This article explores the required amount of time series points from a high-speed traffic network to accurately estimate the Hurst exponent. The methodology consists in designing an experiment using estimators that are applied to time series, followed by addressing the minimum amount of points required to obtain accurate estimates of the Hurst exponent in real-time. The methodology addresses the exhaustive analysis of the Hurst exponent considering bias behavior, standard deviation, mean square error, and convergence using fractional gaussian noise signals with stationary increases. Our results show that the Whittle estimator successfully estimates the Hurst exponent in series with few points. Based on the results obtained, a minimum length for the time series is empirically proposed. Finally, to validate the results, the methodology is applied to real traffic captures in a high-speed network based on the IEEE 802.3ab standard.
翻译:本文探讨高速交通网络所需的时间序列点数,以准确估计赫斯特指数。 方法包括使用适用于时间序列的测算器设计实验,然后处理实时获得赫斯特指数准确估计所需的最低点数。 方法涉及对赫斯特指数的详尽分析,其中考虑到偏差行为、标准偏差、平均平方差,以及使用带有固定增加的微小的加西西语噪声信号的趋同。 我们的结果表明,惠特特尔测算器成功估计赫斯特指数为少数点数的序列数。 根据所获得的结果,对时间序列的最小长度进行了实证性提议。 最后,为了验证结果,该方法适用于以IEE 802.3ab标准为基础的高速网络的实际交通捕捉获。