• Title/Summary/Keyword: adjusted Holt-Winters

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A Study on Internet Traffic Forecasting by Combined Forecasts (결합예측 방법을 이용한 인터넷 트래픽 수요 예측 연구)

  • Kim, Sahm
    • The Korean Journal of Applied Statistics
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    • v.28 no.6
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    • pp.1235-1243
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    • 2015
  • 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.