Matthew Roughan, Darryl Veitch, and Patrice Abry. On-line estimation of parameters of long-range dependence. In IEEE GLOBECOM'98, pages 3716--3721, Sydney, Australia, November 1998.  Home/Search   Document Details and Download   Summary   Related Articles   Check

....## ### ## from a data set, and for a LRD process #, the variance of the detail coefficients at each level # is given by the #### ### ## ####### (4) with # # #. An important property of the AV estimator is that it can be reformulated to generate on line estimates of the Hurst parameter [13]. This is because it is based on the fast pyramidal filter, which was originally intended for on line applications. These on line estimates can be used within adaptive ABR control mechanisms [11] 3 Using Hurst Parameter Estimates in ABR Rate Control The potential impact of self similar traffic ....

M. Roughan, D. Veitch, and P. Abry, "On-line estimation of the parameters of long-range dependence," Proceedings of GLOBECOM '98, Nov. 1998.

.... [21] Another online system performs online estimates of the Hurst parameter (a measure of self similarity) at the router in order to make adaptive changes in congestion control, or to provide up to date information about traffic dynamics without storing all of the data for offline analysis [30]. We are incorporating multi resolution analysis using wavelets (and binning, using Haar wavelets) into our toolbox for building resource measurement and prediction systems, RPS. Initially, we see it serving two purposes. The first is to decouple sensors of resource signals (such as host ....

ROUGHAN, M., VEITCH, D., AND ABRY, P. On-line estimation of the parameters of long-range dependence. In Proceedings Globecom 1998.

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Matthew Roughan, Darryl Veitch, and Patrice Abry. On-line estimation of parameters of long-range dependence. In IEEE GLOBECOM'98, pages 3716--3721, Sydney, Australia, November 1998.

No context found.

Matthew Roughan, Darryl Veitch, and Patrice Abry. On-line estimation of parameters of long-range dependence. In IEEE GLOBECOM'98, pages 3716--3721, Sydney, Australia, November 1998.

No context found.

Matthew Roughan, Darryl Veitch, and Patrice Abry. On-line estimation of parameters of long-range dependence. In IEEE GLOBECOM'98, pages 3716--3721, Sydney, Australia, November 1998.

No context found.

Matthew Roughan, Darryl Veitch, and Patrice Abry. On-line estimation of parameters of long-range dependence. In IEEE GLOBECOM'98, pages 3716--3721, Sydney, Australia, November 1998.

....is detailed in the caption of the gure. Naturally, at the bottom level the emerging elements of a 0 (k) are the desired time series output, and are not stored. The natural linear complexity and logarithmic memory requirements of the on line algorithm however, although ideal for on line analysis [23], are not sucient for generation. For the generation as a whole to be on line and scalable, this must be true of each of its component parts. Thus each detail process must also be amenable to an online implementation with no more than linear computational complexity and logarithmic memory ....

Matthew Roughan, Darryl Veitch, and Patrice Abry, \On-line estimation of parameters of long-range dependence," in IEEE GLOBECOM'98, Sydney, Australia, Nov. 1998, pp. 3716-3721.

.... has provided a semi parametric estimator for H which gives unbiased estimates together with signi cant computational advantages, notably a run time complexity of only O(n) Details of this estimator are summarized below, in Section II, and can be found in [3] 4] see also [5] 6] 7] In [8] it was shown how these computational advantages can be exploited to allow H to be estimated in real time simply, inexpensively, and with very low memory requirements. Section III describes the real time implementation of the estimator, which is the subject of an Australian provisional patent ....

....to allow H to be estimated in real time simply, inexpensively, and with very low memory requirements. Section III describes the real time implementation of the estimator, which is the subject of an Australian provisional patent application number PP1692. The aim of the present paper is to extend [8] to give a more complete account of the capabilities of the on line estimator, by validating the claims made in [8] regarding its practicality and utility. In [8] the method was illustrated on a 10 Mbps Ethernet (see Section V) and it was explained how the method scales to arbitrary size with ....

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Matthew Roughan, Darryl Veitch, and Patrice Abry, \On-line estimation of parameters of long-range dependence," in IEEE GLOBECOM '98, Sydney, Australia, November 1998, pp. 3716-3721.

....verifying the robustness of the AV estimator for real data, and the conclusion that Ethernet traffic is consistent with a non stationary LRD model. The non stationary LRD traffic models and robustness results presented here lend credence to recent studies such as [8] 10] 9] 4] 22] and [17] which use the AV estimator to demonstrate LRD in data traffic, and to the study of LRD in traffic in general. Furthermore, this study adds to the list of benefits of using the AV estimator, which already includes a run time complexity of only O(n) negligible bias, statistical efficiency [22] ....

....LRD in data traffic, and to the study of LRD in traffic in general. Furthermore, this study adds to the list of benefits of using the AV estimator, which already includes a run time complexity of only O(n) negligible bias, statistical efficiency [22] the ability to be performed in real time [17], joint estimation of LRD parameters other than just the Hurst parameter [22] 3] 20] known confidence intervals for estimates [22] 4] 2] and the possibility of performing a test of the constancy of H and other scaling exponents [21] II. The Traffic Models A. Preliminaries In this ....

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Matthew Roughan, Darryl Veitch, and Patrice Abry. On-line estimation of parameters of long-range dependence. In GLOBECOM'98, 1998.

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ROUGHAN, M., VEITCH, D., AND ABRY, P. On-line estimation of the parameters of long-range dependence. In Proceedings Globecom 1998.

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M. Roughan, D. Veitch, and P. Abry. On-line estimation of the parameters of long-range dependence. In Proceedings Globecom 1998.

No context found.

ROUGHAN, M., VEITCH, D., AND ABRY, P. On-line estimation of the parameters of long-range dependence. In Proceedings Globecom 1998.

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