ABSTRACT
The procedure and main result of a comparative study based on using an autoregressive model and an artificial intelligence technique applied to a Wimax traffic data series forecasting task are presented in this document. The time series forecasting methods being compared are: ANFIS model (Adaptive Network-based Fuzzy Inference Sys-tem) and ARIMA model (Auto-Regressive Integrated Moving Average).
This article aims to present significant data showing each technique performance under the criteria of mean square error sum and the required processing time.
As a result, in this study ARIMA models developed under RATS platforms are compared to the ANFIS models developed through MATLAB.
- Alzate, Marco Aurelio. Modelos de tráfico en análisis y control de redes de comunicaciones. En: Revista de ingeniería de la Universidad Distrital Francisco José de Caldas. Bogotá. Vol. 9, No. 1 (Junio 2004); p. 63--87.Google Scholar
- Box, G. E. P. y Jenkins, Gwilym M. Time series analysis: Forecasting and control. Revised Edition. Oakland, California: Editorial Holden-Day, 1976. Google ScholarDigital Library
- Brockwell, P. J. On continuous-time ARMA processes. En: Handbook of statistics. Elsevier, Amsterdam: Vol. 19, 2001. p. 249--276.Google Scholar
- Camerano Fuentes, Rafael. Teoría de colas. Bogota: Fondo de publicaciones Universidad Distrital Francisco José de Caldas, 1997.Google Scholar
- Correa Moreno, Emilia. Series de tiempo: conceptos básicos. Medellín: Universidad Nacional de Colombia, Facultad de Ciencias, Departamento de matemáticas, 2004.Google Scholar
- Couch, L. Digital and analog communication system. New Jersey: Prentice Hall, 2001. Google ScholarDigital Library
- Davis, R. A. Maximum likelihood estimation for MA(1) processes with a root on or near the unit circle. In: Econometric theory. Vol. 12, 1996. p. 1--29.Google Scholar
- Dethe, Chandrashekhar y WAKDE D. G. On the prediction of packet process in network traffic using FARIMA time series model. Department of Electronics, College of Engineering, India. 2003.Google Scholar
- Guerrero Guzman, Víctor Manuel. Análisis estadístico de series de tiempo económicas. Segunda edición. México: Editorial Thomson, 2003.Google Scholar
- Halang, Z. Li and Chen, G. Integration of fuzzy logic and chaos theory. Springer, 2006. Google ScholarDigital Library
- Jang, J.-S. ANFIS: Adaptive-network-based fuzzy inference systems. En: IEEE Transactions on systems, man, and cybernetics. Vol. 23, 1993.Google Scholar
- Jang, J.-S. and Mizutani, Sun E. Neuro-fuzzy and soft computing---A computational approach to learning and machine intelligence. Prentice Hall, 1997. Google ScholarDigital Library
- Makridakis, Spyros G.; Wheelwright, Steven C. y Hyndman, Rob J. Forecasting: methods and applications. Tercera edición. USA: Editorial Wiley, 1997.Google Scholar
- Pajouh, Danech. Methodology for traffic forescating. The French National Institute for Transport and Safety Research (INRETS). Arcuel. 2002.Google Scholar
- Stallings, William. Comunicaciones y redes de computadores. Séptima edición. Madrid: Prentice Hall, 2004.Google Scholar
- Zak, S. Systems and control. Oxford: oxford university Press, 2003.Google Scholar
Recommendations
Implementation of stacking based ARIMA model for prediction of Covid-19 cases in India
Graphical abstractFig. 2: Pictorial description of the stack based ensemble ARIMA model.
Display Omitted
Highlights- Development of Hybrid time-series model primarily for short term forecasts of COVID-19 pandemic in India.
Abstract BackgroundTime-series forecasting has a critical role during pandemics as it provides essential information that can lead to abstaining from the spread of the disease. The novel coronavirus disease, COVID-19, is spreading ...
Forecasting with information extracted from the residuals of ARIMA in financial time series using continuous wavelet transform
Time series of financial or economic data are often considered to have certain trends and patterns. It is believed that the study of historical patterns helps in the forecasting into the future. ARIMA model is one of the popular models for the task. ...
Self-projecting time series forecast - an online stock trend forecast system
ISPA'03: Proceedings of the 2003 international conference on Parallel and distributed processing and applicationsThis paper explores the applicability of time series analysis for stock trend forecast and presents the Self-projecting Time Series Forecasting (STSF) System we have developed. The basic idea behind this system is online discovery of mathematical ...
Comments