| 基于网络流量的赫斯特指数分析 |
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| 引用本文： | 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. |
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| 作者姓名： | 赵为芳 齐景超 |
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| 作者单位： | 上海理工大学管理学院,上海,200093 |
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| 摘 要： | 该文通过对生成的布朗运动的Hurst指数分析,发现重置标度极差分析方法即R/S分析和基于小波的分析方法两者得出的H指数差异很大,通过对网络流量数据进行分析则进一步验证了上述结论,并简要分析引起此结果的原因,为今后进一步研究打下基础。
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| 关 键 词： | 长相关 布朗运动 赫斯特指数 网络流量 |
Analysis of the Hurst Index Based on Network Traffic |
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| Zhao Weifang,Qi Jingchao.Analysis of the Hurst Index Based on Network Traffic[J].Computer and Digital Engineering,2011,39(11):7-9. |
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| Authors: | Zhao Weifang Qi Jingchao |
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| Affiliation: | Zhao Weifang Qi Jingchao(Business School,University of Shanghai for Science and Technology,Shanghai 200093) |
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| 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 analysis.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. |
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| Keywords: | long-range dependence Brownian motion Hurst index network traffic |
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