109/TNET.2017.267545025:4(2152-2165)Online publication date: 1-Aug-2017
https://dl.acm.org/doi/10.1109/TNET.2017.2675450
Combrexelle SWendt HDidier GAbry P(2017)Multivariate scale-free dynamics: Testing fractal connectivity2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)10.1109/ICASSP.2017.7952904(3984-3988)Online publication date: 5-Mar-2017
https://dl.acm.org/doi/10.1109/ICASSP.2017.7952904
Shi HLi HZhang DCheng CWu W(2017)Efficient and robust feature extraction and selection for traffic classificationComputer Networks: The International Journal of Computer and Telecommunications Networking10.1016/j.comnet.2017.03.011119:C(1-16)Online publication date: 4-Jun-2017
https://dl.acm.org/doi/10.1016/j.comnet.2017.03.011
Show More Cited By

View Options

View options

Login options

Check if you have access through your login credentials or your institution to get full access on this article.

Abstract

Cited By

Recommendations

A regularised estimator for long-range dependent processes

Blind maximum likelihood estimation of traffic matrices under long-range dependent traffic

Characterization of long-range dependent traffic regulated by leaky-bucket policers and shapers

Comments

Information

Published In

Publisher

Publication History

Qualifiers

Contributors

Other Metrics

Bibliometrics

Article Metrics

Other Metrics

Citations

Cited By

View options

Login options

Full Access

Figures

Other

Share

Share this Publication link

Share on social media

Affiliations