응용통계연구 (The Korean Journal of Applied Statistics)

  • 제24권2호
  • /
  • Pages.307-313
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  • 2011
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  • 1225-066X(pISSN)
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  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
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인터넷 트래픽 예측 모형 성능 분석 연구

Performance Analysis of Internet Traffic Forecasting Model

  • Kim, S. (Department of Statistics, Chung-Ang University) ;
  • Ha, M.H. (Department of Statistics, Chung-Ang University) ;
  • Jung, J.Y. (Department of Statistics, Chung-Ang University)
  • 투고 : 20110100
  • 심사 : 20110200
  • 발행 : 2011.04.30
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초록

본 연구에서는 인터넷 트래픽 자료를 예측하는데 사용되는 Holt-Winters, FARIMA, AR-GARCH 모형을 트래픽 예측에 적용하여 각 모형을 성능을 비교하고자 한다. 각 시계열 모형에 대해 소개하고, 트래픽 자료의 특성인 장기기억 특성을 설명하는데 적합한 모형을 알아보기 위해 실제 트래픽 자료에 적용하여 예측 성능을 비교하였다.

In this paper, we compare performance of three models. The Holt-Winters, FARIMA and ARGARCH models, are used in predicting internet traffic data for analysis of traffic characteristics. We first introduce the time series models and apply them to real traffic data to forecast. Finally, we examine which model is the most suitable for explaining the long memory, the characteristics of the traffic material, and compare the respective prediction performance of the models.

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참고문헌

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