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Analysis of Network Traffic with Extreme Value Theory
作者姓名:舒炎泰  汪广洪  高德云  刘嘉焜  王旭
作者单位:School of Electronic Information Engineering,Tianjin University,School of Electronic Information Engineering,Tianjin University,School of Electronic Information Engineering,Tianjin University,School of Sciences,Tianjin University,School of Sciences,Tianjin University Tianjin 300072,China,Tianjin 300072,China,Tianjin 300072,China,Tianjin 300072,China,Tianjin 300072,China
基金项目:NationalNaturalScienceFoundationofChina(No 90 1 0 4 0 1 5),IBMSURgrantandCentralofLiuhuiAppliedMath
摘    要:Withincreasingdemandofwidebandwidthservicesuchasmultimediaandvideo ,itisverydesirabletore searchondifferenttransporttechniquesforhigh speednetworks.Congestioncontrol,bandwidthassignment ,networkmanagementand performanceevaluationaresomeexamplesthathavebeenresearchedwidely .Asthefoundationoftheseresearchfields ,itisthemostessentialtobuildamodelthatcanaccuratelycharacterizerealnet worktraffic .Hence ,itisalsonecessarytounderstandandanalyzestatisticalpropertiesofthenetworktrafficbecauseitcanindic…


Analysis of Network Traffic with Extreme Value Theory
SHU Yan tai,WANG Guang h ong,GAO De yunLIU Jia kun,WANG Xu.Analysis of Network Traffic with Extreme Value Theory[J].Transactions of Tianjin University,2003,9(2).
Authors:SHU Yan tai  WANG Guang h ong  GAO De yunLIU Jia kun  WANG Xu
Abstract:It is very im portant to analyze network traffic in the network control and management. In thi s paper, extreme value theory is first introduced and a model with threshold met hods is proposed to analyze the characteristics of network traffic. In this mode l, only some traffic data that is greater than threshold value is considered. Th en the proposed model with the trace is simulated by using S Plus software. The modeling results show the network traffic model constructed from the extreme va lue theory fits well with that of empirical distribution. Finally, the extreme v alue model with the FARIMA(p,d,q) modeling is compared. The anal ytical results illustrate that extreme value theory has a good application foreg round in the statistic analysis of network traffic. In addition, since only some traffic data which is greater than the threshold is processed, the computation overhead is reduced greatly.
Keywords:extreme value theory  generalized Pare to distribution  threshold value  FARIMA(p  d  q) model
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