Characteristics of Volatility in Data Network Traffic

다국어 초록 (Multilingual Abstract)

We investigated the characteristics of data network traffic obtained from a wide-area computer network. We, in particular, adopted the volatility, a well-established concept in financial market analysis, to the time series of the RTT (round trip time), and empirically analyzed the volatility from the perspective of statistical physics. We found that the volatility followed a log-normal distribution regardless of the window size. We further found that the volatility exhibited a multi-fractal property,which implied that different values of the volatility had different scaling strengths. Based on the log-normal distribution and the multi-fractal nature of the volatility, we showed that the volatility in the data traffic of a wide-area network could be described by a random multiplicative process.

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