Fourth International Conference on Computer Communications and Networks (ICCCN '95)
Real-time computation of empirical autocorrelation, and detection of non-stationary traffic conditions in high-speed networks
Las Vegas, Nevada, USA
September 20-September 23
ISBN: 0-8186-7180-7
A.W. Bragg, Dept. of Electr. & Comput. Eng., North Carolina State Univ., Raleigh, NC, USA
Wushow Chou, Dept. of Electr. & Comput. Eng., North Carolina State Univ., Raleigh, NC, USA
Abstract: Stochastic traffic processes are open nonstationary (dynamic, transient), yet naive assumptions about stationarity lead to unrealistic forecasts. Format tests for stationarity are impractical in real time, and some heuristic tests are imprecise. Lagged autocorrelations are used in time series analysis for empirical stationarity tests, model identification and forecasting, but traditional methods are too slow for sub-second computation of empirical autocorrelation functions. We describe a mechanism for computing the empirical lag autocorrelation function of time series {X/sub i/} in real time, and for using this function to detect nonstationarity conditions. Fuzzy logic is used to design a fast and accurate neural classifier of stationarity, The classifier's estimate is updated with each new observation. No passes through sample datasets are necessary, and there is no need to overly compensate for round-off error. A real-time classifier of stationarity is fundamental to any sub-second traffic forecasting mechanism.
Index Terms:
telecommunication traffic; real-time computation; empirical autocorrelation; nonstationary traffic conditions; high-speed networks; stochastic traffic processes; heuristic test; lagged autocorrelations; time series analysis; model identification; empirical lag autocorrelation function; nonstationarity conditions; fuzzy logic; neural classifier; real-time classifier; traffic forecasting mechanism
Citation:
A.W. Bragg, Wushow Chou, "Real-time computation of empirical autocorrelation, and detection of non-stationary traffic conditions in high-speed networks," icccn, pp.0212, Fourth International Conference on Computer Communications and Networks (ICCCN '95), 1995