FGN과 daubechies Wavelets을 이용한 빠른 Self-Similar 네트워크 Traffic의 생성
Fast Self-Similar Network Traffic Generation Based on FGN and Daubechies Wavelets
0
조회
0
다운로드
0
인용
0
참고문헌
키워드
초록
최근의 통신 네트워크에서 teletraffic의 양상은 Poisson 프로세스보다 self-similar 프로세스에 의해서 더 잘 반영된다. 이는 통신 네트워크의 teletraffic에 관련하여 self-similar한 성질을 고려하지 않는다면, 통신 네트워크의 성능에 관한 결과는 부정확 할 수밖에 없다는 의미가 된다. 따라서, 통신 네트워크에 관한 시뮬레이션을 수행하기 위한 매우 중요한 요소 중에 하나는 충분히 긴 self-similar한 sequence를 얼마나 잘 생성하느냐의 문제이다. 본 논문에서는 fractional Gaussian noise와 wavelet 변환을 이용한 새로운 pseudo-random self-similar sequence 생성기를 구현 및 분석하였다. 특별히 본 생성기는 다른 wavelet 변환보다 long range dependent한 프로세스들의 self-similar 구조에 잘 맞기 때문에 좀더 정확한 결과를 유도할 수 있는 Daubechies wavelet을 사용하였다. 본 생성기를 이용하여 매우 긴 sequence를 생성하는데 요구되는 통계적인 정확도와 생성시간에 대해서 분석하였으며, 본 논문에서 제안한 생성기의 성능은 Hurst 변수의 상대적인 정확도로 보았을 때, 그리고 sequence의 생성시간을 고려했을 때에 매우 우수함을 보였다. 이 생성기의 이론적 complexity는 n개의 난수를 발생하는데 O(n)이 요구된다.
Abstract
Recent measurement studies of real teletraffic data in modern telecommunication networks have shown that self-similar (or fractal) processes may provide better models of teletraffic in modern telecommunication networks than Poisson processes. If this is not taken into account, it can lead to inaccurate conclusions about performance of telecommunication networks. Thus, an important requirement for conducting simulation studies of telecommunication networks is the ability to generate long synthetic stochastic self-similar sequences. A new generator of pseudo-random self-similar sequences, based on the fractional Gaussian nois and a wavelet transform, is proposed and analysed in this paper. Specifically, this generator uses Daubechies wavelets. The motivation behind this selection of wavelets is that Daubechies wavelets lead to more accurate results by better matching the self-similar structure of long range dependent processes, than other types of wavelets. The statistical accuracy and time required to produce sequences of a given (long) length are experimentally studied. This generator shows a high level of accuracy of the output data (in the sense of the Hurst parameter) and is fast. Its theoretical algorithmic complexity is O(n).
참고문헌 (37)
- "On the Self-Similar Nature of Ethernet Traffic xtended Version", 2(1), pp.1~15 (1994)
- "Analysis of an ATM Buffer with Self-Similar", pp.985~992 (1995)
- "Wide-Area Traffic:the Failure of Poisson Modeling", 3(3), pp.226~244 (1995)
- "Fractal Network Traffic:from Understanding to Implications" (1996), graduate school of arts and sciencesColumbia University
- "Modeling and Generation of Self-Similar VBR Video Traffic Proceedings of ACM SIGCOMM’94", 24(4), pp.269~280 (1994)
- "A Source Model for VBR Video Traffic Based on Input Processes", pp.1441~1448 (1998)
- "Traffic Modeling of Variable Bit Rate MPEG Video and Its Impacts on ATM Networks" (1997), Bayerische Julius-Maximilians-Universitat Wurzburg
- "Statistical Methods for Data with Long Range Dependence", 7(4), pp.404 1992~427
- "The Concept of Relevant Time Scales and its Application to Queueing Analysis of Self-Similar Traffic or Is Hurst Naughty or Nice Proceedings of ACM SIGMETRICS’98", pp.222~232 (1998)
- "A Fast Fractional Gaussian Noise Generator", 7, pp.543~553 (1971)
- "Modeling Persistence in Hydrological Time Series Using Fractional Differencing", 20(12), pp.1984~
- "Numerical Methods for Fitting and Simulating Autoregressive-to-Anything Processes", 10(1), pp.72~81 (1998)
- "Proceedings of IEEE International Conference on Communications", pp.7~11 (1998)
- "A Comparative Study of Three Self-Similar Teletraffic Generators", 1, pp.356~362 (1999)
- "-Similar Traffic Generation:the Random Midpoint Displacement Algorithm and its Properties", pp.466~472 (1995)
- "Approximate Synthesis of Fractional Gaussian Noise for Generating Self-Similar Network Traffic", 27(5), pp.5~18 (1997), ACM SIGCOMM
- "Statistics for Long-Memory Processes" (1994)
- "Self-Similar Network Traffic and Performance Evaluation" Self-Similar Network Traffic:An OverviewK. Park^W. Willinger^New York", pp.1~38 (2000), John Wiley^SonsInc.
- "Self-Similar ProcessesEncyclopedia of Statistical Sciences Inc., S. Kotz and N. Johnson (eds)", 8 (1988), John Wiley and Sons Inc.
- "Computer Experiments with Fractional Gaussian Noises", 5(1), pp.228 1969~267
- "State Statistical Library^H. A. David^H. T. David", pp.55~74 (1984), The Iowa State University Press
- "Wavelet Analysis and Synthesis of Fractional Brownian Motion", 38(2), pp.910 1992~917
- "Fractal Estimation from Noisy Data via Discrete Fractional Gaussian Noise IEEE Transactions on Signal Processing", 41(12), pp.3554~3562 (1993), and the Haar Basis
- "Wavelet Analysis of Long- Range-Dependent Traffic", 44(1), pp.2~15 (1998)
- "Modeling Video Traffic in the Wavelet Domain", pp.201~208 (1998)
- "Ten Lectures on Wavelets CBMS-NSF Regional Conference Series in Applied Mathematics", 61 (1992), SIAM Press
- "Adapted Wavelet Analysis from Theory to Software", ltd., pp.1994~
- "Fast Self-Similar Teletraffic Generation Based on FGN and Inverse DWT", pp.0399~ (1999), University of Canterbury
- "Simulation of nonGaussian Long-Range-Dependent Traffic using Wavelets Proceedings of ACM SIGMETRICS’99", 27(1), pp.1~12 (1999)
- "A Multifractal Wavelet Model with Application to Network Traffic", 45(3), pp.992~1018 (1999)
- "On-Line Generation of Fractal and Multifractal Traffic" (2000)
- "On-Line Estimation of the Parameters of Long-Range Dependence", pp.3716~3721 (1998)
- "Resolving Time-Series Structure with a Controlled Wavelet Transform", 31(11), pp.2492 1992~2495
- "Uvi_Wave.-Wavelets Toolbox for use with Matlab" (1996), Departamento de Tecnoloxias das Comunicacions. Universidade de Vigo
- "A Wavelet Based Joint Estimator of the Parameters of Long-Range Dependence Signal Analysis and its Applications", 45(3), pp.878~897 (1999)
- "Measuring Long-Range Dependence Under Changing Traffic Conditions", pp.1513~1521 (1999)
- "An Empirical Comparison of Hurst Parameter Estimators" (2003)
