Variable bit rate (VBR) Moving Picture Experts Group (MPEG) coded full-motion video traffic is modeled by a nonlinear time-series process. The threshold autoregressive (TAR) process is of particular interest. The TAR model is comprised of a set of autoregressive (AR) processes that are switched between amplitude sub-regions. To model the dynamics of the switching between the sub-regions a selection of amplitude dependent thresholds and a delay value is required. To this end, an efficient and accurate TAR model construction algorithm is developed to model VBR MPEG-coded video traffic. The TAR model is shown to accurately represent statistical characteristics of the actual full-motion video trace. Furthermore, in simulations for the bit-loss rate actual and TAR traces show good agreement.
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