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Estimation of Hurst parameter by variance-time plots

Related research showed that traditional mathematical models have failed to simulate the traffic on the information highway. In contrast to traditional models, the traffic is self-similar or fractal inherently. The Hurst parameter is one very important parameter used to capture this behavior. Tianjin University is currently collaborating with University of Ottawa in the research of self-similarity. This paper summarizes the work done using variance-time plots to estimate the Hurst parameter of real network traffic. Apart from the ordinary conclusion that the network traffic is self-similar, we also made some interesting observations of the multi-fractal behaviour and the value of the Hurst parameter when the traffic is merged. We noted that variance-time plots are not reliable for empirical records with small sample sizes.