שפות סימולציה- הרצאה 16 - Traffic Models II

Traffic Models -II
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Simulation
Agenda Self-similar Traffic Models
Motivation Nature of self-similar traffic Statistical properties of self-similar processes Self-similarity in data traffic Self-similarity in simulation, performance issues
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Simulation
In the Past (-1990) One kind of traffic of any significance- voice (telephony) Traffic modeling in the world of telephony was the basis for initial network models
Assumed Poisson arrival process Assumed Poisson call duration Well established queuing literature based on these
assumptions Enabled very successful engineering of telephone networks
Simulation 3
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The Story Begins with Measurement In 1989, Leland and Wilson begin taking high resolution traffic traces at Bellcore Ethernet traffic from a large research lab Mostly IP traffic (a little NFS) Four data sets over three year period
Measurement Methodology Collected lengthy traces of Ethernet LAN traffic on Ethernet LAN(s) at Bellcore High resolution time stamps Analyzed statistical properties of the resulting time series data Each observation represents the number of packets (or bytes) observed per time interval bin: 10ms, 100ms, 1s, 10s etc
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Self-Similarity in Traffic Measurement Network Traffic
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Time scale: 100 sec Time scale: 100 sec

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Time scale: 100 sec Time scale: 100 sec

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Agenda Modern Traffic Models
Nature of self-similar traffic Statistical properties of self-similar processes Self-similarity in data traffic Self-similarity in simulation, performance issues
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12
Self Similarity
The idea is that something looks the same when viewed from different degrees of magnification or different scales on a dimension, such as the time dimension. Its a unifying concept underlying fractals, chaos, power laws, and a common attribute in many laws of nature and in phenomena in the world around us. Implications:
Burstiness exists across many time scales No natural length of a burst Traffic does not necessarily get smoother when you aggregate it (unlike Poisson traffic)
Simulation 13
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Problems with Poisson Models A Poisson process
When observed on a fine time scale (small bin

size) it will appear bursty As bin sizes increase, Poisson traffic will smooth, eventually eaching a flat line at the distribution mean
A Self-Similar process
When aggregated over wide range of time

scales will maintain its bursty characteristic
14
Self-Similarity and Fractals
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Self-Similarity and Fractals Objects of infinite detail Self-similar:
A part is identical to the whole

Scale-free:
Statistical properties are independent of scale of observation The closer I look, the more I see
Infinite detail:
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Example of a Fractal Line: Kochs Snowflake Start with a line segment 1 unit long Replace each line segment with the following generator Repeat forever:
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Example of a Fractal Line: Kochs Snowflake In the limit - Koch curve.
Infinite length. 1 Self-similarity-
"zooming in " the part of the Koch curve, we see copies of itself
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Self-similarity in Kochs curve
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Kochs Snowflake
Kochs Snowflake: repeatedly adds triangle to middle of each side of previous triangle at 1/3 previous size. Note: boundary length approaches infinity; yet, area is less than that of circle around original triangle.
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Examples of fractals in nature Trees Lungs Rain clouds Electrical discharges Shorelines
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Fractals
River drainage
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More fractals
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More fractals
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More fractals
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More fractals
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Fractal Life
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Fractal Life
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Fractal Life
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Fractal Life
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Fractal Life
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Fractal Life
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Power Law (Pareto) Distribution Scale-free process is best described with the power law:
> 0: shape parameter (slope) k > 0: location parameter PDF: Infinite mean for 1 Infinite variance for 2
33
Observed Phenomena
Few multi-billionaires, but many with modest income

[Pareto, 1896]
Few frequent words, but many infrequent words [Zipf,

1932]
Few mega-cities but many small towns [Zipf, 1949] Few web pages with high degree, but many with low degree [Kumar et al, 99] [Barabsi & Albert, 99] All the above obey power laws.
34
Distributional Tails
A particularly important part of a distribution is the (upper) tail P[X>x] Large values dominate statistics and performance Shape of tail critically important
Light Tails, Heavy Tails

Light Exponential or faster decline Heavy Slower than any exponential
f1(x) = 2 exp(-2(x-1))
f2(x) = x-2
A Fundamental Shift in Viewpoint Traditional modeling methods have focused on distributions with light tails
Tails that decline exponentially fast (or faster) Arbitrarily large observations are vanishingly
rare
Heavy tailed models behave quite differently
Arbitrarily large observations have non

negligible probability Large observations, although rare, can dominate a systems performance characteristics
Heavy Tails in Computer Networks

Sizes of data objects in computer systems
Files stored on Web servers Data objects/flow lengths traveling through the Internet Files stored in general-purpose Unix file systems I/O traces of filesystem, disk, and tape activity
Process/Job lifetimes Node degree in certain graphs
Inter-domain and router structure of the Internet Connectivity of WWW pages
Examining Tails
Best done using log-log complementary CDFs Plot log(1-F(x)) vs log(x)
1-F2(x)
1-F1(x)
Aggregated Traffic Superposition of High Variability ON-OFF Sources
Extension to traditional ON-OFF models by

allowing the ON and OFF periods to have infinite variance (high variability or Noah Effect)
X1(t) X2(t) X3(t) off on off 3 2 S3(t) 1 1 time 2 1
40
on
2 0
Aggregated Traffic
What can be said about the aggregate?
In terms of assumed type of randomness for durations and components In terms of implied type of burstiness
Explanation of Self-Similarity Consider a set of processes which are either ON or OFF
The distribution of ON time is heavy tailed

The size of files on a server are heavy-tail The transfer times also have the same type of characteristics.
The distribution of OFF time is heavy tailed

Since some source model phenomena that are triggered by humans (e.g. HTTP sessions) have extremely long period of latency.
42
Mandelbrots Types of Randomness

Distribution functions/random variables
Mild finite variance (Gaussian) Wild infinite variance (heavy tails) Mild short-range dependence (SRD, Markovian) Wild long-range dependence (LRD)
Correlation function of stochastic process
By Walter Willinger AT&T Labs-Research
Mandelbrots Types of Burstiness

Distribution function Wild
Bursty smooth
SRD
BURSTY bursty
LRD
Mild
Correlation structure
Tail-driven burstiness (Noah effect) Dependence-driven burstiness (Joseph effect)

Type of Burstiness: Smooth

W h it e N o is e
CDF Function 1-F(x) 1-F(x) on log scale
Correlation Function r(n) r(n) on log scale
x on linear scale
Log-linear scales
lag n on linear scale
Type of Burstiness: bursty

C o lo r e d N o is e
CCDF Function 1-F(x) 1-F(x) on log scale
x on linear scale
Log-linear scale
Log-log scale
lag n on log scale
Type of Burstiness: Bursty

S ta b le N o is e
CCDF Function 1-F(x)
1-F(x) on log scale
x on log scale
?
lag n on linear scale
Log-log scale
Log-linear scale
Type of Burstiness: BURSTY

C o lo r e d S ta b le N o is e
CCDF Function 1-F(x)
?
1-F(x) on log scale
x on log scale
?
Log-log scales
lag n on log scale
Noah Effect
; , , , ; - -, . , , . ' -' And the flood was forty days upon the earth; and the waters increased, and bore up the ark, and it was lifted up above the earth. And the waters prevailed, and increased greatly upon the earth; and the ark went upon the face of the waters. Genesis, 7,17-18
The idea that persistent burst may abruptly arise in a time series Describes discontinuity.
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Joseph Effect
. -, ; , , , -- ,
Behold, there came seven years of great plenty throughout the land of Egypt and there shall arise after them seven years of famine. Genesis, 41, 29-30
The idea that changes in a time series tend to be part of larger trends and cycles more often than they are completely random. Describes persistence.
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Impact on the Network Performance The "Noah" and "Joseph" Effects push in different directions, but they add up to this: trends in traffic are real, but they can vanish as quickly as they come. Thus, we can expect what's been happening to continue to happen, but we should also expect the unexpected.
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Impact on Network Performance Self-similar burstiness can lead to the amplification of packet loss. The burstiness cannot be smoothed. Limited effectiveness of buffering
queue length distribution decays slower than

exponentially v.s. the exponential decay associated with Markovian input
52
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Self-Similarity: Statistical Property Self-similarity manifests itself in several equivalent fashions:
Hurst effect Slowly decaying variance Long range dependence Non-degenerate autocorrelations
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Self-Similarity Definition
Stationary process representing the amount of data transmitted in consecutive short time periods.
X = ( X 1 , X 2 ,...)
m aggregated process (m 1 ) X
X t( m )
( m)
( m) ( m) = ( X 1 , X 2 ,...)
1 = ( X tmm+1 + ... + X tm ), m ,t N m
is self-similar if X and m1-H X(m) have the same variance and autocorrelation ( with Hurst parameter H ).
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Aggregation Aggregation of the time series X(n) means smoothing the time series by averaging the observations over non-overlapping blocks of size m to get a new series Xm(i)
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Aggregation: An Example Suppose the original time series X(t) contains the following (made up) values: 2 7 4 12 5 0 8 2 8 4 6 9 11 3 3 5 7 2 9 1... Then the aggregated series for m = 2 is:
Aggregation: An Example Suppose the original time series X(t) contains the following (made up) values: 2 7 4 12 5 0 8 2 8 4 6 9 11 3 3 5 7 2 9 1... Then the aggregated series for m = 2 is:
Aggregation: An Example Suppose the original time series X(t) contains the following (made up) values: 2 7 4 12 5 0 8 2 8 4 6 9 11 3 3 5 7 2 9 1... Then the aggregated series for m = 2 is: 4.5
Aggregation: An Example Suppose the original time series X(t) contains the following (made up) values: 2 7 4 12 5 0 8 2 8 4 6 9 11 3 3 5 7 2 9 1... Then the aggregated series for m = 2 is: 4.5 8.0
Aggregation: An Example Suppose the original time series X(t) contains the following (made up) values: 2 7 4 12 5 0 8 2 8 4 6 9 11 3 3 5 7 2 9 1... Then the aggregated series for m = 2 is: 4.5 8.0 2.5
Aggregation: An Example Suppose the original time series X(t) contains the following (made up) values: 2 7 4 12 5 0 8 2 8 4 6 9 11 3 3 5 7 2 9 1... Then the aggregated series for m = 2 is: 4.5 8.0 2.5 5.0
Aggregation: An Example Suppose the original time series X(t) contains the following (made up) values: 2 7 4 12 5 0 8 2 8 4 6 9 11 3 3 5 7 2 9 1... Then the aggregated series for m = 2 is: 4.5 8.0 2.5 5.0 6.0 7.5 7.0 4.0 4.5 5.0...
Aggregation: An Example Suppose the original time series X(t) contains the following (made up) values: 2 7 4 12 5 0 8 2 8 4 6 9 11 3 3 5 7 2 9 1... Then the aggregated time series for m = 5 is:
Aggregation: An Example Suppose the original time series X(t) contains the following (made up) values: 2 7 4 12 5 0 8 2 8 4 6 9 11 3 3 5 7 2 9 1... Then the aggregated time series for m = 5 is: 6.0
Aggregation: An Example Suppose the original time series X(t) contains the following (made up) values: 2 7 4 12 5 0 8 2 8 4 6 9 11 3 3 5 7 2 9 1... Then the aggregated time series for m = 5 is: 6.0 4.4
Aggregation: An Example Suppose the original time series X(t) contains the following (made up) values: 2 7 4 12 5 0 8 2 8 4 6 9 11 3 3 5 7 2 9 1... Then the aggregated time series for m = 5 is: 6.0 4.4 6.4 4.8 ...
Aggregation: An Example Suppose the original time series X(t) contains the following (made up) values: 2 7 4 12 5 0 8 2 8 4 6 9 11 3 3 5 7 2 9 1... Then the aggregated time series for m = 10 is: 5.2
Aggregation: An Example Suppose the original time series X(t) contains the following (made up) values: 2 7 4 12 5 0 8 2 8 4 6 9 11 3 3 5 7 2 9 1... Then the aggregated time series for m = 10 is: 5.2 5.6
Aggregation: An Example Suppose the original time series X(t) contains the following (made up) values: 2 7 4 12 5 0 8 2 8 4 6 9 11 3 3 5 7 2 9 1... Then the aggregated time series for m = 10 is: 5.2 5.6 ...
The Hurst Effect

For almost all naturally occurring time series, the rescaled adjusted range statistic (also called the R/S statistic) for sample size n obeys the relationship
S(m) is the standard deviation Wk = (X1 + X2 + + Xk) - kE[X(m)], k= 1, 2, , m

The Hurst Effect For models with only short range dependence, H is almost always 0.5 For self-similar processes, 0.5 < H < 1.0 This discrepancy is called the Hurst Effect, and H is called the Hurst parameter Single parameter to characterize self-similar processes
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R/S Statistic: An Example Suppose the original time series X(t) contains the following (made up) values: 2 7 4 12 5 0 8 2 8 4 6 9 11 3 3 5 7 2 9 1 There are 20 data points in this example For R/S analysis with n = 1, you get 20 samples, each of size 1:
Block 1: X n = 2;W1 = 0; R(n) = 0; S (n) = 0 Block 2: X n = 7;W1 = 0; R(n) = 0; S (n) = 0
R/S Statistic: An Example Suppose the original time series X(t) contains the following (made up) values: 2 7 4 12 5 0 8 2 8 4 6 9 11 3 3 5 7 2 9 1 For R/S analysis with n = 2, you get 10 samples, each of size 2:
Block 1: X n = 4.5;W1 = 0;W2 = 2.5; R(n) = 2.5; S (n) = 2.5; R (n) / S (n) = 1;
Block 2: X n = 8;W1 = 4;W2 = 0; R(n) = 4; S (n) = 4; R(n) / S (n) = 1;
R/S Statistic: An Example etc
R/S Statistic: An Example Suppose the original time series X(t) contains the following (made up) values: 2 7 4 12 5 0 8 2 8 4 6 9 11 3 3 5 7 2 9 1 For R/S analysis with n = 20, you get 1 sample of size 20:
R/S Diagram
R/S Statistic
Slope 1.0
Selfsimilar process
Slope 0.5
Block Size n
Heavy-tailed Distribution
A distribution of a random variable P is said to be heavy-tailed if P{ X > x } x - , as x & 0 <
< 2 If 1, the distribution has an infinite mean. If 2, the distribution has an infinite variance.
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Slowly Decaying Variance For most processes, the variance of a sample diminishes quite rapidly as the sample size is increased, and stabilizes soon For self-similar processes, the variance decreases very slowly, even when the sample size grows quite large
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Variance-Time Plot The variance-time plot is one means to test for the slowly decaying variance property Plots the variance of the sample versus the sample size, on a log-log plot For most processes, the result is a straight line with slope -1 For self-similar, the line is much flatter
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Variance-Time Plot
Variance
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Variance-Time Plot
100.0 10.0
Variance
Variance of sample on a logarithmic scale
0.01 0.001 0.0001

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Variance-Time Plot
Variance
Sample size m on a logarithmic scale
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Simulation
100
10
10
5
87
10
10
Variance-Time Plot
Variance
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Variance-Time Plot
Variance
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Variance-Time Plot
Variance
Slope = -1 for most processes
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Variance-Time Plot
Variance
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Variance-Time Plot
Variance
Slope flatter than -1 for self-similar process
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Long-range Dependency ( LRD )

Autocorrelation r(k) k -, as k , which means the process follows a power law, rather than exponential decaying.( 0<<1 ) Hurst parameter H=1-/2
H=1-/2, so self-similar process shows long-range
dependency if 0.5<H<1
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Long Range Dependence (LRD)

LRD captures the memory of the behavior Recall: Autocorrelation is a statistical measure of the relationship, if any, between a random variable and itself, at different time lags Positive correlation: big observation usually followed by another big, or small by small Negative correlation: big observation usually followed by small, or small by big No correlation: observations unrelated
Autocorrelation function
Shows the value of the autocorrelation coefficient for different time lags k
Autocorrelation Coefficient
+1
Significant positive correlation at short lags
0 No statistically significant correlation beyond this lag -1 0

Simulation
lag k
95
100
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Long Range Dependence For most processes (e.g., Poisson, or compound Poisson), the autocorrelation function drops to zero very quickly (usually immediately, or exponentially fast) For self-similar processes, the autocorrelation function drops very slowly (i.e., hyperbolically) toward zero, but may never reach zero
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96
Autocorrelation Coefficient +1 Typical short-range dependent process 0
-1
0
Simulation
lag k
97
100
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+1 Autocorrelation Coefficient Typical long-range dependent process 0
-1
lag k
100
+1 Autocorrelation Coefficient Typical long-range dependent process
0 Typical short-range dependent process -1 0

Simulation
lag k
99
100
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Non-Degenerate Autocorrelations For self-similar processes, the autocorrelation function for the aggregated process is indistinguishable from that of the original process If autocorrelation coefficients match for all lags k, then called exactly self-similar If autocorrelation coefficients match only for large lags k, then called asymptotically self-similar
Non-Degenerate Autocorrelations
+1 Autocorrelation Coefficient Original self-similar process 0 Aggregated self-similar process -1
0
Simulation
lag k
101
100
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Why Is Traffic Self-Similar? Nature works non uniformly Applications/users are bursty File sizes and requests are skewed [Crovela et al] Effect of topology and TCP [Feldman+] Not all flows are equal [Sarvotham Riedi et al]
A few flows dominate a link (Alpha flows)
Advanced Networks
M. and C. Faloutsos
File Sizes in the WWW
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Web Traffic and Distributions
Distr. Of Transmission Time
Distribution of file requests by size
Real Web traces Distributions are skewed

M. and C. Faloutsos
[Crovela et al]
Advanced Networks
Link Traffic and Dominant Flows
Overall traffic
1 Strongest connection
Residual traffic
The dominant flows are responsible for bursts The other flows exhibit long range dependence
Riedi Baraniuk+, INCITE project, Rice U.
Advanced Networks M. and C. Faloutsos
Statistical Behavior of Link Traffic
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107
Averaging Traffic
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108
Nature of self-similar traffic Burstiness: small variations over small time periods, big variations over big time periods (see figure two slides ago)
As a result of this: If the traffic averaged over

longer periods is plotted, one sees the same percentage of variation as when averaged over short time periods (figure on slide 87, columns left and right) Note: In the case of Poisson traffic, the percentage variations decrease as the time period over which the traffic values are averaged increases (middle column on prev. slide)
Simulation 109
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Application to Data Traffic Data traffic is often well-modeled as a selfsimilar process in many practical networking situations
Ethernet traffic WWW traffic SS7 traffic TCP traffic FTP and Telnet traffic VBR video
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Self-Similarity of Ethernet Traffic (1/3)

Pictorial Proof. Source: W. E. Leland, et al., On the Self-Similar Nature of Ethernet Traffic, ACM SIGComm93.
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Self-Similarity of Ethernet Traffic (2/3)

Pictorial Proof. Source: W. E. Leland, et al., On the Self-Similar Nature of Ethernet Traffic, ACM SIGComm93.
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Self-Similarity of Ethernet Traffic (3/3) Authors estimated Hurst parameter of H = 0.9
The higher the load, the higher H

Aggregating several streams does not remove self-similarity We know that Poisson is not a good model in this case. But what is?
Superposition of many Pareto-like ON/OFF

sources
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113
World Wide Web Traffic Crovella and Bestavros studied over 0.5 M requests for web documents at BU Traffic generated by browsers was selfsimilar
Good fit by modeling each browser as an on/off

source with a Pareto distribution Size distribution of files available over the web is heavy-tailed
Source: Crovella and Bestavros, Self-similarity in World-Wide WebTraffic: Evidence and Possible Causes, ACM Sigmetrics, May 1996.
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114
TCP, FTP, and Telnet

Poisson models underestimate the burstiness of TCP traffic under a wide range of time scales For Telnet, connection arrivals are well-modeled as Poisson, but Poisson assumption for packet arrivals is not warranted FTP session arrivals are well-modeled as Poisson, but packet arrivals much more bursty For FTP, the distribution of number of bytes in each burst has a heavy upper tail
Source: Paxson and Floyd, Wide Area Traffic: The Failure of the Poisson Model, IEEE/ACM Transactions on Networking, June 1995.
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115
Variable Bit Rate Video JPEG video
Variable-length frames due to compression and

encoding algorithm
Experiments with Star Wars and other content
Video transmission exhibits self-similarity Frame length conforms to Pareto distribution

(at least in the tail of distribution)
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116
Influence of TCP
The TCP protocol, which is currently used by most applications over the Internet, introduces self-similarity.
The speed of data transmission of TCP is influenced by congestion control when a packet gets lost. Through this mechanism, the many independent TCP connections that run over the Internet become dependent on one another. The interaction is quite complex and involves the retransmission process after time-out.
Voice and video streaming does not use TCP. As these types of applications become more important over the Internet, it can be expected that the traffic will become less self-similar. Arrival pattern of new sessions (e.g. TELNET sessions or Web server sessions) have been observed to follow a Poisson distribution.
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Self Similar Traffic in Simulation A superposition of many Pareto-distributed ON-OFF sources can be used to generate self similar traffic. Pareto distribution is a heavy-tailed distribution: the tail decays much more slowly than the exponential distribution. Typical sample includes many small values and a few very large values (bursty).
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How Inaccurate Are Older Models?
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Self-Similarity Performance Implications If actual data is more bursty than originally modeled, then the original models underestimate average delay and blocking Self-similarity leads to higher delays and higher blocking probabilities Conclusion: self-similarity leads to a poor fit with traditional queuing theory results
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Traffic Models (1/2)
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Traffic Models (2/2)
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שפות סימולציה- הרצאה 16 - Traffic Models II

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Traffic Models -II

Agenda Self-similar Traffic Models

Self-Similarity in Traffic Measurement Network Traffic

Time scale: 100 sec Time scale: 100 sec

Time scale: 100 sec Time scale: 100 sec

Agenda Modern Traffic Models

Problems with Poisson Models A Poisson process

When observed on a fine time scale (small bin

When aggregated over wide range of time

Self-Similarity and Fractals

Self-Similarity and Fractals Objects of infinite detail Self-similar:

A part is identical to the whole

Example of a Fractal Line: Kochs Snowflake In the limit - Koch curve.

Infinite length. 1 Self-similarity-

Self-similarity in Kochs curve

Few multi-billionaires, but many with modest income

Few frequent words, but many infrequent words [Zipf,

Light Tails, Heavy Tails

Heavy tailed models behave quite differently

Arbitrarily large observations have non

Heavy Tails in Computer Networks

Process/Job lifetimes Node degree in certain graphs

Inter-domain and router structure of the Internet Connectivity of WWW pages

Aggregated Traffic Superposition of High Variability ON-OFF Sources

Extension to traditional ON-OFF models by

Explanation of Self-Similarity Consider a set of processes which are either ON or OFF

The distribution of ON time is heavy tailed

The distribution of OFF time is heavy tailed

Mandelbrots Types of Randomness

Correlation function of stochastic process

By Walter Willinger AT&T Labs-Research

Mandelbrots Types of Burstiness

Tail-driven burstiness (Noah effect) Dependence-driven burstiness (Joseph effect)

Type of Burstiness: Smooth

CDF Function 1-F(x) 1-F(x) on log scale

Correlation Function r(n) r(n) on log scale

Type of Burstiness: bursty

CCDF Function 1-F(x) 1-F(x) on log scale

Correlation Function r(n) r(n) on log scale

lag n on log scale

By Walter Willinger AT&T Labs-Research

Type of Burstiness: Bursty

CCDF Function 1-F(x)

1-F(x) on log scale

Correlation Function r(n) r(n) on log scale

By Walter Willinger AT&T Labs-Research

Type of Burstiness: BURSTY

CCDF Function 1-F(x)

1-F(x) on log scale

queue length distribution decays slower than

Agenda Modern Traffic Models

Self-Similarity: Statistical Property Self-similarity manifests itself in several equivalent fashions:

The Hurst Effect

S(m) is the standard deviation Wk = (X1 + X2 + + Xk) - kE[X(m)], k= 1, 2, , m

Block 1: X n = 2;W1 = 0; R(n) = 0; S (n) = 0 Block 2: X n = 7;W1 = 0; R(n) = 0; S (n) = 0

Block 2: X n = 8;W1 = 4;W2 = 0; R(n) = 4; S (n) = 4; R(n) / S (n) = 1;

R/S Statistic: An Example etc

Variance of sample on a logarithmic scale

0.01 0.001 0.0001

Sample size m on a logarithmic scale

Slope = -1 for most processes

Slope flatter than -1 for self-similar process

Long-range Dependency ( LRD )