DocumentCode
2160007
Title
A Time-Varying FARIMA Model for Internet Traffic
Author
Song, Li ; Bondon, Pascal ; Cao, Yang ; Cheng, Qi
Volume
5
fYear
2008
fDate
27-30 May 2008
Firstpage
83
Lastpage
87
Abstract
We present a time-varying fractional autoregressive integrated moving average model and the methodology to fit this model to a non-stationary time series with local stationarity. Our experiments illustrate that the proposed model is able to capture the non-stationarity of traffic with time-varying parameters. An application to Internet traffic data is presented.
Keywords
Application software; Bonding; Computer science; Internet; Probability; Signal processing; Statistics; Telecommunication traffic; Traffic control; Yttrium; Time-varying FARIMA; long-range dependence; self-similarity; traffic modeling;
fLanguage
English
Publisher
ieee
Conference_Titel
Image and Signal Processing, 2008. CISP '08. Congress on
Conference_Location
Sanya, China
Print_ISBN
978-0-7695-3119-9
Type
conf
DOI
10.1109/CISP.2008.719
Filename
4566791
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