Presentation 2013-07-12
Enhancing Traceability Against Variations of Time Series using Automated Parameter Re-estimation Detection
Hiroki NAKAYAMA, Shingo ATA, Ikuo OKA,
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Abstract(in English) It is necessary to update the prediction model's parameter with the progress of the time to reduce the deterioration of the accuracy of prediction, since the time series data of traffic changes every moment. However, the frequency of parameter re-estimation differs greatly due to the characteristic of time series data. In this paper, we propose a method to detect the phase for re-estimation automatically by using the residual of prediction as feedback information. Our method reduces the prediction error by handling the phase of re-estimation and also reduces unnecessary re-estimation. We realized a lightweight and general control structure by using moving average and moving standard deviation. We demonstrate that by applying it to the real monitored data in a major P2P file-sharing system the traceability against variations of time series increased about 20%.
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Keyword(in English) Trend Prediction / Time Series Analysis / Moving Average / Characteristic Detection
Paper # ICM2013-19
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Committee ICM
Conference Date 2013/7/4(1days)
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Registration To Information and Communication Management(ICM)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Enhancing Traceability Against Variations of Time Series using Automated Parameter Re-estimation Detection
Sub Title (in English)
Keyword(1) Trend Prediction
Keyword(2) Time Series Analysis
Keyword(3) Moving Average
Keyword(4) Characteristic Detection
1st Author's Name Hiroki NAKAYAMA
1st Author's Affiliation Graduate School of Engineering, Osaka City University()
2nd Author's Name Shingo ATA
2nd Author's Affiliation Graduate School of Engineering, Osaka City University
3rd Author's Name Ikuo OKA
3rd Author's Affiliation Graduate School of Engineering, Osaka City University
Date 2013-07-12
Paper # ICM2013-19
Volume (vol) vol.113
Number (no) 124
Page pp.pp.-
#Pages 6
Date of Issue