Evaluation of the effectiveness of small aperture network telescopes as IBR data sources
- Authors: Chindipha, Stones Dalitso
- Date: 2023-03-31
- Subjects: Computer networks Monitoring , Computer networks Security measures , Computer bootstrapping , Time-series analysis , Regression analysis , Mathematical models
- Language: English
- Type: Academic theses , Doctoral theses , text
- Identifier: http://hdl.handle.net/10962/366264 , vital:65849 , DOI https://doi.org/10.21504/10962/366264
- Description: The use of network telescopes to collect unsolicited network traffic by monitoring unallocated address space has been in existence for over two decades. Past research has shown that there is a lot of activity happening in this unallocated space that needs monitoring as it carries threat intelligence data that has proven to be very useful in the security field. Prior to the emergence of the Internet of Things (IoT), commercialisation of IP addresses and widespread of mobile devices, there was a large pool of IPv4 addresses and thus reserving IPv4 addresses to be used for monitoring unsolicited activities going in the unallocated space was not a problem. Now, preservation of such IPv4 addresses just for monitoring is increasingly difficult as there is not enough free addresses in the IPv4 address space to be used for just monitoring. This is the case because such monitoring is seen as a ’non-productive’ use of the IP addresses. This research addresses the problem brought forth by this IPv4 address space exhaustion in relation to Internet Background Radiation (IBR) monitoring. In order to address the research questions, this research developed four mathematical models: Absolute Mean Accuracy Percentage Score (AMAPS), Symmetric Absolute Mean Accuracy Percentage Score (SAMAPS), Standardised Mean Absolute Error (SMAE), and Standardised Mean Absolute Scaled Error (SMASE). These models are used to evaluate the research objectives and quantify the variations that exist between different samples. The sample sizes represent different lens sizes of the telescopes. The study has brought to light a time series plot that shows the expected proportion of unique source IP addresses collected over time. The study also imputed data using the smaller /24 IPv4 net-block subnets to regenerate the missing data points using bootstrapping to create confidence intervals (CI). The findings from the simulated data supports the findings computed from the models. The CI offers a boost to decision making. Through a series of experiments with monthly and quarterly datasets, the study proposed a 95% - 99% confidence level to be used. It was known that large network telescopes collect more threat intelligence data than small-sized network telescopes, however, no study, to the best of our knowledge, has ever quantified such a knowledge gap. With the findings from the study, small-sized network telescope users can now use their network telescopes with full knowledge of gap that exists in the data collected between different network telescopes. , Thesis (PhD) -- Faculty of Science, Computer Science, 2023
- Full Text:
- Date Issued: 2023-03-31
- Authors: Chindipha, Stones Dalitso
- Date: 2023-03-31
- Subjects: Computer networks Monitoring , Computer networks Security measures , Computer bootstrapping , Time-series analysis , Regression analysis , Mathematical models
- Language: English
- Type: Academic theses , Doctoral theses , text
- Identifier: http://hdl.handle.net/10962/366264 , vital:65849 , DOI https://doi.org/10.21504/10962/366264
- Description: The use of network telescopes to collect unsolicited network traffic by monitoring unallocated address space has been in existence for over two decades. Past research has shown that there is a lot of activity happening in this unallocated space that needs monitoring as it carries threat intelligence data that has proven to be very useful in the security field. Prior to the emergence of the Internet of Things (IoT), commercialisation of IP addresses and widespread of mobile devices, there was a large pool of IPv4 addresses and thus reserving IPv4 addresses to be used for monitoring unsolicited activities going in the unallocated space was not a problem. Now, preservation of such IPv4 addresses just for monitoring is increasingly difficult as there is not enough free addresses in the IPv4 address space to be used for just monitoring. This is the case because such monitoring is seen as a ’non-productive’ use of the IP addresses. This research addresses the problem brought forth by this IPv4 address space exhaustion in relation to Internet Background Radiation (IBR) monitoring. In order to address the research questions, this research developed four mathematical models: Absolute Mean Accuracy Percentage Score (AMAPS), Symmetric Absolute Mean Accuracy Percentage Score (SAMAPS), Standardised Mean Absolute Error (SMAE), and Standardised Mean Absolute Scaled Error (SMASE). These models are used to evaluate the research objectives and quantify the variations that exist between different samples. The sample sizes represent different lens sizes of the telescopes. The study has brought to light a time series plot that shows the expected proportion of unique source IP addresses collected over time. The study also imputed data using the smaller /24 IPv4 net-block subnets to regenerate the missing data points using bootstrapping to create confidence intervals (CI). The findings from the simulated data supports the findings computed from the models. The CI offers a boost to decision making. Through a series of experiments with monthly and quarterly datasets, the study proposed a 95% - 99% confidence level to be used. It was known that large network telescopes collect more threat intelligence data than small-sized network telescopes, however, no study, to the best of our knowledge, has ever quantified such a knowledge gap. With the findings from the study, small-sized network telescope users can now use their network telescopes with full knowledge of gap that exists in the data collected between different network telescopes. , Thesis (PhD) -- Faculty of Science, Computer Science, 2023
- Full Text:
- Date Issued: 2023-03-31
Exchange rate volatility and the returns on diversified South African investment portfolios
- Authors: Mulamu, Murendeni
- Date: 2022-04-06
- Subjects: Foreign exchange rates South Africa , Rate of return , Investments , GARCH model , Regression analysis , Autoregressive distributed lag (ARDL) model
- Language: English
- Type: Academic theses , Master's theses , text
- Identifier: http://hdl.handle.net/10962/284581 , vital:56076
- Description: Globalisation has made it much easier to invest in foreign countries. This creates endless options accessible to investors, including exploiting opportunities for investment in international economies. Although foreign investment portfolio diversification provides significant opportunities for financial returns, exchange rate volatility may play a prominent role when investing in foreign markets. Since the introduction of a floating exchange rate system, together with the inflation-targeting monetary policy framework in South Africa, there has been significant volatility in the exchange rate, far more than during the previous dispensations. This, however, creates a strong need to consider how the unpredictable nature of the exchange rate affects these investments. The purpose of this study is to analyse the effect of exchange rate volatility on the returns on diversified South African investment portfolios. This research examined whether there is a homogenous relationship between South African (domestic) portfolios and the internationally diversified portfolios. In addition, the study investigated the long-run relationship between the exchange rate volatility and both domestic portfolios and the internationally diversified portfolios for the period 2007-2019. To achieve these goals, a panel ARDL model was employed. This study found that exchange rate volatility does not account for a significant portion of returns on investment portfolios fluctuations. Moreover, the relationship is not homogenous because returns on domestic investment portfolios react positively to the exchange rate volatility, whereas returns international investment portfolios respond negatively/positively to the exchange rate volatility depending on whether the relationship is short or long run. This study will contribute to the existing literature, and it is important for investors intending to diversify their investment portfolios both domestically and internationally using different mutual funds in South Africa. , Thesis (MCom) -- Faculty of Commerce, Economics and Economic History, 2022
- Full Text:
- Date Issued: 2022-04-06
- Authors: Mulamu, Murendeni
- Date: 2022-04-06
- Subjects: Foreign exchange rates South Africa , Rate of return , Investments , GARCH model , Regression analysis , Autoregressive distributed lag (ARDL) model
- Language: English
- Type: Academic theses , Master's theses , text
- Identifier: http://hdl.handle.net/10962/284581 , vital:56076
- Description: Globalisation has made it much easier to invest in foreign countries. This creates endless options accessible to investors, including exploiting opportunities for investment in international economies. Although foreign investment portfolio diversification provides significant opportunities for financial returns, exchange rate volatility may play a prominent role when investing in foreign markets. Since the introduction of a floating exchange rate system, together with the inflation-targeting monetary policy framework in South Africa, there has been significant volatility in the exchange rate, far more than during the previous dispensations. This, however, creates a strong need to consider how the unpredictable nature of the exchange rate affects these investments. The purpose of this study is to analyse the effect of exchange rate volatility on the returns on diversified South African investment portfolios. This research examined whether there is a homogenous relationship between South African (domestic) portfolios and the internationally diversified portfolios. In addition, the study investigated the long-run relationship between the exchange rate volatility and both domestic portfolios and the internationally diversified portfolios for the period 2007-2019. To achieve these goals, a panel ARDL model was employed. This study found that exchange rate volatility does not account for a significant portion of returns on investment portfolios fluctuations. Moreover, the relationship is not homogenous because returns on domestic investment portfolios react positively to the exchange rate volatility, whereas returns international investment portfolios respond negatively/positively to the exchange rate volatility depending on whether the relationship is short or long run. This study will contribute to the existing literature, and it is important for investors intending to diversify their investment portfolios both domestically and internationally using different mutual funds in South Africa. , Thesis (MCom) -- Faculty of Commerce, Economics and Economic History, 2022
- Full Text:
- Date Issued: 2022-04-06
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