In this paper, variable bit rate (VBR) H.261 encoded video traffic is modeled by a nonlinear time series process. A threshold autoregressive (TAR) process is of particular interes...
Jimmie L. Davis, Kavitha Chandra, Charles Thompson
We use concepts from chaos theory in order to model
nonlinear dynamical systems that exhibit deterministic behavior.
Observed time series from such a system can be embedded
into...
Time-series segmentation in the fully unsupervised scenario in which the number of segment-types is a priori unknown is a fundamental problem in many applications. We propose a Ba...
We consider the question of predicting nonlinear time series. Kernel Dynamical Modeling (KDM), a new method based on kernels, is proposed as an extension to linear dynamical model...
Intrusion detection systems create large amounts of alerts. Significant part of these alerts can be seen as background noise of an operational information system, and its quantity...