Application of the NARX neural network for predicting a one-dimensional time series

Time series data analysis and forecasting tool for studying the data on the use of network traffic is very important to provide acceptable and good quality network services, including network monitoring, resource management, and threat detection. More and more, the behavior of network traffic is des...

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Autores principales: Tansaule Serikov, Ainur Zhetpisbayeva, Sharafat Mirzakulova, Kairatbek Zhetpisbayev, Zhanar Ibrayeva, Lyudmila Sobolevа, Arai Tolegenova, Berik Zhumazhanov
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UK
Publicado: PC Technology Center 2021
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spelling oai:doaj.org-article:3b0ccc5ba187445989e48f4f0c5e537f2021-11-04T14:06:45ZApplication of the NARX neural network for predicting a one-dimensional time series1729-37741729-406110.15587/1729-4061.2021.242442https://doaj.org/article/3b0ccc5ba187445989e48f4f0c5e537f2021-10-01T00:00:00Zhttp://journals.uran.ua/eejet/article/view/242442https://doaj.org/toc/1729-3774https://doaj.org/toc/1729-4061Time series data analysis and forecasting tool for studying the data on the use of network traffic is very important to provide acceptable and good quality network services, including network monitoring, resource management, and threat detection. More and more, the behavior of network traffic is described by the theory of deterministic chaos. The traffic of a modern network has a complex structure, an uneven rate of packet arrival for service by network devices. Predicting network traffic is still an important task, as forecast data provide the necessary information to solve the problem of managing network flows. Numerous studies of actually measured data confirm that they are nonstationary and their structure is multicomponent. This paper presents modeling using Nonlinear Autoregression Exogenous (NARX) algorithm for predicting network traffic datasets. NARX is one of the models that can be used to demonstrate non-linear systems, especially in modeling time series datasets. In other words, they called the categories of dynamic feedback networks covering several layers of the network. An artificial neural network (ANN) was developed, trained and tested using the LM learning algorithm (Levenberg-Macwardt). The initial data for the prediction is the actual measured network traffic of the packet rate. As a result of the study of the initial data, the best value of the smallest mean-square error MSE (Mean Squared Error) was obtained with the epoch value equal to 18. As for the regression R, its output ANN values in relation to the target for training, validation and testing were 0.97743. 0.9638 and 0.94907, respectively, with an overall regression value of 0.97134, which ensures that all datasets match exactly. Experimental results (MSE, R) have proven the method's ability to accurately estimate and predict network trafficTansaule SerikovAinur ZhetpisbayevaSharafat MirzakulovaKairatbek ZhetpisbayevZhanar IbrayevaLyudmila SobolevаArai TolegenovaBerik ZhumazhanovPC Technology Centerarticleone-dimensional time seriesnarx modelforecastingneural networknonlinear autoregressionTechnology (General)T1-995IndustryHD2321-4730.9ENRUUKEastern-European Journal of Enterprise Technologies, Vol 5, Iss 4 (113), Pp 12-19 (2021)
institution DOAJ
collection DOAJ
language EN
RU
UK
topic one-dimensional time series
narx model
forecasting
neural network
nonlinear autoregression
Technology (General)
T1-995
Industry
HD2321-4730.9
spellingShingle one-dimensional time series
narx model
forecasting
neural network
nonlinear autoregression
Technology (General)
T1-995
Industry
HD2321-4730.9
Tansaule Serikov
Ainur Zhetpisbayeva
Sharafat Mirzakulova
Kairatbek Zhetpisbayev
Zhanar Ibrayeva
Lyudmila Sobolevа
Arai Tolegenova
Berik Zhumazhanov
Application of the NARX neural network for predicting a one-dimensional time series
description Time series data analysis and forecasting tool for studying the data on the use of network traffic is very important to provide acceptable and good quality network services, including network monitoring, resource management, and threat detection. More and more, the behavior of network traffic is described by the theory of deterministic chaos. The traffic of a modern network has a complex structure, an uneven rate of packet arrival for service by network devices. Predicting network traffic is still an important task, as forecast data provide the necessary information to solve the problem of managing network flows. Numerous studies of actually measured data confirm that they are nonstationary and their structure is multicomponent. This paper presents modeling using Nonlinear Autoregression Exogenous (NARX) algorithm for predicting network traffic datasets. NARX is one of the models that can be used to demonstrate non-linear systems, especially in modeling time series datasets. In other words, they called the categories of dynamic feedback networks covering several layers of the network. An artificial neural network (ANN) was developed, trained and tested using the LM learning algorithm (Levenberg-Macwardt). The initial data for the prediction is the actual measured network traffic of the packet rate. As a result of the study of the initial data, the best value of the smallest mean-square error MSE (Mean Squared Error) was obtained with the epoch value equal to 18. As for the regression R, its output ANN values in relation to the target for training, validation and testing were 0.97743. 0.9638 and 0.94907, respectively, with an overall regression value of 0.97134, which ensures that all datasets match exactly. Experimental results (MSE, R) have proven the method's ability to accurately estimate and predict network traffic
format article
author Tansaule Serikov
Ainur Zhetpisbayeva
Sharafat Mirzakulova
Kairatbek Zhetpisbayev
Zhanar Ibrayeva
Lyudmila Sobolevа
Arai Tolegenova
Berik Zhumazhanov
author_facet Tansaule Serikov
Ainur Zhetpisbayeva
Sharafat Mirzakulova
Kairatbek Zhetpisbayev
Zhanar Ibrayeva
Lyudmila Sobolevа
Arai Tolegenova
Berik Zhumazhanov
author_sort Tansaule Serikov
title Application of the NARX neural network for predicting a one-dimensional time series
title_short Application of the NARX neural network for predicting a one-dimensional time series
title_full Application of the NARX neural network for predicting a one-dimensional time series
title_fullStr Application of the NARX neural network for predicting a one-dimensional time series
title_full_unstemmed Application of the NARX neural network for predicting a one-dimensional time series
title_sort application of the narx neural network for predicting a one-dimensional time series
publisher PC Technology Center
publishDate 2021
url https://doaj.org/article/3b0ccc5ba187445989e48f4f0c5e537f
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