| Presentation | 2007-03-06 Suppression of boundary effect and introduction of scale correlation for Wavelet based traffic prediction Naoya MATSUSUE, Hiroshi HASEGAWA, Ken-ichi SATO, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | In this paper, we propose a method of traffic prediction based on undecimated Haar Wavelet transform and vector autoregressive model. Firstly we show that so called Boundary condition, that means some future inputs are required to derive current Wavelet coefficients, can be resolved by combining undecimated formulation and Haar Wavelet. Unfortunately, localization in frequency domain is poor for the Haar Wavelet and it results in strong correlation between Wavelet coefficients at different frequencies is strongly correlated. Next, therefore, we propose a prediction method that employs vector autoregressive model so as to introduce the correlation. Numerical experiment shows that the proposed method has smaller prediction error than a conventional method [Luan '05] based on A Trous transform, one of undecimated transforms, and Recursive Least-Squares algorithm to each frequency coefficients. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Long range dependence / Wavelet transform / Scale correlation / Vector autoregressive model / Traffic prediction |
| Paper # | PN2006-81 |
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| Conference Information | |
| Committee | PN |
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| Conference Date | 2007/2/27(1days) |
| Place (in Japanese) | (See Japanese page) |
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| Topics (in Japanese) | (See Japanese page) |
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| Registration To | Photonic Network (PN) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Suppression of boundary effect and introduction of scale correlation for Wavelet based traffic prediction |
| Sub Title (in English) | |
| Keyword(1) | Long range dependence |
| Keyword(2) | Wavelet transform |
| Keyword(3) | Scale correlation |
| Keyword(4) | Vector autoregressive model |
| Keyword(5) | Traffic prediction |
| 1st Author's Name | Naoya MATSUSUE |
| 1st Author's Affiliation | Graduart School of Electrical Engineering and Computer Science, Nagoya University() |
| 2nd Author's Name | Hiroshi HASEGAWA |
| 2nd Author's Affiliation | Graduart School of Electrical Engineering and Computer Science, Nagoya University |
| 3rd Author's Name | Ken-ichi SATO |
| 3rd Author's Affiliation | Graduart School of Electrical Engineering and Computer Science, Nagoya University |
| Date | 2007-03-06 |
| Paper # | PN2006-81 |
| Volume (vol) | vol.106 |
| Number (no) | 546 |
| Page | pp.pp.- |
| #Pages | 4 |
| Date of Issue | |