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In computer networks, self-similarity is a feature of network data transfer dynamics. When modeling network data dynamics the traditional time series models, such as an autoregressive moving average model (ARMA(p, q)), are not appropriate. This is because these models only provide a finite number of parameters in the model and thus interaction in a finite time window, but the network data usually have a long-range dependent temporal structure. A self-similar process is one way of modeling network data dynamics with such a long range correlation. This article defines and describes network data transfer dynamics in the context of a self-similar process. Properties of the process are shown and methods are given for graphing and estimating parameters modeling the self-similarity of network data. == Definition == Suppose be a weakly stationary (2nd-order stationary) process with mean , variance , and autocorrelation function . Assume that the autocorrelation function has the form as , where and is a slowly varying function at infinity, that is for all . For example, and are slowly varying functions. Let , where , denote an aggregated point series over non-overlapping blocks of size , for each is a positive integer. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Self-Similarity of Network Data Analysis」の詳細全文を読む スポンサード リンク
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