A Markov Chain based method for generating long-range dependence

This paper describes a model for generating time series which exhibit the statistical phenomenon known as long-range dependence (LRD). A Markov Modulated Process based upon an infinite Markov chain is described. The work described is motivated by applications in telecommunications where LRD is a known property of time-series measured on the internet. The process can generate a time series exhibiting LRD with known parameters and is particularly suitable for modelling internet traffic since the time series is in terms of ones and zeros which can be interpreted as data packets and inter-packet gaps. The method is extremely simple computationally and analytically and could prove more tractable than other methods described in the literatureComment: 8 pages, 2 figure

The application of non-linear dynamics to teletraffic modelling.

PhDAbstract not availableEngineering and Physical Science Research Council (EPSRC) and NORTE

A critical look at power law modelling of the Internet

This paper takes a critical look at the usefulness of power law models of the Internet. The twin focuses of the paper are Internet traffic and topology generation. The aim of the paper is twofold. Firstly it summarises the state of the art in power law modelling particularly giving attention to existing open research questions. Secondly it provides insight into the failings of such models and where progress needs to be made for power law research to feed through to actual improvements in network performance.Comment: To appear Computer Communication

A discrete-time Markov modulated queuing system with batched arrivals

This paper examines a discrete-time queuing system with applications to telecommunications traffic. The arrival process is a particular Markov modulated process which belongs to the class of discrete batched Markovian arrival processes. The server process is a single server deterministic queue. A closed form exact solution is given for the expected queue length and delay. A simple system of equations is given for the probability of the queue exceeding a given length.Comment: to appear Performance Evaluatio

A study of self-similar traffic generation for ATM networks

This thesis discusses the efficient and accurate generation of self-similar traffic for ATM networks. ATM networks have been developed to carry multiple service categories. Since the traffic on a number of existing networks is bursty, much research focuses on how to capture the characteristics of traffic to reduce the impact of burstiness. Conventional traffic models do not represent the characteristics of burstiness well, but self-similar traffic models provide a closer approximation. Self-similar traffic models have two fundamental properties, long-range dependence and infinite variance, which have been found in a large number of measurements of real traffic. Therefore, generation of self-similar traffic is vital for the accurate simulation of ATM networks. The main starting point for self-similar traffic generation is the production of fractional Brownian motion (FBM) or fractional Gaussian noise (FGN). In this thesis six algorithms are brought together so that their efficiency and accuracy can be assessed. It is shown that the discrete FGN (dPGN) algorithm and the Weierstrass-Mandelbrot (WM) function are the best in terms of accuracy while the random midpoint displacement (RMD) algorithm, successive random addition (SRA) algorithm, and the WM function are superior in terms of efficiency. Three hybrid approaches are suggested to overcome the inefficiency or inaccuracy of the six algorithms. The combination of the dFGN and RMD algorithm was found to be the best in that it can generate accurate samples efficiently and on-the-fly. After generating FBM sample traces, a further transformation needs to be conducted with either the marginal distribution model or the storage model to produce self-similar traffic. The storage model is a better transformation because it provides a more rigorous mathematical derivation and interpretation of physical meaning. The suitability of using selected Hurst estimators, the rescaled adjusted range (R/S) statistic, the variance-time (VT) plot, and Whittle's approximate maximum likelihood estimator (MLE), is also covered. Whittle's MLE is the better estimator, the R/S statistic can only be used as a reference, and the VT plot might misrepresent the actual Hurst value. An improved method for the generation of self-similar traces and their conversion to traffic has been proposed. This, combined with the identification of reliable methods for the estimators of the Hurst parameter, significantly advances the use of self-similar traffic models in ATM network simulation

Some aspects of traffic control and performance evaluation of ATM networks

The emerging high-speed Asynchronous Transfer Mode (ATM) networks are expected to integrate through statistical multiplexing large numbers of traffic sources having a broad range of statistical characteristics and different Quality of Service (QOS) requirements. To achieve high utilisation of network resources while maintaining the QOS, efficient traffic management strategies have to be developed. This thesis considers the problem of traffic control for ATM networks. The thesis studies the application of neural networks to various ATM traffic control issues such as feedback congestion control, traffic characterization, bandwidth estimation, and Call Admission Control (CAC). A novel adaptive congestion control approach based on a neural network that uses reinforcement learning is developed. It is shown that the neural controller is very effective in providing general QOS control. A Finite Impulse Response (FIR) neural network is proposed to adaptively predict the traffic arrival process by learning the relationship between the past and future traffic variations. On the basis of this prediction, a feedback flow control scheme at input access nodes of the network is presented. Simulation results demonstrate significant performance improvement over conventional control mechanisms. In addition, an accurate yet computationally efficient approach to effective bandwidth estimation for multiplexed connections is investigated. In this method, a feed forward neural network is employed to model the nonlinear relationship between the effective bandwidth and the traffic situations and a QOS measure. Applications of this approach to admission control, bandwidth allocation and dynamic routing are also discussed. A detailed investigation has indicated that CAC schemes based on effective bandwidth approximation can be very conservative and prevent optimal use of network resources. A modified effective bandwidth CAC approach is therefore proposed to overcome the drawback of conventional methods. Considering statistical multiplexing between traffic sources, we directly calculate the effective bandwidth of the aggregate traffic which is modelled by a two-state Markov modulated Poisson process via matching four important statistics. We use the theory of large deviations to provide a unified description of effective bandwidths for various traffic sources and the associated ATM multiplexer queueing performance approximations, illustrating their strengths and limitations. In addition, a more accurate estimation method for ATM QOS parameters based on the Bahadur-Rao theorem is proposed, which is a refinement of the original effective bandwidth approximation and can lead to higher link utilisation

Application of learning algorithms to traffic management in integrated services networks.

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN027131 / BLDSC - British Library Document Supply CentreGBUnited Kingdo