Tytuł:

Performance Comparison of Four New ARIMA-ANN Prediction Models on Internet Traffic Data, Journal of Telecommunications and Information Technology, 2015, nr 1

Autor:

Reddy, B. Eswara ; Babu, C. Narendra

Temat i słowa kluczowe:

Box-Jenkins method-ology ; ANN training ; ARIMA ; ANN ; hybrid ARIMA-ANN model ; Internet traffic forecasting

Opis:

Prediction of Internet traffic time series data (TSD) is a challenging research problem, owing to the complicated nature of TSD. In literature, many hybrids of auto-regressive integrated moving average (ARIMA) and artificial neural networks (ANN) models are devised for the TSD prediction. These hybrid models consider such TSD as a combination of linear and non-linear components, apply combination of ARIMA and ANN in some manner, to obtain the predictions. Out of the many available hybrid ARIMA-ANN models, this paper investigates as to which of them suits better for Internet traffic data. This suitability of hybrid ARIMA-ANN models is studied for both one-step ahead and multi-step ahead prediction cases. For the purpose of the study, Internet traffic data is sampled at every 30 and 60 minutes. Model performances are evaluated using the mean absolute error and mean square error measurement. For one-step ahead prediction, with a forecast horizon of 10 points and for three-step prediction, with a forecast horizon of 12 points, the moving average filter based hybrid ARIMA-ANN model gave better forecast accuracy than the other compared models.

Wydawca:

National Institute of Telecommunications

Data wydania:

2015, nr 1

Typ zasobu:

artykuł

Format:

application/pdf

Identyfikator zasobu:

ISSN 1509-4553, on-line: ISSN 1899-8852

DOI:

10.26636/jtit.2015.1.769

ISSN:

1509-4553

eISSN:

1899-8852

Źródło:

Journal of Telecommunications and Information Technology

Język:

ang

Prawa:

Biblioteka Naukowa Instytutu Łączności