Neurocomputation of the Hurst Parameter

Danielo G. Gomes, Nelson L. S. da Fonseca, Nazim Agoulmine, José N. de Souza

DOI: 10.14209/its.2002.582

Evento: 2002 International Telecommunications Symposium (ITS2002)

Keywords:

Abstract

"Network traffic presents long range dependences and is usually modeled either by fractal or by multifractal processes. The Hurst parameter is a measure of the self-similarity of a process. In this paper, a neuro estimator of the Hurst parameter is proposed and compared to statistical estimators"

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