Pattern Discovery and Multi-Slot-Ahead Forecast of Network Traffic: A Revisiting to Gaussian Process

Abstract

The forecast of network traffic with arbitrary predicting horizon is a key enabler of smart management in next-generation networks, as sufficient amount of time can be provided for the proactive manipulation of network resources to maintain high quality transmission. Nevertheless, the evolving characteristic of network traffic challenges the current learning-based and data-driven algorithms on both prediction accuracy and computational complexity. In this work, we explore special properties of network traffic, which are further encoded into the Gaussian Process (GP)-based online learning framework, so as to better comprehend and predict future network traffic from a Bayesian perspective. Specifically, we proceed by three steps, 1). Observing network traffic is evolving, to explore and exploit the dynamic traffic patterns at different times and time-scales, we try to approximate the optimal kernel function of GP by utilizing a mixture of Gaussian to encode the dominant and several nondominant patterns. 2). As network traffic at different time-scales share several common patterns, we adopt Process Convolution (PConv) to fully exploit correlations among multiple subsequent time-slots, so as to facilitate network traffic forecast with large predicting horizon. 3). To promote the tracking capability of the proposed GP-PConv framework without significantly increasing the number of hyper-parameters to train, we slightly modify the GP-based prediction through Lyapunov optimization, which brings performance improvements both in terms of accuracy and computational complexity. Finally, we demonstrate the superiority of the proposed algorithm through simulation.