On-line estimation of the parameters of long-range dependence

Author

Roughan, Matthew ; Veitch, Darryl ; Abry, Patrice

Author_Institution

Software Eng. Res., RMIT Univ., Carlton, Vic.,, Australia

Volume

6

fYear

1998

fDate

1998

Firstpage

3716

Abstract

An on-line version of the Abry-Veitch (see IEEE Trans. Info. Theory, vol.44, p.2-15, 1998) wavelet based estimator of the Hurst parameter is presented. It has very low memory and computational requirements and scales naturally to arbitrarily high data rates, enabling its use in real-time applications such as admission control, and avoiding the need to store huge data sets for off-line analysis. An implementation for Ethernet based on standard hardware supporting sampling rates of 1000 data points per second is described, and results of its operation presented. The performance of the estimator as a function of the length of data processed is demonstrated using simulated data

Keywords

local area networks; online operation; signal sampling; telecommunication congestion control; telecommunication traffic; Abry-Veitch wavelet based estimator; Ethernet; Hurst parameter; admission control; call admission control; high data rates; long-range dependence; memory requirements; network management; on-line parameter estimation; processing complexity; real-time applications; real-time traffic measurement; sampling rates; simulated data; Admission control; Australia; Computer network management; Ethernet networks; Hardware; Parameter estimation; Performance analysis; Sampling methods; Software engineering; Traffic control;

fLanguage

English

Publisher

ieee

Conference_Titel

Global Telecommunications Conference, 1998. GLOBECOM 1998. The Bridge to Global Integration. IEEE

Conference_Location

Sydney,NSW

Print_ISBN

0-7803-4984-9

Type

conf

DOI

10.1109/GLOCOM.1998.776004

Filename

776004