Geração de séries temporais auto-similares Gaussianas por meio do mapa de variâncias da DWT e da DWPT (Generation of Self-Similar Gaussian Time Series by Means of the DWT and DWPT Variance Maps)

Isabelle Reis Lund (, José Roberto de Almeida Amazonas (

Escola Politécnica da Universidade de São Paulo
This paper appears in: Revista IEEE América Latina

Publication Date: Sept. 2010
Volume: 8,   Issue: 5 
ISSN: 1548-0992

Due to the several kinds of services that use the Internet and data networks infra-structures, the present networks are characterized by the diversity of types of traffic that have statistical properties as complex temporal correlation and nongaussian distribution. The networks complex temporal correlation may be characterized by the Short Range Dependence - (SRD) and the Long Range Dependence - (LRD). Models as the fGN (Fractional Gaussian Noise) may capture the LRD but not the SRD. This work presents two methods for traffic generation that synthesize approximate realizations of the self-similar fGN with SRD random process. The first one employs the IDWT (Inverse Discrete Wavelet Transform) and the second the IDWPT (Inverse Discrete Wavelet Packet Transform). It has been developed the variance map concept that allows to associate the LRD and SRD behaviors directly to the wavelet transform coefficients. The developed methods are extremely flexible and allow the generation of Gaussian time series with complex statistical behaviors.

Index Terms:
Self-similarity, long range dependence (LRD), short range dependence (SRD), traffic, wavelets, variance, wavelet packet.   

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