Large-range dependence (LRD) is essential phenomena both in LAN and WAN data traffic. Modeling such traffic traces is significant to understand the nature of the original traffic and to synthesize simulation traffic traces. Existing work such as multi-fractal wavelet model (MWM) was proposed to model IP traces and has reached much exactness. However, the nature of IP traffic exploits burst that...

This paper examines the identification of multi-input systems. Motivated by an experiment design problem (should one excite the various inputs simultaneously or separately), we examine the effect of an additional input on the variance of the estimated coefficients of parametrized rational transfer function models, with special emphasis on the commonly used FIR, ARX, ARMAX, OE and BJ model struc...

Modelling of heat exchanger helps to define the error that occurs during the operation. Hence by optimizing it using genetic algorithm and particle swarm optimization, the error that occurred could be minimized and compared between both algorithms.The primary objective of this study was to obtain structural model using Autoregressive Moving Average Exogenous (ARMAX) equation. In this study, dat...

Economic and financial processes are complex and highly nonlinear. However, somewhat surprisingly, linear models like ARMAXGARCH often describe these processes reasonably well. In this paper, we provide a possible explanation for the empirical success of these models. 1 Formulation of the Problem Economic and financial processes are very complex. It is well know that economic and financial proc...

With the ever-increasing growth of energy demand and costs, process monitoring operational costs is great importance for industries. In this light, both financial budget management local optimization supposed to be guaranteed properly. To achieve goal, a support vector machine recursive feature elimination (SVM-RFE) method together with clustering algorithm was developed extract features while ...

The main goal of this paper consists in expressing the solution of a Stein equation in terms of the Fisher information matrix (FIM) of a scalar ARMAX process. A condition for expressing the FIM in terms of a solution to a Stein equation is also set forth. Such interconnections can be derived when a companion matrix with eigenvalues equal to the roots of an appropriate polynomial associated with...

This paper presents a neural network predictive control strategy to optimize power distribution for a fuel cell/ultracapacitor hybrid power system of a robot. We model the nonlinear power system by employing time variant auto-regressive moving average with exogenous (ARMAX), and using recurrent neural network to represent the complicated coefficients of the ARMAX model. Because the dynamic of t...