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计算机工程 ›› 2008, Vol. 34 ›› Issue (23): 128-129,. doi: 10.3969/j.issn.1000-3428.2008.23.046

• 网络与通信 • 上一篇    下一篇

基于EMD的自相似流量Hurst指数估计

单佩韦,李 明   

  1. (华东师范大学信息科学与技术学院,上海 200062)
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2008-12-05 发布日期:2008-12-05

Estimation of Hurst Index of Self-similar Traffic Based on EMD

SHAN Pei-wei, LI Ming   

  1. (School of Information Science and Technology, East China Normal University, Shanghai 200062)
  • Received:1900-01-01 Revised:1900-01-01 Online:2008-12-05 Published:2008-12-05

摘要: 针对表征自相似网络流量统计特性的赫斯特(Hurst)指数,讨论一种基于经验模式分解的Hurst指数估计算法。该算法通过对自相似网络流量数据进行自适应分解,得到一组满足指定余项误差的固有模态函数分量,由其能量对数化函数与Hurst指数之间的线性拟合,估计出Hurst指数。实验表明,该算法能对自相似网络流量的Hurst指数进行自适应估计。

关键词: 自相似, 赫斯特指数, 经验模式分解

Abstract: This paper discusses a new method based on the Empirical Mode Decomposition(EMD) algorithm to estimate the Hurst index that is an important statistical parameter of self-similar network traffic. The algorithm can adaptively decompose self-similar traffic into a series of Intrinsic Mode Function(IMF). By using the relationship between the energy of IMFs and the Hurst index, it can adaptively estimate the Hurst parameter of self-similar traffic. Experimental results show that this algorithm can adaptively estimate the Hurst index of self-similar traffic.

Key words: self-similar, Hurst index, Empirical Mode Decomposition(EMD)

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