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SToCND

Python code for modelling seasonality and self-exciting behaviour in a sequence of event times

###Verion 1.0 uploaded of 1st December 2017

###Usage ./Network_model.py -h

###Documentation A description of the algorithms are given in the manuscript Statistical Modelling of Computer Network Traffic Event Times

Output For each event in the test data output is.

###For the discrete time mode: Time, Wold Step pvalue, Constant pvalue ###For the continuous model: Time, Wold Exponential pvalue, Hawkes Exponential pvalue, Wold Step pvalue, Seasonal Pvalue (0 if seaonal not implemented), (Constant pvalue)

###The Hawkes Step model was not included because of the computational costs. Please contact the authour if you want to implement this approach.

Data Format, the data should come in the form of an event time and a user separated by a comma. An example is shown in LANL_data.txt

###Users.txt is an example of a list of different users that will be modelled sparately.

###Minimum length of training data is set to 200

###TEST EXAMPLE cat LANL_data.txt |./Network_model_git.py -t 28 -d 0 -u Users.txt -g

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