On the Efficiency and Fairness of Transmission Control Loops: A Case for Exogenous Losses

We postulate that exogenous losses-which are typically regarded as introducing undesirable "noise" that needs to be filtered out or hidden from end points-can be surprisingly beneficial. In this paper we evaluate the effects of exogenous losses on transmission control loops, focusing primarily on efficiency and convergence to fairness properties. By analytically capturing the effects of exogenous losses, we are able to characterize the transient behavior of TCP. Our numerical results suggest that "noise" resulting from exogenous losses should not be filtered out blindly, and that a careful examination of the parameter space leads to better strategies regarding the treatment of exogenous losses inside the network. Specifically, we show that while low levels of exogenous losses do help connections converge to their fair share, higher levels of losses lead to inefficient network utilization. We draw the line between these two cases by determining whether or not it is advantageous to hide, or more interestingly introduce, exogenous losses. Our proposed approach is based on classifying the effects of exogenous losses into long-term and short-term effects. Such classification informs the extent to which we control exogenous losses, so as to operate in an efficient and fair region. We validate our results through simulations.

A Bayesian Approach for TCP to Distinguish Congestion from Wireless Losses

(This Technical Report revises TR-BUCS-2003-011) The Transmission Control Protocol (TCP) has been the protocol of choice for many Internet applications requiring reliable connections. The design of TCP has been challenged by the extension of connections over wireless links. In this paper, we investigate a Bayesian approach to infer at the source host the reason of a packet loss, whether congestion or wireless transmission error. Our approach is "mostly" end-to-end since it requires only one long-term average quantity (namely, long-term average packet loss probability over the wireless segment) that may be best obtained with help from the network (e.g. wireless access agent).Specifically, we use Maximum Likelihood Ratio tests to evaluate TCP as a classifier of the type of packet loss. We study the effectiveness of short-term classification of packet errors (congestion vs. wireless), given stationary prior error probabilities and distributions of packet delays conditioned on the type of packet loss (measured over a larger time scale). Using our Bayesian-based approach and extensive simulations, we demonstrate that congestion-induced losses and losses due to wireless transmission errors produce sufficiently different statistics upon which an efficient online error classifier can be built. We introduce a simple queueing model to underline the conditional delay distributions arising from different kinds of packet losses over a heterogeneous wired/wireless path. We show how Hidden Markov Models (HMMs) can be used by a TCP connection to infer efficiently conditional delay distributions. We demonstrate how estimation accuracy is influenced by different proportions of congestion versus wireless losses and penalties on incorrect classification.

Robust Identification of Shared Losses Using End-to-End Unicast Probes

ERRATA: We present corrections to Fact 3 and (as a consequence) to Lemma 1 of BUCS Technical Report BUCS-TR-2000-013 (also published in IEEE INCP'2000)[1]. These corrections result in slight changes to the formulae used for the identifications of shared losses, which we quantify.

Robust Identification of Shared Losses Using End-to-End Unicast Probes

Current Internet transport protocols make end-to-end measurements and maintain per-connection state to regulate the use of shared network resources. When two or more such connections share a common endpoint, there is an opportunity to correlate the end-to-end measurements made by these protocols to better diagnose and control the use of shared resources. We develop packet probing techniques to determine whether a pair of connections experience shared congestion. Correct, efficient diagnoses could enable new techniques for aggregate congestion control, QoS admission control, connection scheduling and mirror site selection. Our extensive simulation results demonstrate that the conditional (Bayesian) probing approach we employ provides superior accuracy, converges faster, and tolerates a wider range of network conditions than recently proposed memoryless (Markovian) probing approaches for addressing this opportunity.

Modeling Financial Time Series with Artificial Neural Networks

Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis.