Self-similar traffic generation using a fractional ARIMA model. Application to the VBR MPEG video traffic

2002 ◽  
Author(s):  
L.J. De la Cruz ◽  
E. Pallares ◽  
J.J. Alins ◽  
J. Mata
Keyword(s):  
Arima Model ◽  
Video Traffic ◽  
Model Application ◽  
Fractional Arima ◽  
Traffic Generation ◽  
Self Similar

scholarly journals A seasonal fractional ARIMA Model applied to the Nile River monthly flows at Aswan

2000 ◽  
Vol 36 (5) ◽  
pp. 1249-1259 ◽  
Author(s):  
Alberto Montanari ◽  
Renzo Rosso ◽  
Murad S. Taqqu
Keyword(s):  
Arima Model ◽  
Nile River ◽  
Fractional Arima

scholarly journals Trend assessment: applications for hydrology and climate research

2005 ◽  
Vol 12 (2) ◽  
pp. 201-210 ◽  
Author(s):  
M. Kallache ◽  
H. W. Rust ◽  
J. Kropp
Keyword(s):  
Wavelet Analysis ◽  
Large Scale ◽  
Large Time ◽  
Arima Model ◽  
Trend Component ◽  
Deterministic Trend ◽  
Run Off ◽  
Fractional Arima ◽  
Trend Assessment

Abstract. The assessment of trends in climatology and hydrology still is a matter of debate. Capturing typical properties of time series, like trends, is highly relevant for the discussion of potential impacts of global warming or flood occurrences. It provides indicators for the separation of anthropogenic signals and natural forcing factors by distinguishing between deterministic trends and stochastic variability. In this contribution river run-off data from gauges in Southern Germany are analysed regarding their trend behaviour by combining a deterministic trend component and a stochastic model part in a semi-parametric approach. In this way the trade-off between trend and autocorrelation structure can be considered explicitly. A test for a significant trend is introduced via three steps: First, a stochastic fractional ARIMA model, which is able to reproduce short-term as well as long-term correlations, is fitted to the empirical data. In a second step, wavelet analysis is used to separate the variability of small and large time-scales assuming that the trend component is part of the latter. Finally, a comparison of the overall variability to that restricted to small scales results in a test for a trend. The extraction of the large-scale behaviour by wavelet analysis provides a clue concerning the shape of the trend.

Modelling H.264/AVC VBR video traffic: comparison of a Markov and a self-similar source model

2008 ◽  
Vol 39 (2) ◽  
pp. 91-102 ◽  
Author(s):  
Z. Avramova ◽  
D. De Vleeschauwer ◽  
K. Laevens ◽  
S. Wittevrongel ◽  
H. Bruneel
Keyword(s):  
Source Model ◽  
Video Traffic ◽  
Vbr Video ◽  
Self Similar

Fitting a fractional ARIMA model to time series data

1996 ◽  
Vol 17 (3) ◽  
pp. 467-483 ◽  
Author(s):  
Sat N. Gupta ◽  
Joel Goldstein ◽  
Chang Yu
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Arima Model ◽  
Series Data ◽  
Fractional Arima
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