Modeled Heavy-Tail Process Prediction Based on the Chebyshev Polynomials of the Second Kind

Abstract

Nowadays telecommunication traffic in systems with data packet transfer is considered to be a heavy-tail process. The traffic prediction is an urgent problem for telecommunications, see, for example. There are many different approaches to traffic prediction. Some recent papers of the author were devoted to the investigation of the Kolmogorov–Wiener filter approach to the investigation if stationary heavy-tail data prediction, see, for example.