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2 total messages Started by Balaji Venkatraman Thu, 19 Nov 1992 16:25
Help - A TIME SERIES question
#700
Author: Balaji Venkatraman
Date: Thu, 19 Nov 1992 16:25
34 lines
1650 bytes
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
Re: Help - A TIME SERIES question
#707
Author: Julian Visch
Date: Fri, 20 Nov 1992 00:42
43 lines
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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