基于多尺度小波变换和混合时间序列模型的网络流量预测

Tan Hongjian, Yang Yahui
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引用次数: 1

摘要

针对网络流量数据长时间相关的特点,提出了一种基于多尺度小波变换、ARMA模型和ARFIMA模型的混合模型。通过Mallat算法将原始数据转换为四层数据,在近似层数据中应用ARMA模型预测未来趋势,在详细层数据中应用ARFIMA模型预测未来波动率,然后将其重构为预测网络数据。利用高校网络系统采集的数据,对混合模型进行了仿真实验。实验结果表明,混合ARMA模型和ARFIMA模型在预测网络流量方面具有较高的精度,在网络管理和优化方面具有实用价值。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Network traffic prediction based on multi-scale wavelet transform and mixed time series model
Focusing on the character of long time correlation of network traffic data, a hybrid model based on multi-scale wavelet transform, ARMA model and ARFIMA model is proposed. The original data are transferred into four layers data by Mallat algorithm, and ARMA models apply in approximate layers data to predict the future trend, and ARFIMA model apply in detail layers data to predict the future volatility, then we reconstruct them into predicted the network data. The simulation experiment on the hybrid model is conduced by using the data collected from the university network system. The experiment result shows that the hybrid ARMA model and ARFIMA model has higher accuracy on predication the network traffic and is practical on network management and optimization.
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