Bottlenecks on the way towards fractal characterization of network traffic: Estimation and interpretation of the Hurst parameter [chapter]

S. Molnár, Attila Vidács, Arne A. Nilsson
1998 Performance and Management of Complex Communication Networks  
In this paper we investigate practical problems of fractal characterization of network traffic focusing on the estimation and interpretation of the Hurst parameter. The analysis is based on our measurement study of ATM WAN traffic. We point out that in order to use the fractal characterization framework in practice we are faced with various misleading effects that can deceive our self-similarity tests and Hurst parameter estimation methods. It is shown that the estimation of the Hurst parameter
more » ... depends on several factors, e.g. the estimation technique, sample size, time scale, level shifts, correlation structure. The dependencies are illustrated in examples including the effects of practical mechanisms like shaping or policing. We conclude that the estimated value of the Hurst parameter may be distorted in many practical cases and it may have no information for practical usage.
doi:10.1007/978-0-387-35360-9_7 fatcat:gaygrib42zbapgyzymhmf2ywvi