Fast optimization method: an on-line hurst parameter estimator

• Main Authors: Idris, Mohd. Yazid, Abdullah, Abdul Hanan, Maarof, Mohd. Aizaini
• Format: Conference or Workshop Item
• Published: 2007
• Subjects: QA75 Electronic computers. Computer science
• Online Access: http://eprints.utm.my/id/eprint/13977/
• Institution: Universiti Teknologi Malaysia

An extended version of optimization method (OM) for on-line Hurst estimation is presented named as fast optimization method (FOM). The on-line Hurst estimator is crucial to characterize self-similar feature on stochastic process and widely applied in various fields such as in network traffic analysi...