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Abstract:
In this work, we tackle the problem of time-series modeling
posed by recent discoveries on variable bit rate video traffic and
Ethernet data traffic, and establish a wavelet model on the
time-series. Different from the existing methods which model the
time-series in the time domain, we model the wavelet coefficients
in the wavelet domain. The strength of the wavelet model includes
(1) a unified approach to model both the long-range and the
short-range dependence in the video and data traffic
simultaneously, (2) a computationally efficient method of
developing the model and generating high quality video traffic, and
(3) feasibility of performance analysis using the model. Analysis
and insights will be given to show why wavelets provide excellent
models for the time-series.
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