Recovering the traffic wave from counts alone

Three panels. The top shows actual arrivals as thin vertical bars along a time axis, with busy and quiet stretches. The middle shows the same data recounted over equal intervals as a bar chart, since only counts per interval are observed. The bottom shows the arrival wave recovered from those counts as a smooth curve, with the arrivals faintly overlaid.

Network traffic does not flow at a constant rate. There are busy periods and quiet ones, and the variation is correlated over time. The stochastic model that captures this wave is the Markovian arrival process (MAP).

The difficulty is that measurements usually come already aggregated — “so many events per minute”. Without the individual arrival times, conventional estimation methods cannot be used.

This work gives an EM algorithm that estimates the parameters of a MAP from grouped data alone. It is formulated so that the computation does not break down when records are missing, which makes it usable in the practice of network performance evaluation.

Source paper

Markovian arrival process parameter estimation with group data

IEEE/ACM Transactions on Networking (2009)