Abstract: This paper presents a procedure for estimating VAR
using Sequential Discounting VAR (SDVAR) algorithm for online
model learning to detect fraudulent acts using the telecommunications
call detailed records (CDR). The volatility of the VAR is observed
allowing for non-linearity, outliers and change points based on the
works of [1]. This paper extends their procedure from univariate
to multivariate time series. A simulation and a case study for
detecting telecommunications fraud using CDR illustrate the use of
the algorithm in the bivariate setting.
Abstract: Internet is without any doubt the fastest and effective mean of communication making it possible to reach a great number of people in the world. It draws its base from exchange points. Indeed exchange points are used to inter-connect various Internet suppliers and operators in order to allow them to exchange traffic and it is with these interconnections that Internet made its great strides. They thus make it possible to limit the traffic delivered via the operators of transits. This limitation allows a significant improvement of the quality of service, a reduction in the latency time just as a reduction of the cost of connection for the final subscriber. Through this article we will show how the installation of an IXP allows an improvement and a diversification of the services just as a reduction of the Internet connection costs.