Department of Statistics Seminar
North Carolina State University

presents

Bowei Xi

Department of Statistics,   

From Purdue University

 Multifractal and Gaussian Fractional-Sum-Difference Models for
Internet Traffic

Abstract

A multifractal fractional sum-difference model (MFSD) is a monotone
transformation of a Gaussian fractional sum-difference model (GFSD),
the Gaussian image of the MFSD. The GFSD is a mixture of two
components: a moving two-sum of discrete fractional Brownian motion
(fBm), and white noise. Internet packet traffic inter-arrival times
are very well modeled by an MFSD; this is validated by extensive model
checking for 715,665,213 measured arrival times on 3 Internet links.
Mathematical investigations of many traffic statistics, enabled by the
mathematical tractability of the model, provide new insight for
traffic phenomena; this includes fundamental explanations of a number
of phenomena based on how the relative weights of the fBm and white
noise components change with changing factors such as the traffic rate
and time aggregation. The MFSD can be used to generate synthetic
traffic for network simulation.

This is a joint work with David Anderson and William S. Cleveland.

Friday, 2 November, 2012
3:00pm - 4:00pm
2203 SAS Hall

Refreshments will be served in the 5th floor commons at 2:30pm.
NOTE: No food or drink is allowed in any of the classrooms in SAS Hall.