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2020•2020 IEEE 15th International Conference on Advanced Trends in Radioelectronics, Telecommunications and Computer Engineering (TCSET)Requires access

Simulation of Fractional Brownian Motion and Estimation of Hurst Parameter

Аnatolii Pashko, Olga Sinyavska, Tetiana Oleshko

Open publisher page 6 citations

Abstract

Network traffic of modern telecommunication networks has the properties of self-similarity. Models of self-similar traffic and the process of telecommunication networks loading are based on modeling methods for fractional Brownian motion (FBM). Self-similarity of fractional Brownian motion is characterized by the Hurst index. The article discusses the method of modeling FBM and methods for estimating the Hurst index. Estimates of the Hurst index are used to assess the quality of the resulting models.

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What this paper is about

Network traffic of modern telecommunication networks has the properties of self-similarity. Models of self-similar traffic and the process of telecommunication networks loading are based on modeling methods for fractional Brownian motion (FBM). Self-similarity of fractional Brownian motion is characterized by the Hurst index. The article discusses the method of modeling FBM and methods for estimating the Hurst index. Estimates of the Hurst index are used to assess the quality of the resulting models.

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Available abstract

Network traffic of modern telecommunication networks has the properties of self-similarity. Models of self-similar traffic and the process of telecommunication networks loading are based on modeling methods for fractional Brownian motion (FBM). Self-similarity of fractional Brownian motion is characterized by the Hurst index. The article discusses the method of modeling FBM and methods for estimating the Hurst index. Estimates of the Hurst index are used to assess the quality of the resulting models.

Key concepts: Fractional Brownian motion, Hurst exponent, Self-similarity, Computer science, Similarity (geometry), Index (typography), Detrended fluctuation analysis, Stochastic process

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