Discriminating between long-range dependence and non-stationarity
نویسندگان
چکیده
منابع مشابه
Characterizing Non-stationarity in the Presence of Long-range Dependence
Based on ours and other studies, it is becoming evident that Internet traffic is often nonstationary. Since such traffic is generally found to be long-range dependent as well, and the two properties can get confused, it is important to have a method for separately characterizing them. This paper proposes such a methodology aimed specifically for traffic scenarios where nonstationarity comes int...
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Careful statistical analyses indicate that the measured traffic traces from live packet networks often contain non-stationary effects like level shifts or polynomial trends. In these cases several popular tests for long-range dependence can result in wrong conclusions and unreliable estimate of the Hurst parameter. In this paper both analytical and simulation investigations of the implications ...
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Testing the stationarity of real traffic remains a problem worth studying. Due to the importance of traffic theory in the Internet, to find a solution to such a problem brooks no delay. This paper presents a way to do the weak stationarity test of traffic with long-range dependence (LRD) as a single history traffic series of finite length. How to apply this method to real traffic on a packet-by...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2013
ISSN: 1935-7524
DOI: 10.1214/13-ejs836