We present a time-varying fractional autoregressive integrated moving average model and the methodology to fit this model to a non-stationary time series with local stationarity. Our experiments illustrate that the proposed model is able to capture the non-stationarity of traffic with time-varying parameters. An application to Internet traffic data is presented.
A Time-Varying FARIMA Model for Internet Traffic
2008 Congress on Image and Signal Processing ; 5 ; 83-87
2008-05-01
345927 byte
Aufsatz (Konferenz)
Elektronische Ressource
Englisch
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