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JOURNALS // Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics] // Archive

Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2010, Issue 18, Pages 87–102 (Mi vtpmk304)

This article is cited in 1 paper

Numerical Calculations Models for Physical-Mechanical Systems

Estimation of heterogeneous traffic parameters

O. V. Galaktionova, Yu. S. Khokhlov

Tver State University, Tver

Abstract: We consider the problem of parameter estimation of input flow of telecommunication system. It is assumed that the flow is the composition of several independent asymptotically selfsimilar gaussian processes (for example, fractional brownian motions). Very important practical problem is the estimation of Hurst parameters of the components of the process (equivalently, the parameters of long-range dependence). The main idea is the using the set of wavelet coefficients of the process and then applying the regression analysis.

Keywords: long-range dependence, fractional brownian noise, parameter estimation, telecommunications networks.

UDC: 519.216

Received: 01.07.2010
Revised: 10.09.2010



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