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http://dx.doi.org/10.5351/KJAS.2015.28.6.1235

A Study on Internet Traffic Forecasting by Combined Forecasts  

Kim, Sahm (Department of Applied Statistics, Chung-Ang University)
Publication Information
The Korean Journal of Applied Statistics / v.28, no.6, 2015 , pp. 1235-1243 More about this Journal
Abstract
Increased data volume in the ICT area has increased the importance of forecasting accuracy for internet traffic. Forecasting results may have paper plans for traffic management and control. In this paper, we propose combined forecasts based on several time series models such as Seasonal ARIMA and Taylor's adjusted Holt-Winters and Fractional ARIMA(FARIMA). In combined forecasting methods, we use simple-combined method, MSE based method (Armstrong, 2001), Ordinary Least Squares (OLS) method and Equality Restricted Least Squares (ERLS) method. The results show that the Seasonal ARIMA model outperforms in 3 hours ahead forecasts and that combined forecasts outperform in longer periods.
Keywords
Fractional Seasonal ARIMA; adjusted Holt-Winters; internet traffic; combined forecasting;
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Times Cited By KSCI : 4  (Citation Analysis)
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