Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/100298
Type: Artigo de periódico
Title: Robust Sequential Projection Algorithm: Teletraffic Applications
Author: Ursini E.L.
Yacoub M.D.
Do Amaral W.C.
Girolami A.
Abstract: An n-step ahead Robust Sequential Projection Algorithm - Robust SPA -, used for traffic forecast as well as for long term network planning is proposed. The algorithm uses the State Space Model with the state transition matrix being estimated by a relaxation technique. This lightly increases its complexity, as compared to a similar algorithm proposed in the literature, but renders the Robust SPA a better performance. The algorithm is also compared with the Expectation-Maximization technique and, in general, the Robust SPA yields a slightly poorer performance as far as the mean square error between projected and observed data is concerned. On the other hand, it is more robust and requires far less computational effort. Moreover, due to its simplicity, an automated version of the algorithm can be easily implemented for applications in which a great deal of data is to be forecasted.
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Rights: fechado
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Address: http://www.scopus.com/inward/record.url?eid=2-s2.0-0031147494&partnerID=40&md5=012fb8f8308f59e9a99533531f184dd3
Date Issue: 1997
Appears in Collections:Unicamp - Artigos e Outros Documentos

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