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ON WAVELET-BASED METHODS FOR HURST INDEX ESTIMATION OF SELF-SIMILAR TRAFFIC |
Li Yongli; Liu Guizhong; Wang Haijun; Shang Zhaowei |
School of Electronic & Information Eng., Xi an Jiaotong Univ.,Xi an 710049 China |
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Abstract Existing wavelet methods for the estimation of the Hurst parameter of self-similar traffic are systematically analyzed and examined. The effects of wavelet functions, vanishing-moments and wavelet decomposition levels on the results of wavelet methods for acquiring the Hurst index are investigated via numerical experiments. Some useful conclusions are drawn on the relationship between the accuracy of the methods and the selection of the order of vanishing moments and the selection of wavelet functions.
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Received: 14 August 2001
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