Browse > Article
http://dx.doi.org/10.5351/CKSS.2012.19.3.415

A Study on Performance Analysis of Short Term Internet Traffic Forecasting Models  

Ha, M.H. (Department of Applied Statistics, Chung-Ang University)
Son, H.G. (Department of Applied Statistics, Chung-Ang University)
Kim, S. (Department of Applied Statistics, Chung-Ang University)
Publication Information
Communications for Statistical Applications and Methods / v.19, no.3, 2012 , pp. 415-422 More about this Journal
Abstract
In this paper, we first the compare the performance of Holt-Winters, FSARIMA, AR-GARCH and Seasonal AR-GARCH models with in the short term based data. The results of the compared data show that the Holt-Winters model outperformed other models in terms of forecasting accuracy.
Keywords
Internet traffic; AR-GARCH; Fractional Seasonal ARIMA; Seasonal AR-GARCH; Holt-Winters;
Citations & Related Records
Times Cited By KSCI : 1  (Citation Analysis)
연도 인용수 순위
1 Liu, J., Shu, Y., Zhang, L. and Xue, F. (1999). Traffic modeling based on FARIMA models, IEEE Can. Conf. on Electrical and Computer Engineering, 162-167.
2 Shu, Y., Yu, M., Yang, O., Liu, J. and Feng, H. (2005). Wireless traffic modeling and prediction using seasonal ARIMA models, IEICE-transactions on Communications, 10, 3992-3999.
3 Tikunov, D. and Nishimura, T. (2007). Traffic Prediction for Mobile Network using Holt-Winter's Exponential Smoothing, Telecommunications and Computer Networks, 15th International Conference, 1-5.
4 Winters, P. R. (1960). Forecasting sales by exponentially weighted moving averages, Management Science, 6, 324-342.   DOI   ScienceOn
5 Basu, A., Mukherjee, A. and Klivansky, S. (1996). Time series models for internet traffic, In Proceedings IEEE IEEE INFOCOM 96, Fifteenth Annual Conference of the IEEE Computer Societies, 4, 24-28.
6 Dingde, J. and Guangmin, H. (2009). GARCH model-based large-scale IP traffic matrix estimation, Communications Letters, IEEE, 13, 52-54.
7 Engle, R. F. (1982) Autoregressive conditional heteroskedasticity with estimates of the variance of U. K. Inflation, Econometrica, 50, 987-1008.   DOI   ScienceOn
8 Kim, S. (2007). Time series models for performance evaluation of network traffic forecasting, The Korea Journal of Applied Statistics, 20, 219-227.   DOI   ScienceOn
9 Kim, S. (2011). Forecasting internet traffic by using seasonal GARCH models, Journal of Communications and Network, 13, .