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Study on Vanishing Moments Influence on Estimation Hurst Parameter of Self-similar Traffic |
Ren Xun-yi①; Wang Ru-chuan①②; Qi Zheng-hua① |
①College of Computer, Nanjing University of Posts and Teclecommunications,Nanjing 210003,China; ②State Key Laboratory for Novel Software Technology, Nanjing University, Nanjing 210093, China |
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Abstract A theoretic analysis is proposed which indirectly proves how vanishing moments influence on estimation Hurst parameter of self-similar traffic, and a lots of experimental results show the Hurst’s value changes periodicity with the vanishing moments, but total way is the Hurst’s value decrease and its variance raises with the increase of the vanishing moments. This conclusion is different from common view, and could provide reason for choice vanishing moments on wavelet analysis method for Hurst parameter.
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Received: 26 February 2006
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