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http://dx.doi.org/10.5351/CKSS.2011.18.4.517

A Comparative Study of a Robust Estimate Method for Abnormal Traffic Detection  

Jung, Jae-Yoon (Department of Statistics, Chung-Ang University)
Kim, Sahm (Department of Statistics, Chung-Ang University)
Publication Information
Communications for Statistical Applications and Methods / v.18, no.4, 2011 , pp. 517-525 More about this Journal
Abstract
This paper shows the performance evaluation of a robust estimator based on the GARCH model. We first introduce the method of a robust estimate in the GARCH model and the method of an outlier detection in the GARCH model. The results of the real internet traffic data show the out-performance of the robust estimator over the outlier detection method in the GARCH model. In addition, the method of the robust estimate is less complex than the method of the outlier detection method in the GARCH model.
Keywords
Robust estimation; outlier detection; traffic data; GARCH model;
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Times Cited By KSCI : 1  (Citation Analysis)
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