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• W2001069714 abstract "This paper describes a model for generating time series which exhibit the statistical phenomenon known as long-range dependence (LRD). A Markov Modulated Process based upon an infinite Markov chain is described. The work described is motivated by applications in telecommunications where LRD is a known property of time-series measured on the internet. The process can generate a time series exhibiting LRD with known parameters and is particularly suitable for modelling internet traffic since the time series is in terms of ones and zeros which can be interpreted as data packets and inter-packet gaps. The method is extremely simple computationally and analytically and could prove more tractable than other methods described in the literature" @default.
• W2001069714 created "2016-06-24" @default.
• W2001069714 creator A5043923459 @default.
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• W2001069714 date "2005-08-16" @default.
• W2001069714 modified "2023-10-06" @default.
• W2001069714 title "Markov chain-based method for generating long-range dependence" @default.
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• W2001069714 doi "https://doi.org/10.1103/physreve.72.026118" @default.
• W2001069714 hasPubMedId "https://pubmed.ncbi.nlm.nih.gov/16196655" @default.
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