A long-range dependent model for Internet traffic with power transformation

摘要

Internet traffic has been shown to have long-range dependence, and is often modeled by using the fractional Gaussian noise model. The fractional Gaussian noise model can capture the autocorrelation of a real trace, but cannot fit the marginal distribution when the trace has a non-Gaussian marginal distribution. In this letter, we use the inverted Box-Cox transformation to establish a long-range dependent Internet traffic model that can simultaneously capture both the long-range dependence parameter and the marginal distribution of a real trace.