{"title":"用R/ s分析法简化计算赫斯特系数:系数H等于直线上两点沿x、y轴的相对位移之比","authors":"A. Lozhkovskyi","doi":"10.1109/AIACT.2017.8020113","DOIUrl":null,"url":null,"abstract":"The traffic of packet communication networks or the distribution of the number of packets per time unit is described by a self-similar random process with a Hurst parameter of about 0,65…0,8. Usually, the calculation of the self-similarity coefficient of Hurst real traffic is performed by the method of absolute moments. The paper offers a simplified method for calculating the self-similarity coefficient of packet network traffic. Simplification is that it is proposed to perform a calculation not for all possible values of R/S-statistics (regression), but only for two of them. The error in the calculation does not exceed 2…5%.","PeriodicalId":367743,"journal":{"name":"2017 2nd International Conference on Advanced Information and Communication Technologies (AICT)","volume":"132 3","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2017-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":"{\"title\":\"Simplified calculation of the hurst coefficient by the R/S-analysis method: The coefficient H is equal to the ratio of the relative displacement of two points of the line along the x and y axes\",\"authors\":\"A. Lozhkovskyi\",\"doi\":\"10.1109/AIACT.2017.8020113\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The traffic of packet communication networks or the distribution of the number of packets per time unit is described by a self-similar random process with a Hurst parameter of about 0,65…0,8. Usually, the calculation of the self-similarity coefficient of Hurst real traffic is performed by the method of absolute moments. The paper offers a simplified method for calculating the self-similarity coefficient of packet network traffic. Simplification is that it is proposed to perform a calculation not for all possible values of R/S-statistics (regression), but only for two of them. The error in the calculation does not exceed 2…5%.\",\"PeriodicalId\":367743,\"journal\":{\"name\":\"2017 2nd International Conference on Advanced Information and Communication Technologies (AICT)\",\"volume\":\"132 3\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2017-07-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"6\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2017 2nd International Conference on Advanced Information and Communication Technologies (AICT)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/AIACT.2017.8020113\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2017 2nd International Conference on Advanced Information and Communication Technologies (AICT)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/AIACT.2017.8020113","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Simplified calculation of the hurst coefficient by the R/S-analysis method: The coefficient H is equal to the ratio of the relative displacement of two points of the line along the x and y axes
The traffic of packet communication networks or the distribution of the number of packets per time unit is described by a self-similar random process with a Hurst parameter of about 0,65…0,8. Usually, the calculation of the self-similarity coefficient of Hurst real traffic is performed by the method of absolute moments. The paper offers a simplified method for calculating the self-similarity coefficient of packet network traffic. Simplification is that it is proposed to perform a calculation not for all possible values of R/S-statistics (regression), but only for two of them. The error in the calculation does not exceed 2…5%.