Accurate estimation of the Hurst parameter of long-range dependent traffic using modified Allan and Hadamard variances

Bregni, Stefano; Jmoda, Luca

doi:10.1109/tcomm.2008.060040

Cited by 33 publications

(36 citation statements)

References 41 publications

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“…For estimating accurately α, we used the Modified Allan Variance (MAVAR) [17]. MAVAR is a well-known timedomain quantity, conceived in 1981 for frequency stability characterization of precision oscillators [18] [21] by modifying the definition of the original Allan Variance.…”

Section: Simulation Resultsmentioning

confidence: 99%

“…MAVAR is a well-known timedomain quantity, conceived in 1981 for frequency stability characterization of precision oscillators [18] [21] by modifying the definition of the original Allan Variance. MAVAR was proven to feature superior spectral sensitivity and accuracy in LRD parameter estimation, coupled with excellent robustness against data nonstationarity (e.g., drift and steps) [17]. This full text paper was peer reviewed at the direction of IEEE Communications Society subject matter experts for publication in the IEEE "GLOBECOM" 2008 proceedings.…”

Section: Simulation Resultsmentioning

confidence: 99%

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Queuing Performance of Long-Range Dependent Traffic Regulated by Token-Bucket Policers

Bregni

Cioffi

Giacomazzi

2008

IEEE GLOBECOM 2008 - 2008 IEEE Global Telecommunications Conference

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 Long-range dependence (LRD) is a widely verified property of Internet traffic, which severely affects network performance yielding longer queuing delays. Token-bucket policers are commonly proposed to enforce the statistical profile of input traffic, but they can hardly reduce LRD and thus can be ineffective to protect service level agreements against LRD increase in input traffic. In this paper, we investigate by simulation the queuing performance in a downstream scheduler of LRD traffic regulated by token-bucket policers. We compare the delay distributions of regulated and unregulated LRD flows. We demonstrate that policers reduce significantly the downstream queuing delay, although they do not alter much the 1/f α spectrum of regulated traffic. We observe also that the policed traffic does not obey a plain fractional Gaussian traffic model: first, it is not Gaussian anymore; moreover, also its third-order two-lags covariance is altered by the policer. Finally, we point out that policers can reduce noticeably the negative impact of traffic LRD increase on queuing delay, although they can diminish actual LRD only slightly.Index Terms  Communication system traffic, fractional noise, Internet, long-range dependence, queuing analysis, traffic control (communication).

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Section: Simulation Resultsmentioning

confidence: 99%

Section: Simulation Resultsmentioning

confidence: 99%

Queuing Performance of Long-Range Dependent Traffic Regulated by Token-Bucket Policers

Bregni

Cioffi

Giacomazzi

2008

IEEE GLOBECOM 2008 - 2008 IEEE Global Telecommunications Conference

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“…In this section we introduce and recall the main properties of the Modified Allan variance (MAVAR) [5,16], and of the log-regression estimator of the Hurst parameter based on it [7,8,9]. …”

Section: The Modified Allan Variancementioning

confidence: 99%

“…The MAVAR is a well known time-domain quantity generalizing the classic Allan variance [5,6]. It has been proposed for the first time as a traffic analysis tool in [7], and then its performance has been evaluated by simulation [7,8] and also on real IP traffic [9]. These works have pointed out the high accuracy of the method in estimating the parameter H, and have shown that it achieves a highest confidence if compared with the well-established log-diagram based on Daubechies wavelets.…”

Section: Introductionmentioning

confidence: 99%

Analysis of a Hurst parameter estimator based on the modified Allan variance

Bianchi

Bregni

Crimaldi

et al. 2012

2012 IEEE Global Communications Conference (GLOBECOM)

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ABSTRACT. In order to estimate the Hurst parameter of Internet traffic data, it has been recently proposed a log-regression estimator based on the so-called modified Allan variance (MAVAR). Simulations have shown that this estimator achieves higher accuracy and better confidence when compared with other methods of common use. Here we link it to the wavelets setting and provide an asymptotic analysis in the case the signal process is a fractional Brownian motion. In particular we show that the MAVAR log-regression estimator is consistent and asymptotically normal, providing the related confidence intervals for a suitable choice on the regression weights. Finally, we show some numerical examples.

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“…Recently, Bregni & Jmoda (2008) proposed MAVAR as an analysis tool for Internet traffic. It has been demonstrated to feature superior accuracy in the estimation of the power-law exponent, α, coupled with good robustness against non stationarity in the data.…”

Section: The Modified Allan Variancementioning

confidence: 99%

Automatic Internet Traffic Classification for Early Application Identification

Verticale¹

2010

Application of Machine Learning

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Accurate estimation of the Hurst parameter of long-range dependent traffic using modified Allan and Hadamard variances

Cited by 33 publications

References 41 publications

Queuing Performance of Long-Range Dependent Traffic Regulated by Token-Bucket Policers

Queuing Performance of Long-Range Dependent Traffic Regulated by Token-Bucket Policers

Analysis of a Hurst parameter estimator based on the modified Allan variance

Automatic Internet Traffic Classification for Early Application Identification

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