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Volumn 5, Issue , 2008, Pages 83-87

A time-varying FARIMA model for internet traffic

Author keywords

[No Author keywords available]

Indexed keywords

INTERNET; SIGNAL PROCESSING; TIME SERIES ANALYSIS; TIME VARYING SYSTEMS;

EID: 51849127355     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CISP.2008.719     Document Type: Conference Paper
Times cited : (6)

References (14)
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    • (1995) SIGCOMM Comput. Commun. Rev , vol.25 , Issue.4 , pp. 114-125
    • Chang, H.1    Devetsikiotis, M.2    Lambadaris, I.3    Kaye, A.R.4
  • 2
    • 0029253909 scopus 로고
    • Long-Range Dependence in Variable-Bit-Rate Video Traffic
    • J. Eran, R. Sherman, M. S. Taqqu, and W. Willinger. Long-Range Dependence in Variable-Bit-Rate Video Traffic. IEEE Trans. Commun, 43:1566-1579, 1995.
    • (1995) IEEE Trans. Commun , vol.43 , pp. 1566-1579
    • Eran, J.1    Sherman, R.2    Taqqu, M.S.3    Willinger, W.4
  • 3
    • 85029864069 scopus 로고
    • Analysis, Modeling and Generation of Self-Similar VBR Video Traffic
    • M. W. Garrett and W. Willinger. Analysis, Modeling and Generation of Self-Similar VBR Video Traffic. ACM SIC-COMM Computer Communication, 24(4):269-280, 1994.
    • (1994) ACM SIC-COMM Computer Communication , vol.24 , Issue.4 , pp. 269-280
    • Garrett, M.W.1    Willinger, W.2
  • 4
    • 84986792205 scopus 로고
    • An introduction to long-memory time series models and fractional differencing
    • C. W. J. Granger and R. Joyeux. An introduction to long-memory time series models and fractional differencing. J. Time Ser. Anal., 1(1): 15-29, 1980.
    • (1980) J. Time Ser. Anal , vol.1 , Issue.1 , pp. 15-29
    • Granger, C.W.J.1    Joyeux, R.2
  • 5
    • 77956890381 scopus 로고
    • Fractional differencing
    • R. J. Hosking. Fractional differencing. Biometrika, 68(1):165-176, 1981.
    • (1981) Biometrika , vol.68 , Issue.1 , pp. 165-176
    • Hosking, R.J.1
  • 6
    • 0028377540 scopus 로고
    • On the self-similar nature of Ethernet traffic (extended version)
    • W. E. Leland, M. S. Taqqu, W. Willinger, and D. V. Wilson. On the self-similar nature of Ethernet traffic (extended version). IEEE/ACM Trans. Netw., 2(1):1-15, 1994.
    • (1994) IEEE/ACM Trans. Netw , vol.2 , Issue.1 , pp. 1-15
    • Leland, W.E.1    Taqqu, M.S.2    Willinger, W.3    Wilson, D.V.4
  • 7
    • 0003081894 scopus 로고
    • Fractional time series modelling
    • W. K. Li and A. I. McLeod. Fractional time series modelling. Biometrika, 73(1):217-221, 1986.
    • (1986) Biometrika , vol.73 , Issue.1 , pp. 217-221
    • Li, W.K.1    McLeod, A.I.2
  • 10
    • 14644415873 scopus 로고    scopus 로고
    • Asymptotic self-similarity and wavelet estimation for long-range dependent fractional autoregressive integrated moving average time series with stable innovations
    • S. Stoev and M. S. Taqqu. Asymptotic self-similarity and wavelet estimation for long-range dependent fractional autoregressive integrated moving average time series with stable innovations. J. Time Ser. Anal., 26(2):211-249, 2005.
    • (2005) J. Time Ser. Anal , vol.26 , Issue.2 , pp. 211-249
    • Stoev, S.1    Taqqu, M.S.2
  • 11
    • 17644410745 scopus 로고    scopus 로고
    • On the wavelet spectrum diagnostic for hurst parameter estimation in the analysis of internet traffic
    • S. Stoev, M. S. Taqqu, C. Park, and J. S. Marron. On the wavelet spectrum diagnostic for hurst parameter estimation in the analysis of internet traffic. Comput. Networks, 48(3):423-445, 2005.
    • (2005) Comput. Networks , vol.48 , Issue.3 , pp. 423-445
    • Stoev, S.1    Taqqu, M.S.2    Park, C.3    Marron, J.S.4
  • 13
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    • Fractional Brownian motion and long-range dependence
    • Birkhäuser Boston, Boston, MA
    • M. S. Taqqu. Fractional Brownian motion and long-range dependence. In Theory and applications of long-range dependence, pages 5-38. Birkhäuser Boston, Boston, MA, 2003.
    • (2003) Theory and applications of long-range dependence , pp. 5-38
    • Taqqu, M.S.1
  • 14
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    • Robustness of Whittle-type estimators for time series with long-range dependence
    • Heavy tails and highly volatile phenomena
    • M. S. Taqqu und V. Teverovsky. Robustness of Whittle-type estimators for time series with long-range dependence. Comm. Statist. Stochastic Models, 13(4):723-757, 1997. Heavy tails and highly volatile phenomena.
    • (1997) Comm. Statist. Stochastic Models , vol.13 , Issue.4 , pp. 723-757
    • Taqqu, M.S.1    Teverovsky, V.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.