计算机与数字工程2011，Vol.39Issue(11)：7-9,3.
基于网络流量的赫斯特指数分析
Analysis of the Hurst Index Based on Network Traffic
赵为芳 1齐景超1
作者信息
- 1. 上海理工大学管理学院,上海,200093
- 折叠
摘要
Abstract
In this paper, the time series of fractional Brownian motion is generated to estimate the Hurst index. Two methods are introduced in this paper: the method of rescaled range(R/S) analysis and the method based on wavelet analysts. We found that the Hurst index is very different by the two methods, and this phenomenon is further verified by the analysis of network traffic. And this paper gives a brief analysis of the reason for further study.关键词
长相关/布朗运动/赫斯特指数/网络流量Key words
long-range dependence/ Brownian motion/ Hurst index/ network traffic分类
数理科学引用本文复制引用
赵为芳,齐景超..基于网络流量的赫斯特指数分析[J].计算机与数字工程,2011,39(11):7-9,3.
