508 research outputs found

    Fast, Approximate Synthesis of Fractional Gaussian Noise for Generating Self-Similar Network Traffic

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    Recent network traffic studies argue that network arrival processes are much more faithfully modeled using statistically self-similar processes instead of traditional Poisson processes [LTWW94,PF95]. One difficulty in dealing with self-similar models is how to efficiently synthesize traces (sample paths) corresponding to self-similar traffic. We present a fast Fourier transform method for synthesizing approximate self-similar sample paths for one type of self-similar process, Fractional Gaussian Noise, and assess its performance and validity. We find that the method is as fast or faster than existing methods and appears to generate close approximations to true self-similar sample paths. We also discuss issues in using such synthesized sample paths for simulating network traffic, and how an approximation used by our method can dramatically speed up evaluation of Whittle's estimator for H, the Hurst parameter giving the strength of long-range dependence present in a self-similar time series.Comment: 14 page

    Evidence of crossover phenomena in wind speed data

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    In this report, a systematic analysis of hourly wind speed data obtained from three potential wind generation sites (in North Dakota) is analyzed. The power spectra of the data exhibited a power-law decay characteristic of 1/fα1/f^{\alpha} processes with possible long-range correlations. Conventional analysis using Hurst exponent estimators proved to be inconclusive. Subsequent analysis using detrended fluctuation analysis (DFA) revealed a crossover in the scaling exponent (α\alpha). At short time scales, a scaling exponent of α∼1.4\alpha \sim 1.4 indicated that the data resembled Brownian noise, whereas for larger time scales the data exhibited long range correlations (α∼0.7\alpha \sim 0.7). The scaling exponents obtained were similar across the three locations. Our findings suggest the possibility of multiple scaling exponents characteristic of multifractal signals
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