A non-parametric test for self-similarity and stationarity in network traffic

Abstract

We develop a non-parametric statistical test for self-similarity based on the crossing tree and use simulation experiments to test its performance. It is applied to a number of packet traces both to determine the range of scales over which they appear self-similar and to detect temporal changes in the mean packet arrival rate and/or scaling behaviour. © 2005 Springer-Verlag London Limited.