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Multiplicative multifractal modelling of long‐range‐dependent network traffic
Author(s) -
Gao Jianbo,
Rubin Izhak
Publication year - 2001
Publication title -
international journal of communication systems
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.344
H-Index - 49
eISSN - 1099-1131
pISSN - 1074-5351
DOI - 10.1002/dac.509
Subject(s) - multifractal system , computer science , fractional brownian motion , multiplicative function , queueing theory , range (aeronautics) , traffic generation model , statistical physics , stochastic process , brownian motion , algorithm , fractal , real time computing , mathematics , statistics , computer network , physics , mathematical analysis , materials science , composite material
We present a multiplicative multifractal process to model traffic which exhibits long‐range dependence. Using traffic trace data captured by Bellcore from operations across local and wide area networks, we examine the interarrival time series and the packet length sequences. We also model the frame size sequences of VBR video traffic process. We prove a number of properties of multiplicative multifractal processes that are most relevant to their use as traffic models. In particular, we show these processes to characterize effectively the long‐range dependence properties of the measured processes. Furthermore, we consider a single server queueing system which is loaded, on one hand, by the measured processes, and, on the other hand, by our multifractal processes (the latter forming a MF e /MF g /1 queueing system model). In comparing the performance of both systems, we demonstrate our models to effectively track the behaviour exhibited by the system driven by the actual traffic processes. We show the multiplicative multifractal process to be easy to construct. Through parametric dependence on one or two parameters, this model can be calibrated to fit the measured data. We also show that in simulating the packet loss probability, our multifractal traffic model provides a better fit than that obtained by using a fractional Brownian motion model. Copyright © 2001 John Wiley & Sons, Ltd.