1 Self Similar Traffic. 2 Self Similarity The idea is that something looks the same when viewed from...
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Transcript of 1 Self Similar Traffic. 2 Self Similarity The idea is that something looks the same when viewed from...
![Page 1: 1 Self Similar Traffic. 2 Self Similarity The idea is that something looks the same when viewed from different degrees of “magnification” or different.](https://reader036.fdocuments.in/reader036/viewer/2022062422/56649f185503460f94c2effb/html5/thumbnails/1.jpg)
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Self Similar Traffic
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Self Similarity
• The idea is that something looks the same when viewed from different degrees of “magnification” or different scales on a dimension, such as the time dimension.
• It’s a unifying concept underlying fractals, chaos, power laws, and a common attribute in many laws of nature and in phenomena in the world around us.
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Cantor
Each left portion in a step is a full replica of the preceding step
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Fractals
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What is a Fractal?
• Exhibits self-similarity
• Based on recursive algorithms
• Unique dimensionality
• Scale independent
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Network Traffic in the Real World• For years,
traffic was assumed tobe based on Poisson.
• It is now known that this traffic has a self similar pattern.
• Characterized by burstiness.
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Self Similarity of Ethernet Traffic
• Seminal paper by W. Leland et al published in 1993, examined Ethernet traffic between 1989 and 1992, gathering 4 sets of data, each lasting 20 to 40 hours, with a resolution of 20 microseconds.
• Paper shattered the illusion of Poison distribution being adequate for traffic analysis.
• Proved Ethernet traffic is self similar with a Hurst factor of H = 0.9
• 0 < H <1 ; the higher H, the more self similar the pattern
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• Self-similarity manifests itself in several equivalent fashions:– Slowly decaying variance– Long range dependence– Non-degenerate autocorrelations– Hurst effect
Self-similarity: manifestations
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Definition of Self-Similarity
• Self-similar processes are the simplest way to model processes with long-range dependence – correlations that persist (do not degenerate) across large time scales
• The autocorrelation function r(k) of a process (statistical measure of the relationship, if any, between a random variable and itself, at different time lags)with long-range dependence is not summable: – r(k) = inf.– r(k) k- as k inf. for 0 < < 1
• Autocorrelation function follows a power law• Slower decay than exponential process
– Power spectrum is hyperbolic rising to inf. at freq. 0– If r(k) < inf. then you have short-range dependence
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Self-Similarity contd.
• Consider a zero-mean stationary time series X = (Xt;t = 1,2,3,…), we define the m-aggregated series X(m) = (Xk
(m);k = 1,2,3,…) by summing X over blocks of size m. We say X is H-self-similar if for all positive m, X(m)
has the same distribution as X rescaled by mH.
• If X is H-self-similar, it has the same autocorrelation function r(k) as the series X(m) for all m. This is actually distributional self-similarity.
• Degree of self-similarity is expressed as the speed of decay of series autocorrelation function using the Hurst parameter
– H = 1 - /2
– For SS series with LRD, ½ < H < 1
– Degree of SS and LRD increases as H 1
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Graphical Tests for Self-Similarity
• Variance-time plots
– Relies on slowly decaying variance of self-similar series– The variance of X(m) is plotted versus m on log-log plot
– Slope (- greater than –1 is indicative of SS
• R/S plots
– Relies on rescaled range (R/S)statistic growing like a power law with H as a function of number of points n plotted.
– The plot of R/S versus n on log-log has slope which estimates H
• Periodogram plot
– Relies on the slope of the power spectrum of the series as frequency approaches zero
– The periodogram slope is a straight line with slope – 1 close to the origin
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Graphical test examples – VT plot
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Graphical test example – R/S plot
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How Inaccurate Are Older Models?