Open AccessDetecção de Intrusão Utilizando Análise de Séries Temporais com Modelos ARMAX/GARCH
Author(s) -
Igor Forain,
Adilson Eduardo Guelfi,
Elvis Pontes,
Anderson Silva
Publication year - 2013
Language(s) - Portuguese
Resource type - Conference proceedings
DOI - 10.5753/sbseg.2013.19539
Subject(s) - autoregressive conditional heteroskedasticity , autoregressive model , heteroscedasticity , autoregressive–moving average model , mathematics , physics , econometrics , volatility (finance)