A Class of Models for Aggregated Traffic Volume Time Series

DOI10.1111/1467-9876.00414MaRDI QIDQ3435777zbMATH OpenOpenAlexFDO

Authors

Publication date 7 May 2007

Published in Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)

Full work available at URL https://figshare.com/articles/journal_contribution/Class_of_Models_for_Aggregated_Traffic_Volume_Time_Series/6586490

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Communication networks in operations research (90B18) Traffic problems in operations research (90B20)

Recommendations

• scientific article; zbMATH DE number 1489824
• scientific article; zbMATH DE number 4124842
• Forecasting time series with multiple seasonal patterns
• Current developments in time series modelling
• On models and methods for Bayesian time series analysis

Cites work

• A multifractal wavelet model with application to network traffic
• Algorithm 611: Subroutines for Unconstrained Minimization Using a Model/Trust-Region Approach
• Bayesian forecasting and dynamic models.
• Estimation of dynamic and ARCH Tobit models
• scientific article; zbMATH DE number 3837235 (Why is no real title available?)
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 1447423 (Why is no real title available?)
• Particle Filtering for Partially Observed Gaussian State Space Models
• Regression Analsis with Censored Autocorrelated Data
• Sequential Monte Carlo Methods in Practice
• Smoothness priors analysis of time series
• The scan sampler for time series models

Cited in

(3)

• Sequential modeling, monitoring, and forecasting of streaming web traffic data
• Classification of periodic arrivals in event time data for filtering computer network traffic
• Effect of aggregation interval on vehicular traffic flow heteroscedasticity

Describes a project that uses

Uses Software

• Algorithm 611

This page was built for publication: A Class of Models for Aggregated Traffic Volume Time Series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3435777)