作者投稿和查稿 主编审稿 专家审稿 编委审稿 远程编辑

计算机工程 ›› 2008, Vol. 34 ›› Issue (9): 1-3. doi: 10.3969/j.issn.1000-3428.2008.09.001

• 博士论文 •    下一篇

基于小波变换与EMD的快速Hurst指数估值

魏 斌1,吴重庆2,沈 平3   

  1. (1. 北京交通大学电子信息工程学院,北京 100044;2. 北京交通大学理学院,北京 100044; 3. 南洋理工大学网络技术研究中心,新加坡 637553)
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2008-05-05 发布日期:2008-05-05

Fast Hurst Value Computation Base on Wavelet Transform and EMD

WEI Bin1, WU Chong-qing2, SHEN Ping3   

  1. (1. School of Electronics and Information Engineering, Beijing Jiaotong University, Beijing 100044; 2. School of Science, Beijing Jiaotong University, Beijing 100044; 3. Network Technology Research Centre, Nanyang Technological University, Singapore 637553)
  • Received:1900-01-01 Revised:1900-01-01 Online:2008-05-05 Published:2008-05-05

摘要: 网络业务具有自相似性。为了有效地对自相似数据业务流进行控制、管理与疏导,必须快速获得业务流的Hurst参数。该文通过分析自相似业务流的特性,在研究小波分解、经验模态分解和R/S估值过程的基础上,提出一种快速(数据量每减少50%,估值时间减少85.7%)、高精度的Hurst指数估值方法,可直接用于网络业务的实时监测、调度和路由仲裁。

关键词: 自相似, 小波变换, 经验模态分解, Hurst指数

Abstract: The data traffic in the Internet is self-similar. In order to realize the control, management and grooming of the data traffic efficiently, the traffic self-similarity should be gained as fast as possible. Base on the analysis of the self-similar data traffic and the characteristics of the methods including wavelet, EMD and R/S, a fast computation process with high precision is put forward for all kinds of online monitoring, flow control and routing arbitration.

Key words: self-similar, Wavelet transform, EMD, Hurst value

中图分类号: