On the accuracy of some polynomial approximations for the kolmogorov–wiener filter weight function

Abstract

The problem of telecommunication traffic prediction is important for telecommunications and cyber security, see [1]. In paper [2] telecommunication traffic is described as a continuous stationary random process with a power-law structure function. In the framework of this model in papers [3–6] we proposed to use the Kolmogorov–Wiener filter for telecommunication traffic prediction. An approximate solution of the corresponding integral equation for the unknown weight function was obtained on the basis of the truncated polynomial expansion method.