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Internet Traffic Forecasting Using Power Transformation Heteroscadastic Time Series Models
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 Title & Authors
Internet Traffic Forecasting Using Power Transformation Heteroscadastic Time Series Models
Ha, M.H.; Kim, S.;
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 Abstract
In this paper, we show the performance of the power transformation GARCH(PGARCH) model to analyze the internet traffic data. The long memory property which is the typical characteristic of internet traffic data can be explained by the PGARCH model rather than the linear GARCH model. Small simulation and the analysis of the real internet traffic show the out-performance of the PARCH MODEL over the linear GARCH one.
 Keywords
GRACH model;PGARCH model;internet traffic;long memory;
 Language
Korean
 Cited by
1.
Re-Transformation of Power Transformation for ARMA(p, q) Model - Simulation Study, Korean Journal of Applied Statistics, 2015, 28, 3, 511  crossref(new windwow)
2.
A Study on Internet Traffic Forecasting by Combined Forecasts, Korean Journal of Applied Statistics, 2015, 28, 6, 1235  crossref(new windwow)
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