Journal ArticleDOI
Estimators for long-range dependence: an empirical study
TLDR
In this paper, various methods for estimating the self-similarity parameter and/or the intensity of long-range dependence in a time series are available. But some of these methods are more reliable than others.Abstract:
Various methods for estimating the self-similarity parameter and/or the intensity of long-range dependence in a time series are available. Some are more reliable than others. To discover the ones t...read more
Citations
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Journal ArticleDOI
Self-similarity in World Wide Web traffic: evidence and possible causes
Mark Crovella,Azer Bestavros +1 more
TL;DR: It is shown that the self-similarity in WWW traffic can be explained based on the underlying distributions of WWW document sizes, the effects of caching and user preference in file transfer, the effect of user "think time", and the superimposition of many such transfers in a local-area network.
Journal ArticleDOI
Self-similarity in World Wide Web traffic: evidence and possible causes
Mark Crovella,Azer Bestavros +1 more
TL;DR: It is shown that the self-similarity in WWW traffic can be explained based on the underlying distributions of WWW document sizes, the effects of caching and user preference in file transfer, the effect of user "think time", and the superimposition of many such transfers in a local area network.
Journal ArticleDOI
Fractal dynamics in physiology: Alterations with disease and aging
Ary L. Goldberger,Luís A. Nunes Amaral,Jeffrey M. Hausdorff,Plamen Ch. Ivanov,C.-K. Peng,H. Eugene Stanley +5 more
TL;DR: Application of fractal analysis may provide new approaches to assessing cardiac risk and forecasting sudden cardiac death, as well as to monitoring the aging process, and similar approaches show promise in assessing other regulatory systems, such as human gait control in health and disease.
Journal ArticleDOI
Effect of trends on detrended fluctuation analysis.
TL;DR: It is shown how to use DFA appropriately to minimize the effects of trends, how to recognize if a crossover indicates indeed a transition from one type to a different type of underlying correlation, or if the crossover is due to a trend without any transition in the dynamical properties of the noise.
Journal ArticleDOI
Wavelet analysis of long-range-dependent traffic
Patrice Abry,Darryl Veitch +1 more
TL;DR: A wavelet-based tool for the analysis of long-range dependence and a related semi-parametric estimator of the Hurst parameter is introduced and is shown to be unbiased under very general conditions, and efficient under Gaussian assumptions.