Presentation 2002/7/4
Analyzing Traffic Data with Extreme Value Theory
Masato UCHIDA,
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Abstract(in Japanese) (See Japanese page)
Abstract(in English) Extreme Value Theory (EVT) is devoted to the statistical behavior of the maxima or the exceedances over a high threshold. The theory was originally developed in hydrology, and has recentry been applied to risk management in the field of finance and insurance. In this paper, we discuss the applicability of EVT to traffic-data analysis. Especially, using the method of EVT, we analyze a data for link-usage rate calculated from MIB (Management Information Base), and discuss the acuracy of the analyzed results.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) Extreme Value Theory / Generalized Pareto Distribution / Traffic Data Analysis
Paper # CQ2002-64
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Committee CQ
Conference Date 2002/7/4(1days)
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Registration To Communication Quality (CQ)
Language ENG
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Analyzing Traffic Data with Extreme Value Theory
Sub Title (in English)
Keyword(1) Extreme Value Theory
Keyword(2) Generalized Pareto Distribution
Keyword(3) Traffic Data Analysis
1st Author's Name Masato UCHIDA
1st Author's Affiliation NTT Service Integration Laboratories, NTT Corporation()
Date 2002/7/4
Paper # CQ2002-64
Volume (vol) vol.102
Number (no) 190
Page pp.pp.-
#Pages 4
Date of Issue