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Article #707Re: Help - A TIME SERIES question
From: Julian Visch
Date: Fri, 20 Nov 1992 00:42
Date: Fri, 20 Nov 1992 00:42
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2169 bytes
In article <37667@uflorida.cis.ufl.edu>, brv@reef.cis.ufl.edu (Balaji Venkatraman) writes: |> Hi, |> |> I am a graduate student in computer science with not much back ground |> in statistics, specifically TIME SERIES analysis. |> |> As part of my work, i am trying to analyze the behavior of computer |> network traffic on the campus backbone. |> Each record in the data set consists of (among others): |> 1. Packet arrival time |> 2. Packet size |> 3. Packet type. |> |> I would like to fit a model to the data set so that i can predict: |> 1. Arrival of packets on the network |> 2. Packet size |> |> Another important point (in my view) is to be able to characterize the |> "Bursty" nature of traffic. |> |> I have done considerable measurements and analysis on the traffic from |> a networks viewpoint (and published it) and i would like to back it up |> with a "good" time series model. |> |> I would appreciate any help and guidance on this problem. If anyone else |> is working on a similar problem, maybe we could continue this discussion |> (offline). |> Please post your replies or send me E-mail. |> |> Thanks in advance. |> |> Balaji R. Venkatraman Internet: brv@cis.ufl.edu |> Computer and Information Sciences Phone : (904) 392-1491, 392-1200 (office) |> University of Florida (904) 372-3135 (home) |> Gainesville, FL 32611. Fax : (904) 392-1220 |> If you trying to fit an A.R.I.M.A model There is a book by Christopher Chatfield called "The analysis of time series : an introduction" which I found quite useful Otherwise you might try reading books on queueing theory.
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arc1-ca.pugleaf.net!sparky!uunet!zaphod.mps.ohio-state.edu!darwin.sura.net!wupost!waikato.ac.nz!canterbury.ac.nz!math!jsvReferences:
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Path: arc1-ca.pugleaf.net!sparky!uunet!zaphod.mps.ohio-state.edu!darwin.sura.net!wupost!waikato.ac.nz!canterbury.ac.nz!math!jsv Newsgroups: sci.math.stat Subject: Re: Help - A TIME SERIES question Message-ID: <BxzoMy.7Iz@cantua.canterbury.ac.nz> From: jsv@math.canterbury.ac.nz (Julian Visch) Date: Fri, 20 Nov 1992 00:42:34 GMT References: <37667@uflorida.cis.ufl.edu> Organization: Department of Mathematics, University of Canterbury Nntp-Posting-Host: sss330.canterbury.ac.nz Lines: 43