Research of the Optimizing and Testing of Forecasting Model Based on the Non-linear Time Series
Qun He · Dianzi xuebao · 2008
The adaptability testing of model and the optimization of model parameter are the most critical part in system modeling.Residual variance plot,minimum information criteria and AIC criteria are usually adopted in the adaptability testing of forecasting model,which includes disadvantages of big amount of calculating,low veracity and model is not the only.To adopt the trailing of auto-correlation coefficients and partial correlation coefficients to test the ARMA model and then through the F adaptability testing,the disadvantages that the observation sample length is limited,estimation of the partial correlation has error and ARMA model order can not be determined when trailing have been overcome,and then optimized the model parameters by means of scale transformation which have many of the advantages such as ultra-linear convergence and so on,thus the haploid ARMA model with higher veracity can be gained,which is a convincing method of network traffic model adaptability testing and model optimizing and established a stable foundation of the application of network traffic forecasting,abnormity testing and server loading forecast.