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Article #707

Re: Help - A TIME SERIES question

#707
From: Julian Visch
Date: Fri, 20 Nov 1992 00:42
43 lines
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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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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>
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