The construction method of background value is improved in the original multi-variable grey model (MGM(1,m)) from its source of construction errors. The MGM(1,m) with optimized background value is used to elimin...The construction method of background value is improved in the original multi-variable grey model (MGM(1,m)) from its source of construction errors. The MGM(1,m) with optimized background value is used to eliminate the random fluctuations or errors of the observational data of all variables, and the combined prediction model together with the multiple linear regression is established in order to improve the simulation and prediction accuracy of the combined model. Finally, a combined model of the MGM(1,2) with optimized background value and the binary linear regression is constructed by an example. The results show that the model has good effects for simulation and prediction.展开更多
The alpha stable self-similar stochastic process has been proved an effective model for high variable data traffic. A deep insight into some special issues and considerations on use of the process to model aggregated ...The alpha stable self-similar stochastic process has been proved an effective model for high variable data traffic. A deep insight into some special issues and considerations on use of the process to model aggregated VBR video traffic is made. Different methods to estimate stability parameter a and self-similar parameter H are compared. Processes to generate the linear fractional stable noise (LFSN) and the alpha stable random variables are provided. Model construction and the quantitative comparisons with fractional Brown motion (FBM) and real traffic are also examined. Open problems and future directions are also given with thoughtful discussions.展开更多
基金supported by the National Natural Science Foundation of China(71071077)the Ministry of Education Key Project of National Educational Science Planning(DFA090215)+1 种基金China Postdoctoral Science Foundation(20100481137)Funding of Jiangsu Innovation Program for Graduate Education(CXZZ11-0226)
文摘The construction method of background value is improved in the original multi-variable grey model (MGM(1,m)) from its source of construction errors. The MGM(1,m) with optimized background value is used to eliminate the random fluctuations or errors of the observational data of all variables, and the combined prediction model together with the multiple linear regression is established in order to improve the simulation and prediction accuracy of the combined model. Finally, a combined model of the MGM(1,2) with optimized background value and the binary linear regression is constructed by an example. The results show that the model has good effects for simulation and prediction.
文摘The alpha stable self-similar stochastic process has been proved an effective model for high variable data traffic. A deep insight into some special issues and considerations on use of the process to model aggregated VBR video traffic is made. Different methods to estimate stability parameter a and self-similar parameter H are compared. Processes to generate the linear fractional stable noise (LFSN) and the alpha stable random variables are provided. Model construction and the quantitative comparisons with fractional Brown motion (FBM) and real traffic are also examined. Open problems and future directions are also given with thoughtful discussions.