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OALib Journal期刊
ISSN: 2333-9721
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Study on Vanishing Moments Influence on Estimation Hurst Parameter of Self-similar Traffic
消失矩对小波分析求解自相似参数Hurst的影响研究

Keywords: Vanishing moments,Wavelet,Self-similarity,Hurst
消失矩
,小波,自相似,Hurst

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Abstract:

A theoretic analysis is proposed which indirectly proves how vanishing moments influence on estimation Hurst parameter of self-similar traffic,and a lots of experimental results show the Hurst's value changes periodicity with the vanishing moments,but total way is the Hurst's value decrease and its variance raises with the increase of the vanishing moments.This conclusion is different from common view,and could provide reason for choice vanishing moments on wavelet analysis method for Hurst parameter.

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