Multiresolution FIR neural-network-based learning algorithm applied to network traffic prediction

Abstract

In this paper, a multiresolution finite-impulse-response (FIR) neural-network-based learning algorithm using the maximal overlap discrete wavelet transform (MODWT) is proposed. The multiresolution learning algorithm employs the analysis framework of wavelet theory, which decomposes a signal into wavelet coefficients and scaling coefficients. The translation-invariant property of the MODWT allows alignment of events in a multiresolution analysis with respect to the original time series and, therefore, preserving the integrity of some transient events. A learning algorithm is also derived for adapting the gain of the activation functions at each level of resolution. The proposed multiresolution FIR neural-network-based learning algorithm is applied to network traffic prediction (real-world aggregate Ethernet traffic data) with comparable results. These results indicate that the generalization ability of the FIR neural network is improved by the proposed multiresolution learning algorithm.