Estimation of traffic matrices in the presence of long memory traffic

The estimation of traffic matrices in a communications network on the basis of a set of traffic measurements on the network links is a well-known problem, for which a number of solutions have been proposed when the traffic does not show dependence over time, as in the case of the Poisson process. However, extensive measurements campaigns conducted on IP networks have shown that the traffic exhibits long range dependence. Here a method is proposed for the estimation of traffic matrices in the case of long range dependence, and its theoretical properties are studied. Its merits are then evaluated via a simulation study. Finally, an application to real data is provided.

[1]  Yuzo Hosoya,et al.  Correction: A Central Limit Theorem for Stationary Processes and the Parameter Estimation of Linear Processes , 1993 .

[2]  Yoshihiro Yajima,et al.  ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS , 1985 .

[3]  I. A. Ibragimov,et al.  Gaussian Random Processes. Part 2 , 1977 .

[4]  Bing-Yi Jing,et al.  On the sampling window method for long-range dependent data , 1998 .

[5]  Jan Beran,et al.  Statistics for long-memory processes , 1994 .

[6]  D Bear,et al.  Principles of telecommunication-traffic engineering , 1980 .

[7]  I. Juva,et al.  TRAFFIC MATRIX ESTIMATION IN THE INTERNET: MEASUREMENT ANALYSIS, ESTIMATION METHODS AND APPLICATIONS , 2008 .

[8]  I. Juva,et al.  Traffic characterization for traffic engineering purposes: analysis of Funet data , 2005, Next Generation Internet Networks, 2005.

[9]  J. Magnus,et al.  Matrix differential calculus with applications to simple, Hadamard, and Kronecker products. , 1985 .

[10]  B. Yu,et al.  Time-varying network tomography: router link data , 2000, 2000 IEEE International Symposium on Information Theory (Cat. No.00CH37060).

[11]  Sandrine Vaton,et al.  Iterative Bayesian estimation of network traffic matrices in the case of bursty flows , 2002, IMW '02.

[12]  Patrice Abry,et al.  A Wavelet-Based Joint Estimator of the Parameters of Long-Range Dependence , 1999, IEEE Trans. Inf. Theory.

[13]  Michael A. West,et al.  Bayesian Inference on Network Traffic Using Link Count Data , 1998 .

[14]  P. Bermolen,et al.  Search for optimality in traffic matrix estimation: a rational approach by Cramer-Rao lower bounds , 2006, 2006 2nd Conference on Next Generation Internet Design and Engineering, 2006. NGI '06..

[15]  Samuli Aalto,et al.  Characteristics of Origin-Destination Pair Traffic in Funet , 2006, ICN/ICONS/MCL.

[16]  Samuli Aalto,et al.  Effects of Spatial Aggregation on the Characteristics of Origin-Destination Pair Traffic in Funet , 2007, NEW2AN.

[17]  Ioannis Karatzas,et al.  Brownian Motion and Stochastic Calculus , 1987 .

[18]  Ilkka Norros,et al.  On the applicability of Gaussian traffic models , 1996 .

[19]  S. Resnick,et al.  Steady state distribution of the bu er content fro M/G/1 input fluid queues , 1999 .

[20]  S. Resnick,et al.  Steady State Distribution of the Buffer Content for M/G/infinity Input Fluid Queues , 2001 .

[21]  Nelson Luis Saldanha da Fonseca,et al.  On the equivalent bandwidth of self-similar sources , 2000, TOMC.

[22]  J. Magnus,et al.  Matrix Differential Calculus with Applications in Statistics and Econometrics , 1991 .

[23]  Walter Willinger,et al.  On the self-similar nature of Ethernet traffic , 1993, SIGCOMM '93.

[24]  Yuzo Hosoya,et al.  A limit theory for long-range dependence and statistical inference on related models , 1997 .

[25]  Y. Vardi,et al.  Network Tomography: Estimating Source-Destination Traffic Intensities from Link Data , 1996 .

[26]  Walter Willinger,et al.  Self-Similarity in High-Speed Packet Traffic: Analysis and Modeling of Ethernet Traffic Measurements , 1995 .

[27]  M. Taqqu,et al.  Large-Sample Properties of Parameter Estimates for Strongly Dependent Stationary Gaussian Time Series , 1986 .

[28]  George Kingsley Zipf,et al.  Human behavior and the principle of least effort , 1949 .

[29]  Maurizio Naldi,et al.  Tests of Correlation Among Wavelet-Based Estimates for Long Memory Processes , 2008, Commun. Stat. Simul. Comput..

[30]  S. N. Lahiri Scope of Resampling Methods for Dependent Data , 2003 .

[31]  Walter Willinger,et al.  Proof of a fundamental result in self-similar traffic modeling , 1997, CCRV.

[32]  Ilkka Norros,et al.  Testing the Gaussian approximation of aggregate traffic , 2002, IMW '02.

[33]  Christian Huitema,et al.  Routing in the Internet , 1995 .

[34]  Jorma T. Virtamo,et al.  Quick Traffic Matrix Estimation Based on Link Count Covariances , 2006, 2006 IEEE International Conference on Communications.

[35]  J. S. Marron,et al.  Long-range dependence in a changing Internet traffic mix , 2005, Comput. Networks.

[36]  Christophe Diot,et al.  Traffic matrix estimation: existing techniques and new directions , 2002, SIGCOMM 2002.

[37]  Walter Willinger,et al.  Self-Similar Network Traffic and Performance Evaluation , 2000 .

[38]  R. Dahlhaus Efficient parameter estimation for self-similar processes , 1989, math/0607078.

[39]  P. Whittle Some results in time series analysis , 1952 .

[40]  Maurizio Naldi,et al.  Blind Maximum-Likelihood Estimation of Traffic Matrices in Long Range Dependent Traffic , 2009, FITraMEn.

[41]  J. Magnus,et al.  Matrix Differential Calculus with Applications in Statistics and Econometrics (Revised Edition) , 1999 .

[42]  Walter Willinger,et al.  Self-similarity and heavy tails: structural modeling of network traffic , 1998 .

[43]  D. Surgailis,et al.  A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate , 1990 .

[44]  Eric Moulines,et al.  Estimators of Long-Memory: Fourier versus Wavelets , 2008, 0801.4329.

[45]  Mark Crovella,et al.  Self - similarity in World Wide Web: Evidence and possible causes , 1997 .

[46]  Donald F. Towsley,et al.  Self-similarity and long range dependence on the internet: a second look at the evidence, origins and implications , 2005, Comput. Networks.

[47]  Sally Floyd,et al.  Wide-area traffic: the failure of Poisson modeling , 1994 .

[48]  Mikael Johansson,et al.  Traffic matrix estimation on a large IP backbone: a comparison on real data , 2004, IMC '04.

[49]  Maurizio Naldi,et al.  Rank-size distribution of teletraffic and customers over a wide area network , 2006 .

[50]  Livia De Giovanni,et al.  Confidence intervals for the long memory parameter based on wavelets and resampling , 2008 .