A sliding fractal autoregressive integrated moving average model based on time compensation: SFARIMA

作者：Yin An sheng^*; Zhang Shun yi

来源：Advances in Information Sciences and Service Sciences, 2012, 4(19): 11-17.

DOI：10.4156/AISS.vol4.issue19.2

• Anomaly detection
• Autoregressive integrated moving average models
• Data network
• f-ARIMA models
• FARIMA
• Network traffic
• Poisson model
• Real flow
• Self-similar
• Slide

The traditional Poisson model in the modern data networks have been ineffective and cannot reflect the real flow trend. However, since Hosking discovers the network traffic self-similarity, self-similar models have continued to emerge, this article improved FARIMA model based on time compensation. We put forward a sliding FARIMA model which fixes the time delay of FARIMA model and analyzed the model's application in the anomaly detection of network.

• 出版日期2012
• 单位南京邮电大学