Time series forecasting using Holt-Winters model applied to anomaly detection in network traffic

Abstract

The preoccupation of the present work is an attempt to solve the problem of anomaly detection in network traffic by means of statistical models based on exponential smoothing. We used the generalized Holt-Winters model to detect possible fluctuations in network traffic, i.e. accidental fluctuations, trend and seasonal variations. The model parameters were estimated by means of the Hyndman-Khandakar algorithm. We chose the model parameters optimal values on the grounds of information criteria (AIC) which show a compromise between the consistency model and the size of its estimation error. In the proposed method, we used automatic forecasting on the basis of the estimated traffic model, which was further compared to the real variability of the analyzed network traffic in order to detect its abnormal behavior. The results of the performed experiments confirm efficiency of the proposed solution.