Modeling local stationary behavior of Internet traffic

Non-stationary behavior of aggregated IP traffic patterns was demonstrated in a number of studies. However, noneof those did either consider practical aspects of this phenomenon or propose suitable model to capture it. Searching for model for IP traffic aggregates we introduce the concept of local stationarity and demonstrate that it allows to model traffic patterns measured in high-speed operational networks. The proposed model is on-line in nature and suitable for real-time estimation of the traffic state in terms of piecewise covariance stationary stochasticprocess. As a basic tool of the model we use change-pointstatistical test allowing us to dynamically and automaticallydetermine whether statistical characteristics of the traffic pattern changes and, if so, estimate new parameters of the traffic pattern. We provide numerical examples and discuss applications of the proposed model that include but not limited to dynamic resource reservation, routing with guaranteed bandwidth, etc