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Simulation Technologies in Networking and Communications
book

Simulation Technologies in Networking and Communications

by Al-Sakib Khan Pathan, Muhammad Mostafa Monowar, Shafiullah Khan
October 2014
Intermediate to advanced content levelIntermediate to advanced
648 pages
25h 35m
English
CRC Press
Content preview from Simulation Technologies in Networking and Communications
98 Simulation Technologies in Networking and Communications
4.3.1 r/s sTaTisTiC: DefiniTion anD algoriThms
The rescaled adjusted range, range over standard deviation, or simply R/S statistic is one of the old-
est methods for estimating the Hurst-index, H, in long-memory and self-similar time series [23–27].
It was initially developed by E. Hurst while studying nonstandard behavior in the Nile River. The
range in (τ
i
,τ
i
+ n) is dened for a process Y(t) according to the following relation:
Rn Wn Wn
i
un
i
un
i
(,):
max
,
min
††
,,
τττ=
()
()
()
()
≤≤ ≤≤00
(4.18)
where
WnYuYuEn
ii ii
(,)( )()(,).
ττ
ττ
=+−−
E(τ
i
,n) denotes the sample mean with index τ
i
in the inter ...
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Publisher Resources

ISBN: 9781482225495