fgN and fARIMA (0,d,0) are two of the models frequently employed in Internet traffic. However, there is not a set of data traces available. In this work, a set of 187 fGN data traces each one of 64KPoints were generated with three tools: SPlus, SelQoS; and a fGN-MatlabScript; and a cumulative analysis with 1144 files was done. From this study, it is concluded that the best algorithms respect to...

in recent years, various time series models have been proposed for financial markets forecasting. in each case, the accuracy of time series forecasting models are fundamental to make decision and hence the research for improving the effectiveness of forecasting models have been curried on. many researchers have compared different time series models together in order to determine more efficient ...

In this article, we consider modeling and prediction of power loads due to fast charging stations for plug-in electric vehicles. The first part of the project is to simulate work of a fast charger activity by exploiting empirical data that characterize EV user behavior. The second part describes the time series obtained by this simulator and its properties. We show that the power load aggregate...

  In recent years, various time series models have been proposed for financial markets forecasting. In each case, the accuracy of time series forecasting models are fundamental to make decision and hence the research for improving the effectiveness of forecasting models have been curried on. Many researchers have compared different time series models together in order to determine more efficien...

The paper deals with the power and robustness of the R/S type tests under “contiguous” alternatives. We briefly review some long memory models in levels and volatility, and describe the R/S-type tests used to test for the presence of long memory. The empirical power of the tests is investigated when replacing the fractional difference operator (1 − L)d by the operator (1 − rL)d , with r < 1 clo...

In this paper, we consider the problem of estimating multiple structural breaks in a long-memory FARIMA time series. The number of break points as well as their locations, the orders and the parameters of each regime are assumed to be unknown. A selection criterion based on the minimum description length (MDL) principle is proposed and a genetic algorithm is implemented for its optimization. Mo...