Name
Abstract | ||
|---|---|---|
Due to the relevance of self-similarity analysis in several research areas, there is an increased interest in methods to generate realizations of self-similar processes, namely in the ones capable of simulating long-range dependence. This article describes a new algorithm to approximate persistent fractional Brownian motions with a predefined Hurst parameter. The algorithm presents a computational complexity of O(n) and generates sequences with n (n& in; N) values with a small multiple of log2(n) variables. Because it operates in a sequential manner, the algorithm is suitable for simulations demanding real-time operation. A network traffic simulator is presented as one of its possible applications. |
Year | DOI | Venue |
|---|---|---|
2012 | 10.1145/2133390.2133395 | ACM Trans. Model. Comput. Simul. |
Keywords | Field | DocType |
real-time operation,predefined hurst parameter,fast synthesis,network traffic simulator,long-range dependence,increased interest,possible application,approximate persistent fractional brownian,research area,persistent fractional brownian motion,new algorithm,computational complexity,generic algorithm,fractional brownian motion,persistence,self similarity,hurst parameter,self similar process | Mathematical optimization,Computer science,Hurst exponent,Detrended fluctuation analysis,Brownian motion,Network traffic simulation,Small multiple,Self-similarity,Fractional Brownian motion,Computational complexity theory | Journal |
Volume | Issue | ISSN |
22 | 2 | 1049-3301 |
Citations | PageRank | References |
2 | 0.39 | 8 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Pedro R. M. Inácio | 1 | 172 | 12.35 |
| MÁRIO M. FREIRE | 2 | 432 | 43.94 |
| Manuela Pereira | 3 | 66 | 11.57 |
| Paulo P. Monteiro | 4 | 156 | 29.69 |