GARCH - non-linear time series model for traffic modeling and prediction.
Chaoba Nikkie AnandCaterina M. ScoglioBalasubramaniam NatarajanPublished in: NOMS (2008)
Keyphrases
- prediction model
- computational model
- probabilistic model
- management system
- mathematical model
- probability distribution
- prediction accuracy
- neural network
- financial time series
- autoregressive
- experimental data
- short term prediction
- traffic patterns
- modeling framework
- hybrid model
- metamodel
- conceptual model
- statistical model
- prior knowledge