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首页> 外文期刊>Journal of Theoretical and Applied Information Technology >SARIMA-EGARCH MODEL TO REDUCE HETEROSCEDASTICITY EFFECTS IN NETWORK TRAFFIC FORECASTING
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SARIMA-EGARCH MODEL TO REDUCE HETEROSCEDASTICITY EFFECTS IN NETWORK TRAFFIC FORECASTING

机译:减少网络流量预测中的非稳态影响的SARIMA-EGARCH模型

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摘要

Difference needs in bandwidth allocations have not been accommodated by static bandwidth allocations that leads to ineffective bandwidth use. There are several previous researches about bandwidth allocations which have been conducted, such as the use of Seasonal Autoregressive Integrated Moving Average (SARIMA) method. However, SARIMA method is not able to overcome various kinds of error problems or heteroscedasticity. Therefore, this research proposes the application of SARIMA-EGARCH (Exponential Generalized Autoregressive Conditional Heteroscedastic) method to generate the more accurate model that is able to overcome heteroscedasticity on the needs of bandwidth forecasting. In addition, this research compares the result of SARIMA to SARIMA-EGARCH examinations. It shows that SARIMA (1,0,1) (3,1,1)7 has 11,38% Mean Absolute Percentage Error (MAPE) and SARIMA-EGARCH (1,0,1)(3,1,1)7(1,1) has only 9,20%. The comparison shows that applying EGARCH increase the accuracy to 19,15%.
机译:静态带宽分配无法满足带宽分配中的差异需求,从而导致无效的带宽使用。先前已经进行了一些有关带宽分配的研究,例如使用季节性自回归综合移动平均值(SARIMA)方法。但是,SARIMA方法无法克服各种错误问题或异方差性。因此,本研究提出了利用SARIMA-EGARCH(指数广义自回归条件异方差)方法来生成更精确的模型,该模型能够克服带宽预测需求上的异方差问题。此外,本研究将SARIMA的结果与SARIMA-EGARCH的检查结果进行了比较。它显示SARIMA(1,0,1)(3,1,1)7具有11.38%的平均绝对百分比误差(MAPE)和SARIMA-EGARCH(1,0,1)(3,1,1)7 (1,1)只有9,20%。比较表明,应用EGARCH可以将准确度提高到19,15%。

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