Time series generation based on a self-similar random process

Автор: Pilipenko E.V., Redkin Vl. A., Karakotov R.V.

Журнал: Форум молодых ученых @forum-nauka

Статья в выпуске: 11 (63), 2021 года.

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This research is aimed at studying the self-similar properties of the temporary radium based on a self-similar random process. In the course of the study, random processes with the Pareto and Weibull distribution were examined. Conclusions were made about the influence of the self-similarity of a random process on the self-similar properties of the time series built on its basis.

Time series, hurst exponent, pareto distribution, self-similar traffic

Короткий адрес: https://sciup.org/140288331

IDR: 140288331

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