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Paper Abstract and Keywords
Presentation 2007-03-06 09:00
Suppression of boundary effect and introduction of scale correlation for wavelet based traffic prediction
Naoya Matsusue, Hiroshi Hasegawa, Ken-ichi Sato (Nagoya Univ.) PN2006-81
Abstract (in Japanese) (See Japanese page) 
(in English) In this paper, we propose a method of traffic prediction based on undecimated Haar Wavelet transform and vector autoregressive model. Firstly we show that so called Boundary condition, that means some future inputs are required to derive current Wavelet coefficients, can be resolved by combining undecimated formulation and Haar Wavelet. Unfortunately, localization in frequency domain is poor for the Haar Wavelet and it results in strong correlation between Wavelet coefficients at different frequencies is strongly correlated. Next, therefore, we propose a prediction method that employs vector autoregressive model so as to introduce the correlation. Numerical experiment shows that the proposed method has smaller prediction error than a conventional method[Luan `05] based on `A Trous transform, one of undecimated transforms, and Recursive Least-Squares algorithm to each frequency coefficients.
Keyword (in Japanese) (See Japanese page) 
(in English) Long range dependence / Wavelet transform / Scale correlation / Vector autoregressive model / Traffic prediction / / /  
Reference Info. IEICE Tech. Rep., vol. 106, no. 546, PN2006-81, pp. 1-4, March 2007.
Paper # PN2006-81 
Date of Issue 2007-02-27 (PN) 
ISSN Print edition: ISSN 0913-5685    Online edition: ISSN 2432-6380
Copyright
and
reproduction		 All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
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Conference Information
Committee PN  
Conference Date 2007-03-06 - 2007-03-07 
Place (in Japanese) (See Japanese page) 
Place (in English) Yakushima-Kankyou-Bunkamura-Center (Yakushima) 
Topics (in Japanese) (See Japanese page) 
Topics (in English)  
Paper Information
Registration To PN 
Conference Code 2007-03-PN 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Suppression of boundary effect and introduction of scale correlation for wavelet based traffic prediction 
Sub Title (in English)  
Keyword(1) Long range dependence  
Keyword(2) Wavelet transform  
Keyword(3) Scale correlation  
Keyword(4) Vector autoregressive model  
Keyword(5) Traffic prediction  
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1st Author's Name Naoya Matsusue  
1st Author's Affiliation Nagoya University (Nagoya Univ.)
2nd Author's Name Hiroshi Hasegawa  
2nd Author's Affiliation Nagoya University (Nagoya Univ.)
3rd Author's Name Ken-ichi Sato  
3rd Author's Affiliation Nagoya University (Nagoya Univ.)
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Speaker Author-1 
Date Time 2007-03-06 09:00:00 
Presentation Time 20 minutes 
Registration for PN 
Paper # PN2006-81 
Volume (vol) vol.106 
Number (no) no.546 
Page pp.1-4 
#Pages 4 
Date of Issue 2007-02-27 (PN) 

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