Wavelet-based estimation of long-range dependence in MPEG video traces

Correct and efficient estimation of the Hurst parameter of long-range dependent (LRD) video traces is important in traffic analysis. The low computational cost and the wavelets´ scale invariance make the wavelet transform suitable for analysis of LRD processes. In this paper, we apply wavelet-based estimation of the Hurst parameter to MPEG-1 and MPEG-4 encoded video sequences. Frequency-domain estimators (periodogram and wavelet-based) produce different Hurst parameters compared to time-domain estimators (R/S and variance-time plot). Wavelet-based estimators often produce Hurst parameters that are close to or greater than one. Our analysis indicates that possible causes for the unreliable performance of the wavelet-based estimators are the non-stationarity of the scaling exponent and the existence of both short-range and long-range dependent components in the video traces.