Journal ArticleDOI
Kalman filter models for network forecasting
C. D. Pack,B. A. Whitaker +1 more
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This work describes the Bell System's special data characteristics and processing requirements in the network planning process and discusses the Kalman filter models, their statistical properties, the model identification process, and certain implementation considerations.Abstract:
The Bell System has recently completed studies that are expected to result in substantially improved forecasts for use in network planning. These improved forecasts are achieved through the use of new forecasting algorithms that employ Kalman filter models. To motivate the selection of Kalman filter forecasting procedures, we describe the Bell System's special data characteristics and processing requirements in the network planning process. We also discuss the Kalman filter models, their statistical properties, the model identification process, and certain implementation considerations.read more
Citations
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The evaluation of extrapolative forecasting methods
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A framework for bandwidth management in ATM networks—aggregate equivalent bandwidth estimation approach
TL;DR: A unified framework for traffic control and bandwidth management in ATM networks is proposed and the central concept is adaptive connection admission, which employs an estimation of the aggregate equivalent bandwidth required by connections carried in each output port of the ATM switches.
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Evaluation of Aggregate and Individual Forecast Method Selection Rules
TL;DR: The results of this case study show that "aggregate selection" is both simpler than and of comparable accuracy to "individual selection."
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An evaluation of bayesian forecasting
TL;DR: A large scale comparison of time series forecasting methods including the Bayesian is reported, using a simulation study to examine parameter sensitivity and an empirical study which contrasts Bayesian with other time series methods.
Book
Traffic Engineering and QoS Optimization of Integrated Voice & Data Networks
TL;DR: This book describes, analyzes, and recommends traffic engineering and quality of service optimization methods for integrated voice/data dynamic routing networks and illustrates the tradeoffs between the various methods discussed.
References
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Journal ArticleDOI
New Results in Linear Filtering and Prediction Theory
R. E. Kalman,R. S. Bucy +1 more
TL;DR: The Duality Principle relating stochastic estimation and deterministic control problems plays an important role in the proof of theoretical results and properties of the variance equation are of great interest in the theory of adaptive systems.
Journal ArticleDOI
A robust sequential projection algorithm for traffic load forecasting
TL;DR: The sequential protection algorithm (SPA) as discussed by the authors is based on a linear two-state Kalman filter, together with logic for detecting and responding to unusually large measurement errors or changes in trend.
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A short-term forecasting algorithm for trunk demand servicing
TL;DR: In this article, a seasonal load forecasting algorithm based on Kalman filter estimation techniques was developed to determine the adequacy of trunk quantities planned for the imminent busy season. But, the effectiveness of this approach was evaluated using Bell operating company data.
Journal ArticleDOI
A model relating measurement and forecast errors to the provisioning of direct final trunk groups
TL;DR: In this article, a mathematical model of the provisioning of direct final trunk groups with forecasting and measurement errors is presented, which can be used to study the effects of applying standard trunking formulas to possibly inaccurate load forecasts.