Statistical risk quantification of two-directional internet traffic flows

Piotr Kokoszka, Mengting Lin, Haonan Wang, Stephen Hayne

We develop statistical methodology for the quantification of risk of source-destination pairs in an internet network. The methodology is developed within the framework of functional data analysis and copula modeling. It is summarized in the form of computational algorithms that use bidirectional source-destination packet counts as input. The usefulness of our approach is evaluated by an application to real internet traffic flows and via a simulation study.

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Year of publication:	2024
Authors:	Kokoszka, Piotr ; Lin, Mengting ; Wang, Haonan ; Hayne, Stephen
Published in:	Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland. - Warszawa : GUS, ISSN 2450-0291, ZDB-ID 2235641-1. - Vol. 25.2024, 1, p. 1-22
Subject:	Copula \| Functional data \| Internet traffic \| Principal components \| Risk quantification \| Internet \| Risikomanagement \| Risk management \| Multivariate Verteilung \| Multivariate distribution \| Theorie \| Theory

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.59170/stattrans-2024-001 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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