Traffic Engineering
One billion+ terminals in voice network alone
Plus data, video, fax, finance, etc.
And yet, by and large, we get the impression of phone and data
networks that work very well!
How is this possible?
y !!
Traffic theory
Poisson Distribution
Poisson, is a discrete probability distribution that expresses the
probability of a given number of events occurring in a fixed
i t
interval
l off time
ti
and/or
d/ space if these
th
events
t occur with
ith a known
k
average rate and independently of the time since the last event.
A discrete random variable X is said to have a Poisson
distribution with parameter > 0, if for k = 0, 1, 2, ... the
probability mass function of X is given by:
Exponential Distribution
In probability theory and statistics, the exponential distribution
(a.k.a. negative exponential distribution) is the probability
di t ib ti
distribution
th t describes
that
d
ib the
th time
ti
b t
between
events
t in
i a Poisson
P i
process, i.e. a process in which events occur continuously and
independently at a constant average rate. It is the continuous
analogue of the geometric distribution,
distribution and it has the key
property of being memoryless.
The probability
d
distribution
b
is
density
function
(pdf)
of
an
exponential
rate parameter
binomial distribution
In probability theory and statistics, the binomial distribution is
the discrete probability distribution of the number of successes
i a sequence off n independent
in
i d
d t yes/no
/
experiments,
i
t each
h off
which yields success with probability p. Such a success/failure
experiment is also called a Bernoulli experiment or Bernoulli
trial; when n = 1,
1 the binomial distribution is a Bernoulli
distribution.
The binomial distribution is frequently used to model the
number
b
off successes in a sample
l off size n drawn
d
with
h
replacement from a population of size N. If the sampling is
carried out without replacement, the draws are not independent
and so the resulting distribution is a hypergeometric
distribution, not a binomial one. However, for N much larger
than n, the binomial distribution is a good approximation, and
widely used.
used
If receive
If receive
g
T
Per terminal
calling rate
m T
In our case
e x
p ( x)
x!
x 0, 1, 2...
Time
Ti
between
b t
calls
ll is
i -ve
exponentially
ti ll distributed:
di t ib t d
f (t ) e t
0t
mean
PT T1 t T T1 PT t
Proof:
PT T1 t T T1
Recall:
P (T t ) e t / h
P T T1 t T T1
PT T1
P T T1 t
e (T1 t ) / h
T1 / h
PT T1
e
e T1 / h e t / h e t / h PT t
e T1 / h
P(T t ) e t / h
P(T t ) 0
t0
t0
Real voice calls fits very closely to the negative exponential form
above
As non-voice calls begin to dominate, more and more calls have a
constant holding time characteristic
Departure Rate (
):
1
h
V h
c
c
c
c
s
s
h
T
T
Recall:
R
ll
Recall:
R
ll
1
R ll
Recall:
V h
Units:
ccs/hour
ccs/hour, or
dimensionless (if h and T are in the same units of time)
Erlang
Erlang unit
The Erlang
Dimensionless unit of traffic intensity
Named after Danish mathematician A. K. Erlang (1878
(1878-1929)
1929)
Usually denoted by symbol E.
1 Erlang
g is equivalent
q
to traffic intensityy that keeps:
p
one circuit busy 100% of the time, or
two circuits busy 50% of the time, or
four circuits busyy 25% of the time,, etc.
Class
Could 4 E be produced as a traffic intensity by:
16 sources? (What is the utilization?)
4 sources (same)
1 source?
Erlang (2)
How does the Erlang unit correspond to ccs
ccs?
1 ccs hour
150
150
Offered
Traffic
Lost
Traffic
Carried
Traffic
TL = TO x Prob
Prob. Blocking (or congestion)
= P(B) x TO = P(B) x A
Circuit Utilization (
) - also called Circuit Efficiency
proportion of time a circuit is busy, or
average proportion of time each circuit in a group is busy
TC
# of Trunks
gos
TL
TL
P( B)
TO TL + TC
Busy Season
3 months (not consecutive) with highest average daily busy hour
1-Apr 2-Apr 3-Apr 4-Apr 5-Apr 6-Apr 7-Apr 8-Apr 9-Apr 10-Apr 11-Apr 12-Apr 13-Apr 14-Apr 15-Apr 16-Apr 17-Apr 18-Apr 19-Apr 20-Apr 21-Apr Mean
1.4
1.4
1.2
1.5
1.1
1.5
1.7
1.5
1.0
1.0
1.8
1.5
1.8
1.6
1.2
1.9
1.8
1.6
1.4
1.5
1.2
1.5
12
1.2
18
1.8
16
1.6
13
1.3
10
1.0
16
1.6
11
1.1
11
1.1
10
1.0
12
1.2
17
1.7
20
2.0
20
2.0
18
1.8
13
1.3
17
1.7
14
1.4
19
1.9
11
1.1
14
1.4
15
1.5
15
1.5
1.4
1.8
1.5
1.9
1.2
1.0
1.2
1.1
1.1
1.7
1.5
1.5
1.9
1.9
1.3
1.5
1.8
1.1
1.1
1.2
1.5
1.4
1.2
1.8
1.7
1.4
1.7
1.1
1.5
1.6
1.1
1.9
1.0
1.0
1.4
1.5
1.6
1.1
1.4
1.9
1.4
1.2
1.1
1.4
1.8
1.8
2.3
2.2
2.0
1.7
2.3
1.6
2.2
1.5
2.1
1.6
2.3
2.1
1.7
2.5
1.6
2.0
1.7
1.5
2.3
1.9
2.2
2.3
1.9
2.4
2.5
2.0
2.0
1.7
1.8
1.6
2.0
2.0
2.2
2.2
2.1
1.8
1.6
1.7
2.0
2.3
2.1
2.0
1.7
2.2
1.7
2.5
2.2
2.1
2.2
2.0
2.3
1.6
2.4
2.2
1.5
2.1
2.2
1.8
1.8
1.7
2.1
2.0
2.1
2.0
2.0
2.8
2.2
2.4
2.3
2.4
2.9
2.0
2.4
2.4
2.1
2.9
2.3
2.1
2.9
2.7
2.8
2.3
2.1
2.1
2.7
2.4
3.4
3.1
2.8
2.9
2.5
2.7
2.9
3.0
3.4
3.4
3.1
2.9
2.9
2.9
3.3
3.2
3.5
3.1
3.1
3.1
2.5
3.0
4.0
3.9
3.4
3.5
3.4
3.4
4.0
3.2
3.5
3.4
3.1
3.7
3.3
3.3
3.5
3.9
3.4
3.7
3.7
3.1
3.4
3.9
4.3
4.9
3.8
4.9
5.0
4.7
3.8
5.0
4.8
4.9
4.0
4.9
4.2
4.7
4.2
3.0
4.6
4.4
3.6
4.4
4.1
3.0
5.0
5.0
5.0
4.7
5.0
4.8
4.7
4.3
4.5
3.8
3.4
4.2
4.6
3.2
3.4
4.8
4.1
4.3
4.4
3.6
3.7
4.3
3.8
3.3
4.0
4.2
4.6
4.7
4.0
3.3
3.1
5.0
4.9
4.6
4.1
4.2
3.2
3.6
4.1
4.5
4.2
4.1
4.8
4.6
4.8
4.8
3.2
3.1
4.1
4.5
4.6
4.9
4.7
3.6
3.6
4.8
4.2
4.9
4.4
3.3
3.0
4.2
4.3
4.2
4.7
4.5
4.8
4.7
4.5
4.1
4.4
3.6
3.7
4.5
4.3
4.3
4.9
4.5
3.5
3.5
4.3
4.3
4.3
4.5
4.3
3.3
3.2
4.2
4.4
4.9
4.4
4.8
4.5
3.8
3.2
4.1
4.8
4.4
4.5
4.2
3.3
3.9
4.3
4.9
4.4
4.3
4.5
3.7
3.3
4.2
3.2
3.2
3.8
3.5
3.7
3.1
3.5
3.5
3.2
3.2
3.8
3.4
3.2
4.0
3.3
4.0
3.9
3.0
3.3
3.5
3.3
3.5
Note:
indicates
2.7
2.6
2.7Red2.9
3.3
3.1
3.4
2.9
3.2
2.8
2.7
3.0
3.3
3.2
2.5
2.9
2.8
3.4
3.5
2.9
3.2
3.0
3.0
2.9
3.0
2.7
2.9
3.4
3.3
3.4
2.7
3.3
3.5
3.5
2.7
3.1
3.1
3.3
3.4
3.1
3.0
3.3
3.3
3.1
daily busy hour
3.3
3.3
2.6
3.4
3.2
2.7
2.7
3.4
3.4
3.0
3.0
3.4
3.1
2.8
3.2
3.4
3.0
3.4
3.4
3.1
2.9
3.1
2.9
2.3
2.1
2.9
2.9
3.0
3.0
2.4
2.3
2.9
3.0
2.1
2.2
2.9
3.0
2.6
2.4
2.5
2.7
2.7
2.6
2.6
21
2.1
16
1.6
23
2.3
16
1.6
22
2.2
21
2.1
24
2.4
19
1.9
16
1.6
21
2.1
24
2.4
17
1.7
18
1.8
24
2.4
18
1.8
19
1.9
22
2.2
19
1.9
22
2.2
22
2.2
16
1.6
20
2.0
1.5
2.1
1.9
1.6
1.7
1.6
2.3
2.5
2.4
1.7
2.1
1.8
2.0
2.4
1.7
1.9
2.2
2.3
1.7
2.4
1.8
2.0
1.0
1.1
1.1
1.5
1.8
1.5
1.4
1.8
1.1
1.9
1.2
1.6
1.9
1.8
1.1
1.5
2.0
1.8
1.6
1.4
1.5
1.5
ABSBH
Highest
Source #2
Offered Traffic
Traffic
Carried
Source #2
Offered Traffic
2 2
Source #2
Offered Traffic
Traffic
Carried
Blocking Probabilities
System must be in a Steady State
Also called state of statistical equilibrium
Arrival Rate of new calls equals Departure Rate of
disconnecting calls
Why?
If calls
ll arrive
i faster
f
than
h they
h depart?
d
?
If calls depart faster than they arrive?
m A A
P(k ) 1
k m m
k
mk
A A
m!
1
k!(m k )! m m
k
mk
m A A
1 1
m
k 0 k m
N 1
Remember:
m A
P (k )
k m
mk
A
1
m
mk
Which type
yp of blocking
g model is the Binomial Distribution?
Blocked Calls Held (BCH)
Call Congestion
Probability that an arriving call is blocked
Probability of blocking from point of view of calls
Call Congestion:
P( B) P(k N )
P( B) P(k N )
e k
P(k )
k!
Note:
= Mean # of
Busy Sources
What is ?
Mean number of busy sources
=A
e A Ak
P(k )
k!
P( B ) P(k N ) P( N ) P( N 1) ... P ()
e A
k!
kN
kN
A A
e
k!
Remember:
e A Ak
P(k )
k!
N 1
1
Ak A
1 e
k 0 k!
Example:
P ( B ) P ( N , A)
P = Poisson
A = Offered Traffic
N = # Servers
P (7,10)
Poisson P(B) with 10 E
offered to 7 servers
Traffic Tables
Consider a 1% chance of blocking in a system with N=10 trunks
How much offered traffic can the system handle?
9
Ak A
Ak A
0.01
e 1 e
k 10 k!
k 0 k!
How do we calculate A?
Very carefully, or
Use traffic
ff tables
bl
N=10
A=4.14 E
N=10
A=4.14 E
A 4.14
41.4% efficiency
N
10
For N = 10,
10 A = 4.14
4 14 E
A 78.2
78.2% efficiency
N 100
TrafCalc Software
What if we need to calculate P(N,A) and not in traffic table?
TrafCalc
TrafCalc: Custom-designed software
Calculates P(B) or A, or
Creates custom traffic tables
Erlang B Model
More sophisticated model than Binomial or Poisson
Blocked Calls Cleared (BCC)
Good for calls that can reroute to alternate route if blocked
No approximation
pp
for reattempts
p if alternate route blocked too
Derived using birth
birth--death process
See selected pages from Leonard Kleinrock, Queueing Systems
Volume 1: Theory,
Theory John Wiley & Sons
Sons, 1975
Blockage
Immediate Service
(N-1)
N-1
P0
P1
P2
2
P1
PN-1 N-1
(N-1)
Probability of moving
from state 2 to state 1? 2P2
PN N
N
P0
P1
P0 P1
P1 P1 2 P2 P0
P1 2 P2
2 P2 P2 3 P3 P1
P2 3 P3
3 P3 P3 4 P4 P2
( N 1) PN 1 PN 1 N PN PN 2
N PN PN 1
Pk 1 k Pk
PN 1 N PN
P2
PN-1
N-1
(N-1)
P1
P0
PN
P
P2
P1 0
2
2
3
P
P3
P2 0
3
6
P
Pk 0
k!
P0
P
i
i 0
i 0 i !
N
P0
1
i
i 0 i !
N
AN
P( B) B( N , A) PN N !
B = Erlang B
N
N = # Servers
A = Offered Traffic
P
Pk 0
k!
Ai
i 0 i !
N
Recall:
k
Ak 1
k!
Pk k ! N i i
N
A1
i 0 i !
i 0 i !
Ah
B(N,A)=0.005
A=40
A 40 E
N=59
Example (2)
P(N,A)=0.01
N=32
A=20.3 E
Erlang B
Poisson
B(4,10)
(4 10) 0.64666
0 64666
P(4,10)
(4 10) 0.98966
0 98966
TC A (1 P ( B)) 10 (1 0.64666)
TC A (1 P ( B)) 10 (1 0.98966)
TC 0.103
0 103E
TC 3.533
3 533E
3.533
0.88
4
0.103
0.026
4
Blockage
k = (m
(m--k)
m
P0
(m-1)
P1
(m-2)
P2
[M-(N-2)]
Immediate Service
[m-(N-1)]
PN-1 N-1
(N-1)
PN N
m!
Pk P0
k !(m k )!
i 0
N
m
i
m
k
Pk i
N
m
i 0 i
therefore:
and
P0
m A
A m
m A N
P( B) P(k N ) E (m, N , A)
i
N
A m
E = Engset
m
A
i
i 0
N
M = 30 sources
# trunks (N)
Traffic offered (A)
P(B)=E(m,N,A)
N=10
A=4.8 E
P(B)<0.01
P(B) 0 01
Check m < 10 x N?
M=30 < 10 x 10 = 100
P0 0
P1 1
P2 2
Immediate Service
Blockage
PQ1 Q1
PQ2 Q2
and
Ak P0
Pk k N , k N
N N!
P0
and
1
A N N N 1 Ai
N ! N A i 0 i !
P( B)
kN
A P0
P0
A
A
A
P
N
0
N k N N ! k
N!
N ! k 0 N
N N N
AN N
P( B)
P0
N! N A
N
A
NA
k 0 N
AN N
C ( N , A) N N ! N AN 1 i
A N
A
N
!
N
i 0 i !
= Erlang
C
l
C
N=18
P(B)=C(N,A)
A 7E
A=7
C(18,7)=0.0004
Example:
What
h is the
h probability
b b l off blocking
bl k
in an Erlang C system with 18
servers offered 7 Erlangs of traffic?
Delay in Erlang C
Expected number of calls in the queue?
AN
A
Pk k
(k N ) Pk (k N ) k N P0
N N!
N ! k 0 N
kN
kN
Ak
P0 A N A
N
A C ( N , A)
h
C ( N , A)
N! N A N A
NA
NA
Recall:
h
NA
Also:
P (delay T ) C ( N , A)e
h
NA
P(B)
and
example
l 2:
2 P (32, 20.3) 0.01
and
and
B (80,57.8) 0.001
NN11=13
=?
5E
NN22=13
=?
Ntotal = 13 + 13 = 26 trunks
Trunk efficiency?
TC 10(1 0.002)
0.384
0 384
N
26
38.4% utilization
N=20
N=?
Trunk efficiency?
TC 10(1 0.002)
0.499
N
20
49.9% utilization
B=0.1
B=0.1
B=0.01
B=0.01
B=0.001
B=0.001
Sensitivity to Overload
Consider 2 cases:
Case 1: N = 10 and B(N,A) = 0.01
B(10,4.5) 0.01, so can carry 4.5 E
What if 20% overload ((5.4 E)?
)
B(10,5.4)
(
) 0.03
B(30,24.5) 0.08
AN TC 2 TC1 A 1 B( N , A) 1 B( N 1, A)
A B ( N 1, A) B( N , A)
What does this mean?
AN ( N A) B( N , A)
for very low blocking
Random Hunting:
Hunting Increase in trunk groups total carried traffic
after adding an Nth trunk
Sequential Hunting:
Hunting Actual traffic carried by the Nth trunk in the
group
Fixed B(N
B(N,A)
A)
AN
Example
Individual trunks are only economic if they can carry 0.4 E or
more. A trunk group of size N=10 is offered 6 E. Will all 10
t k b
trunks
be economical?
i l?
AN A B( N 1, A) B( N , A)
A10 6 B(9, 6) B(10, 6)
6 0.07514 0.04314
0.192 E 0.4 E
Binomial Distribution
Examples
An elementary example is this: Roll a standard die ten times and count the number
of sixes. The distribution of this random number is a binomial distribution with n
= 10 and p = 1/6.
Poisson approximation
The binomial distribution converges towards the Poisson
distribution as the number of trials goes to infinity while the
product
d t np remains
i fixed.
fi d
Therefore the Poisson distribution with parameter = np can be
used as an approximation
pp
to B((n, p) of the binomial distribution
if n is sufficiently large and p is sufficiently small.
According to two rules of thumb, this approximation is good if n
20 and p 0.05,
0 05 or if n 100 and np 10
Poisson distribution
In probability theory and statistics, the Poisson distribution is
a discrete probability distribution that expresses the probability
off a number
b off events
t occurring
i
i a fixed
in
fi d period
i d off time
ti
if
these events occur with a known average rate and
independently of the time since the last event.
The Poisson distribution can also be used for the number of
events in other specified intervals such as distance, area or
volume.
Poisson distribution
The distribution focuses on certain random variables N that
count, among other things, a number of discrete occurrences
(
(sometimes
ti
called
ll d "arrivals")
" i l ") that
th t take
t k place
l
during
d i a timeti
interval of given length. If the expected number of occurrences
in this interval is , then the probability that there are exactly k
occurrences (k being a non-negative
non negative integer
integer, k = 0,
0 1,
1 2,
2 ...)) is
equal to
Poisson distribution
where
e is the base of the natural logarithm (e = 2.71828...)
k is the number of occurrences of an event - the probability of
which is given by the function
k! is the factorial of k
is a positive real number, equal to the expected number of
occurrences that occur during the given interval
interval. For instance
instance, if
the events occur on average 4 times per minute, and you are
interested in the number of events occurring in a 10 minute
interval,, you
y would use as model a Poisson distribution with
= 10*4 = 40.
As a function of k, this is the probability mass function. The
Poisson distribution can be derived as a limiting case of the
binomial distribution.