On the use of principle component analysis for the hurst parameter estimation of long-range dependent network traffic

Melike Erol*, Tayfun Akgul, Sema Oktug, Suleyman Baykut

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

3 Citations (Scopus)

Abstract

Long-range dependency and self-similarity are the major characteristics of the Internet traffic. The degree of self-similarity is measured by the Hurst parameter (H). Various methods have been proposed to estimate H. One of the recent methods is an eigen domain estimator which is based on Principle Component Analysis (PCA); a popular signal processing tool. The PCA-based Method (PCAbM) uses the progression of the eigenvalues which are extracted from the autocorrelation matrix. For a self-similar process, this progression obeys a power-law relationship from which H can be estimated. In this paper, we compare PCAbM with some of the well-known estimation methods, namely; periodogram-based, wavelet-based estimation methods and show that PCAbM is reliable only when the process is long-range dependent (LRD), i.e., H is greater than 0.5. We also apply PCAbM and the other estimators to real network traces.

Original languageEnglish
Title of host publicationComputer and Information Sciences - ISCIS 2006
Subtitle of host publication21th International Symposium, Proceedings
PublisherSpringer Verlag
Pages464-473
Number of pages10
ISBN (Print)3540472428, 9783540472421
DOIs
Publication statusPublished - 2006
EventISCIS 2006: 21th International Symposium on Computer and Information Sciences - Istanbul, Turkey
Duration: 1 Nov 20063 Nov 2006

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume4263 LNCS
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

ConferenceISCIS 2006: 21th International Symposium on Computer and Information Sciences
Country/TerritoryTurkey
CityIstanbul
Period1/11/063/11/06

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