In this short paper, we propose a new multi-fractal flow model, aiming to provide a possible explanation for the crossover phenomena that appear in the estimation of Hurst exponent for network traffic. It is shown that crossover occurs if the network flow consists of several components with different Hurst components. Our results indicate that this model might be useful in network traffic model...

This paper investigates the packet loss effects on the VoIP Jitter, and presents a methodology for simulating packet loss on VoIP Jitter traces with self-similar characteristics. Because of its simplicity and effectiveness, the two state Markov model or Gilbert model is used to generate packet loss patterns. We proposed a new model for self-similar VoIP traffic, this model are based on voice tr...

Communication performance analysis of message passing parallel programs relies on accurate modeling of cluster network traffic patterns. To this end we have developed a tool for collecting traffic samples by simulating parallel processing environment with statistically tractable network traffic. Our results from experiments show network packet traffic generated by messagepassing parallel progra...

Video is becoming the most important data in asynchronous transfer mode (ATM) networks. In ATM networks, image quality remains almost the same by encoding a video signal at variable bit rates (VBRs). Moving picture experts group (MPEG) video consists of three different frames: intra (I), predictive (P), and bidirectional (B). The important feature of VBR MPEG video traffic is the long-range dep...

Nonlinear dynamics has been introduced to the analysis of biological data and increasingly recognized to be functionally relevant. The aim of this study is to evaluate nonlinear and chaotic dynamics of gait signals. For this purpose, we analyzed gait data in ten healthy subjects who walked for an hour at their usual, slow and fast paces. Poincare plots, Hurst Exponents and the Lyapunov Exponent...

We report an empirical study of the Ibovespa index of the São Paulo Stock Exchange in which we detect the existence of long-range correlations. To analyze our data we introduce a rescaled variant of the usual Detrended Fluctuation Analysis that allows us to obtain the Hurst exponent through a one-parameter fitting. We also compute a time-dependent Hurst exponent H(t) using three-year moving tim...

In the present work, we investigate the fractal dimensions of 30 important stock markets from 2006 to 2013; the analysis indicates that the Hurst exponent of emerging markets shifts significantly away from the standard Brownian motion. We propose a model based on the Hurst exponent to explore the considerable profits from the predictable long-term memory. We take the transaction cost into accou...

The article emphasizes clinical and prognostic significance of non-linear measures of the heart rate variability, applied on the group of patients with coronary heart disease (CHD) and age-matched healthy control group. Three different methods were applied: Hurst exponent (H), Detrended Fluctuation Analysis (DFA) and approximate entropy (ApEn). Hurst exponent of the R-R series was determined by...

Long range dependence induced by heavy tails is a widely reported feature of internet traffic. Long range dependence can be defined as the regular variation of the variance of the integrated process, and half the index of regular variation is then refered to as the Hurst index. The infinite source Poisson process (a particular case of which is the M/G/∞ queue) is a simple and popular model with...