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Performance Evaluation 58 (2004) 2542 Filtering and forecasting problems for aggregate traffic
 

Summary: Performance Evaluation 58 (2004) 2542
Filtering and forecasting problems for aggregate traffic
in Internet links
T. Anjalia, C. Brunib, D. Iacoviellob, G. Kochb, C. Scoglioa,
a
Department of Electrical and Computer Engineering, Illinois Institute of Technology, Chicago, IL 60616, USA
b
Department of Computer and Systems Science, University of Rome "La Sapienza", Via Eudossiana 18, 00184 Rome, Italy
Received 30 July 2003; received in revised form 22 March 2004
Available online 19 July 2004
Abstract
An important problem in bandwidth allocation and reservation over a communication link is to estimate the traffic bit rate
in that link. This can be done by using specific tools for measurements of the traffic bit rate. However, the obtained measures
are affected by some noise. Moreover, one might be interested in future traffic forecasting, when a prediction is needed. In this
paper, an iterative filtering procedure is proposed for updating the traffic estimate upon the arrival of a new measurement. A
birth and death stochastic model is assumed for the traffic bit rate to provide dynamical equations for the average behavior in the
absence of information carried by measurements. Approximate solutions of the same updating problem are also given under
the assumption that the posterior distribution of the traffic bit rate belongs to a specific class (beta or Gaussian distribution).
This leads to approximate filtering procedures, which are expected to provide significant computational advantages. Finally,
results obtained by processing simulated and real data are presented; stressing that the practical behavior of the approximate

  

Source: Anjali, Tricha - Department of Electrical and Computer Engineering, Illinois Institute of Technology
Scoglio, Caterina Maria - Department of Electrical and Computer Engineering, Kansas State University

 

Collections: Computer Technologies and Information Sciences; Engineering