Measurements and Long Range Dependence

Network Traffic Analysis

  1. On the long-range dependence of packet round-trip delays in Internet
    Q. Li and D.L. Mills
    IEEE International Conference on Communications, pp 1185-1191, 1998
  2. Toward an Improved Understanding of Network Traffic Dynamics
    R. H. Riedi and W. Willinger
    Self-similar Network Traffic and Performance Evaluation, eds. Park and Willinger, Wiley 2000
  3. On the Propagation of Long-range Dependency in the Internet
    A. Veres, Z. Kenesi, S. Molnar and G. Vattay
    SIGCOMM, 2000
  4. Long-range Dependence and Data Network Traffic
    W. Willinger, V. Paxson, R. H. Riedi and M. S. Taqqu
    Long-Range Dependence: Theory and Applications, 2001
  5. Where Mathematics Meets the Internet
    W. Willinger, and V. Paxson
    Notices of the AMS, 1998
  6. Self-Similarity in World Wide Web Traffic Evidence and Possible Causes
    M. E. Crovella, and A. Bestavros
    IEEE/ACM Transactions on Networking, 1997
  7. On the Relevance of Long-Range Dependence in Network Traffic
    M. Grossglauser, and J. Bolot
    IEEE/ACM Transactions on Networking, 1998
  8. The Changing Nature of Network Traffic: Scaling Phenomena
    A. Feldmann, A. C. Gilbert, W. Willinger, and T. G. Kurtz
    ACM Computer Communication Review, vol. 28, pp 5-29, 1998
  9. Dynamics of IP Traffic: A Study of the Role of Variability and The Impact of Control
    A. Feldmann, A. C. Gilbert, P. Huang and W. Willinger
    SIGCOMM, pp 301-313, 1999
  10. On the Effect of Traffic Self-Similarity on Network Performance
    K. Park, G. Kim, and M. E. Crovella
    Proceedings of SPIE International Conference on Performance and Control of Network Systems, 1997
  11. On Multimedia Netowkrs: Self-similar Traffic and Network Performance
    Z. Sahinoglu and S. Tekinay
    IEEE Communications Magazine, vol. 37, pp 48-52, 1999
  12. On the Self-Similar nature of Ethernet Traffic
    W. E. Leland, M. S. Taqqu, W. Willinger and D. V. Wilson
    IEEE/ACM Transactions on Networking, 1994
  13. Wide area traffic: the failure of {Poisson} modeling
    Vern Paxson and Sally Floyd
    IEEE\ACM Transactions on Networking, vol. 3, num. 3, pp 226-244, 1995
  14. On Exploiting Traffic Predictability in Active Queue Management
    Gao, G. He, C. Hou
    IEEE Infocom, 2002
  15. On the Limits of Self-Similarity in network traffic models
    Molle, M. and A. Dabirian
    Computer Networking in the 21st Century Mini Conference, April 3-4 1998
  16. Experimental Queueing Analysis with Long-Range Dependent Packet Traffic
    Ashok Erramilli and Onuttom Narayan and Walter Willinger
    IEEE\slash ACM Transactions on Networking, vol. 4, pp 209-223, 1996

Estimating LRD

  1. On The Limitations of the Variance-Time Test for Inference of Long-Range Dependence
    M. Krunz
    IEEE INFOCOM, pp 1254-1260, 2001
  2. Pitfalls in Long Range Dependence Testing and Estimation
    S. Molnar and T. D. Dang
    GLOBECOM, 2000
  3. Estimation Methodologies
    Vadim Teverovsky
    http://math.bu.edu/people/murad/methods/
  4. On Estimating the Intensity of Long-Range Dependence in Finite and Infinite Variance Time Series
    M. S. Taqqu and V. Teverovsky
    A Practical Guide to Heavy Tails: Statistical Techniques and Applications, Birkhauser, Boston, pp 177-217, 1998
  5. Wavelet Analysis of Long-Range Dependence Traffic
    P. Abry and D. Veitch
    IEEE Transactions on Information Theory, 1998
  6. Long-Range dependence:Now you see it, now you don't!
    T. Karagiannis, M. Faloutsos, R.H. Riedi
    IEEE Global Internet, 2002

LRD models

  1. A Multifractal Wavelet Model with Application to Network Traffic
    R. H. Riedi, M. S. Crouse, V. J. Ribeiro, and R. G. Baraniuk
    IEEE Special Issue on Information Theory, pp 992-1018,1999
  2. Fast Approximation of Self Similar Network Traffic
    Vern Paxson
    LBL-36750, 1995
  3. Chaos and Order in the Capital Markets
    Edgar E. Peters
    John Wiley & Sons, New York, pp 211, 1991
  4. Self-Similarity and Heavy Tails: Structural Modeling of Network Traffic
    W. Willinger, V. Paxson and M.S. Taqqu
    In A Practical Guide to Heavy Tails: Statistical Techniques for Analyzing Heavy Tailed Distributions, R. Adler, R. Feldman and M.S. Taqqu (Eds.), Birkhauser Verlag, Boston, MA, pp 27-53, 1998
  5. A Non-Intrusive, Wavelet-Based Approach to Detecting Network Performance Problems
    P. Huang, A. Feldmann and W. Willinger
    IMW, 2001
  6. A Unified Framework for Understanding Network Traffic Using Independent Wavelet Models
    X. Tian, J. Wu and C. Ji
    IEEE INFOCOM, 2002

LRD Theory

  1. Statistics for Long-memory Processes
    J. Beran
    Chapman and Hall, New York, 1994

Misc

  1. Fracdiff: Maximum Likelihood Estimation of the Parameters of a Fractionally Differenced Arima(p,d,q) model
    C. Fraley
    http://lib.stat.cmu.edu/general/
  2. The RPS Toolkit
    http://www.cs.northwestern.edu/~RPS/