Proposals On The Source-Destination Tra C Matrix Estimation For Ip-Based Vpns
Proposals On The Source-Destination Tra C Matrix Estimation For Ip-Based Vpns
I
N
I
N
I
N
I
N
e
T
N
0
T
N
0
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T
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e
T
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0
T
N
0
T
N
e
T
N
0
T
N
,
where I
N
is an N N identity matrix, e
N
is an N-dimensional
column vector with all elements equal to 1, and 0
N
is an N-
dimensional column vector with all elements equal to 0. Our
goal is to estimate the unobserved SD trac vector x from the
observed access-link trac vector y. Although in some cases
we use the customary terminology trac matrix, we arrange
the tracs of all SD pairs in a single vector x for convenience
as in [5].
Remark 1: It seems more natural to dene y and A as
follows:
y = (y
1
, , y
2N
)
T
,
A =
,
I
N
I
N
I
N
I
N
e
T
N
0
T
N
0
T
N
0
T
N
0
T
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e
T
N
0
T
N
0
T
N
.
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0
T
N
0
T
N
e
T
N
0
T
N
0
T
N
0
T
N
0
T
N
e
T
N
.
In the above denitions, however, y = Ax consists of 2N linear
equations that are not independent of each other because one
of them is redundant. So, we do not use these denitions.
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IV. Drrramrxrsrrc raoairm
A. Formulation
First, we formulate the estimation of the SD-trac matrix as
a deterministic problem. Let x be the estimate of x for a given
y. Since (1) consists of 2N 1 linear equations and x has N
2
elements, the information provided by the access-link trac
y is insucient to determine a unique SD-trac vector from
(1). Thus, we impose an additional constraint: the estimate
x should be the closest vector to x
0
among all solutions of
(1), where x
0
is a vector representing some prior SD trac
vector. That is, x is given by the solution of the following
optimization problem:
Minimize | x x
0
|, subject to y = Ax. (2)
B. Estimator via generalized inverse matrix
It is shown in [9] that the solution of (2) is given by
x(y; x
0
) = x
0
+ A
+
(y Ax
0
), (3)
where A
+
is Moore-Penroses generalized inverse matrix [9].
If the number of rows of A is equal to rank(A), then A
+
is
equal to A
T
(AA
T
)
1
, where A
T
is the transform of A. Thanks
to the special structure of A, which owes to the problem setting
(only the amounts of aggregated trac originating from and
terminating at local VPN-sites are observable) in this paper,
the inverse of AA
T
and thus A
+
has the explicit representation
such as
A
+
=
1
N
,
I
N
E
N,N
/N [e
N
, 0
N
, , 0
N
]
I
N
E
N,N
/N [0
N
, e
N
, , 0
N
]
.
.
.
.
.
.
I
N
E
N,N
/N [0
N
, 0
N
, , e
N
]
I
N
+ (N 1)E
N,N
/N E
N,N1
,
where E
m,n
is an mn matrix with all elements equal to one.
The estimate of the trac from the mth endpoint to the nth
endpoint, x
(m1)N+n
, is thus given by
x
(m1)N+n
= x
0
(m1)N+n
+
1
N
n
1
N
N
k=1
k
+
N+m
n
+
N 1
N
N
k=1
k
N1
k=1
N+k
, (5)
where
n
is the nth element of vector given by
= y Ax
0
.
The explicit representation of the estimator such as (4) and
(5) is not usually available in more general problem setting of
SD-trac matrix estimation.
The performance of the estimator should depend on the
prior information x
0
. Here, we show an interesting nding
concerning the choice of prior. To explain this, we assume the
following prior vector:
x
0
= e
N
2 , (6)
where denotes some constant value. We call (6) the uniform
prior in this paper. We have found that using the uniform prior
is equivalent to choosing the prior at origin (that is, x
0
= 0)
and that (4) and (5) with uniform prior are comparable with
the estimator by Cao [5] in terms of estimation accuracy.
V. Srocnxsrrc raoairm
Next, we formulate the estimation of SD-trac matrix as a
stochastic problem. In this section, let X = (X
1
, , X
N
2 ) be
a random vector that represents SD-trac vector, and let Y =
(Y
1
, , Y
2N1
) be a random vector that represents the access-
link trac (using capital letters to distinguish the stochastic
case). Furthermore, we let be the expectation of X and
xx
=
E[(X )(X )
T
] be the variance matrix of X. We assume
that the following linear relationship between the average and
variance of the SD trac exists:
Var[X] = . (7)
Similar relationships between the average and variance of the
SD trac have been frequently used in recent publications on
SD-trac-matrix estimation [5], [3].
Our target in the stochastic problem setting is to nd the
most probable x (an outcome of X), which satises (1), from
y (an outcome of Y), , and
xx
. In this section, we show that
the derived estimator does not require the knowledge about .
Then we show how the variance matrix
xx
can be estimated
from repeated measurements of Y.
A. Formulation and solution
We assume that X follows a normal distribution whose
probability density function (pdf) is given by
f (x|,
xx
)
def
= exp{
1
2
(x )
T
1
xx
(x )}.
Our goal is to nd the estimator, among all solutions of (1),
that maximizes the above pdf. That is, the estimator x is given
by the solution to the following optimization problem:
Maximize f (x|,
xx
), subject to y = Ax. (8)
Mathematical manipulation frequently used in a stochastic
inference problem leads to the following solution:
x = +
xx
A
T
(A
xx
A
T
)
1
(y A), (9)
where, under assumption (7), we can show that the following
relationship holds:
xx
A
T
(A
xx
A
T
)
1
A = . (10)
Thus, we nally have
x =
xx
A
T
(A
xx
A
T
)
1
y. (11)
Surprisingly, the above estimator does not require the knowl-
edge about but just only
xx
. Note that the variance matrix
xx
is observable from Y as shown in next subsection. This
means that estimator (11) can work without any prior SD-
trac matrix. This feature makes signicant contrast to the
most existing proposals on SD-trac estimation. We also note
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that the simple representation of estimator (11) owes to the
problem setting (in other words, the special structure of A)
assumed in this paper, and it is not available for more general
SD-trac estimation.
The performance of the estimator should depend on whether
assumption (7) holds or not. This dependency is numerically
studied in Section VI.
Remark 2: The linear-least-squares-error estimator is also
given by formula (9), where the assumption that X follows a
normal distribution is not required.
Remark 3: Estimator (11) is a natural extension of estima-
tor (3) in the sense that estimator (11) gives the closest
pattern of SD-trac intensity to the zero vector 0 in the space
where the distance between vectors x
1
and x
2
is dened by
(x
1
x
2
)
T
1
xx
(x
1
x
2
).
B. Estimation of the variance matrix of X
We can estimate the variance matrix of X,
xx
, from
repeated measurements of Y under the assumption that the
elements of X are statistically independent of each other. To
show this, we start by noting that the nondiagonal elements
of
xx
are all equal to zero because of the independence
assumption. Next, note that the following relationship between
the elements of X and Y holds:
Y
i
=
N
k=1
X
(k1)N+I
, Y
N+j
=
N
l=1
X
( j1)N+l
.
Thus, the independence assumption yields
Cov[Y
i
, Y
N+j
] = Cov[
N
k=1
X
(k1)N+I
,
N
l=1
X
( j1)N+l
]
= Var[X
( j1)N+i
].
Let y
(1)
, , y
(m)
be a consecutive set of measurements of Y.
The above relationship enables us to use the following formula
to estimate the variance of SD trac:
Var[X
( j1)N+i
]
1
m
m
k=1
y
(k)
i
1
m
m
l=1
y
(l)
i
y
(k)
N+j
1
m
m
l=1
y
(l)
N+j
,
(12)
which gives us estimates of the diagonal elements of
xx
.
VI. Srmtixrrox rxrrarmrxrs
We evaluated our proposals through simulation experiments
with respect to the estimation accuracy and sensitivity to some
prior information and assumption. We considered two VPN
models: ve-endpoint and seven-endpoint models. To simulate
the network, we used synthetic average SD-trac matrices.
The average SD trac of the ve-endpoints network ranges
from 0 Mbps to 8 Mbps (Table I), and that of the nine-
endpoints network ranges from 5 Mbps to 50 Mbps (Table
II). Based on each of these average SD-trac matrices,
we randomly generated daily SD-trac matrix for 1000
days, x
(1)
, , x
(1000)
, according to the normal distribution,
and produced daily access-link trac vectors for 1000 days,
y
(1)
, , y
(1000)
. We then used our proposals to obtain the
TABLE I
Avraxor SD-raxrrrc mxrarx roa rrvr-rxororxr xrrwoak (rx Mars)
Destination
5 4 3 2 1
0.07 0.04 0.95 3.57 7.91 5
1.33 1.18 2.92 0.73 0.12 4
2.43 4.11 5.68 6.87 1.39 3
5.97 6.58 7.17 2.80 3.84 2
4.68 6.47 1.55 4.51 0.01 1
Origin
TABLE II
Avraxor SD-raxrrrc mxrarx roa srvrx-rxororxr xrrwoak (rx Mars)
Origin
7
6
5
4
3
2
1
Destination
7 6 5 4 3 2 1
43.8 15.6 25.8 11.4 29.3 46.7 48.0
37.7 44.4 18.6 28.4 41.1 40.3 32.4
7.57 20.9 25.3 34.8 12.5 32.3 32.1
30.7 28.9 22.0 5.40 5.21 10.4 25.1
49.5 12.5 11.6 21.4 9.11 5.67 18.7
28.1 37.0 43.7 12.8 38.6 42.0 45.3
20.8 26.6 31.3 41.4 13.7 30.4 5.06
estimate, x
(1)
, , x
(1000)
, and evaluated the relative estimation
error
e
(n)
def
=
|x
(n)
x
(n)
|
|x
(n)
|
, n = 1, , 1000,
for 1000 days. To generate the daily SD-trac matrix, we
assumed that the mean and variance are related according to
the relationship
Var[X] =
c
, (13)
which has been used by Cao et al. [5] and Medina et al. [3].
A. Accuracy of estimation
First, we compared the proposed estimators with the esti-
mator by Cao [5] in terms of accuracy of estimation. Note that
the estimator [5] is considered as the standard technique for
SD-trac estimation [3]. The results are summarized in Table
III, where Estimator A denotes the estimation based on (4) and
(5), and Estimator B denotes the estimation based on (11). All
of the results were obtained by generating the daily SD-trac
matrices by setting = 0.5 and c = 1 in (13). We used the
uniform prior in Estimator A ((4) and (5)). The variance matrix
xx
in Estimator B was obtained by (12) based on the daily
access-link trac vectors for 1000 days, y
(1)
, , y
(1000)
.
Table III indicates that, Estimator with the uniform prior
is comparable with the proposal by Cap [5] in term of the
estimation accuracy. The table also indicates that Estimator B
signicantly outperforms Estimator A and the estimator by
[5]. Similar results were obtained with other choice of trac
matrices. These results are not surprising because the proposed
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TABLE III
Acctaxc. or rsrrmxrrox: cxrxarsox wrrn Cxos raorosxi
Estimator A
67.9
90% error
in prior
23.1
30% error
in prior
9.1 Estimator B
49.4 Estimator by Cao
49.5
Estimator A with
the uniform prior
53.4 38.2 8.15
70% error
in prior
50% error
in prior
10% error
in prior
Relative estimation error [%]
TABLE IV
Srxsrrrvrr. ro rnr raroa. Frvr-rxororxr xrrwoak
Estimator A
67.9
90% error
in prior
23.1
30% error
in prior
9.1 Estimator B
49.4 Estimator by Cao
49.5
Estimator A with
the uniform prior
53.4 38.2 8.15
70% error
in prior
50% error
in prior
10% error
in prior
Relative estimation error [%]
TABLE V
Srxsrrrvrr. ro rnr raroa. Srvrx-rxororxr xrrwoak
Estimator A
79.0
90% error
in prior
25.3
30% error
in prior
21.2 Estimator B
40.9 Estimator by Cao
36.1
Estimator A with
the uniform prior
60.0 42.1 8.46
70% error
in prior
50% error
in prior
10% error
in prior
Relative estimation error [%]
estimators are tailored to the problem setting considered in this
paper, while the estimator by Cao is not.
B. Sensitivity to the prior SD-trac matrix
The performance of Estimator A depends on the prior
SD-trac matrix x
0
. Thus, we evaluated the sensitivity of
Estimator A to the prior SD-trac matrix. For this purpose, we
generated the prior SD-trac vector x
0
by adding white noise
to the mean SD-trac-intensity vector; that is, x
0
= + ,
where is a parameter to adjust the error size and is the
white noise.
Tables IV and V respectively show the average relative
estimation error for ve- and seven-endpoint networks. In the
tables, the error in prior SD trac column denotes
|
x
0
|
||
multiplied by 100 to get a percentage. All of the results were
obtained by generating the daily SD-trac matrices by setting
= 0.5 and c = 1 in (13).
These tables indicate that Estimator A with good prior
outperforms Estimator B and Caos estimator. The variance
matrix in (11), which was measured by the method explained
in Section V-B, should contain some measurement error,
which gives the reason why Estimator A with good prior
outperform Estimator B. In addition to this, we see that using
the uniform prior corresponds to using the prior with an error
of around 50%.
C. Sensitivity to the error in variance matrix
As explained in VI-B, the variance matrix in (11) inevitably
contains a measurement error. Thus, we evaluated sensitivity
of Estimator B to the error in variance matrix by the following
procedure: we produced an incorrect variance matrix
xx
by
adding white noise to the diagonal elements of the original
variance matrix
xx
. We then used the incorrect variance
matrix
xx
in estimation. Experiments by simulation were also
conducted with = 0.5 and c = 1 in (13).
TABLE VI
Srxsrrrvrr. ro
xx
. Frvr-rxororxr xrrwoak.
49.5 Estimator A
Estimator B
101.1
90% error
in variance
22.1
30% error
in variance
9.1
Estimator B with
measured variance
49.4 Estimator by Cao
83.2 42.3 7.17
70% error
in variance
50% error
in variance
10% error
in variance
Relative estimation error [%]
TABLE VII
Srxsrrrvrr. ro
xx
. Srvrx-rxororxr xrrwoak.
36.1 Estimator A
Estimator B
99.4
90% error
in variance
26.9
30% error
in variance
21.2
Estimator B with
measured variance
36.1 Estimator by Cao
82.4 53.2 8.15
70% error
in variance
50% error
in variance
10% error
in variance
Relative estimation error [%]
The relative estimation errors are given in Tables VI (ve-
endpoint network) and VII (seven-endpoint network). The rst
point to note is that Estimator B is highly sensitive to the vari-
ance information. The second point to note is that Estimator B
does not perform better than Estimator A or the estimator by
Cao when there is a lot of noise in the variance information.
For example, for the ve-endpoint network, Estimator B does
not produce better results than Estimator A when the variance
contains an error of more than 70%. For the seven-endpoint
network, variance information with an error of 50% or more
makes Estimator B perform worse than Estimator A.
For reference, we show the relative estimation error of
Estimator B when the variance matrix was measured based
on the 1000-days observation of access link loads. The table
indicates that the 1000-days observation of access link loads
yields the estimate of the variance matrix with an error of
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less than 30%. Through other numerical experiments, we
have conrmed that, for the seven-endpoint network, 100-days
observation of access link loads is required to produce the
estimate of the variance matrix with an error of less than 50%.
D. Sensitivity to the relationship between the mean and vari-
ance
Finally, we examined the sensitivity to the linear relation-
ship between the mean and variance. Assuming the relation-
ship (13) by setting at 0.5, we varied the exponent c in the
range from 0.5 to 2 to examine the sensitivity to c. A recent
study [10] revealed that the actual trac certainly satises
the mean-and-variance relationship 13 and the exponent c is
around 1.5. The results are summarized in Fig. 2 (ve-endpoint
network) and Fig. 3 (seven-endpoint network). The prior SD-
trac matrix in Estimator A ((4) and (5)) used the uniform
prior.
R
e
l
a
t
i
v
e
e
s
t
i
m
a
t
i
o
n
e
r
r
o
r
c
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.5 1 1.5 2
Estimator B
Estimator A
Estimator by Cao
Fig. 2. Sensitivity to the mean and variance relationship. Five endpoint
network.
R
e
l
a
t
i
v
e
e
s
t
i
m
a
t
i
o
n
e
r
r
o
r
c
0
0.1
0.2
0.3
0.4
0.5
0.6
0.5 1 1.5 2
Estimator B
Estimator A
Estimator by Cao
Fig. 3. Sensitivity to the mean and variance relationship. Seven endpoint
network.
These tables indicate that the proposed estimators (Esti-
mators A and B) have some dependence on c while the
estimator by Cao does not. The tables, however, also indicate
that Estimator A always yields estimates comparable to those
by Caos estimator regardless of the exponent. In addition to
this, in most cases, Estimator B performs better than both
Estimator A and Caos estimator regardless of the exponent.
That is, although Estimator B relies on the linear relationship
between the mean and variance (7), it still performs well even
if relationship (7) does not hold.
VII. Coxcitorxo armxaks
We discussed the problem of estimating the trac intensities
between all SD-endpoint pairs of a VPN from measurements
of trac along access links. We proposed two estimators: the
rst estimator ((4) and (5); Estimator A) does not require any
statistical information about trac and has explicit representa-
tion that does not have matrix inversion. The second estimator
((11); Estimator B), which assumes the linear relationship
between average and variance of SD trac, is also given by
a simple matrix formula and does not require any prior SD-
trac matrices.
In this study, we found that Estimator A with the uniform
prior is comparable to the estimator by Cao in terms of the
estimation accuracy. This is a very remarkable nding because
Estimator A is much easier to compute than the estimator by
Cao. We also found that Estimator B is very accurate if the
variance matrix
xx
can be estimated with a small error. We
believe that Estimator B is promising for small-size networks
because the variance matrix
xx
of small network would be
precisely estimated from a modest number of measurements
of access link loads. For more general networks, however,
Estimator A seems to be useful.
Some recent studies [7] indicated that most of trac matri-
ces approximately agree with the gravity model and the use of
the gravity model could largely improve the accuracy of the
estimation. We have found that Estimator A with the gravity-
model prior yields very accurate results when the trac matrix
(approximately) satises the gravity model. We also found
that the gravity model can be used to estimate the variance
matrix in Estimator B, which yields explicit representation
of Estimator B like Estimator A. These ndings have been
reported in [11].
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matter experts for publication in the IEEE GLOBECOM 2005 proceedings. This full text paper was peer reviewed at the direction of IEEE Communications Society subject
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