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| An Iterative Method to Estimate Hurst Index
of Self-similar Network Traffic |
| Li Lin-feng; Qiu Zheng-ding |
| Institute of Information Science, Beijing Jiaotong University, Beijing 100044, China |
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Abstract In this paper, an iterative method is presented to estimate Hurst index, and it is applied to both FGN (Fractional Gaussian Noise) data and real traffic data. Experimental results demonstrate that this method is much faster and has smaller confidence interval compared with traditional method. Moreover, the method is stable on different scales, so it can be used as an on-line Hurst index estimator.
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Received: 14 April 2005
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2006, Vol. 28 
