IDEAS home Printed from https://ideas.repec.org/a/spr/cejnor/v21y2013i1p63-84.html
   My bibliography  Save this article

Study of on-line measurement of traffic self-similarity

Author

Listed:
  • Liudvikas Kaklauskas
  • Leonidas Sakalauskas

Abstract

The research focuses on the analysis of university e-learning network traffic to work out and validate the methods that are most suitable for robust analysis and on-line monitoring of self-similarity. Time series of network traffic analyzed are formed by registering data packets in a node at different regimes of network traffic and different ways of sampling. The results obtained have been processed by Fractan, Selfis programmes and the modules library SSE (Self-similarity Estimator) developed in the paper, which employs the robust analysis methods. The methods implemented in the SSE (Self-similar Estimator) have been tested by computer simulation applying the Janicki and Weron ( 2000 ) algorithm for generating random standard stable values. The research results show that the regression method implemented by the software modules library SSE is most applicable to the network traffic analysis. The investigation of traffic in the Siauliai University e-learning network has been shown that the network traffic is self-similar with the Hurst coefficient that changes in the interval [0.53, 0.70], the correspondent stability index changes in the interval [1.43, 1.89], the skewness not observed because the estimated β = 0. Copyright Springer-Verlag 2013

Suggested Citation

  • Liudvikas Kaklauskas & Leonidas Sakalauskas, 2013. "Study of on-line measurement of traffic self-similarity," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 21(1), pages 63-84, January.
  • Handle: RePEc:spr:cejnor:v:21:y:2013:i:1:p:63-84
    DOI: 10.1007/s10100-011-0216-5
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10100-011-0216-5
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/s10100-011-0216-5?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Gallos, Lazaros K. & Song, Chaoming & Makse, Hernán A., 2007. "A review of fractality and self-similarity in complex networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 386(2), pages 686-691.
    2. Li, Ming & Lim, S.C., 2008. "Modeling network traffic using generalized Cauchy process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(11), pages 2584-2594.
    3. Aleksander Janicki & Aleksander Weron, 1994. "Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook9401.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Li, Ming, 2017. "Record length requirement of long-range dependent teletraffic," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 472(C), pages 164-187.
    2. Hermann Maurer & Rizwan Mehmood, 2015. "Merging image databases as an example for information integration," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(2), pages 441-458, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Makoto Maejima & Gennady Samorodnitsky, 1999. "Certain Probabilistic Aspects of Semistable Laws," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(3), pages 449-462, September.
    2. Lombardi, Marco J. & Calzolari, Giorgio, 2009. "Indirect estimation of [alpha]-stable stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2298-2308, April.
    3. Foad Shokrollahi & Marcin Marcin Magdziarz, 2020. "Equity warrant pricing under subdiffusive fractional Brownian motion of the short rate," Papers 2007.12228, arXiv.org, revised Nov 2020.
    4. Furrer, Hansjorg & Michna, Zbigniew & Weron, Aleksander, 1997. "Stable Lévy motion approximation in collective risk theory," Insurance: Mathematics and Economics, Elsevier, vol. 20(2), pages 97-114, September.
    5. Michna, Zbigniew, 2008. "Asymptotic behavior of the supremum tail probability for anomalous diffusions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(2), pages 413-417.
    6. Ikeda, Nobutoshi, 2020. "Fractal networks induced by movements of random walkers on a tree graph," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
    7. Nolan, John P., 1998. "Parameterizations and modes of stable distributions," Statistics & Probability Letters, Elsevier, vol. 38(2), pages 187-195, June.
    8. Stoyan Stoyanov & Borjana Racheva-Iotova & Svetlozar Rachev & Frank Fabozzi, 2010. "Stochastic models for risk estimation in volatile markets: a survey," Annals of Operations Research, Springer, vol. 176(1), pages 293-309, April.
    9. Weron, Rafał, 2004. "Computationally intensive Value at Risk calculations," Papers 2004,32, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    10. Marcin Magdziarz & Janusz Gajda, 2012. "Anomalous dynamics of Black–Scholes model time-changed by inverse subordinators," HSC Research Reports HSC/12/04, Hugo Steinhaus Center, Wroclaw University of Technology.
    11. Weron, Karina & Kotulski, Marcin, 1996. "On the Cole-Cole relaxation function and related Mittag-Leffler distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 232(1), pages 180-188.
    12. Katarzyna Sznajd-Weron & Rafal Weron, 1997. "Evolution in a changing environment," HSC Research Reports HSC/97/01, Hugo Steinhaus Center, Wroclaw University of Technology.
    13. John C. Frain, 2007. "Small sample power of tests of normality when the alternative is an alpha-stable distribution," Trinity Economics Papers tep0207, Trinity College Dublin, Department of Economics.
    14. Haruna Okamura & Toshihiro Uemura, 2021. "On Symmetric Stable-Type Processes with Degenerate/Singular Lévy Densities," Journal of Theoretical Probability, Springer, vol. 34(2), pages 809-826, June.
    15. Magdziarz, Marcin, 2009. "Stochastic representation of subdiffusion processes with time-dependent drift," Stochastic Processes and their Applications, Elsevier, vol. 119(10), pages 3238-3252, October.
    16. Karimui, Reza Yaghoobi, 2021. "A new approach to measure the fractal dimension of a trajectory in the high-dimensional phase space," Chaos, Solitons & Fractals, Elsevier, vol. 151(C).
    17. Mercik, Szymon & Weron, Rafal, 1999. "Scaling in currency exchange: a conditionally exponential decay approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 267(1), pages 239-250.
    18. B. Dybiec, 2009. "Epidemics with short and long-range interactions: role of vector dispersal patterns," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 72(4), pages 685-693, December.
    19. Eliazar, Iddo, 2018. "Universal Poisson-process limits for general random walks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 1160-1174.
    20. Lv, Longjin & Xiao, Jianbin & Fan, Liangzhong & Ren, Fuyao, 2016. "Correlated continuous time random walk and option pricing," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 447(C), pages 100-107.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:cejnor:v:21:y:2013:i:1:p:63-84. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.