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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Conference Information | |
Committee | CQ |
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Conference Date | 2002/7/4(1days) |
Place (in Japanese) | (See Japanese page) |
Place (in English) | |
Topics (in Japanese) | (See Japanese page) |
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Chair | |
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Paper Information | |
Registration To | Communication Quality (CQ) |
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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 |