Prediction method for network traffic based on Maximum Correntropy Criterion

Abstract

This paper proposes a method for improving the precision of Network Traffic Prediction based on the Maximum Correntropy Criterion (NTPMCC), where the nonlinear characteristics of network traffic are considered. This method utilizes the MCC as a new error evaluation criterion or named the cost function (CF) to train neural networks (NN). MCC is based on a new similarity function (Generalized correlation entropy function, Correntropy), which has as its foundation the Parzen window evaluation and Renyi entropy of error probability density function. At the same time, by combining the MCC with the Mean Square Error (MSE), a mixed evaluation criterion with MCC and MSE is proposed as a cost function of NN training. According to the traffic network characteristics including the nonlinear, non-Gaussian, and mutation, the Elman neural network is trained by MCC and MCC-MSE, and then the trained neural network is used as the model for predicting network traffic. The simulation results based on the evaluation by Mean Absolute Error (MAE), MSE, and Sum Squared Error (SSE) show that the accuracy of the prediction based on MCC is superior to the results of the Elman neural network with MSE. The overall performance is improved by about 0.0131.