ITE Technical Report
Online ISSN : 2424-1970
Print ISSN : 1342-6893
ISSN-L : 1342-6893
26.47
Session ID : CE2002-29/ME2002-21
Conference information
Analyzing Traffic Data with Extreme Value Theory
Masato UCHIDA
Author information
CONFERENCE PROCEEDINGS FREE ACCESS

Details
Abstract

Extreme Value Theory (EVT) is devoted to the statistical behavior of the maxima or the exceedances over a high threshold. The theory was originally developed in hydrology, and has recentry been applied to risk management in the field of finance and insurance. In this paper, we discuss the applicability of EVT to traffic-data analysis. Especially, using the method of EVT, we analyze a data for link-usage rate calculated from MIB (Management Information Base), and discuss the acuracy of the analyzed results.

Content from these authors
© 2002 The Institute of Image Information and Television Engineers
Previous article Next article
feedback
Top