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http://dx.doi.org/10.5351/KJAS.2011.24.2.307

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)
Publication Information
The Korean Journal of Applied Statistics / v.24, no.2, 2011 , pp. 307-313 More about this Journal
Abstract
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.
Keywords
Traffic; long memory; Holt-Winters; FARIMA; AR-GARCH;
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