A new method is proposed to determine the optimal embedding dimension from a scalar time series in this paper. This method determines the optimal embedding dimension by optimizing the nonlinear autoregressive predicti...A new method is proposed to determine the optimal embedding dimension from a scalar time series in this paper. This method determines the optimal embedding dimension by optimizing the nonlinear autoregressive prediction model parameterized by the embedding dimension and the nonlinear degree. Simulation results show the effectiveness of this method. And this method is applicable to a short time series, stable to noise, computationally efficient, and without any purposely introduced parameters.展开更多
Fractal and chaotic laws of engineering structures are discussed in this paper, it means that the intrinsic essences and laws on dynamic systems which are made from seismic dissipated energy intensity E d and int...Fractal and chaotic laws of engineering structures are discussed in this paper, it means that the intrinsic essences and laws on dynamic systems which are made from seismic dissipated energy intensity E d and intensity of seismic dissipated energy moment I e are analyzed. Based on the intrinsic characters of chaotic and fractal dynamic system of E d and I e, three kinds of approximate dynamic models are rebuilt one by one: index autoregressive model, threshold autoregressive model and local-approximate autoregressive model. The innate laws, essences and systematic error of evolutional behavior I e are explained over all, the short-term behavior predictability and long-term behavior probability of which are analyzed in the end. That may be valuable for earthquake-resistant theory and analysis method in practical engineering structures.展开更多
Traffic prediction plays an integral role in telecommunication network planning and network optimization. In this paper, we investigate the traffic forecasting for data services in 3G mobile networks. Although the Box...Traffic prediction plays an integral role in telecommunication network planning and network optimization. In this paper, we investigate the traffic forecasting for data services in 3G mobile networks. Although the Box-Jenkins model has been proven to be appropriate for voice traffic (since the arrival of calls follows a Poisson distribution), it has been demonstrated that the Internet traffic exhibits statistical self-similarity and has to be modeled using the Fractional AutoRegressive Integrated Moving Average (FARIMA) process. However, a few studies have concluded that the FARIMA process may fail in modeling the Internet traffic. To this end, we conducted experiments on the modeling of benchmark Internet traffic and found that the FARIMA process fails because of the significant multifractal characteristic inherent in the traffic series. Thereafter, we investigate the traffic series of data services in a 3G mobile network from a province in China. Rich multifractal spectra are found in this series. Based on this observation, an integrated method combining the AutoRegressive Moving Average (ARMA) and FARIMA processes is applied. The obtained experimental results verify the effectiveness of the integrated prediction method.展开更多
基金Project supported by the Scientific Research Foundation for the Returned 0verseas Chinese Scholars of China (Grant No 2004.176.4) and the Natural Science Foundation of Shandong Province of China (Grant No Z2004G01).
文摘A new method is proposed to determine the optimal embedding dimension from a scalar time series in this paper. This method determines the optimal embedding dimension by optimizing the nonlinear autoregressive prediction model parameterized by the embedding dimension and the nonlinear degree. Simulation results show the effectiveness of this method. And this method is applicable to a short time series, stable to noise, computationally efficient, and without any purposely introduced parameters.
文摘Fractal and chaotic laws of engineering structures are discussed in this paper, it means that the intrinsic essences and laws on dynamic systems which are made from seismic dissipated energy intensity E d and intensity of seismic dissipated energy moment I e are analyzed. Based on the intrinsic characters of chaotic and fractal dynamic system of E d and I e, three kinds of approximate dynamic models are rebuilt one by one: index autoregressive model, threshold autoregressive model and local-approximate autoregressive model. The innate laws, essences and systematic error of evolutional behavior I e are explained over all, the short-term behavior predictability and long-term behavior probability of which are analyzed in the end. That may be valuable for earthquake-resistant theory and analysis method in practical engineering structures.
基金the National Key project of Scientific and Technical Supporting Programs of China (No. 2009BAH39B03)the National Natural Science Foundation of China (No. 61072060)+4 种基金the National High-Tech Research and Development (863) Program of China (No. 2011AA100706)the Program for New Century Excellent Talents in University (No. NECET-08-0738)the Research Fund for the Doctoral Program of Higher Education (No. 20110005120007)the Co-construction Program with Beijing Municipal Commission of EducationEngineering Research Center of Information Networks, Ministry of Education
文摘Traffic prediction plays an integral role in telecommunication network planning and network optimization. In this paper, we investigate the traffic forecasting for data services in 3G mobile networks. Although the Box-Jenkins model has been proven to be appropriate for voice traffic (since the arrival of calls follows a Poisson distribution), it has been demonstrated that the Internet traffic exhibits statistical self-similarity and has to be modeled using the Fractional AutoRegressive Integrated Moving Average (FARIMA) process. However, a few studies have concluded that the FARIMA process may fail in modeling the Internet traffic. To this end, we conducted experiments on the modeling of benchmark Internet traffic and found that the FARIMA process fails because of the significant multifractal characteristic inherent in the traffic series. Thereafter, we investigate the traffic series of data services in a 3G mobile network from a province in China. Rich multifractal spectra are found in this series. Based on this observation, an integrated method combining the AutoRegressive Moving Average (ARMA) and FARIMA processes is applied. The obtained experimental results verify the effectiveness of the integrated prediction method.