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.


    Zugriff

    Zugriff prüfen

    Verfügbarkeit in meiner Bibliothek prüfen

    Bestellung bei Subito €


    Exportieren, teilen und zitieren



    Titel :

    A Time-Varying FARIMA Model for Internet Traffic


    Beteiligte:
    Song, Li (Autor:in) / Bondon, Pascal (Autor:in) / Cao, Yang (Autor:in) / Cheng, Qi (Autor:in)


    Erscheinungsdatum :

    2008-05-01


    Format / Umfang :

    345927 byte




    Medientyp :

    Aufsatz (Konferenz)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch



    Short-term traffic flow prediction using time-varying Vasicek model

    Rajabzadeh, Yalda / Rezaie, Amir Hossein / Amindavar, Hamidreza | Elsevier | 2016



    Latent space model for road networks to predict time-varying traffic

    DEMIRYUREK UGUR / DENG DINGXIONG / SHAHABI CYRUS et al. | Europäisches Patentamt | 2023

    Freier Zugriff

    LATENT SPACE MODEL FOR ROAD NETWORKS TO PREDICT TIME-VARYING TRAFFIC

    DEMIRYUREK UGUR / DENG DINGXIONG / SHAHABI CYRUS et al. | Europäisches Patentamt | 2019

    Freier Zugriff

    LATENT SPACE MODEL FOR ROAD NETWORKS TO PREDICT TIME-VARYING TRAFFIC

    DEMIRYUREK UGUR / DENG DINGXIONG / SHAHABI CYRUS et al. | Europäisches Patentamt | 2018

    Freier Zugriff