IDEAS home Printed from https://ideas.repec.org/a/taf/japsta/v38y2011i7p1407-1433.html
   My bibliography  Save this article

Long-range dependence analysis of Internet traffic

Author

Listed:
  • Cheolwoo Park
  • F�lix Hernández-Campos
  • Long Le
  • J. S. Marron
  • Juhyun Park
  • Vladas Pipiras
  • F. D. Smith
  • Richard L. Smith
  • Michele Trovero
  • Zhengyuan Zhu

Abstract

Long-range-dependent time series are endemic in the statistical analysis of Internet traffic. The Hurst parameter provides a good summary of important self-similar scaling properties. We compare a number of different Hurst parameter estimation methods and some important variations. This is done in the context of a wide range of simulated, laboratory-generated, and real data sets. Important differences between the methods are highlighted. Deep insights are revealed on how well the laboratory data mimic the real data. Non-stationarities, which are local in time, are seen to be central issues and lead to both conceptual and practical recommendations.

Suggested Citation

  • Cheolwoo Park & F�lix Hernández-Campos & Long Le & J. S. Marron & Juhyun Park & Vladas Pipiras & F. D. Smith & Richard L. Smith & Michele Trovero & Zhengyuan Zhu, 2011. "Long-range dependence analysis of Internet traffic," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(7), pages 1407-1433, June.
    • Handle: RePEc:taf:japsta:v:38:y:2011:i:7:p:1407-1433
    DOI: 10.1080/02664763.2010.505949
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/02664763.2010.505949
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/02664763.2010.505949?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Li, Ming, 2017. "Record length requirement of long-range dependent teletraffic," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 472(C), pages 164-187.
    2. Bhagaban Behera, 2013. "Drug Trafficking as a Non-Traditional Security Threat to Central Asian States," Jadavpur Journal of International Relations, , vol. 17(2), pages 229-251, December.
    3. Bigsten, Arne & Tengstam, Sven, 2015. "International Coordination and the Effectiveness of Aid," World Development, Elsevier, vol. 69(C), pages 75-85.
    4. Tarr, G. & Weber, N.C. & Müller, S., 2015. "The difference of symmetric quantiles under long range dependence," Statistics & Probability Letters, Elsevier, vol. 98(C), pages 144-150.
    5. Li, Ming, 2021. "Generalized fractional Gaussian noise and its application to traffic modeling," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 579(C).
    6. Ian D Colley & Roger T Dean, 2019. "Origins of 1/f noise in human music performance from short-range autocorrelations related to rhythmic structures," PLOS ONE, Public Library of Science, vol. 14(5), pages 1-15, May.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:japsta:v:38:y:2011:i:7:p:1407-1433. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/CJAS20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.