TY - JOUR
T1 - Traffic data analysis based on extreme value theory and its applications to predicting unknown serious deterioration
AU - Uchida, Masato
PY - 2004/12
Y1 - 2004/12
N2 - It is important to predict serious deterioration of telecommunication quality. This paper investigates predicting such serious events by analyzing only a "short" period (i.e., a "small" amount) of teletraffic data. To achieve this end, this paper presents a method for analyzing the tail distributions of teletraffic state variables, because tail distributions are suitable for representing serious events. This method is based on Extreme Value Theory (EVT), which provides a firm theoretical foundation for the analysis. To be more precise, in this paper, we use throughput data measured on an actual network during daily busy hours for IS minutes, and use its first 10 seconds (known data) to analyze the tail distribution. Then, we evaluate how well the obtained tail distribution can predict the tail distribution of the remaining 890 seconds (unknown data). The results indicate that the obtained tail distribution based on EVT by analyzing the small amount of known data can predict the tail distribution of unknown data much better than methods based on empirical or log-normal distributions. Furthermore, we apply the obtained tail distribution to predict the peak throughput in unknown data. The results of this paper enable us to predict serious deterioration events with lower measurement cost.
AB - It is important to predict serious deterioration of telecommunication quality. This paper investigates predicting such serious events by analyzing only a "short" period (i.e., a "small" amount) of teletraffic data. To achieve this end, this paper presents a method for analyzing the tail distributions of teletraffic state variables, because tail distributions are suitable for representing serious events. This method is based on Extreme Value Theory (EVT), which provides a firm theoretical foundation for the analysis. To be more precise, in this paper, we use throughput data measured on an actual network during daily busy hours for IS minutes, and use its first 10 seconds (known data) to analyze the tail distribution. Then, we evaluate how well the obtained tail distribution can predict the tail distribution of the remaining 890 seconds (unknown data). The results indicate that the obtained tail distribution based on EVT by analyzing the small amount of known data can predict the tail distribution of unknown data much better than methods based on empirical or log-normal distributions. Furthermore, we apply the obtained tail distribution to predict the peak throughput in unknown data. The results of this paper enable us to predict serious deterioration events with lower measurement cost.
KW - Extreme value theory
KW - Prediction
KW - Serious deterioration of the telecommunication quality
KW - Tail distribution
UR - http://www.scopus.com/inward/record.url?scp=11144310100&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=11144310100&partnerID=8YFLogxK
M3 - Article
AN - SCOPUS:11144310100
VL - E87-D
SP - 2654
EP - 2664
JO - IEICE Transactions on Information and Systems
JF - IEICE Transactions on Information and Systems
SN - 0916-8532
IS - 12
ER -