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Paper Abstract and Keywords
Presentation 2011-03-04 10:20
A Parameter Fitting Algorithm for Extended Discrete Autoregressive Model of Order One and Its Application to Network Traffic Modeling
Chihiro Yoshihara, Hiroyuki Masuyama, Shunsuke Hayashi, Shoji Kasahara, Yutaka Takahashi (Kyoto Univ.) NS2010-283
Abstract (in Japanese) (See Japanese page) 
(in English) The extended discrete autoregressive model of order one (XDAR(1)) is known to be one of the most tractable arrival processes among the class of batch Markovian arrival processes (BMAPs). However, an existing parameter fitting algorithm for XDAR(1) does not work for measured traffic data due to the violation of constraints for XDAR(1). This paper considers a parameter estimation scheme for XDAR(1) from measured traffic data. We
formulate the parameter estimation as a nonlinear optimization problem by introducing supplemental variables to all constraints for the XDAR(1). In order to investigate the effectiveness of the proposed algorithm, we compare the packet loss probability of an XDAR(1)/GI/1/K queue with that obtained by trace-driven simulation. Numerical examples show that the accuracy of the estimation significantly depends on the slot size, and that the packet-loss probability of the queueing model can be improved when the variance of the service time is large.
Keyword (in Japanese) (See Japanese page) 
(in English) Queueing analysis / Batch Markovian arrival process / Parameter fitting / Nonlinear Programming / / / /  
Reference Info. IEICE Tech. Rep., vol. 110, no. 448, NS2010-283, pp. 681-686, March 2011.
Paper # NS2010-283 
Date of Issue 2011-02-24 (NS) 
ISSN Print edition: ISSN 0913-5685    Online edition: ISSN 2432-6380
Copyright
and
reproduction		 All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
Download PDF NS2010-283

Conference Information
Committee IN NS  
Conference Date 2011-03-03 - 2011-03-04 
Place (in Japanese) (See Japanese page) 
Place (in English) Okinawa Convention Center 
Topics (in Japanese) (See Japanese page) 
Topics (in English) General, NS+IN workshop (March 3-4) 
Paper Information
Registration To NS 
Conference Code 2011-03-IN-NS 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) A Parameter Fitting Algorithm for Extended Discrete Autoregressive Model of Order One and Its Application to Network Traffic Modeling 
Sub Title (in English)  
Keyword(1) Queueing analysis  
Keyword(2) Batch Markovian arrival process  
Keyword(3) Parameter fitting  
Keyword(4) Nonlinear Programming  
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Keyword(6)  
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1st Author's Name Chihiro Yoshihara  
1st Author's Affiliation Kyoto University (Kyoto Univ.)
2nd Author's Name Hiroyuki Masuyama  
2nd Author's Affiliation Kyoto University (Kyoto Univ.)
3rd Author's Name Shunsuke Hayashi  
3rd Author's Affiliation Kyoto University (Kyoto Univ.)
4th Author's Name Shoji Kasahara  
4th Author's Affiliation Kyoto University (Kyoto Univ.)
5th Author's Name Yutaka Takahashi  
5th Author's Affiliation Kyoto University (Kyoto Univ.)
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Speaker Author-1 
Date Time 2011-03-04 10:20:00 
Presentation Time 20 minutes 
Registration for NS 
Paper # NS2010-283 
Volume (vol) vol.110 
Number (no) no.448 
Page pp.681-686 
#Pages 6 
Date of Issue 2011-02-24 (NS) 

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