21,743 research outputs found
Detecting and handling outlying trajectories in irregularly sampled functional datasets
Outlying curves often occur in functional or longitudinal datasets, and can
be very influential on parameter estimators and very hard to detect visually.
In this article we introduce estimators of the mean and the principal
components that are resistant to, and then can be used for detection of,
outlying sample trajectories. The estimators are based on reduced-rank t-models
and are specifically aimed at sparse and irregularly sampled functional data.
The outlier-resistance properties of the estimators and their relative
efficiency for noncontaminated data are studied theoretically and by
simulation. Applications to the analysis of Internet traffic data and glycated
hemoglobin levels in diabetic children are presented.Comment: Published in at http://dx.doi.org/10.1214/09-AOAS257 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Large scale probabilistic available bandwidth estimation
The common utilization-based definition of available bandwidth and many of
the existing tools to estimate it suffer from several important weaknesses: i)
most tools report a point estimate of average available bandwidth over a
measurement interval and do not provide a confidence interval; ii) the commonly
adopted models used to relate the available bandwidth metric to the measured
data are invalid in almost all practical scenarios; iii) existing tools do not
scale well and are not suited to the task of multi-path estimation in
large-scale networks; iv) almost all tools use ad-hoc techniques to address
measurement noise; and v) tools do not provide enough flexibility in terms of
accuracy, overhead, latency and reliability to adapt to the requirements of
various applications. In this paper we propose a new definition for available
bandwidth and a novel framework that addresses these issues. We define
probabilistic available bandwidth (PAB) as the largest input rate at which we
can send a traffic flow along a path while achieving, with specified
probability, an output rate that is almost as large as the input rate. PAB is
expressed directly in terms of the measurable output rate and includes
adjustable parameters that allow the user to adapt to different application
requirements. Our probabilistic framework to estimate network-wide
probabilistic available bandwidth is based on packet trains, Bayesian
inference, factor graphs and active sampling. We deploy our tool on the
PlanetLab network and our results show that we can obtain accurate estimates
with a much smaller measurement overhead compared to existing approaches.Comment: Submitted to Computer Network
Cautious Weight Tuning for Link State Routing Protocols
Link state routing protocols are widely used for intradomain routing in the Internet. These protocols are simple to administer and automatically update paths between sources and destinations when the topology changes. However, finding link weights that optimize network performance for a given traffic scenario is computationally hard. The situation is even more complex when the traffic is uncertain or time-varying. We present an efficient heuristic for finding link settings that give uniformly good performance also under large changes in the traffic. The heuristic combines efficient search techniques with a novel objective function. The objective function combines network performance with a cost of deviating from desirable features of robust link weight settings. Furthermore, we discuss why link weight optimization is insensitive to errors in estimated traffic data from link load measurements. We assess performance of our method using traffic data from an operational IP backbone
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