通信学报Issue(3)：23-31,9.DOI:10.3969/j.issn.1000-436x.2013.03.004
基于FARIMA-GARCH模型的网络业务预测算法
Network traffic prediction based on FARIMA-GARCH model
摘要
Abstract
The volatility and self-similarity features of network traffic poses great challenge to network traffic prediction. For this purpose, a novel network traffic prediction scheme based on FARIMA-GARCH model was formulated. A novel method was used to get a zero-mean traffic series by a piecewise two-way CUSUM detection algorithm. Then the fraction difference order was evaluated with precision by the presented bounded search method. After obtaining the model param-eters, the prediction algorithm was conducted by using FARIMA-GARCH model. Compared with the traditional method, the limited search method reduces the evaluated error despite a slight computational cost. Then simulation was carried out to verify the accuracy of proposed algorithm with real network traffic. The proposed prediction method keeps the same time complexity with the FARIMA model prediction method, and the simulation result shows that the root mean-square error and relative root mean-square error, which closely resemble the RBF prediction method, is less than FARIMA mod-el prediction method. And the interval estimation and volatility prediction performance is excellent.关键词
FARIMA/GARCH/CUSUM/流量预测Key words
FARIMA/GARCH/CUSUM/traffic prediction分类
信息技术与安全科学引用本文复制引用
杨双懋,郭伟,唐伟..基于FARIMA-GARCH模型的网络业务预测算法[J].通信学报,2013,(3):23-31,9.基金项目
国家自然科学基金资助项目(61271168,61001085) （61271168,61001085）
国家科技重大专项基金资助项目(2010ZX03005-002) （2010ZX03005-002）
国家重点基础研究发展计划(“973”计划)基金资助项目(2009CB320405) （“973”计划）
