GARCH-M ( generalized autoregressive conditional heteroskedasticity in the mean) model is used to analyse the volatility clustering phenomenon in mobile communication network traffic. Normal distribution, t distributi...GARCH-M ( generalized autoregressive conditional heteroskedasticity in the mean) model is used to analyse the volatility clustering phenomenon in mobile communication network traffic. Normal distribution, t distribution and generalized Pareto distribution assumptions are adopted re- spectively to simulate the random component in the model. The demonstration of the quantile of network traffic series indicates that common GARCH-M model can partially deal with the "fat tail" problem. However, the "fat tail" characteristic of the random component directly affects the accura- cy of the calculation. Even t distribution is based on the assumption for all the data. On the other hand, extreme value theory, which only concentrates on the tail distribution, can provide more ac- curate result for high quantiles. The best result is obtained based on the generalized Pareto distribu- tion assumption for the random component in the GARCH-M model.展开更多
A novel digital secure communication system employing dual synchronization of chaos in two pairs of Colpitts circuits is proposed. The binary information to be transmitted is firstly modulated by digital modulation sc...A novel digital secure communication system employing dual synchronization of chaos in two pairs of Colpitts circuits is proposed. The binary information to be transmitted is firstly modulated by digital modulation scheme, and then mixed together with two chaotic waveforms generated by two Colpitts circuits with different circuit parameters. Thus the combined （and encrypted） signal is transmitted through an additive white Gauss noise （AWGN） channel. In the receiver, the binary message can he recovered only when the parameters of the two Colpitts circuits are known. If the parameters of the two Colpitts circuits are owned by two different users, this can be viewed as a （2,2） threshold scheme. Based on large amount of simulations, the bit error rate （BER） performance of this communication scheme is presented.展开更多
基金Supported by University and College Doctoral Subject Special Scientific Research Fund( No. 20040056041).
文摘GARCH-M ( generalized autoregressive conditional heteroskedasticity in the mean) model is used to analyse the volatility clustering phenomenon in mobile communication network traffic. Normal distribution, t distribution and generalized Pareto distribution assumptions are adopted re- spectively to simulate the random component in the model. The demonstration of the quantile of network traffic series indicates that common GARCH-M model can partially deal with the "fat tail" problem. However, the "fat tail" characteristic of the random component directly affects the accura- cy of the calculation. Even t distribution is based on the assumption for all the data. On the other hand, extreme value theory, which only concentrates on the tail distribution, can provide more ac- curate result for high quantiles. The best result is obtained based on the generalized Pareto distribu- tion assumption for the random component in the GARCH-M model.
文摘A novel digital secure communication system employing dual synchronization of chaos in two pairs of Colpitts circuits is proposed. The binary information to be transmitted is firstly modulated by digital modulation scheme, and then mixed together with two chaotic waveforms generated by two Colpitts circuits with different circuit parameters. Thus the combined （and encrypted） signal is transmitted through an additive white Gauss noise （AWGN） channel. In the receiver, the binary message can he recovered only when the parameters of the two Colpitts circuits are known. If the parameters of the two Colpitts circuits are owned by two different users, this can be viewed as a （2,2） threshold scheme. Based on large amount of simulations, the bit error rate （BER） performance of this communication scheme is presented.
