A Method of Cumulative Sums in the Problem of Detection of Traffic Changes in Computer Networks

摘要

The problem of fastest finding the moments when the exponential parameter of the Pareto distribution is changed is solved by applying the method of cumulative sums. Analytical expressions for basic characteristics of the method―the average time of delay of the determination of the change-point and the average time between two "incorrect determinations"―are derived. An algorithm of detection of variations in the traffic in a computer network is developed.