Adaptive Estimation of Parameters of a Gaussian Multifractal Model of Network Traffic in the Wavelet Domain

Abstract

In this paper, an algorithm for adaptive estimation of a multifractal model parameters is proposed considering the Haar wavelet transform. The multifractal model is intended to describe real network traffic traces and it is based on a multiplicative cascade in the Wavelet domain, where it is assumed that the multipliers and other parameters of the model are Gaussian. Simulations are carried out to evaluate the performance of the Gaussian Wavelet Domain Model in capturing characteristics of real traffic traces with the application of the proposed parameter estimation algorithm in comparison to other models known in the literature.