Efficient On-Line Generation of the Correlation Structure of F-ARIMA Processes

Authors:
Maria-Estrella Sousa-Vieira;Andrés Suárez-González;José-Carlos López-Ardao;Cándido López-García
Affiliations:
Department of Telematics Engineering, University of Vigo, Spain;Department of Telematics Engineering, University of Vigo, Spain;Department of Telematics Engineering, University of Vigo, Spain;Department of Telematics Engineering, University of Vigo, Spain
Venue:
ASMTA '09 Proceedings of the 16th International Conference on Analytical and Stochastic Modeling Techniques and Applications
Year:
2009

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Abstract

Several traffic measurement studies have shown the presence of persistent correlations in modern networks. The use of stochastic processes able to capture this kind of correlations, as self-similar processes, has opened new research fields in network performance analysis, mainly in simulation studies, where the efficient synthetic generation of samples is one of the main topics. Although F-ARIMA processes are very flexible to capture both short- and long-range correlations in a parsimonious way, only off-line methods for synthesizing traces are efficient enough to be of practical use. In order to overcome this disadvantage, in this paper we propose a M/G/***-based efficient and on-line generator of the correlation structure of F-ARIMA processes.