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» Time Series Models for Internet Data Traffic
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KDD
2006
ACM
240views Data Mining» more  KDD 2006»
14 years 8 months ago
Adaptive event detection with time-varying poisson processes
Time-series of count data are generated in many different contexts, such as web access logging, freeway traffic monitoring, and security logs associated with buildings. Since this...
Alexander T. Ihler, Jon Hutchins, Padhraic Smyth
CSDA
2006
117views more  CSDA 2006»
13 years 7 months ago
Exact maximum likelihood estimation of structured or unit root multivariate time series models
TheexactlikelihoodfunctionofaGaussianvectorautoregressive-movingaverage(VARMA)model is evaluated in two nonstandard cases: (a) a parsimonious structured form, such as obtained in ...
Guy Mélard, Roch Roy, Abdessamad Saidi
ICMLA
2008
13 years 9 months ago
A Bayesian Approach to Switching Linear Gaussian State-Space Models for Unsupervised Time-Series Segmentation
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...
Silvia Chiappa
CVPR
2007
IEEE
14 years 9 months ago
On the Blind Classification of Time Series
We propose a cord distance in the space of dynamical models that takes into account their dynamics, including transients, output maps and input distributions. In data analysis app...
Alessandro Bissacco, Stefano Soatto
IADIS
2004
13 years 9 months ago
A note on the distribution of packet arrivals in high-speed data networks
A simple explanation is given of an anomaly often detected in traffic measurement when packet timings are truncated to nearest whole numbers. The correct observed discrete distrib...
Vic Grout, Stuart Cunningham, Denise Oram, Rich He...