IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v485y2017icp48-60.html
   My bibliography  Save this article

Statistical modeling of the Internet traffic dynamics: To which extent do we need long-term correlations?

Author

Listed:
  • Markelov, Oleg
  • Nguyen Duc, Viet
  • Bogachev, Mikhail

Abstract

Recently we have suggested a universal superstatistical model of user access patterns and aggregated network traffic. The model takes into account the irregular character of end user access patterns on the web via the non-exponential distributions of the local access rates, but neglects the long-term correlations between these rates. While the model is accurate for quasi-stationary traffic records, its performance under highly variable and especially non-stationary access dynamics remains questionable. In this paper, using an example of the traffic patterns from a highly loaded network cluster hosting the website of the 1998 FIFA World Cup, we suggest a generalization of the previously suggested superstatistical model by introducing long-term correlations between access rates. Using queueing system simulations, we show explicitly that this generalization is essential for modeling network nodes with highly non-stationary access patterns, where neglecting long-term correlations leads to the underestimation of the empirical average sojourn time by several decades under high throughput utilization.

Suggested Citation

  • Markelov, Oleg & Nguyen Duc, Viet & Bogachev, Mikhail, 2017. "Statistical modeling of the Internet traffic dynamics: To which extent do we need long-term correlations?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 485(C), pages 48-60.
  • Handle: RePEc:eee:phsmap:v:485:y:2017:i:c:p:48-60
    DOI: 10.1016/j.physa.2017.05.023
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437117305344
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

    File URL: https://libkey.io/10.1016/j.physa.2017.05.023?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Rybski, Diego & Bunde, Armin, 2009. "On the detection of trends in long-term correlated records," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(8), pages 1687-1695.
    2. Bogachev, Mikhail I. & Bunde, Armin, 2011. "On the predictability of extreme events in records with linear and nonlinear long-range memory: Efficiency and noise robustness," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(12), pages 2240-2250.
    3. Constantino Tsallis, 2016. "Inter-occurrence times and universal laws in finance, earthquakes and genomes," Papers 1601.03688, arXiv.org.
    4. Xu, Dan & Beck, Christian, 2016. "Transition from lognormal to χ2-superstatistics for financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 453(C), pages 173-183.
    5. Dan Xu & Christian Beck, 2015. "Transition from lognormal to chi-square superstatistics for financial time series," Papers 1506.01660, arXiv.org, revised Mar 2016.
    6. Tsallis, Constantino, 2016. "Inter-occurrence times and universal laws in finance, earthquakes and genomes," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 254-266.
    7. Antonopoulos, Chris G. & Michas, George & Vallianatos, Filippos & Bountis, Tassos, 2014. "Evidence of q-exponential statistics in Greek seismicity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 409(C), pages 71-77.
    8. D. Rybski & S. Buldyrev & S. Havlin & F. Liljeros & H. Makse, 2011. "Communication activity in social networks: growth and correlations," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 84(1), pages 147-159, November.
    9. Satya N. Majumdar & Philippe Mounaix & Gregory Schehr, 2013. "Exact Statistics of the Gap and Time Interval Between the First Two Maxima of Random Walks," Papers 1303.4607, arXiv.org.
    10. Satya N. Majumdar & Philippe Mounaix & Gregory Schehr, 2013. "Exact Statistics of the Gap and Time Interval Between the First Two Maxima of Random Walks," Post-Print hal-00861416, HAL.
    11. Kantelhardt, Jan W & Koscielny-Bunde, Eva & Rego, Henio H.A & Havlin, Shlomo & Bunde, Armin, 2001. "Detecting long-range correlations with detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 295(3), pages 441-454.
    12. Briggs, Keith & Beck, Christian, 2007. "Modelling train delays with q-exponential functions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 378(2), pages 498-504.
    13. Albert-László Barabási, 2005. "The origin of bursts and heavy tails in human dynamics," Nature, Nature, vol. 435(7039), pages 207-211, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Li, Wei-Zhen & Zhai, Jin-Rui & Jiang, Zhi-Qiang & Wang, Gang-Jin & Zhou, Wei-Xing, 2022. "Predicting tail events in a RIA-EVT-Copula framework," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 600(C).
    2. Butusov, Denis N. & Karimov, Artur I. & Pyko, Nikita S. & Pyko, Svetlana A. & Bogachev, Mikhail I., 2018. "Discrete chaotic maps obtained by symmetric integration," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 955-970.
    3. Pyko, Nikita S. & Pyko, Svetlana A. & Markelov, Oleg A. & Karimov, Artur I. & Butusov, Denis N. & Zolotukhin, Yaroslav V. & Uljanitski, Yuri D. & Bogachev, Mikhail I., 2018. "Assessment of cooperativity in complex systems with non-periodical dynamics: Comparison of five mutual information metrics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 1054-1072.
    4. Li, Ming, 2021. "Generalized fractional Gaussian noise and its application to traffic modeling," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 579(C).
    5. Bogachev, Mikhail I. & Kuzmenko, Alexander V. & Markelov, Oleg A. & Pyko, Nikita S. & Pyko, Svetlana A., 2023. "Approximate waiting times for queuing systems with variable long-term correlated arrival rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 614(C).
    6. Zhou, Hanchu & Chang, Fangrong, 2022. "The long-memory temporal dependence of traffic crash fatality for different types of road users," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 607(C).
    7. Li, Ming & Wang, Anqi, 2020. "Fractal teletraffic delay bounds in computer networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 557(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Arias-Calluari, Karina & Najafi, Morteza. N. & Harré, Michael S. & Tang, Yaoyue & Alonso-Marroquin, Fernando, 2022. "Testing stationarity of the detrended price return in stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 587(C).
    2. Karina Arias-Calluari & Morteza. N. Najafi & Michael S. Harr'e & Fernando Alonso-Marroquin, 2019. "Stationarity of the detrended price return in stock markets," Papers 1910.01034, arXiv.org, revised Aug 2020.
    3. Butusov, Denis N. & Karimov, Artur I. & Pyko, Nikita S. & Pyko, Svetlana A. & Bogachev, Mikhail I., 2018. "Discrete chaotic maps obtained by symmetric integration," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 955-970.
    4. Kosun, Caglar & Ozdemir, Serhan, 2016. "A superstatistical model of vehicular traffic flow," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 466-475.
    5. Liu, Guoliang, 2017. "A new physical model for earthquake time interval distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 465(C), pages 62-65.
    6. Devi, Sandhya, 2021. "Asymmetric Tsallis distributions for modeling financial market dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 578(C).
    7. Li, Wei-Zhen & Zhai, Jin-Rui & Jiang, Zhi-Qiang & Wang, Gang-Jin & Zhou, Wei-Xing, 2022. "Predicting tail events in a RIA-EVT-Copula framework," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 600(C).
    8. Claude Godreche & Satya N. Majumdar & Gregory Schehr, 2017. "Record statistics of a strongly correlated time series: random walks and L\'evy flights," Papers 1702.00586, arXiv.org.
    9. Gregory Schehr & Satya N. Majumdar, 2013. "Exact record and order statistics of random walks via first-passage ideas," Papers 1305.0639, arXiv.org.
    10. Sandhya Devi, 2021. "Asymmetric Tsallis distributions for modelling financial market dynamics," Papers 2102.04532, arXiv.org.
    11. Schumann, Aicko Y. & Kantelhardt, Jan W., 2011. "Multifractal moving average analysis and test of multifractal model with tuned correlations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(14), pages 2637-2654.
    12. Ponta, Linda & Trinh, Mailan & Raberto, Marco & Scalas, Enrico & Cincotti, Silvano, 2019. "Modeling non-stationarities in high-frequency financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 173-196.
    13. Bogachev, Mikhail I. & Kuzmenko, Alexander V. & Markelov, Oleg A. & Pyko, Nikita S. & Pyko, Svetlana A., 2023. "Approximate waiting times for queuing systems with variable long-term correlated arrival rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 614(C).
    14. Yusuke Uchiyama & Takanori Kadoya, 2018. "Superstatistics with cut-off tails for financial time series," Papers 1809.04775, arXiv.org.
    15. Lu, Feiyu & Yuan, Naiming & Fu, Zuntao & Mao, Jiangyu, 2012. "Universal scaling behaviors of meteorological variables’ volatility and relations with original records," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4953-4962.
    16. Geoffrey Ducournau, 2021. "Bayesian inference and superstatistics to describe long memory processes of financial time series," Papers 2105.04171, arXiv.org.
    17. Setty, V.A. & Sharma, A.S., 2015. "Characterizing Detrended Fluctuation Analysis of multifractional Brownian motion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 698-706.
    18. Duarte Queirós, Sílvio M. & Anteneodo, Celia, 2016. "Complexity in quantitative finance and economics," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 1-2.
    19. Lavička, Hynek & Kracík, Jiří, 2020. "Fluctuation analysis of electric power loads in Europe: Correlation multifractality vs. Distribution function multifractality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    20. Vitanov, Nikolay K. & Sakai, Kenshi & Dimitrova, Zlatinka I., 2008. "SSA, PCA, TDPSC, ACFA: Useful combination of methods for analysis of short and nonstationary time series," Chaos, Solitons & Fractals, Elsevier, vol. 37(1), pages 187-202.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:485:y:2017:i:c:p:48-60. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.