Due to the fact that the fluctuation of network traffic is affected by various factors, accurate prediction of network traffic is regarded as a challenging task of the time series prediction process. For this purpose, a novel prediction method of network traffic based on QPSO algorithm and fuzzy wavelet neural network is proposed in this paper. Firstly, quantum-behaved particle swarm optimization (QPSO) was introduced. Then, the structure and operation algorithms of WFNN are presented. The parameters of fuzzy wavelet neural network were optimized by QPSO algorithm. Finally, the QPSO-FWNN could be used in prediction of network traffic simulation successfully and evaluate the performance of different prediction models such as BP neural network, RBF neural network, fuzzy neural network, and FWNN-GA neural network. Simulation results show that QPSO-FWNN has a better precision and stability in calculation. At the same time, the QPSO-FWNN also has better generalization ability, and it has a broad prospect on application.
A class of finite volume methods is developed for pricing either European or American options under jump-diffusion models based on a linear finite element space. An easy to implement linear interpolation technique is derived to evaluate the integral term involved, and numerical analyses show that the full discrete system matrices are M-matrices. For European option pricing, the resulting dense linear systems are solved by the generalised minimal residual (GMRES) method; while for American options the resulting linear complementarity problems (LCP) are solved using the modulus-based successive overrelaxation (MSOR) method, where the H+-matrix property of the system matrix guarantees convergence. Numerical results are presented to demonstrate the accuracy, efficiency and robustness of these methods.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.