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
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;
Conference_Titel :
Communication Technology Proceedings, 2000. WCC - ICCT 2000. International Conference on
Conference_Location :
Beijing
Print_ISBN :
0-7803-6394-9
DOI :
10.1109/ICCT.2000.889171