Fractional exponential model for fractal point processes

E. Moulines; R. Soulier

Fractional exponential model for fractal point processes

E. Moulines
, R. Soulier

Telecom Paris

Research output: Contribution to journal › Conference article › peer-review

1 Citation (Scopus)

Abstract

Markov-Modulated Poisson process has long been used to model arrivals at networks. Recent work has shown that such models may be inadequate because traffic on networks may exhibit self-similar (or fractal) behavior. The analysis of fractal point processes is thus of crucial importance. In this contribution, a novel analysis technique is presented, based on log-periodogram regression and fractional exponential models. A procedure, derived from the Mallows's C_p statistics is proposed to choose the regression order. Results are presented on both simulated and real data.

Original language	English
Pages (from-to)	1107-1111
Number of pages	5
Journal	Conference Record of the Asilomar Conference on Signals, Systems and Computers
Volume	2
Publication status	Published - 1 Jan 1998
Event	Proceedings of the 1997 31st Asilomar Conference on Signals, Systems & Computers. Part 1 (of 2) - Pacific Grove, CA, USA Duration: 2 Nov 1997 → 5 Nov 1997

Cite this

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title = "Fractional exponential model for fractal point processes",

abstract = "Markov-Modulated Poisson process has long been used to model arrivals at networks. Recent work has shown that such models may be inadequate because traffic on networks may exhibit self-similar (or fractal) behavior. The analysis of fractal point processes is thus of crucial importance. In this contribution, a novel analysis technique is presented, based on log-periodogram regression and fractional exponential models. A procedure, derived from the Mallows's Cp statistics is proposed to choose the regression order. Results are presented on both simulated and real data.",

author = "E. Moulines and R. Soulier",

year = "1998",

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language = "English",

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issn = "1058-6393",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

note = "Proceedings of the 1997 31st Asilomar Conference on Signals, Systems \& Computers. Part 1 (of 2) ; Conference date: 02-11-1997 Through 05-11-1997",

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T1 - Fractional exponential model for fractal point processes

AU - Moulines, E.

AU - Soulier, R.

PY - 1998/1/1

Y1 - 1998/1/1

N2 - Markov-Modulated Poisson process has long been used to model arrivals at networks. Recent work has shown that such models may be inadequate because traffic on networks may exhibit self-similar (or fractal) behavior. The analysis of fractal point processes is thus of crucial importance. In this contribution, a novel analysis technique is presented, based on log-periodogram regression and fractional exponential models. A procedure, derived from the Mallows's Cp statistics is proposed to choose the regression order. Results are presented on both simulated and real data.

AB - Markov-Modulated Poisson process has long been used to model arrivals at networks. Recent work has shown that such models may be inadequate because traffic on networks may exhibit self-similar (or fractal) behavior. The analysis of fractal point processes is thus of crucial importance. In this contribution, a novel analysis technique is presented, based on log-periodogram regression and fractional exponential models. A procedure, derived from the Mallows's Cp statistics is proposed to choose the regression order. Results are presented on both simulated and real data.

M3 - Conference article

AN - SCOPUS:0031649446

SN - 1058-6393

VL - 2

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EP - 1111

JO - Conference Record of the Asilomar Conference on Signals, Systems and Computers

JF - Conference Record of the Asilomar Conference on Signals, Systems and Computers

T2 - Proceedings of the 1997 31st Asilomar Conference on Signals, Systems & Computers. Part 1 (of 2)

Y2 - 2 November 1997 through 5 November 1997

ER -

Fractional exponential model for fractal point processes

Abstract

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