Changepoint detection techniques for VoIP traffic

  • Authors:
  • Michel Mandjes;Piotr Żuraniewski

  • Affiliations:
  • University of Amsterdam, Amsterdam, The Netherlands;University of Amsterdam, Amsterdam, The Netherlands, AGH University of Science and Technology, Kraków, Poland, TNO, Delft, The Netherlands

  • Venue:
  • DataTraffic Monitoring and Analysis
  • Year:
  • 2013

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Abstract

The control of communication networks critically relies on procedures capable of detecting unanticipated load changes. In this chapter we present an overview of such techniques, in a setting in which each connection consumes roughly the same amount of bandwidth (with VoIP as a leading example). For the situation of exponential holding times an explicit analysis can be performed in a large-deviations regime, leading to approximations of the test statistic of interest (and, in addition, to results for the transient of the M/M/∞ queue, which are of independent interest). This procedure being applicable to exponential holding times only, and also being numerically rather involved, we then develop an approximate procedure for general holding times. In this procedure we record the number of trunks occupied at equidistant points in time Δ,2Δ,…, where Δ is chosen sufficiently large to safely assume that the samples are independent; this procedure is backed by results on the transient of the M/G/∞ queue. The validity of the testing procedures is demonstrated through set of numerical experiments; it is also pointed out how diurnal patterns can be dealt with. An experiment with real data illustrates the proposed techniques.