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153
SelfSimilarity Through HighVariability: Statistical Analysis of Ethernet LAN Traffic at the Source Level
 IEEE/ACM TRANSACTIONS ON NETWORKING
, 1997
"... A number of recent empirical studies of traffic measurements from a variety of working packet networks have convincingly demonstrated that actual network traffic is selfsimilar or longrange dependent in nature (i.e., bursty over a wide range of time scales)  in sharp contrast to commonly made tr ..."
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Cited by 597 (24 self)
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A number of recent empirical studies of traffic measurements from a variety of working packet networks have convincingly demonstrated that actual network traffic is selfsimilar or longrange dependent in nature (i.e., bursty over a wide range of time scales)  in sharp contrast to commonly made traffic modeling assumptions. In this paper, we provide a plausible physical explanation for the occurrence of selfsimilarity in LAN traffic. Our explanation is based on new convergence results for processes that exhibit high variability (i.e., infinite variance) and is supported by detailed statistical analyses of realtime traffic measurements from Ethernet LAN's at the level of individual sources. This paper is an extended version of [53] and differs from it in significant ways. In particular, we develop here the mathematical results concerning the superposition of strictly alternating ON/OFF sources. Our key mathematical result states that the superposition of many ON/OFF sources (also k...
Experimental Queueing Analysis with LongRange Dependent Packet Traffic
 IEEE/ACM Transactions on Networking
, 1996
"... Recent traffic measurement studies from a wide range of working packet networks have convincingly established the presence of significant statistical features that are characteristic of fractal traffic processes, in the sense that these features span many time scales. Of particular interest in packe ..."
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Cited by 295 (13 self)
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Recent traffic measurement studies from a wide range of working packet networks have convincingly established the presence of significant statistical features that are characteristic of fractal traffic processes, in the sense that these features span many time scales. Of particular interest in packet traffic modeling is a property called longrange dependence, which is marked by the presence of correlations that can extend over many time scales. In this paper, we demonstrate empirically that, beyond its statistical significance in traffic measurements, longrange dependence has considerable impact on queueing performance, and is a dominant characteristic for a number of packet traffic engineering problems. In addition, we give conditions under which the use of compact and simple traffic models that incorporate longrange dependence in a parsimonious manner (e.g., fractional Brownian motion) is justified and can lead to new insights into the traffic management of highspeed networks. 1...
On the use of fractional Brownian motion in the theory of connectionless networks
 IEEE Journal on Selected Areas in Communications
, 1995
"... An abstract model for aggregated connectionless traffic, based on the fractional Brownian motion, is presented. Insight into the parameters is obtained by relating the model to an equivalent burst model. Results on a corresponding storage process are presented. The buffer occupancy distribution is a ..."
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Cited by 219 (6 self)
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An abstract model for aggregated connectionless traffic, based on the fractional Brownian motion, is presented. Insight into the parameters is obtained by relating the model to an equivalent burst model. Results on a corresponding storage process are presented. The buffer occupancy distribution is approximated by a Weibull distribution. The model is compared with publicly available samples of real Ethernet traffic. The degree of the shortterm predictability of the traffic model is clarified through an exact formula for the conditional variance of a future value given the past. The applicability and interpretation of the selfsimilar model are discussed extensively, and the notion of ideal Free Traffic is introduced. Keywords: LAN traffic, longrange dependence, selfsimilar, prediction 1 Introduction In this paper we are considering the modelling of traffical phenomena in a connectionless network. The principle of such a network is that all data is sent in relatively small independen...
Wavelet Analysis of Long Range Dependent Traffic
 IEEE TRANSACTIONS ON INFORMATION THEORY
, 1998
"... A Wavelet based tool for the analysis of long range dependence is introduced and a related semiparametric estimator of the Hurst parameter. The estimator is shown to be unbiased under very general conditions, and efficient under Gaussian assumptions. It can be implemented very efficiently allowing t ..."
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Cited by 216 (16 self)
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A Wavelet based tool for the analysis of long range dependence is introduced and a related semiparametric estimator of the Hurst parameter. The estimator is shown to be unbiased under very general conditions, and efficient under Gaussian assumptions. It can be implemented very efficiently allowing the direct analysis of very large data sets, and is highly robust against the presence of deterministic trends, as well as allowing their detection and identification. Statistical, computational and numerical comparisons are made against traditional estimators including that of Whittle. The estimator is used to perform a thorough analysis of the long range dependence in Ethernet traffic traces. New features are found with important implications for the choice of valid models for performance evaluation. A study of mono vs multifractality is also performed, and a preliminary study of the stationarity with respect to the Hurst parameter and deterministic trends.
A multifractal wavelet model with application to TCP network traffic
 IEEE TRANS. INFORM. THEORY
, 1999
"... In this paper, we develop a new multiscale modeling framework for characterizing positivevalued data with longrangedependent correlations (1=f noise). Using the Haar wavelet transform and a special multiplicative structure on the wavelet and scaling coefficients to ensure positive results, the mo ..."
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Cited by 171 (30 self)
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In this paper, we develop a new multiscale modeling framework for characterizing positivevalued data with longrangedependent correlations (1=f noise). Using the Haar wavelet transform and a special multiplicative structure on the wavelet and scaling coefficients to ensure positive results, the model provides a rapid O(N) cascade algorithm for synthesizing Npoint data sets. We study both the secondorder and multifractal properties of the model, the latter after a tutorial overview of multifractal analysis. We derive a scheme for matching the model to real data observations and, to demonstrate its effectiveness, apply the model to network traffic synthesis. The flexibility and accuracy of the model and fitting procedure result in a close fit to the real data statistics (variancetime plots and moment scaling) and queuing behavior. Although for illustrative purposes we focus on applications in network traffic modeling, the multifractal wavelet model could be useful in a number of other areas involving positive data, including image processing, finance, and geophysics.
Fitting Mixtures Of Exponentials To LongTail Distributions To Analyze Network Performance Models
, 1997
"... Traffic measurements from communication networks have shown that many quantities characterizing network performance have longtail probability distributions, i.e., with tails that decay more slowly than exponentially. File lengths, call holding times, scene lengths in MPEG video streams, and interva ..."
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Cited by 144 (13 self)
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Traffic measurements from communication networks have shown that many quantities characterizing network performance have longtail probability distributions, i.e., with tails that decay more slowly than exponentially. File lengths, call holding times, scene lengths in MPEG video streams, and intervals between connection requests in Internet traffic all have been found to have longtail distributions, being well described by distributions such as the Pareto and Weibull. It is known that longtail distributions can have a dramatic effect upon performance, e.g., longtail servicetime distributions cause longtail waitingtime distributions in queues, but it is often difficult to describe this effect in detail, because performance models with component longtail distributions tend to be difficult to analyze. We address this problem by developing an algorithm for approximating a longtail distribution by a hyperexponential distribution (a finite mixture of exponentials). We first prove tha...
Large Deviations, the Shape of the Loss Curve, and Economies of Scale in Large Multiplexers
, 1995
"... We analyse the queue Q L at a multiplexer with L inputs. We obtain a large deviation result, namely that under very general conditions lim L!1 L \Gamma1 log P[Q L ? Lb] = \GammaI (b) provided the offered load is held constant, where the shape function I is expressed in terms of the cumulant ..."
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Cited by 114 (11 self)
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We analyse the queue Q L at a multiplexer with L inputs. We obtain a large deviation result, namely that under very general conditions lim L!1 L \Gamma1 log P[Q L ? Lb] = \GammaI (b) provided the offered load is held constant, where the shape function I is expressed in terms of the cumulant generating functions of the input traffic. This provides an improvement on the usual effective bandwidth approximation P[Q L ? b] e \Gammaffib , replacing it with P[Q L ? b] e \GammaLI(b=L) . The difference I(b) \Gamma ffi b determines the economies of scale which are to be obtained in large multiplexers. If the limit = \Gamma lim t!1 t t (ffi) exists (here t is the finite time cumulant of the workload process) then lim b!1 (I(b) \Gamma ffi b) = . We apply this idea to a number of examples of arrivals processes: heterogeneous superpositions, Gaussian processes, Markovian additive processes and Poisson processes. We obtain expressions for in these cases. is zero for independent arrivals, but positive for arrivals with positive correlations. Thus economies of scale are obtainable for highly bursty traffic expected in ATM multiplexing.
Admission Control for Statistical QoS: Theory and Practice
, 1999
"... In networks that support Quality of Service (QoS), an admission control algorithm determines whether or not a new traffic flow can be admitted to the network such that all users will receive their required performance. Such an algorithm is a key component of future multiservice networks as it deter ..."
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Cited by 106 (12 self)
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In networks that support Quality of Service (QoS), an admission control algorithm determines whether or not a new traffic flow can be admitted to the network such that all users will receive their required performance. Such an algorithm is a key component of future multiservice networks as it determines the extent to which network resources are utilized and whether the promised QoS parameters are actually delivered. Our goals in this paper are threefold. First, we describe and classify a broad set of proposed admission control algorithms. Second, we evaluate the accuracy of these algorithms via experiments using both onoff sources and long traces of compressed video; we compare the admissible regions and QoS parameters predicted by our implementations of the algorithms with those obtained from tracedriven simulations. Finally, we identify the key aspects of an admission control algorithm necessary for achieving a high degree of accuracy and hence a high statistical multiplexing gain...
Wavelet Analysis of LongRangeDependent Traffic
, 1998
"... A waveletbased tool for the analysis of longrange dependence and a related semiparametric estimator of the Hurst parameter is introduced. The estimator is shown to be unbiased under very general conditions, and efficient under Gaussian assumptions. It can be implemented very efficiently allowing ..."
Abstract

Cited by 104 (1 self)
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A waveletbased tool for the analysis of longrange dependence and a related semiparametric estimator of the Hurst parameter is introduced. The estimator is shown to be unbiased under very general conditions, and efficient under Gaussian assumptions. It can be implemented very efficiently allowing the direct analysis of very large data sets, and is highly robust against the presence of deterministic trends, as well as allowing their detection and identification. Statistical, computational, and numerical comparisons are made against traditional estimators including that of Whittle. The estimator is used to perform a thorough analysis of the longrange dependence in Ethernet traffic traces. New features are found with important implications for the choice of valid models for performance evaluation. A study of mono versus multifractality is also performed, and a preliminary study of the stationarity with respect to the Hurst parameter and deterministic trends.
Asymptotic results for multiplexing subexponential onoff processes
 Advances in Applied Probability
, 1998
"... Consider an aggregate arrival process AN obtained by multiplexing N OnOff processes with exponential Off periods of rate λ and subexponential On periods τon. As N goes to infinity, with λN → Λ, AN approaches an M/G/ ∞ type process. Both for finite and infinite N, we obtain the asymptotic characteri ..."
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Cited by 70 (19 self)
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Consider an aggregate arrival process AN obtained by multiplexing N OnOff processes with exponential Off periods of rate λ and subexponential On periods τon. As N goes to infinity, with λN → Λ, AN approaches an M/G/ ∞ type process. Both for finite and infinite N, we obtain the asymptotic characterization of the arrival process activity period. Using these results we investigate a fluid queue with the limiting M/G/ ∞ arrival process A ∞ t and capacity c. When On periods are regularly varying (with noninteger exponent), we derive a precise asymptotic behavior of the queue length random variable QP t observed at the beginning of the arrival process activity periods P[Q P t +ρ−c> x] ∼ Λr P[τ c−ρ x/(r+ρ−c) on> u]du x → ∞, where ρ = EA ∞ t < c; r (c ≤ r) is the rate at which the fluid is arriving during an On period. The asymptotic (time average) queuedistributionlower boundis obtained undermoregeneral assumptions on On periods than regular variation. In addition, we analyze a queueing system in which one OnOff process, whose On period belongs to a subclass of subexponential distributions, is multiplexed with independent exponential processes with aggregate expected rate Eet. This system is shown to be asymptotically equivalent to the same queueing system with the exponential arrival processes being replaced by their total mean value Eet.