Title :
Pitfalls in long range dependence testing and estimation
Author :
Molnar, Stephen ; Dang, Trang Dinh
Author_Institution :
Dept. of Telecommun. & Telematics, Budapest Univ. of Technol. & Econ., Hungary
Abstract :
Measured traffic traces from live packet networks often contain non-stationary effects like level shifts or polynomial trends. In these cases the popular tests for long range dependence (LRD) can result in wrong conclusions and unreliable estimation of the Hurst (1950) parameter. We investigate the implications of these effects on several LRD tests. The use of these results can be utilized to avoid pitfalls in LRD traffic modeling. Our results are supported by both analytical and simulation studies with examples taken from traffic analysis of a live ATM network
Keywords :
asynchronous transfer mode; fractals; packet switching; parameter estimation; statistical analysis; telecommunication networks; telecommunication traffic; ATM network; Hurst parameter estimation; LRD traffic modeling; level shifts; long range dependence estimation; long range dependence testing; measured traffic traces; nonstationary effects; packet networks; periodogram; polynomial trends; self-similar processes; simulation; traffic analysis; Electronic mail; High-speed networks; Intelligent networks; Laboratories; Parameter estimation; Power generation economics; Telecommunication traffic; Telematics; Testing; Traffic control;
Conference_Titel :
Global Telecommunications Conference, 2000. GLOBECOM '00. IEEE
Conference_Location :
San Francisco, CA
Print_ISBN :
0-7803-6451-1
DOI :
10.1109/GLOCOM.2000.892099
