Web traffic demand forecasting using wavelet‐based multiscale decomposition

In this paper we propose an experimental forecasting strategy taking into account the long‐range dependence of aggregate network traffic, and we apply it to provide one‐minute‐ahead World‐Wide Web (Web) traffic demand forecasts in terms of average number of bytes transferred. Recently, statistical examination of Web traces have shown evidence that Web traffic arising from file transfers exhibits a behavior that is consistent with the notion of self‐similarity. Essentially, self‐similarity indicates that significant burstiness is present on a wide range of time scales (i.e., the process is long‐range dependent). Hence the idea of exploiting this multiscale property with a view towards discovering and capturing regularities underlying the time series which may prove useful for short‐term traffic load forecasting. We carry out a wavelet transform decomposition of the original series to decompose the traffic time series into varying scales of temporal resolution, with the aim of making the underlying temporal structures more tractable. In a second step, each individual wavelet series—supposed to capture some features of the series—is fitted with a dynamical recurrent neural network (DRNN) model to output the wavelet forecast. The latter are afterwards recombined to form the next‐minute Web Traffic demand. The method is applied on a large set of HTTP logs and is shown to yield good results. © 2001 John Wiley & Sons, Inc.