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基于相空间重构的网络流量RBF神经网络预测_英文_

2020-06-30 来源:乌哈旅游
Dec.2006TransactionsofNanjingUniversityofAeronautics&AstronauticsVol.23No.4

INTERNETTRAFFICDATAFLOWFORECASTBYRBF

NEURALNETWORKBASEDONPHASESPACE

RECONSTRUCTION

LuJinjun,WangZhiquan

1,2

1

(1.AutomationDepartment,NanjingUniversityofScience&Technology,Nanjing,210094,P.R.China;2.ModernEducationalTechnologyCenter,NantongVocationalCollege,Nantong,226007,P.R.China)Abstract:CharacteristicsoftheInternettrafficdataflowarestudiedbasedonthechaostheory.Aphasespacethatisisometricwiththenetworkdynamicsystemisreconstructedbyusingthesinglevariabletimeseriesofanetworkflow.Someparameters,suchasthecorrelativedimensionandtheLyapunovexponentarecalculated,andthechaoscharacteristicisprovedtoexistinInternettrafficdataflows.Aneuralnetworkmodelisconstruct-edbasedonradialbasisfunction(RBF)toforecastactualInternettrafficdataflow.Simulationresultsshowthat,comparedwithotherforecastsoftheforward-feedbackneuralnetwork,theforecastoftheRBFneuralnet-workbasedonthechaostheoryhasfasterlearningcapacityandhigherforecastingaccuracy.

Keywords:chaostheory;phasespacereconstruction;Lyapunovexponent;Internetdataflow;radialbasisfunc-tionneuralnetwork

CLCnumber:TP273   Documentcode:A  ArticleID:1005-1120(2006)04-0316-07

INTRODUCTION

OnforecastingcommunicationInternettraf-ficdataflows,thetraditionalmethodadoptsmathematicalstatistics.Andthemodernmethodsareasfollows:themodelpredictionmethodbasedonFARIMA(p,d,q)

[2]

[1]

showinghowchaostheorycanpreditInternetda-taflows.Ref.[7]provedthatanInternetopera-tionflowischaracterizedbyselfsimilarity.Ref.[8]provedthattherewasaconsanguineousrela-tionbetweenselfsimilarityandchaos.Moreover,someeigenvalueshavethesamevalues,andanewmodelbytheseresultsisusedforstudyingInternetdataflows.BasedonTakenstheoremofareconstructionphasespaceintegratingwithcon-cretedataofInternetdataflows,thecorrelativedimensionandtheLyapunovexponentarecalcu-lated,andchaoscharacteristicsareprovedtoex-istinInternetdataflowsinthispaper.Then,aradialbasisfunction(RBF)neuralnetworkmodelofanInternetdataflowisconstructedandapre-dictionsampleoftheInternetdataflowisgiven.SimulationresultsshowthattheRBFneuralnet-workmodelofanInternetdataflowbasedonthechaostheory,comparedwithotherforward-feed-

,thefuzzyadaptivepre-

dictionmethodbasedonthefractionalconformi-tyslidingaveragemodel[3,4]andthemethodforpredictingInternetdataflowsusingfuzzyjudg-mentrules.Atthepresent,tacklingthetimeseriesproblemusingchaosdynamicsisahottopicanditisappliedtomanydomains,suchastheturbulentflow,thebiology,andtheeconomics,etc.

[6]

[5]

.ButthepapersforstudyingInternetdata

flowsbasedonthechaostheoryarefewandonlyremainonthestudyofcharacteristicsofInternetdataflows.Itinspiresustostudynewways

 Foundationitems:SupportedbytheNationalNaturalScienceFoundationofChina(6037406);theNaturalScienceFoundationofJiangsuProvince(BK2004132);theSpecializedResearchFoundationfortheDoctoralProgramofHigherEducationofChina(2002088025).

 Receiveddate:2006-04-26;revisionreceiveddate:2006-10-01 E-mail:ljj@mail.ntvc.edu.cnNo.4LuJinjun,etal.InternetTrafficDataFlowForecastbyRBFNeuralNetwork……317

backneuralnetworkmodels,hasafasterlearningspeedandhigherforecastingaccuracy.1.1 Determinationofthebestembeddeddimen-sionmandthebesttimedelay󰀁  Inthepaper,astandardG-Palgorithmischosentodefinethebestembeddeddimensionm

[10]

andthebesttimedelay󰀁.Thestepsforcalcu-latingthecorrelativedimensionareasfollows:

Step1 Reconstructtheseriestomakethembey(t1),…,y(tN)withhighdimensionsbyusingthephasereconstructionmethod;

Step2 Calculatethecorrelativedimension;

1C(r,m)=Nlim2H(r-→∞N∑i,j=1

󰀁y(ti)-y(tj)󰀁)

whereH(s)istheHeavisidefunction.

Step3 Inaproperrangeofr,C(r,m)isthepowerfunctionofr,i.e.C(r,m)=r

d(m)

N

1 PHASESPACERECONSTRUC-TIONOFINTERNETDATA

FLOW

  Inthephasespacereconstruction,theevolvementofthearbitraryweightisfoundbyotherweightscorrelatingwitheachother.Thustheinformationofcorrelatingweightsishiddeninthedevelopmentprocessofoneofthearbitraryweights.Thehighdimensionphasespaceisre-constructedbyusingthephasespacereconstruc-tiontheory,andthenthedynamiccharacteristicsoftheformersystemsarereconstructedbythetimeserieswithasinglevariable.Phasespacere-constructionandthetechnologyofthephasespacewereproposedinRef.[9].Therearetwoimportantparametersinthephasespacerecon-struction,i.e.thebestembeddeddimensionm

.Thehomeomorphismbe-andthetimedelay󰀁

tweenthereconstructedphasespaceandthefor-mersystemisgiveninthefollowing.

IntheoriginaltimeseriesX1,X2,…,XN,ac-cordingtoTakensTheorem[9],thereisaproperembeddeddimensionm≥2d+1,anddisthecor-relativedimensionofthechaosattractor.Recon-structingthephasespaceRusingthetimedelay󰀁isasfollows

{Y(i)}={x(i),x(i+󰀁),x(i+2󰀁),…,

  x(i+(m-1)󰀁)} i=1,2,…,M

(1)

wheremistheembeddeddimension,󰀁thetimedelay,andY(i)theithphasedotinaphasespace.ThenumberofallphasedotsisM=N-(m-1)󰀁,andthelastphasedotis

Y(M)=(XM,XM+󰀁,…,XN)

(2)

  WiththeInternetdataflowevolvinginthem-Dphasespace,thederivedphasespaceisdif-ferentialhomeomorphismwiththechaosseriesinthesenseoftopologyequivalence,i.e.thetrackofthephasedotY(i)keepsthecharacteristicsofthechaosseriessystem,thecorrelativedimensiondandtheLyapunovexponentofthechaossystemthesame.m

(3)

;

Step4 Taketheembeddeddimensionmasavariable,andcontinuouslyincreasem.RepeatSteps(2,3)untildimensiond(m)doesnotvarywithm.Thenthederivedd(m)canbetakenasthecorrelativedimensionofthistimeseries.1.2 Calculationofcorrelativedimensioninac-tualInternetdataflow

  TherepresentativeInternetdatapAugTL1smeasuredintheBelllabareusedinthepaper,whichcontain3142dataandthetimedelay󰀁de-[8]

finedbyaself-correlativefunction.

Atfirst,aself-correlativefunctionofchaostimeseriesisgiven.Thenthegraphofthecorrel-

ativefunctionwithrespecttotime󰀁isdrawn.Accordingtothenumericalresults,whenthecor-relativefunctiondecreasestotheoriginalvalue1-1/e,theobtainedtime󰀁isthetimedelay󰀁ofthereconstructionphasespace.

ProgrammingandcalculatingusingS-plussoftware,theself-correlativemapoftheInternetdataflowpAugTL1sisshowninFig.1.Choosethetimedelay󰀁as“1”accordingtothecorrela-tivemethod,chooseproperrtocalculatethecor-relativeintegrationC(r),andmakethemapln(r)~ln(c(r,m)).ProgrammingandcalculatingusingMATLABsoftware,Fig.2isderived.InFig.2,differentcurvesrepresentthattheembed-deddimensionmtakesdifferentvalues,andtheir318TransactionsofNanjingUniversityofAeronautics&AstronauticsVol.23

slopesarethecorrelativedimensions.Itcanbeseenwhenthevalueoftheembeddeddimensionissmall,thedistancebetweenthecurvesbecomessmallandgoesparallel.Itindicatesthatthecor-relativedimensionstendtobeastablevalue.Thatis,thereexistsasaturationcorrelativedi-mension.Whenmisequalto9,theslopeofthecurvedoesnotincrease.Thenthelinearregres-sioncalculatingonln(r)~ln(c(r,m))istaken.Theslopeis4.1265,sothecorrelativedimensionofpAugTLlswouldbed=4.1265.Thisshowsthatatleastfivevariablesareneededtoexpressthesystem.

acteristicsofasystematictrackevolvementpro-cess,measuringsensitivitytoadependenceoninitialconditions.Exponentsymboliccompositioncandefinewhetherthesystematicevolvementcancausechaosphenomenaanddistinguishtypesofattractors.

AmongLyapunovexponents,thelargestex-ponentisthemostimportant.Oneisthatthenumberwhoseproductmultipliedbyitistherangeofpredictabletimelengthsinalongperiodevolvement.Theotheristhatthesystemischaotic,sothereisatleastonepositiveLyapunovexponent,

mappingtrackexponentdiverging

speedfromnearbyinitialconditions.

ThemainmethodsofcalculatingLyapunovexponentsarethedefinitionmethod,theJocobian

[5][11]

method,theWolfmethod,thesmalldata

[12]

methodandsoon.ThesmalldatamethodisadoptedtodefinethelargestLyapunovexponent.

Concretestepsofcalculatingareasfollows:

Step1 LetYbethetrackmatrixofthe

Fig.1 pAugTL1sself-correlativemap

phasespacereconstruction

Y=(Y1,Y2,…,YM)T

(4)

  Itisreconstructedbyatimeseries{x1,x2,…,xn}withNlengthunits.Here,Yicanbede-rivedthroughEq.(1).

Theoriginaltimeseries{x1,x2,…,xn}ismadeafastFouriertransformation(FFT).ThenthemeanperiodPiscalculated.

Step2 Findthenearestneighborofeverypoint.MarkthenearestneighborasYjforpointYj.Itcanbeobtainedbytravellingthroughthe

Fig.2 ln(r)~ln(c,(r,m))map

minimumdistancebetweenallthepointsandthereferencepointsYj.Thiscanbeexpressedas

dj(0)=min‖Yj-Yj‖

Yj

ReconstructingthephasespaceaccordingtoTakensTheorem,mshouldsatisfym≥2d+1.Basedontheabovediscussion,thecorrelativedi-mensionoftheInternetdataflow

sequence

pAugTLlsdoesnotincreaseastheincreasingoftheembeddeddimensionafterm=9.Theembed-deddimensionhereistherequiredembeddedspacedimension.

1.3 CalculatingmethodofLyapunovexponent  TheLyapunovexponentexpressesthechar-(5)

wheredj(0)istheminimumdistancefromthejthpointtothenearestneighborpointofthejthpoint,and‖Yj-Yj‖theEuclideannorm.

Step3 ForeverypointYjinthephasespace,calculatethedistancebetweenthetwonearestneighboringpointsaftertheithtimestepdj(i)

dj(i)=󰀁Yj+i-Yj+i󰀁  i=1,2,…,min(M-j,M-j)(6)No.4LuJinjun,etal.InternetTrafficDataFlowForecastbyRBFNeuralNetwork……319

  Step4 Foreveryi,y(i)istheaveragecal-culationoflndj(i)totheallj,thatis

1y(i)=lndj(i)(7)

q󰀁t∑j=1

whereqisnumberofallnon-zerodj(i).

Accordingtotheabovemethods,theInter-netdataflowtimeseriespAugTL1siscalculatedbyusingMATLABsoftwaretoobtaintheLya-punovexponentmap,asshowninFig.3.Thelineslopeisobtainedas0.035byapplyingthemethodofleastsquares.SotheLyapunovexpo-nentoftheInternetdataflowtimeseriesis0.035,whichshowsthatchaoscharacteristicsex-istintheInternetdataflowsequence.

signalinthelocalregions.ThemostcommonlyusedbasefunctionistheGaussfunction

‖x-ci‖

Ri(x)=exp- i=1,2,…m(8)

2󰀁i2wherexisann-Dinputvector;cithecenteroftheithbasefunction,havingthesamedimensionasx;󰀁theithperspectivevariable,decidingthewidthofthecenterofthisbasefunction;mthenumberofaperceptionunit;and‖x-ci‖thedistancebetweenxandci.

TheinputlayerimplementsthenonlinearmappingfromxtoRi(x)andtheoutputlayerim-plementsthelinearmappingfromRi(x)toyk,

Fig.3 Lyapunovexponentcalculationmap

i

2n

Fig.4 RBFneuralnetwork

i.e.

m

yk=

∑w

i=1

ik

Ri(x)   k=1,2,…,r(9)

2 FORECASTOFINTERNET

TRAFFICDATAFLOWBASEDONRBFNEURALNETWORK

2.1 StructureofRBFneuralnetwork

  AccordingtotheembeddeddimensionmofthechaostimeseriesoftheInternetdataflowde-rivedabove,andtakingm=9asthenumberofinputlayerknots,theRBFneuralnetworkismadeupofthreelayers,andthestructureisshowninFig.4.Theknotsoftheinputlayeronlydelivertheinputsignalstothehiddenlayer.Theknotsofthehiddenlayercanbeexpressedasara-diationfunctionlikeaGaussfunction,butthefunctionoftheoutputknotsisthesimplelinearfunction.

Thefunctionaryfunction(basefunction)ofthehiddenlayerknotswillrespondtotheinputwhereristhenumberoftheoutputknotsandwiktheweight.

2.2 LearningalgorithmofRBFneuralnetwork  ThecenterofthebasefunctionofthehiddenunitnumberandtheweightsforRBFneuralnet-worksarealldecidedbylearning.Theorthogonalleastsquare(OLS)algorithmisavalidalgorithmofmanyRBFnetworklearningalgorithms

[13]

.In

theOLSalgorithm,onesampleisselectedeachtime,andtheincreasinggainoftheoutputvari-anceismaximized.Thenthebestunitnumberofthehiddenlayerisobtainedandoutputweightsarecalculated.BecausetheMISOstructureisusedinthecommonpredictionmodel,soassum-ingthat

T

y=[y(1),…,y(N)]isanexpectationout-

putseries;320TransactionsofNanjingUniversityofAeronautics&Astronautics

n

s

Vol.23

p=[p1,p2,…,pn]isahiddenlayeroutput

T

matrix,wherepi=[pi(1),pi(2),…,pi(N)],

  Untilthensthstep,when1-

∑[err]

j=1

j

<󰀁,

1≤i≤n;w=[w1,w2,…,wn]Tisaweightoutputmatrix;E=[󰀁(1),…,󰀁(N)]Tanerrorseriesofalearnedsample.

pissingulardecomposed,p=C・A,Aisann×nordersingularmatrix

10

A=

󰀁󰀁0

Ciisorthogonal,so

CC=H

ementis

nT

theprocessisfinished,where0<󰀁<1isanal-lowableerrorbeingselected.Thusthecenterdot

󰀁iscanbedefined,andthentheoutputmatrixwcalculatedbyEq.(15).

2.3 RBFneuralnetworkpredictingmodelofIn-ternetdataflowtimeseries

󰀁121󰀁󰀁…

󰀁13󰀁23󰀁󰀁…

……󰀁10

󰀁1n󰀁2n󰀁a(n-1)n

1

(10)

  Topredicty(i)ofthetimeseries,theinput

vectorisdefinedasx(t)=[y(t-1),y(t-2),…,

T

y(t-n)],whichisasamplespaceofnsamples,wherenisahistoricaldatalength.SothewholeInternetstructureisequivalentasy(t)=f(y(t-1),y(t-2),…,y(t-n))。

Becausethecorrelativeextentofformerandlatterdataaredifferentinthedifferenttimese-ries,especiallyinthecomplicatedtimeseries,thepredictionresultsofdifferenthistoricaldatalengthsaredifferentandthehistoricaldatalengthsindifferentstagesaredifferent,too.Thispaperdoesnotadoptmethodsaccordingtoexperi-encesandtrial.Incontrast,itcutstheformerda-tabeforeprediction.ThenmakethepredictionwiththedifferenthistoricaldatabyusingtheRBFnetwork.Finally,choosethelengthoftheleastmeansquareerrortooptimizethehistoricaldatalengthtoenhancethepredictiveperformanceofthenetwork.

Cisann×nordermatrixandthecolumnvector

(11)

whereHisadiagonalmatrix,andthediagonalel-

hi=cc=

Tii

∑c(t)c(t) 1≤i≤n

i

i

i=1

(12)

ThesolutionbasedonOLSis

󰀁=H-1CTygorand

cTiy󰀁g=T   1≤i≤n

cici󰀁=g󰀁Aw

(13)(14)(15)

  Therecursionprocesstodefinethecenterdotofthehiddenlayerisasfollows:

Step1 Forany1≤i≤n,calculate

ci1=pi

g1=(c1)y/(c1)c1[err]=(g)(c)c/yy

search[err]i11=max[err]i1, 1≤i≤nandchoose   c1=ci11=pi1ik-1,calculate

󰀁=cpi/(cc)  1≤j≤k

k-1

i

jk

Tj

Tjj

i1

i1

2

iTi11

T

i

iT

i

Ti

(16)(17)(18)(19)(20)

3 FORECASTSIMULATION

  Accordingtotheabovementionedtheoryandmethod,theRBFneuralnetworkbasedontheOLSalgorithmisappliedtothetimeseriesfore-casting.A3142historicalInternetdataflowisusedtoforecastthe200futureInternetdataflow,asshowninFig.5.

Thelayernumberofaneuralnetworkmodel

isselectedtobethree.Theinputnumberis9andtheoutputnumberis1.Toavoidoverfitting,theallowableerrorcannotbetoosmallandtrainingsampledatacannotbetoolarge.Here,thebestembeddeddimensionm=9isselectedastheopti-malhistoricaldatalength,andtheallowableerrorissettobe0.01.2800networkdataareselected  Stepkk≥2,forany1≤i≤n,i≠i1,…,i≠

(21)(22)(23)(24)(25)(26)ik

cik=pi-

∑󰀁c

j=1

ijkj

gik=(cik)Ty/(cik)Tcik[err]i1=(gik)2(cik)Tcik/yTy

search   [err]=max{[err],    1≤i≤n,i≠i1,…,i≠ik-1}

k-1

i1k

andchoose  ck=c=pik-ikk

∑󰀁cj=1ikjkj

No.4LuJinjun,etal.InternetTrafficDataFlowForecastbyRBFNeuralNetwork……321

precisioncannotbeenhancedbyincreasingtheunitnumberoftheneuralnetworkonthehiddenlayer.BecauseinitializationoftheBPnetworkisrandom,theoutputsaredifferent,whiletheout-putsoftheRBFnetworkarethesame.Here,thebestresultoftheBPnetworkisshowninFig.7.

Fig.5 HistoricalInternetdataflow

froma3142Internetdataflowasthetrainingsample.After1000timestraining,a200Inter-netdataflowisselectedasaforecastingsample,andthesimulationcurveisshowninFig.6(sam-pledataandforecastingdataarenormalized.).

Fig.7 BPforecastcurvesofInternetdataflow

Inaddition,althoughtheadaptivelearningratemomentumgradientBPalgorithmisadoptedtotrainthenetwork,thelearningspeedisstillslow.Takingtheexperimentasanexample,theRBFnetworkusesonly2swhiletheBPnetworkuses3min.Table1showsforecasterrorsof10dotsinRBFandBP.Itcanbeseenthatthemean

Fig.6 RBFforecastcurvesofInternetdataflow

squareerror(MSE)ofBPisabout1.39whilethatofRBFisabout0.73.

  FromFigs5,6andTable1,itisconcludedthat,comparedwiththeBPneuralnetworkmethod,theRBFneuralnetworkmethodbasedonthephasespaceismoreaccurateandhasafasterspeed.

TheBPnetworkisusedtoforecastandselectdoublehiddenlayers.Samplesanddatacondi-tionsarethesameasthatinRBF,andtheallow-ableerroris0.001.Thefirstandthesecondlay-ersadopttwoneuralunitsbecausetheforecasting

Table1 ForecasterrorofRBFandBP

No.12345678910Realvalue91.888.0187.4986.284.7986.6593.79101.4108.84113.06ForecastvalueofBP92.9289.5986.2887.2886.7287.2395.12102.51107.31114.95BPrelativeerror/%1.221.80-1.381.252.280.671.421.09-1.411.67ForecastvalueofRBF91.988.6187.0186.4586.2687.1394.54102.01107.9113.72RBFrelativeerror/%

0.110.68-0.550.291.730.550.800.60-0.860.581.39

0.73

Root-mean-squareerrorofBP

Root-mean-squareerrorofRBF

322TransactionsofNanjingUniversityofAeronautics&AstronauticsVol.23

4 CONCLUSION

  ThereconstructionphasespacetheoryisadoptedtostudythechaoscharacteristicsoftheInternetdataflow.ChaosphenomenaareprovedtoexistintheInternetdataflowbycalculatingthecorrelativedimensionandtheLyapunovexpo-nent.ThechaosInternetdataflowtimeseriesispredictedusingtheRBFneuralnetworkbasedontheOLSalgorithm.Forthemethod,thestruc-tureissimple,thelearningspeedisfast,theforecastingprecisionishigh,andtheachievedre-sultsaresatisfactory.BecausethereisnolocalminimumproblemintheRBFnetwork,theOLSalgorithmconstructsapproximatelyoptimalnet-worksautomatically,andsolvestheover-fitting

problemtoagreatextentandenhancesthegener-alizedabilityofthenetwork.However,forecast-ingofInternetdataflowsbasedonthechaosthe-oryisonlyaninitialattempt.WiththedeepstudyofchaosphenomenaofInternetdataflows,thecharacteristicvariablesm,󰀁andnumericalcalcu-lationwillbesimplified.Meanwhile,thefore-castingprecisionwillbeenhanced,thereliabilitywillbehigherandthespeedwillbefaster.References:

[1] GarrettMW,WilhingerW.Analysis,modelingand

generationofself-similarVBRvideotraffic[C]//ProceedingsSIGCOMM94.NewYork:ACMPress,1994:269-280.

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al.FuzzyadaptivepredictiveflowcontrolofATM

networktraffic[J].CJJIEEETransactionsonFuzzySystems,2003,M11(4):568-581.

[3] LiuJiakun,JinZhigang,XueFei,etal.Trafficpre-dictionanditsapplicationusingFARLMAmodels[J].JournalofElectronicsandInformationTechnol-ogy,2001,23(4):403-407.(inChinese)

[4] ChenLiang,WangXiaofan,HanZhengzhi.Control-lingbifurcationandchaosinInternetcongestioncon-trolmodel[J].InternationalJournalofBifurcation&Chaos,2004,14(5):1863-1876.(inChinese)

[5] JoachimH,WernerL.Lyapunovexponentsfroma

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[6] LanWen.Abriefsurveyondynamicalsystem[J].

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基于相空间重构的网络流量RBF神经网络预测

陆锦军1,2 王执铨1

(1.南京理工大学自动化学院,南京,210094,中国;2.南通职业大学现代教育技术中心,南通,226007,中国)

摘要:应用混沌理论,分析了网络流量,用单变量的网络流量时间序列重构与网络动力系统等距同构的相空间,进而计算了实际网络的关维数和Lyapunov指数,并证实了网络流量存在混沌特性;据此建立了基于径向基函数(RBF)神经网络的模型,并对实际网络数据流进行了预测。仿真

结果表明,相对于其他前馈神经网络预测,基于混沌理论的RBF神经网络预测方法学习速度快,预测精度高。关键词:混沌理论;重构相空间;Lyapunov指数;网络流量;

RBF神经网络

中图分类号:TP273

 基金项目:

国家自然科学基金(6037406)资助项目;江苏省自然科学基金(BK2004132)资助项目;高等学校博士学科点

专项科研基金(202088025)资助项目。

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