A Source
Model
for VBR
Video
Traffic
Based
on M/G/cQ
Input
Processes Marwan University
ISR
of ECE AZ
(520)
College
85721
krunzQece.arizona.
Makowski
and Department
University
of Arizona
Tucson, Tel:
Armand
Krunz
Department
of EE
of Maryland Park,
MD
20742
[email protected]
edu
Tel:
621-8731
Abstract
(301)
tence of traffic
405-6844
correlations
at multiple
time scales has
Statistical evidence suggests that the autocorrelation function of a compressed-video sequence is better cap-
motivated some researchers to consider instead longrange dependent (LRD) models, for which the ACF drops off slowly (typically as p(k) w k-~ = e-~ 10gk,
tured by p(k) = e–~fi than by p(k) = k–fi = e–~’og k (long-range dependence) or p(k) = e-~k (Markovian). A video model with such a correlation structure is introduced based on the so-called M/G/ca input pro-
O < /3 < 1), to the extent that ~k p(k) = CO. Advocates of LRD modeling argue that the LRD phenomenon has significant impact on network performance, and thus it must be accounted for in dimen-
Though
cesses.
not
Markovian,
short-range dependence. Using mance under ‘real’ video trafic study
via simulations
the model
exhibits
sioning
the queueing perforas a reference, we
the queueing
performance
un-
der two video models: the M/G/ca model and the fractional ARIMA (F-ARIMA) model (which exhibits LRD). Our results indicate that the M/G/w model is much more accurate in predicting the actual queueing
works with
two
visioned.
F-ARIMA
1
to Q(n2]
for
a
trace.
On the other side, support-
finite
buffers
it is sufficient lag that
to incorporate is proportional
The two asymptotic forms of autocorrelation associated with Markovian and LRD models represent
M/G/co
n, compared
resources.
correlations up to some finite to the buffer size [6, 7, 21].
performance than the F-ARIMA model. Furthermore, only C7(n) computations are required to generate an trace of length
network
ers of Markovian modeling, while acknowledging the presence of such a phenomenon, argue that for net-
extremes
within
which
For example,
other
forms
one can envision
can be ena versatile
class of stochastic
processes in which the ACF has the generic form p(k) w e ‘$(k) for some monotone function $: IN + IR+ which increases no slower than log k
Introduction
Several studies have recently indicated the persistence of the autocorrelations in various types of network traffic, including Ethernet LAN [4, 14], WAN [20], and variable-bite-rate (VBR) video traffic [1, 5, 11]. Such persistence have spurred an ongoing debate
but no faster thank. The challenge in traffic modeling is to identify such a diverse class and use it to display various forms of correlations. One such class, which is considered here, is the class of M/G/co processes, which are obtained from the (correlated) busy-server process of a discrete-time M/G/m. The viability of
on its relevance to the dimensioning sources. While researchers generally
of network reagree on the im-
M/G/co processes for modeling network traffic can be attributed to several factors [18]. Firstly, they con-
portance
still
of traffic
how much of them model. ture, with
Earlier
correlations, should
traffic
they
be incorporated
models
disagree
on
in a traffic
are Markovian
in na-
an autocorrelation
function p(k) that drops off exponentially; p(k) N e–~k for large k (~ > 0). These Markovian models exhibit short-range dependence (SRD), in that the autocorrelation function
stitute play
a versatile various
of which
class of processes,
forms
is governed
of time
which
dependencies,
by the service time
G. Secondly, the M/G/aJ teletraffic as the limiting
can dis-
the extent distribution
model arises naturally case for the aggregation
in of
(ACF) is summable, i.e., ~k p(k) < CO. (Note that
on/off sources [15]. Thirdly, queueing performance for these processes is sometimes feasible as demonstrated in [18, 19]. Finally, the computational complexity for
SRD model is not necessarily
generating
Markovian.)
a The persis-
synthetic
0-7803-4386-7/98/$10.00 (c) 1998 IEEE
M/G/m
traces
is only
O(n)
(n
being
the length
of the trace),
which
allows
for fast
trace generation in network simulations. In this paper, we investigate the use of M/G/co processes in modeling VBR compressed video streams. We start by examining the empirical ACF of four VBR video sequences. Statistical evidence suggests that the empirical than
ACF
by p(k)
-
is better captured by p(k) N e–~fi k–~ = e–~ log h (long-range depen-
dence) or p(k) N e‘~k (Markovian), lag between frames. Accordingly, M/G/co-based p(k)
video model Though
w e‘DA.
exhibits
with
where
an ACF
an
of the form
non-Markovian,
SRD. To evaluate
k is the
we introduce
requiring
with
the appropriateness
the additional
fewer computations
n=o,l,
. . .. The process {bn,
as the M/G/co
input
n = O, 1,...}
process.
Foreachn = 0,1,..., we introduce the (n+ 1)-tuple bm). The fact that the process {bn, n = (be, bl,..., 0,1,. ..} exhibits some form of positive dependence is indicated by the following result [17]:
Proposition 1 For any choice of the initial condition i = 1, 2,. . .}, the rv b. and of the service times {ao,i, rvs{bn, n = 0,1, . . .} are associated in the following sense: For any n = O, 1, . . . and any pair of nondecreasing
mappings
~, g : IN”+l
+ IR,
our model
advantage
for generating
traces. The remaining of the paper is structured In Section 2 we give an overview of iV1/G/co
E [fag]
of our
M/G/co model, we study its queueing performance via simulations and contrast it with the (LRD) FARIMA video model [5]. Our results indicate that the M/G/co model is much more accurate than the FARIMA model in predicting the queueing behavior of a real video stream,
[n, n+l), is known
of
provided
as follows. input pro-
cesses. In Section 3 we present the fitting results for the ACFS of four video sequences. The M/G/co-based video model is introduced in Section 4. Issues related to generating synthetic M/G/cm traces are discussed
the expectations
The notion
(1)
exist and are finite.
of association
has been found
was introduced
useful in many
contexts
in [2], and
when formal-
izing the idea of positive correlation. Although the busy-server process is in general strictly
synthetic
> E [f(bn)] E [g(bn)]
stationary,
it does admit
a stationary
godic version [17]. This corresponds to taking rv b. to be Poisson distributed with parameter
not
and er(i) the AE [a];
j = 1, 2,...} to be i.i.d. rvs dis(ii) the rvs {oo,j, tributed according to the forward recurrence time 6 associated with a; this integer-valued rv 8 is distributed
according
to
in Section 5. In Section 6 we present simulations of the queueing performance under the M/G/co and the FARIMA
models,
The paper is concluded
in Section
7.
Several
useful
{b~, n = 0,1,.
2
M/G/co In thk
Input
section,
Processes
we summarize
Proposition some of the impor-
tant properties of M/G/ca processes as they relate to our modeling effort. Additional details can be found in [17]. Consider a discrete-time M/G/w queueing system in which customers arrive in i. i. d. Poisson batches of mean A Let ~n+l be the size of the (n+ l)th batch, i.e., the number of arrivals during time slot [n, n + 1). The arrival
process
can be thought
time version of a Poisson process.
of as a discrete-
Upon arriving
system,
1, n + 2). Let service times batch, respec-
tively.
are ii. d. with
service times
of the
2 The
stationary
obtained
stationary
and
version
[17]: ergodic
version
{b~, n = 0,1,., .} of the busy server process has the following properties:
1. For each n = 0,1,.. ., the rv b; is a Poisson rv AE [a]; with parameter 2. Its covariance structure is given by = AE [a] P [6 > k]
(3)
for all n, k = O, 1, ..., where we use the notation max(s, O) for any real x.
x+ =
r(k)
s cov[b;,
b;+k]
at the
customers are presented to an Arrivals during time slot of servers. serviced at the beginning of slot [n + (7n+l,l, cTn+l,2, . . . be the integer-valued of the (n + l)th for customers 1,2,... It is assumed that
properties
..} are readily
infinite group [n, n + 1) are
a common distribution G. We use u to indicate a generic rv for the service time of a customer. Initially, there are bo customers ing (residual) service
in the system with correspondwhich are times ao, 1, 00,2, ...,
mutually independent. servers (i.e., remaining
Let bn be the number of busy customers) at the end of slot
Henceforth, its stationary
by an M/G/co version
{b~,
input
process we mean
n = O, 1,...}which
is fully
characterized by the pair (A, G) and which we use here as the basis for traffic modeling. We note from (3) that the ACF for an M/G/co process is given by
‘!&p[&>
‘(k)= r(o) By varying
k], k=
G, the process {b;,
0,1, . . . .
n = O, 1,...}
(4)
can dis-
play various forms of positive autocorrelations, the extent of which is controlled by the tail behavior of G.
0-7803-4386-7/98/$10.00 (c) 1998 IEEE
3
Autocorrelations
in
Video
Traffic Star Wars 11
Our modeling study which were compressed
1
is based on four video traces, using three different compres-
sion schemes (see Table 1). These traces are available in the public domain, and the details of their compression can be found in the cited references. Frame sizes are given in 48-byte ATM cells (rounded up to give an integer
number
of cells per frame).
y 20.4
J, \
Compression
Trace
Star Beauty
DCT
Wars [5]
Wizard
Dundee
0.2 -
~.
“..., ---:,
-
-. ;----“’. . . .. .
---------““’ .,...
JPEG MPEG-2
~ -
0.1 -
JPEG
[3]
of Oz [13]
“.., ‘\
(intra-coding)
and the Beast [3]
Crocodile
\
Scheme
100
00
200
300
(1 sequence)
____
_____
-_
. . . . . . . . . ,,, ,,, ,,
400 500 600 k (lag in frames)
700
800
800
1000
(i) Table
1: VBR
traces used in the study.
Beauty and the Seast
In teletrafllc studies, the usefulness of a traffic model lies in its ability to predict network performance for the purpose of dimensioning network resources. Since traffic correlations are known to have a profound impact on queueing behavior, preliminary indications
of the goodness of a model can be obtained
by examining
its correlation
structure.
The ACFS for
the four traces are shown in Figure
1. Each empirical
ACF
(1) e-~~
is fitted
by three
functions:
vian), (2) k–~ (LRD), and (3) e–~fi. chosen because its drop-off behavior
0.8 : \ ‘\.
~8 30.4 -
from
the estimated
.. ...
—
Real
------
a4w6 @j
“,’ .,.,,,
(Marko-
The last fit was is similar to that
0.2
fWG1-)
t
I e4,C01
0.1
k (Ma~k@@
t
of the empirical ACF (other forms are also possible). For fits (1) and (3), /3 is obtained by least-square fitting. For the LRD fit of Star Wars trace, B = 0.4 was obtained
-
,= o.6 z ~ - 0.5
i
01 o
100
200
300
400 500 600 k (lag in frames)
700
800
900
I
1000
(ii)
value of the Hurst
Crocodile Dundee
parameter (Ill = 1 – @/2 x 0.8), which was reported in [5]. For the other traces, the Hurst parameter was estimated using several tools, including variance-time plots, R/S analysis, and Whittle’s approximation. For brevity, we only display the estimated values for the various parameters in Figure 1. Clearly, the Markovian fit drops off much faster than the real ACF, so it only captures the short-term correlations. The LRD fit is not adequate either since it underestimates the correlations Only
In contrast,
and large
e–@
~ - 0.5 g) 20.4
-.~-
-~-
.=---
-----
-----
_
1000, and even beyond.
at very large lags does the LRD
ceptable. small
at lags 1 through
\ \
fit become
ac-
gives a very good fit at
lags, particularly
for the first
traces. Using a larger value for H would not the LRD fit, since k–~ always drops off fast maintains almost a flat appearance. Hence, underestimates the correlations up to some overestimates them beyond that lag.
three
improve and then it always lag, and
0.3 -. ...,,,
,,
900
I 1000
0.2 0.1
I
OL o
100
200
0-7803-4386-7/98/$10.00 (c) 1998 IEEE
300
400 500 eoo k (lag in framea)
(iii)
700
800
Wizard of Oz
fork
1
=0,1,
. . .. Specializing
this last relation
for k =
O and using the fact P [a > O] = 1, we obtain
E[a]-l
= p(0) – p(l)
= 1 – p(l)
= 1 – e-e.
(7)
!
0.7 f
‘\
Combining
~ 1 f! - 0.5 -’1 8 ~ !, 20.4
(6) and (7), we conclude
P[a>kl=
p(k)–p(k+l),
that ~=12
1 – p(1)
-.
\ ‘,
0.3 -
,.
Hence,
. . ...,. ,
0.2 -
... .
P[a=k]
.. . . . ““. -...,,
.,, . . . . .
0.1 -
. . . . . . . . . ... ,,, ,,,
01 o
100
=
P[L7>k-1]-P[f7>k]
=
p(k – 1) – 2p(k) + p(k + 1) 1 – p(1)
I 200
300
(8)
> ,...
400 500 600 k (lag in framas)
700
800
900
.
(9)
1000
Substituting
(5) into
(9) we find
(iv)
Figure
1: ACFS
various
fits.
of four
sequences
along
with With a correlation model is SRD since
M/G/m-Based
4
video
As indicated
Video
in Figure
quence is adequately
A model
with
ing M/G/co
of a video
k = 0,1,...
such an ACF input
se-
(5)
can be constructed
processes.
In teletraffic
studies, it is common practice to try first two moments, the autocorrelation the general shape of the marginal
us-
modeling
to capture structure,
distribution
the and
(partic-
ularly, the tail of this distribution [5, 6, 16]). Of the parameters G and A of the M/G/co process that can be used in the fitting, G can be chosen to provide a given autocorrelation structure via (4), but A can only be fitted
to one moment
capture
both the complete
cluding
mean and variance)
ture,
we proceed
(mean or variance). marginal
and the correlation
in two steps.
Thus, to
distribution
First,
(instruc-
we choose G in
the M/G/co model that provides the target ACF (5). Then, we transform the Poisson marginal distribution into a more appropriate distribution.
4.1
Modeling
the
(5), the
by
Modeling
4.2 p(k) = e-6fi,
of the form
Model
1, the ACF
captured
structure
Correlation
M/G/co
Marginal
model
produces
a Poisson marginal
faster than that video
the frame-size
correlated
distribution,
of the empirical
sequence.
Distribution
Several
variates
whose tail drops
distribution
of a real
fits have been suggested
distribution,
including
Gamma
for
[9], log-
normal [8, 12], and hybrid Gamma/Pareto distributions [5]. Of these fits, the last is particularly appropriate for the tail of the frame-size distribution, and is thus used in our modeling study. As explained in [5], the Gamma part fit is used to capture pirical
distribution,
its tail. functions
in the hybrid Gamma/Pareto the general shape of the em-
whereas
the Pareto
part
Let Fr and FP be the cumulative for Gamma
and Pareto
captures
probability
distributions,
tively. Although no closed-form expression Fr, its density ~r has the following form:
respecexists for
Structure
An ACF of the form (5) is generated
for some parameters
by an M/G/co
process whose service distribution G is determined follows: From (4) and (2) we have p(k) – p(k + 1) = E[a]-l
The with
the
P[u
> k]
as
(6)
the Gamma function. explicit form
Fp(z)
w >0
= 1 – min
0-7803-4386-7/98/$10.00 (c) 1998 IEEE
and s >0,
The Pareto
()
1, ~
with
I’(.)
being
distribution
has the
X>o
(12)
‘“,
with parameters ting. Thehybrid given by
a > 0 and a > 1 determined Gamma/Pareto distribution
Star Wars
by fitFr/P is
‘~ 0.9 *4.074T
0.8
%/~(~)=
{
ifx
Fr (x) ~P(Z)
(13)
x”.
of the Gamma
to deviate from the tail of the Gamma the continuity condition Fr (x*) = FP(x*)
The A
of the Pareto
=
tail,
1 is
process
we can obtain
{Xn,
n
into
a new
transformed
Gamma/Pareto
variates
{Y~,
=
O, 1,...}
F;;p(d
ically.
F~l
30.4 0.3 0.2 0.1 -
I
01 o
100
200
=
F~l
{
derived
(y)
if y >1
F~l (y)
of
(14)
of parameter
– (k/z*)a
from
In principle,
(12) ,and F;l obtained numerthe nonlinear ~ransformation (14)
of the non-transformed
M/G/co
Figure
2: Impact
Synthetic
Trace realizations
process.
is a realization
are often
used in trace-driven simulations of the queueing performance. To investigate the queueing performance under our model and contrast it with the (LRD) FARIMA model [5], we generated many synthetic realizations from the two models with the same hybrid
Gamma/Pareto
marginal
distribution
(in the F-
ARIMA model, the marginal distribution formed from a normal distribution). Each
M/G/co
realization
consists
is trans1,000,000
points (i.e., frame sizes), and each F-ARIMA realization consists of 500,000 points. Due to the correlated nature of cell losses, such long traces are needed to obtain meaningful results under small cell loss probabilities.
Intuitively,
correlations
on the ACF.
of n identically
make it more likely
distributed
is 33, trace Poisson
we have
p.g::nxi > 1 x
[
Taking
is more than
long realization
S 1-
(15)
FPOim(X)n,
n = 100,000
in (15), we get
(32) )100000 = 0.4745,
5070 chance that
an 100,000-
will never reach the maximum
frame-
size of the real trace. The F-ARIMA traces are not as long as the M/G/ca traces since generating F-ARIMA traces of length 1,000,000 is computationally prohibitive. Hosking’s algorithm [10] requires 0(n2 ) computations to generate
a F-ARIMA
formation). trace requires
of
1000
rvs Xl,..., Xn which are associated (Proposition 1). Thus, by well-known properties of associated rvs [2],
i.e., there
models
900
to display the extreme tail of the frame-size distribution. For example, the maximum frame size in the real Star Wars trace is 894 cells. In order to display this value in a transformed M/G/co trace,
P [max Xi > 32] < 1 – (Fp.iss.n
Generation of traffic
of transformation
800
for large frames to follow each other, causing extended periods of buffer overflow. Long traces are also needed
for each $ in Ill.
Synthetic
700
the corresponding value before transformation i.e., Fj\(FpOi.,0n(33)) = 894. The M/G/co
otherwise
could affect the original correlation structure. However, in all our experiments the effect of transformation was barely noticeable. This is illustrated in Figure 2, which depicts the average ACF of ten transformed M/G/oo traces along with the analytical ACF
5
400 500 600 Lag (In frames)
300
using
n = 1,2,...
where FpoaSSO~is a Poisson distribution E [a], and
with
sequence
n = O, 1, ...}
Yn = Fr~~(FPOi,,Om(Xn)),
with
fit. Using along with
- 0.5 g
of a and a. &f/G/co
realizations
z ~
rv. Once the Gamma part is fitted, x* can be estimated graphically by inspecting the tail of the empirical distribution, and determining where it starts
estimates
ACF of transformed
.=0.6
distribution
are obtained by matching the first and second moments of the empirical sequence to those of a Gamma
fitting
---i
As in [5], the parameters
least-square
0.7
trace of length
In contrast, only O(n)
two days of execution
n (before
trans-
the generation
of an M/G/m
computations.
It takes about
to generate
a 500,000-long
F-
ARIMA trace using the S-Plus package, (running on a Spare-10 workstation), compared to less than a minute for a 1,000,000-long M/G/co trace (the M/G/cm traces were generated using a simple C program that simulates an M/G/co queueing system).
0-7803-4386-7/98/$10.00 (c) 1998 IEEE
Queueing
6
Performance
model.
In fact, when U = 40% and B is small,
ARIMA To verify model,
the appropriateness
we investigate
compare
it
to
the
of the M/G/co
its queueing performance
video
performance of
the
and
model
eventually
overestimates
underestimates
the CLR
the F-
and FER,
and
them as B increases to 1000
cells.
F-ARIMA
model. For brevity, we show the results based for one real trace (the Star Wars) and its corresponding M/G/co and F-ARIMA models. The queueing system consists of a single-server FIFO queue with capacity B (in cells) and constant service rate C (in cells per time slot). Two types of simulations are conducted: (1) single-stream performance (i.e., no multiplexing), and
While many video models do not lend themselves to queueing analysis, they still provide the means to generate independent, homogeneous synthetic streams, which are ideal for statistical multiplexing studies. As a proof-of-concept study, we evaluate the multiplexing
(2) multiplexing
performance
assume that
performance.
In all experiments,
cells in each frame
we
6.2
Multiplexed
models,
are evenly distributed
Streams
under
both
For simplicity,
(e.g., 1/30 see). The two per-
aries of the multiplexed
formance measures considered here are the cell loss rate (CLR), and the frame error rate (FER). A frame is in error when one or more of its cells are lost. FER
the time axis is slotted
over the frame duration
is a useful measure for applications that do not implement error concealment mechanisms for recovery from partial frame losses.
6.1
Single
A summary nificant
digits)
of the simulation
results
is given in Table
(to two sig-
2 for three
different
loads: U = 80%, 60%, and 40%. For the M/G/w and F-ARIMA models, the depicted results represent the averages of ten independent runs, At U = 80% and under ‘real’ traffic, both the CLR and the FER are expectedly high. Adding extra buffer barely provides any improvement in performance. In contrast, reducing the load from 8070 to 6070 (i.e., increasing
bandwidth
by 3370) improves
about an order of magnitude. have a bigger impact both
streams in frame
are aligned, periods.
so that
This restric-
sum of the K traces. the jth
Thus, if X~k) indicates
frame in the kth trace, then ~j (slot) in which
not occur,
the aggregate
the buffer
occupancy
trace
= ~~=1
buffer overflow
X~~). can-
can be used to update
at the end of that
erwise, the individual traces performance on a cell-by-cell
the size of
period.
are used to simulate basis.
Oththe
Fortunately, buffer overflow occurs in a small fraction of frame periods. Let Qk denote the queue length at the beginning of the kth slot. It can be shown that either of the following two conditions guarantees no buffer overflow during the kth slot:
by
The buffer size seems to
on the FER than on the CLR. For
U = 80% and U = 60%, the FER
decreases by about
the CLR
and F-ARIMA
tion allows us to significantly reduce the simulation time. To multiplex K streams, we first obtain an aggregate trace {~j : j = 1,. ... n} from the pointwise
For a frame period
Stream
the M/G/co
we assume that frames bound-
for real traffic
50% when B is increased
from
100
under
In the first condition,
the total
arrival
rate over a time
the
slot is less than the service rate. However, this alone is not sufficient to prevent buffer overflow, which could
two models to that under the real stream, it is clear that the M/G/ccJ model provides much accurate pre-
be caused by simultaneous cell arrivals from several streams. For this reason, we also require that Q~ s
dictions
of both CLR
model,
the performance
B – K. In the second condition, the total arrival rate is greater than the service rate over a time slot, but
to 2500 cells.
Comparing
the performance
and FER.
Under
the F-ARIMA
is much more sensitive
to the
buffer size. When B = 2500 and U = 80% or 60%, the F-ARIMA model underestimates the CLR and FER by several orders of magnitude, underestimates the performance
The M/G/co slightly by no more than an
the difference is not large enough to overflow during that slot. Based on these facts,
the number
the buffer
of computations
order of magnitude, and often less than that. The M/G/w model is quite accurate at extremely
needed to simulate the queueing performance for K multiplexed streams is O(n + amWK), where a is the fraction of slots for which neither of the above two con-
small CLRS, as is the case when U = 40Y0. In this regime, errors are mainly due to very large frames. The F-ARIMA predictions improves as well at this
ditions is satisfied and W is the average number of cells per frame during buffer overflow. Typically, alt’