Covariation orthogonality principle based prediction method of network service flow
A technology of network business and forecasting method, which is applied in the field of computer networks, and can solve the problems of reducing the effectiveness of forecasting and non-unique forecasting results
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[0019] The invention proposes a linear prediction method based on the principle of covariant orthogonality. Covariation is a statistic that describes the correlation between α random variables. When the covariation is equal to zero, that is, when the covariation is orthogonal, there may still be a correlation between the α random variables. This correlation makes one variable affect the other It is possible to predict a variable. Let {X 1 ,...,X n ,...,X n+k} is a group of α-stable random variables, n, k are positive integers, is corresponding to X n+k The predicted value, the prediction scheme of the present invention is based on following unbiased prediction and linear prediction principles:
[0020] expected value
[0021] Predictive value
[0022] where a i is the prediction coefficient, and m is the prediction order. Using the properties of covariation, the principle of covariation orthogonal prediction can be obtained as follows:
[0023] ...
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