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Traffic concept, measurements, statistics

Lecturer: Dmitri A. Moltchanov


E-mail: moltchan@cs.tut.fi

http://www.cs.tut.fi/˜moltchan/modsim/

http://www.cs.tut.fi/kurssit/TLT-2706/
Traffic modeling D.Moltchanov, TUT, 2005
OUTLINE:
• Traffic concept;
• Traffic measurements;
• Step-by-step traffic modeling procedure;
• Points of interest in traffic modeling;
• Observations from Internet traffic measurements;
• What statistics to capture;
• Estimation of the statistics;
• Choosing a candidate model;
• Fitting parameters of the model;
• Testing for accuracy of approximation;
• Example of the traffic modeling procedure.

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Traffic modeling D.Moltchanov, TUT, 2005

1. Importance of the traffic


The cost of any telecommunication system depends on the amount of traffic.
The main aims when planning a telecommunication system is to:
• adjust the amount of equipment so that the required quality if satisfied;
• use the equipment as efficient as possible;
• keep costs as small as possible.
Teletraffic theory deals with developing methods suitable for:
• optimization of the structure of the network to satisfy a given traffic;
• adjustment of the amount of equipment to satisfy a given traffic.
Since these both tasks depends upon the amount of traffic we have to define:
• what is the traffic?
• what is the unit of traffic?
We distinguish between circuit-switched and packet switched networks.

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2. Traffic in circuit-switched networks


Definition: traffic intensity in a pool of resources at t is the number of busy resources at t.

Mean traffic intensity is given by:


 T
1
Y (T ) = n(t)dt, (1)
T 0

• where n(t) denotes the number of occupied resources (servers) at the time t.

Note the following:


• a pool of resources may be any group of certain servers (i.e. number of trunks);
• statistical moments of the traffic intensity may be calculated for a given period of time T ;
• traffic intensity is usually referred to as average traffic intensity.

Definition: carried traffic AC is the traffic carried by the group of servers during interval T .

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n(t), number of busy trunks

average traffic intensity

instantaneous traffic intensity


t, time

Figure 1: Illustration of the average traffic intensity.

The following is important:


• the carried traffic cannot exceed the number of trunks;
• a single trunk can at most can carry one Erlang of the traffic!

The total traffic carried in a period of time T is called a traffic volume (Erlang-hours).

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Note the following:
• carried traffic AC is often proportional to income of a network operator;
• losses are usually due to inability to carry all traffic!

Definition: offered traffic A:


• traffic which would be carried if no arrivals were rejected due to a lack of capacity;
• this concept is usually used in theoretical studies:

How to compute offered traffic:

A = λ × s. (2)

• λ: mean number of arrivals per a time unit;


• s: mean service time of arrival.

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So far we defined two different types of traffic. These are:
• offered traffic A;
• carried traffic AC .
• volume of these traffics (A, AC ) may not be equal to each other.

Lost (rejected, blocked) traffic: difference between offered traffic and carried traffic:

AL = A − AC . (3)

• the value of lost traffic is reduced by increasing the capacity of the system;
• when the capacity of the system tends to infinity AC → A.

Example: arrival intensity is 10 arrs/m.; mean service time is 2 minutes:

A = 10 · 2 = 20(Erlangs). (4)

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2.1. Traffic variations


Traffic in circuit-switched networks varies according to activity of subscribers:
• traffic is generated by single sources – subscribers;
• subscribers are assumed to be independent.
Measurements have shown that traffic is characterized by two major components:
• stochastic component:
– random generation of calls by subscribers.
• deterministic component:
– nearly deterministic variability of number of calls over days, weeks, months and even years
– cause: subscribers’ needs to make more calls in a certain period of time.
Variations in traffic can be divided into:
• variations in service times;
• variations in number of calls.

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Figure 2: Average number of voice calls: 10 workdays averages, taken from V.B. Iversen.

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Figure 3: Average service times for voice calls: taken from V.B. Iversen.

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Peaks in average number of calls and service time usually depends on:
• whether the exchange is located in residential, rural, or business area;
• on what traffic we look at.

Deterministic nature: traffic patterns looks very similar for a different days:
• traffic patterns are similar during week-days;
• traffic patterns are similar during week-end days;
• traffic patterns are different during week-days and week-end days.

Natural question:
• when the peak number of calls occurs?
• is this peak the same for each day?

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Generally, deterministic variations in the traffic can be divided to:
• 24 hours variations:
– as those we considered previously.
• weekly variations:
– highest traffic: Monday, then on Friday, Tuesday, Wednesday, Thursday, Saturday, Sunday.
• year variations:
– for example: there is a very low traffic in vacation times (July in Finland).
• large scale variation:
– traffic increases depending on technology development and economic state of the society.
The following is important:
• we considered a traditional PSTN traffic;
• other traffic types or other circuit-switched networks have their own patterns and variations.
– dial-up Internet via modems;
– voice calls in GSM/IS-95/UMTS mobile networks.

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Figure 4: Average number of modem calls: single day, taken from V.B. Iversen, year 1999.

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Figure 5: Average service times for modem calls: taken from V.B. Iversen.

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2.2. The concept of busy hour


Time consistent busy hour (TCBH):
• time period of 60 minutes during which, measured on a long time, the highest traffic occurs.
Note the following:
• the highest traffic may not occur during the same time every day!
calls/minute

0 4 8 12 16 20 24 time

calls/minute

0 4 8 12 16 20 24 time

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2.3. Blocking concept


Circuit-switched telecommunications systems:
• are dimensioned so that subscribers are sharing the expensive equipment:
– never dimensioned so that all subscribers can connect at the same time;
– equipment which is separate for each subscriber should be made as cheap as possible.
• there is a concentration from the subscribers towards exchange.

to domestic concentrator

Exchange
customers

...
...

...
to international concentrator

Figure 6: Sketch of the telephone exchange.

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What are usual dimensioning rules applied:
• about 5 − 8% of subscribers should be able to make domestic calls at the same time;
– note that each phone is usually used 10 − 16% of the time.
• about 1% of subscribers should be able to make international calls at the same time.

How it is made and what it gives:


• statistical multiplexing at the call level;
• subscriber feels that he has an unrestricted access to all resources.

There should be some problems:


• resources are shared with many others;
• it is possible that a subscriber cannot establish a call.

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When it is not possible to to establish a call it:
• has to wait;
• has to be blocked.

Depending on how system operates we distinguish between:


• loss systems: arrival is lost when there are insufficient resources in the system;
• waiting systems: arrival waits when there are insufficient resources in the system;
• mixed loss-waiting systems: depending on arrival it can wait of get lost.

Networks performance measures in loss systems can be expressed using:


• call congestion B: fraction of call attempts that observes all servers busy;
• time congestion E: fraction of time when all servers are busy;
• traffic congestion C: the fraction of the offered traffic that is not carried.

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3. Traffic in packet-switched networks


In data networks we talk about transmission needs:
• any packet can be of s units in length (bits or bytes);
• any link is characterized by a capacity φ (units per second).

Then the service time for a customer (so-called transmission time) is:
s
. (5)
φ

Utilization ρ of the link is:


λs
ρ= , 0 < ρ < 1. (6)
φ
• λ is arrival rate of packets per time unit.

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4. Traffic measurements
To provide quantitative analysis of telecommunication system we have to:
• provide adequate traffic model:
– determine important statistical parameters of input traffic:
∗ measure traffic patterns;
∗ compute statistical parameters of the patterns.
– match these parameters using appropriate traffic model.
• provide model of the service process;
• carry out analysis of the system under different conditions.
Any traffic measurement is characterized by the following three parameters:
• period of measurement;
• type of measurement;
• parameters under consideration.

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4.1. Why do we need traffic measurements?


There are four main reasons why network traffic measurements are very useful:
• network troubleshooting:
– malfunctioning equipment may disrupt the operation of the network;
– examples: broadcast storm, illegal packet sizes, incorrect addresses, security attacks;
– measurements: may help to locate this equipment.
• protocol/application debugging:
– developers want to test a new, improved version of protocol/application;
– measurements: may reveal ’hidden problems’ of the protocol/applications.
• traffic characterization:
– what is the current workload, what are the future trends?;
– measurements: are required to answer these questions.
• performance evaluation:
– what is the performance of the router, application?
– measurements: are required to characterize the workload.

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4.2. Methods of measurements


Traffic measurements can be implemented using the following operations:
• observing number of events:
– collecting a number of events over a constant time intervals;
– it corresponds to number representation of arrival process;
• observing time intervals:
– collecting data about the lengths of time intervals between events;
– this corresponds to an interval representation of arrival process.
Using these operations we may obtain any characteristic of a traffic process to:
• apply these characteristics to develop a traffic model;
• directly to dimension a system under consideration.
Traffic measuring methods can be divided into two major categories:
• continuous measuring methods: measuring equipment is activated at the instant of the event;
• discrete measuring methods.

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4.3. Discrete measurements


Discrete measurement (so-called scanning method):
• time points are chosen;
• measuring equipment tests whether there have been changes at the measuring time points;
• time points are usually equally separated;
• events between two time points are considered as happened together.

time

points of measutements

1 1 2 1 2 1 1
time

Figure 7: Discrete measurements.

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4.4. Active and passive measurements


Whether we monitor real network traffic or some kind of ’artificial’ traffic:
• active traffic measurements;
• passive traffic measurements.
Active measurements:
• packets are generated by a tool to probe the network and measure characteristics:
– ping: tool to estimate network latency to a particular destination in the Internet;
– tracert: tool to determine routing paths;
– pathchar: tool to estimate link capacities and latencies along the Internet path.
Passive measurements:
• network monitor is used to observe and record traffic on an operational network;
• most free measurement tools fall into this category:
– tcpdump;
– Etherial.

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4.5. Software and hardware-based measurements tools


Depending on implementation we distinguish between:
• hardware-based traffic measurement tools;
• software-based traffic measurement tools.
Hardware-based measurement tools:
• equipment (device) with specific functionality;
• often referred to us as traffic analyzers;
• expensive: depends on the number of network interfaces, storage capacity, analysis capabilities;
• usually provide on-line statistical traffic analysis.
Software-based measurement tools:
• specific programs developed for collection and analysis of data;
• are not so expensive sometimes providing the same functionality;
• some examples: tcpdump, Etherial, ping;
• non-specific examples: web servers, proxies, firewalls, providing log files.

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Figure 8: An example of the main window of Etherial with captured trace.

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5. Step-by-step traffic modeling procedure


Step-by-step procedure:
• determine the level of interest;
• measure traffic at the point of interest;
• decide what statistics should be captured;
• estimate statistics of traffic observations:
• choose a candidate model;
• fit parameters of the model;
• test accuracy of the model.

We will be dealing with:


• traffic in packet-switched networks;
• different levels of aggregation.

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6. Level of interest for traffic modeling


Traffic can be represented:
• at the session level:
– request for downloading files from ftp server;
– request for downloading pages from www server.
• at the packet level.
Which level to choose:
• depends on particular task;
General notes:
• session level:
– usually claimed for follow Poisson process;
– reality might be quite different!
• packet level: any behavior should be expected.

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7. Points of interest in traffic modeling


You have to take into account:
• where you are asked to model the traffic (evaluate performance)?

customer side network side


2

Figure 9: Points at which traffic is usually measured and modeled.

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7.1. Point 1: particular application:


We distinguish between:
• voice application;
• video application;
• data transfers:
– ftp information;
– http information;
– ssh information.
What is important: properties of transport layer protocol and application:
• UDP: no specific pattern:
– does not affect much properties of application;
– you may model traffic of application only.
• TCP: very specific pattern:
– affect data transmission;
– should be taken into account.

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18
Congestion window, MSSs
16

TCP Reno

4 TCP Tahoe

1
time

Figure 10: TCP traffic pattern: TCP Reno and TCP Tahoe.

• how much traffic does the application have?


• ftp: large files; ssh, e-mail, http: large and small transfers.

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7.2. Point 2: aggregated traffic from a number of applications


We distinguish between:
• heterogenous applications;
• homogenous applications.

customer side customer side

voip voip

voip video

voip ftp

voip voip

Figure 11: Homogenous and heterogenous traffic aggregates.

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7.3. Point 3: aggregated network traffic


What is that:
• aggregation of a large number of flows.

access router

backbone router

access router

access router

Figure 12: Aggregated backbone traffic.

• may have quite sophisticated properties;


• practically, cannot be obtained as superposition of individual flows.

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8. Observations from the Internet traffic measurements


The most important fact: Internet traffic changes in time.

Recent observations, trends and facts on the Internet traffic:


• TCP accounts for most of the packet traffic in the Internet;
• traffic flows are bidirectional, but often asymmetric;
• most TCP sessions are short-lived;
• the packet arrival process in the Internet is not Poisson;
• the session arrival process may be approximated by Poisson distribution;
• packet sizes are bimodally distributed;
• packet traffic is non-uniformly distributed;
• aggregate network traffic may have multi-fractal nature;
• Internet traffic continues to changes.

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8.1. Domination of TCP


TCP accounts for most of the packet traffic in the Internet:
• beginning of 90th :
– it was firstly observed that TCP dominates.
• middle of 90th :
– introduction of multimedia services;
– development of RTP, RTCP, RTSP...;
– UDP share was expected to grow.
• beginning on 2000:
– TCP still dominant protocol;
– multimedia content also extensively use TCP.
Reasons of TCP dominance:
• multimedia is usually place of web pages;
• availability of TCP.

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8.2. Bidirectional asymmetric traffic flows


Traffic flows are bidirectional, but often asymmetric:
• bidirectional exchange of data:
– ftp, http, ssh, e-mail, etc.
• asymmetric traffic pattern:
– ftp, http, ssh, e-mail are all request-response based protocols.
• what are the current trends:
– p2p applications may generate bidirectional asymmetric traffic;
– p2p applications: napster, kazaa, etc.

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8.3. Short-lived TCP sessions


Most TCP sessions are short-lived:
• almost 90% of TCP connections exchange fewer than 10Kbytes of data in few seconds:
– WWW service: request - response;
– http v1.0: separate connection for an object on a page;
– http v1.1: single connection for a page;
– most pages and objects are less than 10Kbytes in length.
• what the effect:
– heavy-tailed distribution of session sizes.
– heavy-tail: a lot of frequencies corresponding to large histogram bins;
– reasons for heavy-tail: most of the sessions are small, some a big (ftp).

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8.4. Packet arrivals are not homogenous Poisson


The packet arrival process in the Internet is not homogenous Poisson:
• common belief was:
– aggregated traffic is Poisson (or at least Markovian) in nature;
– a lot of studies have been made with Poisson assumption.
• reality:
– arrival process is not homogenous Poisson;
– interarrival times are at least correlated;
– packet arrival process may not be event covariance stationary;
– there can be so-called packet ’clumps’ or ’batches’
• result: packet arrival process is far from common assumptions.

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8.5. Session arrivals are Poisson


The session arrival process may be approximated by Poisson distribution:
• what are the reasons:
– there are a lot of users getting access to a certain site;
– users can be assume the be independent;
– situation is similar to telephone network where Poisson assumption holds.

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8.6. Special distribution of packet sizes


Packet sizes are bimodally distributed:
• around 50% of packets are as large as possible:
– these are TCP data packets;
– recall, it is determined by MTU of Ethernet: 1500 bytes;
– around 50% of packets are 1500 bytes in length.
• around 40% of packets are as small as possible:
– these are TCP ACKs;
– recall, it is determined by headers of TCP (20 bytes), IP (20 bytes): 40 bytes;
– around 40% of packets are 40 bytes in length.
• around 10% of packet lengths are uniformly distributed between 40 and 1500;
• additional peaks: fragmentation of IP packets.

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8.7. Non-uniform distribution of the traffic


Note: it is related to flows in the network!

Packet traffic is non-uniformly distributed:


• around 90% of traffic is between 10% of nodes:
– explanation: client-server configuration of most services.
• this property may change:
– p2p applications.

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8.8. Unknown patterns of the packet traffic


What was suggested over decades:
• 80th : Poisson nature of the aggregated packet traffic:
– common agreement: this assumption is no longer valid!
• 90th : self-similar nature of the aggregated traffic:
– the most respected hypotheses today;
– seems a little bit strange.
• 2000: is it simply non-stationary?
– probably the correct answer:
– small timescales: stationary;
– long timescales: non-stationary.

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8.9. Changing nature of Internet traffic


Internet traffic continuous to changes:
• what applications dominated over decades:
– 80 − 95: e-mail, remote access;
– 95−: WWW, large file transfers;
– predictions: 2010: p2p, WWW.
• how to deal with:
– you cannot rely upon ’old measurements’;
– new measurements are required.

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8.10. Find more about Internet traffic


Where you may find more about current Internet traffic:
• Internet traffic archive: http://ita.ee.lbl.gov;
• Internet traffic report: http://www.internettrafficreport.com;
• National laboratory for applied network research (NLANR): http://www.nlanr.net;
• NLANR measurement and operations analysis team (MOAT): http://moat.nlanr.net;
• National Internet measurement infrastructure (NIMI): http://www.ncne.nlanr.net/nimi;
• tcpdump measurements software: http://www.tcpdump.org;
• etherial software: http://www.etherial.com;
• research papers:
– free search engine: http://researchindex.org/;
– free search engine: http://scholar.google.com/;
– ieee: http://ieeexplore.ieee.org/Xplore/guesthome.jsp.

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9. What statistics to capture


General answer is not straightforward:
• what are the aims of traffic modeling:
– just propose a new, better traffic model?
– carry out performance evaluation?
– what kind of performance evaluation simulation/analytic?
• how close you are going to describe the traffic:
– trade-off between accuracy and complexity!
– is it sufficient just to get basic ideas?
– is there interest in precise parameters?
• what statistics are important:
– mean, variance, distribution, ACF?
– you can never say before you get results;
– you can never say before you capture a certain parameter.

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9.1. Description of stochastic processes


Note the following for process {S(n), n = 0, 1, . . . }:
• full information is given by N -dimensional distribution:

S(t1 , s1 , t2 , s2 , . . . ) = P r{S(t1 ) ≤ s1 , S(t2 ) ≤ s2 , . . . }. (7)

– impossible to deal with;


– never considered in teletraffic theory.
• in most general case we operate with:
– empirical distribution (in terms of the histogram);
– autocorrelation function.
• note the following:
– distribution and ACF: does not fully describe arbitrary process;
– distribution and ACF: gives full description for processes with Normal distribution.

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fi,E(D) KY(i)
0.11 1

0.8
0.083

0.6
0.055
0.4

0.028
0.2

0 0
0 5 10 15 20 25 30 35 0 2 4 6 8 10

iD i, lag
(a) Empirical distribution (b) NACF

Figure 13: Empirical distribution and NACF with approximations.

It is advisable to construct both:


• you get a picture how distribution behaves;
• you get a picture how ACF behaves.

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fX(x)
exponential, hyperexponential

gamma, beta, Erlang, Weibull

normal

Pareto

Figure 14: Forms of distribution.

Note: form may significantly affect results of performance analysis!

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If distribution is hard to capture, capture moments:
• 1st moment: mean;
• 2nd moment: variance;
• 3rd moment: skewness;
• 4th moment: kurtosis;
• higher moments.

If ACF is hard to capture, capture:


• lag-1 ACF only;
• short-range behavior of ACF;
• long-range behaviour of ACF.

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9.2. Importance of moments

fX(x)

variance

mean x

Figure 15: Mean and variance of distribution.

• mean: measure of central tendency;


• variance: measure of dispersion.

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fX(x)

sk < 0 sk = 0 sk > 0

Figure 16: Skewness of the distribution.

• skewness: normalized third central moment (for symmetric sk = 0);


• skewness: measure of the lopsidedness of the distribution.

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fX(x)

kurt 2

kurt 2 > kurt 2

kurt 1

Figure 17: Kurtosis of the distribution.

• kurtosis: normalized fourth central moment - 3;


• kurtosis: whether the distribution is tall and skinny or short and squat compared to normal.

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Notes on fitting moments:
• if 4 first moments are fitted you may expect fair approximation of histogram;
• sometimes it is easier to fit histogram than more than 2 moments.

fX(x)

Figure 18: Distribution to be approximated.

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fX(x)

Figure 19: Fitting mean and variance results in a number of forms of a distribution.

• different skewness;
• different length on fX (x) axis.

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fX(x)

Figure 20: Fitting mean, variance and skewness limits a number of forms of a distribution.

We still have differences:


• different length on fX (x) axis.

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fX(x)

Figure 21: Fitting mean, variance, skewness and kurtosis may result in a desired distribution.

• if we fit kurtosis we are sure that the length on fX (x) axis is the same;
• 4 moments are fairly enough to get good fitting.

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9.3. Importance of the ACF


Note the following:
• autocorrelation affects results of performance analysis:

The effect may not be straightforward


• autocorrelation in packet arrivals usually leads to more losses;
• autocorrelation in bit errors of the wireless channel may lead to less losses.

ACF manifests itself in two effects:


• short-range dependence:
– more losses and larger delays compared to no autocorrelation.
• long-range dependence:
– more losses and larger delays compared to short-range dependent models.

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K(i)
short-range dependence

long-range dependence

i < 10-20 i > 50 i

Figure 22: Long and short-range dependence.

• short-range dependence: K(i) = 0 already for some i < 20 ∼ 30;


• long-range dependence: K(i) = 0, i > 50.

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K(i)
single exponential/geometric component

two exponential/geometric components

power decay (long-range dependence)

Figure 23: Common forms of the normalized ACF in traffic models.

• exponential/geometric decay: short-range dependence;


• power decay: long-range dependence.

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K(i)

k
mixture of exponential terms K (i ) = å j j l j i
j =1

Figure 24: Power decay can be approximated by sum of exponentials (to the some extent).

• some models have such a kind of ACF;


• example: Markov modulated processes.

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Note on long-range dependence:
• may exists as a consequence of non-stationarity!
• you have to be pretty sure in stationarity:
– anomaly behavior of ACF may be the sign of non-stationarity;
– example: ACF is not strictly decreasing.
– example: ACF is slowly decreasing.

The following is important:


• observations of stationary traffic usually have strictly decreasing ACF;
• however, note the following:
– some anomalies can be due to outbursts that may not be important;
– some anomalies are important.
• you have to have intuition!

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Y(i) Y(i)
15 15

10
10
5

5
0

5 0
0 25 50 75 100 0 25 50 75 100
KY(i) i, time KY(i) i, time
1 1

1 2
0 25 50 75 100 0 25 50 75 100

i, lag i, lag

Figure 25: Traces and NACFs of non-stationary observations.

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Y(i) Y(i)
4 20

2 10

0 0

2 10
0 25 50 75 100 0 25 50 75 100
i, time i, time
KY(i) KY(i)
1 1

0.5 0.5

0 0

0.5 0.5
0 25 50 75 100 0 25 50 75 100

i, lag i, lag

Figure 26: Traces and NACFs of stationary observations.

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9.4. What statistics are important?


Note the following:
• mean value:
– must be captured;
• variance:
– must be captured;
– one may use standard deviation or coefficient of variation instead.
• lag-1 ACF:
– was found to be important;
– may have unexpected effect.
• structure of the ACF:
– sometimes may affect significantly (e.g. long-range dependence).
• histogram of relative frequencies:
– captures all moments of one-dimensional distribution;
– required when you have to be pretty sure.

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9.5. Example of importance of parameters


We consider: SBP+SPP/D/1/K queuing system:
• SBP: switched Bernoulli process;
• SPP: switched Poisson process;
• arrivals of SBP have priority over SPP;
• constant service time of one slot;
• K waiting positions;
• parameters of interest: pdf of waiting time fL (l), pdf of losses fQ (q).

Application: frame transmission process over wireless channels:


• SBP: frame error process;
• SPP: frame arrival process;
• limited buffer of the mobile terminal;
• single wireless channel.

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Figure 27: Effect of the lag-1 autocorrelation coefficient of SPP.

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Figure 28: Effect of the variance of SPP.

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Figure 29: Effect of the form of the distribution of SPP.

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Figure 30: Effect of the lag-1 autocorrelation coefficient of SBP.

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Figure 31: Effect of the variance of SBP.

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9.6. Common matching schemes


Common matching:
• mean and variance:
– usually easy to do;
– used to get mean performance parameters.
• mean, variance and lag-1 ACF:
– there are a number of models and algorithms;
– relatively easy to do.
• mean and ACF:
– there are a number of models and algorithms;
– sometimes not easy to do.
• histogram:
– one may look for analytical distribution;
– usually easy to do using discrete distribution.
• histogram and ACF.

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9.7. Classes of models and characteristics


Classes of models:
• renewal class of models:
– distribution can be arbitrary;
– ACF is zero for all lags: no autocorrelation.
• autoregressive class:
– distribution is normal;
– ACF is a sum of exponential/geometric terms.
• Markov-modulated models:
– distribution can be arbitrary;
– ACF is a sum of exponential/geometric terms.
• models with self similar properties:
– distribution can be either normal (FBM) or arbitrary (F-ARIMA);
– ACF non-zero for large lags: long-range dependence.

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9.8. Receipts
You may use the following when you are to capture:
• first two moments:
– Erlang, hyperexponential, exponential distributions;

– approximation by discrete distribution: p1 , p2 , . . . , pk such that i pi = 1.
• first m moments:
– special case of phase-type distribution;
– approximation by discrete distribution.
• first two moments and lag-1 of ACF:
– Markov modulated processes;
– autoregressive processes.
• first two moments and ACF:
– Markov modulated processes;
– autoregressive processes.

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10. Estimating statistics of traffic observations


What is special in teletraffic:
• usually we have enough statistics to estimate;
• that is, we can capture for days...
• see, Internet Traffic Archive: http://ita.ee.lbl.gov/

What does it mean:


• recall, unbiased and consistent estimate for variance:

1 
N
2
σ [X] = (Xi − m)2 . (8)
N − 1 i=1

– we may not care about 1/(N − 1) and just use 1/N when N is sufficiently large.

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General questions you have to answer at this step:
• is the traffic process ergodic:
– practically, there are no means to test for ergodicity;
– look for reasons for ergodicity of the traffic process;
– ergodic: a single sufficiently long observation can be further used;
– not ergodic: a set of observations must be obtained.
• are there reasons for stationarity of the traffic process?
– practically, there are no means to test for stationarity;
• if stationary (first- or second-order):
– estimate important statistics;
• if not stationary:
– try to change representation of observations;
– another representation may be stationary.

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11. Choosing a candidate model


Input information
• parameters of the traffic that have to be captured;
• a set of traffic models.

What you have to know:


• traffic models and their properties;
• analytical tractability of models:
– simulation: any model is suitable;
– analytical: only tractable models are suitable.

Examples:
• analytically tractable: renewal models, Markovian models;
• analytically intractable: most non-Markovian models.

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11.1. Example of the problem


Assume we have:
• observations of RV X that is defined on [0, ∞);
• we have to capture first two moments of observations:
2
E[X], C < 1. (9)

What one may guess:


• Erlang distribution (E2 ):
– defined on [0, ∞);
– has C 2 < 1.
• shifted exponential distribution:
– defined on [d, ∞).
– has C 2 < 1.
• what to choose?

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fX(x) E2: fX(x) = bxe-bx

Shifted exp: fX(x) = be-b (x-d)

d x

Figure 32: pdfs of shifted exponential and E2 distributions.

Conclusion:
• shifted exponential does not satisfy implicit requirement X ∈ [0, ∞)
• we choose Erlang distribution;

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12. Self-similar traffic


Note the following:
• it is a common belief nowadays:
– may not be true.
• a way to deal with aggregated network traffic:
– may not be the only approach.

Simple example of deterministic self-similar behavior: Cantor set:


• take a certain subspace of the space (assume rectangle [0, 1][0, 1] in R2 );
• scale its size by 1/3 and place in corners on initial subspace;
• do the same for each obtained rectangle;
• continue...
Note: self-similar structures are sometimes called fractals.

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arrivals

take 2 of length 1/3 and place in corners

Figure 33: Illustration of the 2D Cantor set and 1D Cantor set as ON/OFF traffic.

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arrivals

Figure 34: Weighted Cantor set with weights 2/3 and 1/3 (we preserve the whole weight).

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Figure 35: Coast of England is an example of fractals: length scales with a timescale.

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Figure 36: Stochastic self-similarity in the network traffic.

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12.1. Definition of self-similarity


Assume we are working with:
• {Y (t), t = 0, 1, . . . }: cumulative arrival process:
– may not be stationary!
• {X(t), t = 0, 1, . . . }, X(t) = Y (t + 1) − Y (t): process of increments:
– first order difference process: X(t) = ∇Y (t) (recall ARIMA);
– this process is should be covariance stationary with zero mean.
Y(t) X(t)
60 50

40

20
0
0

20

40 50
0 2 4 6 8 10 0 2 4 6 8 10

t, time t, time

Figure 37: Example of processes {Y (t), t = 0, 1, . . . } and {X(t), t = 0, 1, . . . }.

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Define aggregated averaged process of {X(t), t = 0, 1, . . . } as:
1 1 
mn
X (m) (n) = (Xnm−m+1 + · · · + Xnm ) = X(t). (10)
m m
t=m(n−1)+1

{X(n),n = 0,1,..}

t
{X(5)(n),n = 5,10,..}

t
{X(10)(n),n = 10,20,..}

Figure 38: Averaging the process {X(t), t = 0, 1, . . . }.

Note: X (m) (n) is the sample mean of the sequence (Xnm−m+1 + · · · + Xnm ).

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A process {X(t), t = 0, 1, . . . } is exactly second-order self-similar if:
σ2
γ(k) = [(k + 1)2H − 2k 2H + (k − 1)2H ], k = 1, 2, . . . , (11)
2
• γ(k) is ACF of {X(t), t = 0, 1, . . . };
• such structure implies that γ(k) = γ (m) (k) for all m ≥ 1;
• H is called Hurst parameter;
• for self-similar processes 0.5 < H < 1.
A process {X(t), t = 0, 1, . . . } is asymptotically second-order self-similar if:

(m) σ2
γ (k) = lim [(k + 1)2H − 2k 2H + (k − 1)2H ], k = 1, 2, . . . . (12)
m→∞ 2

• γ (m) (k) is ACF of {X (m) (n), n = 0, 1, . . . }.


Note the following:
• exactly self-similar: correlation structure is strictly preserved over timescales;
• asymptotically self-similar: correlation structure is preserved under time-aggregation.

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12.2. Self-similarity in terms of distribution


Consider the following:
• continuous time process {Y (t), t ∈
};

Process {Y (t), t ∈
} is self-similar with certain 0 < H < 1 if:

Y (t) = a−H Y (at), a > 0, t ≥ 0. (13)

• it means: {Y (t), t ∈
} and {Y (at), t ∈
} normalized by a−H have the same distribution;
• we usually interpret {Y (t), t ∈
} as cumulative arrival function.

What is important:
• {Y (t), t ∈
} cannot be stationary du to normalization factor a−H !
• its increment process can be (does not mean it must) covariance stationary.

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12.3. Long range dependence


Determine variance of {X (m) (n), n = 0, 1, . . . } via variance of {X(t), t = 0, 1, . . . }:
   2
1 1
σ 2 [X (m) ] = E 2 (Xnm−m+1 + · · · + Xnm ) − E [Xnm−m+1 + · · · + Xnm ] =
m m
2 
m
σ 2 [X]
= + 2 (m − k)r(k) =
m m k=1
 m  
 k
= σ 2 [X] 1 + 2 1− r(k) m−1 . (14)
k=1
m

• r(k), k = 1, 2, . . . is the NACF of {X(t), t = 0, 1, . . . }.


Note: if process {X(n), n = 0, 1, . . . } is uncorrelated, {X(n)(m) , n = 0, 1, . . . } is uncorrelated.
r(k) = 0, k = 1, 2, . . . , σ 2 [X (m) ] = D[X]m−1 . (15)

Note: if process {X(n), n = 0, 1, . . . } is correlated, then for large m we have:



m

σ 2 [X (m) ] = σ 2 [X] 2 r(k) m−1 . (16)
k=1

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∞
Consider the case when r(k) = 0 and k=−∞ r(k) < ∞:
σ 2 [X (m) ] = σ 2 [X]Cm−1 , (17)
• C is some constant;
• sample variances decay to zero as fact as m−1 .

Models that MAY have such behavior:


• Markovian models;
• ARMA(p, q) and its special cases (MA(q), AR(p)).

Where sample variance may decay at slower rate than m−1 :


• {X(t), t = 0, 1, . . . } is self-similar process;
• {X(t), t = 0, 1, . . . } is non-stationary process.

Where practically: aggregated traffic.

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How to model slower than m−1 decay?
• one should have decay of σ 2 [X (m) ] proportional to m−a , a ∈ (0, 1), why?
– if a = 1 we have limited serial correlation or no correlation at all;
– if a = 0 the process degenerates to constant case.
• it requires the sum in expression for σ 2 [X (m) ] must be proportional to m1−a :

m
r(k) = Cm1−a , a ∈ (0, 1). (18)
k=1

When α < 1, previous implies that the ACF decays so slowly that it is not summable:


r(k) → ∞. (19)
k=−∞

An example of such ACF is a power decaying ACF:

r(k) ∼ Ck −α , α ∈ (0, 1). (20)

• in this case we say that ACF decays as power function.

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KX(i) KX(i)

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

0 0

0.2 0.2
0 20 40 60 80 100 0 20 40 60 80 100
empirical ACF i, time empirical ACF i, time
error: +2/sqrt(n) error: +2/sqrt(n)
error: -2/sqrt(n) error: -2/sqrt(n)

Figure 39: NACFs of short-range dependent and long-range dependent processes.

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12.4. Values of H
We have the following possibilities:

• H = 0.5: process is completely uncorrelated, ∞
k=−∞ r(k) is finite;
∞
• 0 < H < 0.5: k=−∞ r(k) = 0 that is rarely observed in applications;
• H = 1 leads to r(k) = 1, k = 1, 2, . . . there is linear dependence in the series;
• H > 1: prohibited due to stationarity exposed on {X(t), t = 0, 1, . . . }.

Self-similarity and long-range dependence:


• there are long-range dependent processes that are not self-similar;
• there are self-similar processes that are not long-range dependent;
• asymptotic self-similar:
– self-similarity leads to long-range dependence;
– long-range dependence leads to self-similarity.

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12.5. Heavy-tailed distributions


Observe the following:
• heavy-tailed distribution is when CPDF is:

P r{Z > z} ≈ x−a . (21)

– 0 < a < 2 is some constant.


– tails of distribution decreases slowly.
• short-tailed distribution is when CPDF is:

P r{Z > z} ≈ e−z . (22)

– tails of distribution decreases quickly.


Mote the following:
• 0 < a < 1: infinite mean, infinite variance;
• 1 < a < 2: infinite variance.
We are interested: 1 < a < 2 when only variance is infinite.

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Common heavy-tailed distribution is Pareto:
a a
P r{Z ≤ z} = 1 − , b ≤ x, (23)
x
• 0 < a < 2 is the scale parameter;
• b is the location parameter;
• mean is given by:
ab
E[Z] = . (24)
a−1
• variance is infinite.
Note the following:
• gamma distribution has subexponential tail but has a finite variance;
• weibull distribution has subexponential tail but has a finite variance.
Note: main characteristic is high variability:
• may take very large values with non-negligible probabilities;
• sample: a lot of small values and some values are extremely big.

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fY(y) fY(y)
0.04 0.04

0.03 0.03

0.02 0.02

0.01 0.01

0 0
50 8.33 33.33 75 116.67 158.33 200 50 8.33 33.33 75 116.67 158.33 200
Normal distribution y Weibull distribution
Exponential distribution y

Figure 40: Examples of short-tailed and heavy-tailed distributions.

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12.6. Heavy-tails and predictability


Assume the following:
• we have duration of a lifetime of a certain thing with RV Z;
• time is discrete t = 0, 1, . . . ;
• {A(t), t = 0, 1, . . . } is an indicator process:
– A(t) = 1 something is in;
– A(t) = 0 something already expired.
• we are interested in: something still persists in the future given that it persists now:

U (τ ) = P r{A(τ + 1) = 1|A(τ ) = 1}, 1 ≤ t ≤ τ. (25)

We can express U (τ ) as:


P r{Z = τ }
U (τ ) = 1 − . (26)
P r{Z ≥ τ }

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Assume short-tailed distribution in the form P r{Z > x} ≈ c1 e−c2 x :
P r{Z = τ }
U (τ ) = 1 − ≈
P r{Z ≥ τ }
c1 e−c2 τ − c1 e−c2 (τ +1) −c2 −c2
≈1− −c τ
= 1 − (1 − e ) = e . (27)
c1 e 2
• prediction is the same for all τ !
• recall exponential distribution.

Assume long-tailed distribution:


P r{Z = τ }
U (τ ) = 1 − ≈
P r{Z ≥ τ }
  a   a
cτ −a − c(τ + 1)−a τ τ
≈1− =1− 1− = . (28)
cτ −a τ +1 τ +1
• prediction is different for all τ !
• when τ → ∞, U (τ ) → 1!

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12.7. Heavy-tails as a cause of LRD


Let us introduce the following:
• FBM: fractional Brownian motion:
– non-stationary Gaussian process with 0 < H < 1.
• FGN: fractional Brownian noise.
– stationary increment process of FBM with 0 < H < 1;
– distribution is also Gaussian.
Note that when H = 0.5:
• FBM reduces to Brownian motion:
– also non-stationary process.
• FGN reduces to Gaussian noise:
– stationary process;
– completely uncorrelated.
Note: for Gaussian processes distributional and second-order self-similarity are equivalent!

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Consider the following:
• N independent on/off sources Xi (t), i = 1, 2, . . . , N ;
N
• aggregated process SN (t) = i=1 X(i)(t).

Figure 41: Examples of on/off sources and their aggregation.

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Consider cumulative process YN (T t):

N
Tt 
YN (T t) = X(i)(s) ds. (29)
0 i=1

• T > 0 is a scale factor.


If the following holds:

P r{τon > x} ≈ cx−a , x → ∞, 1 < a < 2, c > 0, (30)

For large T and N process YN (T t) behaves as:


E[τon ]
N T t + CN 1/2 T H BH (t) (31)
E[τof f ] + E[τon ]
• H = (3 − a)/2 is Hurst parameter;
• BH (t) is FBM with Hurst parameter H;
• C > 0 is a constant depending on distributions of τon and τof f ;
• distribution of the off times can be arbitrary (short-tailed or heavy-tailed).

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What we can say about YN (T t):
• long range dependent (0.5 < H < 1) if 1 < a < 2: on intervals are heavy-tailed:
– distribution of off intervals does not matter.
• long range dependent (0.5 < H < 1) if 1 < a < 2: off intervals are heavy-tailed:
– distribution of on intervals does not matter.
• if off and on intervals are short-tailed it is short-range dependent:
– heavy-tails are required to have self-similarity.

Practice:
• file sizes distribution has heavy-tail;
• generator: web site with downloading capabilities.

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12.8. Estimating H: variance-time plot


What property we are going to use:
• self-similar process has a slowly decaying variances with increasing of m:

σ 2 [X](m) = σ 2 [X]m−β . (32)

• where H = 1 − β/2.
You have to do the following:
• determine several m (it is better to use m = 1, 10, 100, 1000, . . . );
• compute log10 σ 2 [X (m) /m] and log10 m for each m;
• ignore small values of m;
• fit a least squares fit line through a rest of resulting points in the plane;
• estimate the Hurst parameters as:
β
H =1− (33)
2
– where β is the value of estimated asymptotic slope.

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KX(i)
log10(s2[X(m)/m])
0

0.8
1

0.6
2
0.4

3
0.2

4
0

5 0.2
0 1 2 3 4 5 0 20 40 60 80 100
log10(m) empirical ACF i, time
error: +2/sqrt(n)
error: -2/sqrt(n)

Figure 42: Example of variance-time plot and ACF of self-similar process (H ≈ 0.82).

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log10(s2[X(m)/m]) KX(i)
4

0.8
2.4

0.6
0.8
0.4

0.8
0.2

2.4
0

4 0.2
0 1 2 3 4 5 0 20 40 60 80 100
log10(m) empirical ACF i, time
error: +2/sqrt(n)
error: -2/sqrt(n)

Figure 43: Example of variance-time plot and ACF of a process without self-similarity (H ≈ 0.48).

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12.9. Estimating H: R/S statistics


What we use here:
• R/S (rescaled/adjusted range) statistics:
– practically, measure of decline of variance.
• R/S statistics for self-similar process:

lim E[R(n)/S(n)] ≈ cnH . (34)


n→∞

• estimate of H: slope of log-log plot of R/S statistics.

How to compute R/S statistics: for each value d = 10, 20, 30, . . . do:
• compute K points of R/S statistics R(ti , d)/S(ti , d);
• starting points must satisfy (ti − 1) + d ≤ N ;
• estimate H as the slope of log-log graph of R/S statistics.

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Figure 44: Algorithm to compute R/S statistics.

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log(R/S)

logd
Figure 45: Estimating Hurst parameter using R/S statistics (H ≈ 0.9).

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12.10. Caution!
Note the following:
• self-similar processes:
– cumulative process {Y (t), t = 0, 1, . . . } may not be stationary;
– increment process {X(t), t = 0, 1, . . . }, Xt = Yt+1 − Y (y) must be stationary;
– note: increment process is just fist difference process.
• some traffic seems to be non-stationary at all:
– deterministic variations: hourly, daily (recall PSTN traffic)!
Stationarity of the process:
• in real traffic depends of the timescale at which traffic is measured;
• recent hypothesis:
– short timescales: stationary behavior;
– long timescales: non-stationary behavior.
Another problem: distinguishing between self-similarity and non-stationarity.

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Illustrative example:
• we generate process segments of which have different mean and variance;
• is this process self-similar?
– NO: both {Y (t), t = 0, 1, . . . } and X(t) = Y (t + 1) − Y (t) are non-stationary!
– can you say that observing only left figure?

Figure 46: First 5E5 and 1E4 observations of non-stationary trace.

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Traffic modeling D.Moltchanov, TUT, 2005
What people usually do:
• estimate Hurst parameter or NACF;
• incorrect conclusion about self-similarity and non-stationarity!
KX(i)
log10(s2[X(m)/m])
3

0.8
1.8

0.6
0.6
0.4

0.6
0.2

1.8
0

3 0.2
0 1 2 3 4 5 0 20 40 60 80 100
log10(m) empirical ACF i, time
error: +2/sqrt(n)
error: -2/sqrt(n)

Figure 47: NACF and variance-time plot for non-stationary trace (H ≈ 0.76!!!).

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13. Fit parameters of models


Note the following:
• no general algorithms;
• algorithms are specific for a class of models;
• there could be more than a single algorithm for a chosen model;
• there could be no algorithm for a chosen model.

General procedure:
• determine parameters of the model:
– these parameters must completely characterize a model;
– not only parameters you are going to capture.
• derive equation relating measuring statistics and parameters:
– note that some parameters can be free.

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14. Tests accuracy of the model


Note the following:
• sometimes is not needed:
– when you exactly match parameters.
• sometimes is needed:
– when approximation is used at a certain step.

Tests:
• compare distribution and empirical data:
– χ2 test;
– Smirnov’s test.
• compare autocorrelations:
– just visually comparing;
– Q-Q graph.

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15. Example
What we have to do:
• propose a model of the aggregated traffic;
• capture histogram and ACF as close as possible;
• model should be further used in simulation study.

network side

1
...

Figure 48: The point at which traffic is to be modeled.

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15.1. Measuring the traffic at the point of interest


We carried out two sufficiently long measurements:
• reality: 2000 observations may not sufficiently long!
• disclaimer: these observations do not represent real traffic of any kind!
Y(i) Y(i)
30 30

24 24

18 18

12 12

6 6

0 0
0 500 1000 1500 2000 0 500 1000 1500 2000

i i
(a) Experiment 1 (b) Experiment 2

Figure 49: Traffic observations obtained in two experiments.

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15.2. Estimating statistics


What you may guess?
• are they stationary ergodic?
• what kind of distribution these traces come from?
• is the same approximating distribution the same for both traces?
• which model to use to capture statistics?

What to do to get basic knowledge:


• compute statistics;
• analyze statistics to identify properties.

What statistics we usually start in MODELING:


• histogram of relative frequencies;
• normalized autocorrelations function.

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Traffic modeling D.Moltchanov, TUT, 2005
Histograms looks like as follows:
• are they really normal?
• testing using χ2 : yes with level of significance α = 0.1!

fi,E(D) fi,E(D)
0.11 0.11

0.083 0.083

0.055 0.055

0.028 0.028

0 0
0 5 10 15 20 25 30 35 0 5 10 15 20 25 30 35

iD iD
(a) Experiment 1 (b) Experiment 2

Figure 50: Histograms of presented traces with normal approximations.

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NACFs look like as follows:
• we have no anomalies;
• such NACFs are inherent for stationary processes.

KY(i) KY(i)
1 1

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

0 0
0 2 4 6 8 10 0 2 4 6 8 10

i, lag i, lag
(a) Experiment 1 (b) Experiment 2

Figure 51: Normalized ACFs of presented traces with geometric approximations.

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15.3. Choosing a candidate model


What are our observations:
• observations are stationary ergodic: assumption;
• empirical distribution is normal;
• ACF is distributed according to a single exponential/geometric term.
Which model to guess:
• autoregressive model or order 1: AR(1):

Y (n) = φ0 + φ1 Y (n − 1) +
(n), n = 1, 2, . . . , (35)

– φ0 and φ1 are some parameters,


∼ N (0, σ 2 );
– marginal distribution is normal, NACF K(i) = φi1 , i = 0, 1, . . . .
• Markov modulated model:
– may approximate Normal distribution;
– NACF is a sum of exponential/geometric terms.

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15.4. Fitting AR(1) model


What we have to do: estimate the following:

φ0 , φ1 , σ 2 [
]. (36)

Properties of AR(1) model:


• if AR(1) process is covariance stationary we have:

E[Y ] = µY , σ 2 [Y ] = γY (0), Cov(Y0 , Yi ) = γY (i). (37)

• µY , σ 2 [Y ] and γY (i) of AR(1) are related to φ0 , φ1 and σ 2 [


] as
φ0 2 σ 2 [
]
µY = , σ [Y ] = , γY (i) = φi1 γY (0). (38)
1 − φ1 1 − φ21

• φ0 , φ1 and σ 2 [
] are related to statistics of observations as:

φ1 = KX (1), φ0 = µX (1 − φ1 ), σ 2 [
] = σ 2 [X](1 − φ21 ), (39)

– KX (1), µX and σ 2 [X] are the lag-1 value of ACF, mean and variance of observations.

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15.5. Testing for accuracy of fitting


Why we need it:
• we were asked to capture histogram and NACF;
• we fit only first two moments and lag-1 value of ACF!

Is there a case when we need not to do testing:


• assume we were to capture only µX , σ 2 [X] and KX (1);
• since we explicitly fit them, AR(1) model exactly represents them.

What allows us to assume we get fair approximation:


• AR(1) model is characterized by only three parameters that all were matched;
• distribution of AR(1) model is normal;
• NACF of AF(1) models is geometrically distributed.

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The first step:
• generate trace from the model:
– for simplicity you may generate exactly the same amount of observation.

Test histograms using χ2 or Smirnov’s test for two samples:


• first sample: empirical observations;
• second sample: generated from model;
• hypotheses to be tested:
– H0 : distributions of two samples are the same;
– H1 : distributions of both samples are different.

Test NACFs:
• you may carry out visual test by plotting NACFs of both samples;
• you may test for significant correlation using Box-Ljiung statistics.

Lecture: Traffic concept, measurements, models 121

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