Investigating Network Traffic and Selecting a Matching Mathematical Model

Author(s):  
A.V. Chernigovskiy ◽  
M.V. Krivov ◽  
A.L. Istomin

The investigation aimed to study various network traffic types so as to derive a mathematical description not only for a specific type of traffic, but also for the aggregated network traffic. We characterized the main types of data transmitted during network operation and compared the results with the most common mathematical models, that is, Poisson, Pareto, Weibull, exponential and lognormal distributions. We established that regardless of traffic type the volume distribution of data packets transmitted has a "long tail" and is well described by the lognormal distribution model. We evaluated the autocorrelation function, which showed that a long-range dependence characterises virtually all data, which indicates their self-similarity. We also confirmed this conclusion by calculating the Hurst exponent. At the same time, we determined that the degree of self-similarity depends not only on the type of data transmitted, but also on the data ratio in the aggregated network traffic. We selected the following models so as to compare the mathematical descriptions of traffic: classical and fractal Brownian motion, and the AR, MA, ARMA and ARIMA models. The results showed that the fractal Brownian motion model provides the most accurate mathematical description of network traffic

Author(s):  
И.В. КОТЕНКО ◽  
А.М. КРИБЕЛЬ ◽  
О.С. ЛАУТА ◽  
И.Б. САЕНКО

Предложен подход кобнаружению кибератак на компьютерные сети, основанный на выявлениианомалий в сетевом трафике путем оценки свойства самоподобия. Рассмотрены методы выявления долговременной зависимости в фрактальном броуновском движении и реальном сетевом трафике компьютерных сетей. Показано, что трафик телекоммуникационной сети является самоподобной структурой и его поведение близко к фрактальному броуновскому движению. В качестве инструментов при разработке данного подхода были использованы фрактальный анализ и математическая статистика. Анализируются вопросы программной реализации предлагаемого подхода и формирования набора данных, содержащего сетевые пакеты компьютерных сетей. Экспериментальные результаты, полученные с использованием сгенерированного набораданных, продемонстрировали наличие самоподобия у сетевого трафика компьютерных сетей и подтвердили высокую эффективность предлагаемого подхода: он позволяет обнаруживать кибератаки в реальном или близком к реальному масштабе времени. The paper discusses an approach to detecting cyber attacks on computer networks, based on identifying anomalies in network traffic by assessing its self-similarity property. Methods for identifying long-term dependence in fractal Brownian motion and real network traffic of computer networks are considered. It is shown that the traffic of a telecommunication network is a self-similar structure and its behavior is close to fractal Brownian motion. Fractal analysis and mathematical statistics were used as tools in the development of this approach. The issues of the software implementation of the proposed approach and the formation of a data set containing network packets of computer networks are considered. The experimental results obtained using the generated dataset demonstrated the existence of selfsimilarity in the network traffic of computer networks and confirmed the fair efficiency of the proposed approach. The proposed can be used to quickly detect cyber attacks in real or near real time.


Energies ◽  
2020 ◽  
Vol 13 (19) ◽  
pp. 5031
Author(s):  
Igor Kotenko ◽  
Igor Saenko ◽  
Oleg Lauta ◽  
Aleksander Kribel

The paper discusses an approach for detecting cyber attacks against smart power supply networks, based on identifying anomalies in network traffic by assessing its self-similarity property. Methods for identifying long-term dependence in fractal Brownian motion and real network traffic of smart grid systems are considered. It is shown that the traffic of a telecommunication network is a self-similar structure, and its behavior is close to fractal Brownian motion. Fractal analysis and mathematical statistics are used as tools in the development of this approach. The issues of a software implementation of the proposed approach and the formation of a dataset containing network packets of smart grid systems are considered. The experimental results obtained using the generated dataset have demonstrated the existence of self-similarity in the network traffic of smart grid systems and confirmed the fair efficiency of the proposed approach. The proposed approach can be used to quickly detect the presence of anomalies in the traffic with the aim of further using other methods of cyber attack detection.


2000 ◽  
Vol 43 (3) ◽  
pp. 254-262
Author(s):  
Jubo Zhu ◽  
Diannong Liang

2014 ◽  
Vol 2014 ◽  
pp. 1-9
Author(s):  
Lin Xu ◽  
Guangjun Shen ◽  
Dingjun Yao

Fractional Brownian motion with Hurst exponentH∈(1/2,1)is a good candidate for modeling financial time series with long-range dependence and self-similarity. The main purpose of this paper is to address the valuation of equity indexed annuity (EIA) designs under the market driven by fractional Brownian motion. As a result, this paper presents an explicit pricing expression for point-to-point EIA design and bounds for the pricing of high-water-marked EIA design. Some numerical examples are given to illustrate the impact of the parameters involved in the pricing problems.


1987 ◽  
Vol 74 (2) ◽  
pp. 271-287 ◽  
Author(s):  
J. R. Norris ◽  
L. C. G. Rogers ◽  
David Williams

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