Simulation of Fractional Brownian Motion and Estimation of Hurst Parameter
Anatolii O. Pashko, Olga Syniavska, Tetiana Oleshko · 2020 IEEE 15th International Conference on Advanced Trends in Radioelectronics, Telecommunications and Computer Engineering (TCSET) · 2020
Network traffic of modern telecommunication networks has the properties of self-similarity. Models of self-similar traffic and the process of telecommunication networks loading are based on modeling methods for fractional Brownian motion (FBM). Self-similarity of fractional Brownian motion is characterized by the Hurst index. The article discusses the method of modeling FBM and methods for estimating the Hurst index. Estimates of the Hurst index are used to assess the quality of the resulting models.