• DocumentCode
    1738960
  • Title

    ARIMA model´s superiority over f-ARIMA model

  • Author

    Takahashi, Yoshiyasu ; Aida, Hitoshi ; Saito, Tadao

  • Author_Institution
    Dept. of Inf. & Commun. Eng., Tokyo Univ., Japan
  • Volume
    1
  • fYear
    2000
  • fDate
    2000
  • Firstpage
    66
  • Abstract
    We make it clear that the SRD model is better than the LRD model with time-scale resolution over 60 seconds. The conclusion was derived in the following way. We used the real traffic data observed at our university´s router, which is the gateway to the Internet for approximately 1000 machines. Then we made the SRD and LRD models for the traffic data with various time-scale resolutions. In modeling we used the ARIMA and f-ARIMA model, which are well-used models in many papers. To compare the SRD and MRD models, we used the AIC (Akaike´s information criterion). The conclusion above derives the suggestion that it will be better not to use the f-ARIMA model in rough traffic simulations, which is opposite to the ideas believed widely
  • Keywords
    Internet; autoregressive moving average processes; telecommunication traffic; AIC; ARIMA model; Akaike information criterion; Internet router; LRD model; SRD model; f-ARIMA model; rough traffic simulations; time-scale resolutions; traffic data; Internet; Maximum likelihood estimation; Parameter estimation; Telecommunication traffic; Traffic control;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Communication Technology Proceedings, 2000. WCC - ICCT 2000. International Conference on
  • Conference_Location
    Beijing
  • Print_ISBN
    0-7803-6394-9
  • Type

    conf

  • DOI
    10.1109/ICCT.2000.889171
  • Filename
    889171