Application of the NARX neural network for predicting a one-dimensional time series
DOI:
https://doi.org/10.15587/1729-4061.2021.242442Keywords:
one-dimensional time series, NARX model, forecasting, neural network, nonlinear autoregressionAbstract
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
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Copyright (c) 2021 Tansaule Serikov, Ainur Zhetpisbayeva, Sharafat Mirzakulova, Kairatbek Zhetpisbayev, Zhanar Ibraeva, Lyudmila Sobolevа, Arai Tolegenova, Berik Zhumazhanov
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