Performance Analysis of Control Charts Techniques Applied to IP Traffic Forecasts

Abstract

Research advances in network traffic forecasting are continually emerging in the literature. Although the progress in this field, the quality control of traffic forecasts is commonly neglected in previous works. In this paper we analyze the performance of CuSum, Shewhart, and EWMA control charts applied to the residuals of forecasting models fitted to selected traffic samples obtained from real IP networks. Based on numerical and graphical analyses, we verify that CuSum and Shewhart control charts perform worse than EWMA, since they report false alarms for several forecasting processes considered under control. Differently, the EWMA control chart shows efficacy to monitor the different types of studied forecast residuals. Finally, we present a sensitive analysis of the EWMA model with respect to the lambda parameter in order to evaluate its flexibility on different traffic scenarios.