Development of statistical traffic models and their application to information security

• Project/Area Number: 21700060
• Research Category: Grant-in-Aid for Young Scientists (B)
• Allocation Type: Single-year Grants
• Research Field: Computer system/Network
• Research Institution: Hiroshima University
• Principal Investigator: OKAMURA Hiroyuki Hiroshima University, 大学院・工学研究院, 准教授 (10311812)
• Project Period (FY): 2009 – 2010
• Project Status: Completed (Fiscal Year 2010)
• Budget Amount: ¥3,640,000 (Direct Cost: ¥2,800,000、Indirect Cost: ¥840,000); Fiscal Year 2010: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000); Fiscal Year 2009: ¥1,950,000 (Direct Cost: ¥1,500,000、Indirect Cost: ¥450,000)
• Keywords: 隠れマルコフモデル / マルコフ型到着過程 / トラッフィクモデル / EMアルゴリズム / 一般化EMアルゴリズム / 変分近似 / 並列計算 / マルチコアCPU

Research Abstract

The project developed statistical models for network traffic analysis with bot hidden Markov models (HMMs) and Markovian arrival processes (MAPs) by revealing the mathematical relationship between HMMs and MAPs. We also considered parallelization of the parameter estimation algorithm for the proposed HMM-MAP-based models to handle a long-term observation for network packet arrivals. Moreover, we proposed the applicable example of the developed parameter estimation algorithm towards the information security.

Research Products

• [Journal Article] A refined EM algorithm for PH distributions (2011)
  • Author(s): H.Okamura, T.Dohi, K.S.Trivedi
  • Journal Title: Performance Evaluation
• [Journal Article] 変分ベイ ズによるパラメータ相関を考慮した事後分布の近似計算 (2011)
  • Author(s): 山口祐介, 岡村寛之, 土肥正
  • Journal Title: 日本応用数理学会論文 vol.21, no.1 Pages: 73-88
• [Journal Article] 変分ベイズによるパラメータ相関を考慮した事後分布の近似計算 (2011)
  • Author(s): 山口祐介, 岡村寛之, 土肥正
  • Journal Title: 日本応用数理学会論文誌 Volume: 21 Pages: 73-88
  • Peer Reviewed
• [Journal Article] Estimating computer virus propagation based on Markovian arrival processes (2010)
  • Author(s): H.Okamura, T.Dohi
  • Journal Title: Proceedings of 16th IEEE Pacific Rim International Symposium on Dependable Computing(PRDC-2010) Pages: 199-206
• [Journal Article] An improvement of EM algorithm for PH distributions with group data (2010)
  • Author(s): H.Okamura, T.Dohi, K.S.Trivedi
  • Journal Title: Proceedings of 4th Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modeling Pages: 532-539
• [Journal Article] Application of deterministic annealing EM algorithm to Markovian arrival parameter estimation (2010)
  • Author(s): H.Okamura, H.Kishikawa, T. Dohi
  • Journal Title: Proceedings of 2010 Symposia and Workshop on Ubiquitous, Autonomic and Trusted Computing Pages: 352-357
• [Journal Article] Variational Bayesian approach for estimating parameters of a mixture of Erlang distributions (2010)
  • Author(s): Y.Yamaguchi, H.Okamura, T. Dohi
  • Journal Title: Communications in Statistics -Theory and Methods vol.39, no.3 Pages: 2333-2350
• [Journal Article] Application of deterministic annealing EM algorithm to Markovian arrival parameter estimation (2010)
  • Author(s): H.Okamura, H.Kishikawa, T.Dohi
  • Journal Title: Proceedings of 2010 Symposia and Workshop on Ubiquitous, Autonomic and Trusted Computing Pages: 352-357
  • Peer Reviewed
• [Journal Article] An improvement of EM algorithm for PH distyributions with group data (2010)
  • Author(s): H.Okamura, T.Dohi, K.S.Trivide
  • Journal Title: Proceedings of 4^<th> Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modeling Pages: 532-539
  • Peer Reviewed
• [Journal Article] Estimating computer virus propagation based on Markovian arrival processes (2010)
  • Author(s): H.Okamura, T.Dohi
  • Journal Title: Proceedings of 16th IEEE Pacific Rim International Symposium on Dependable Computing (PRDC-2010) Pages: 199-206
  • Peer Reviewed
• [Journal Article] Variational Bayesian approach for estimating parameters of a mixture of Erlang distributions (2010)
  • Author(s): Y.Yamaaguthi, H.Okamura, T.Dohi
  • Journal Title: Communications in Statistics-Theory and Methods (掲載決定)
  • Peer Reviewed
• [Journal Article] Faster maximum likelihood estimation algorithms for Markovian arrival processes (2009)
  • Author(s): H.Okamura, T.Dohi
  • Journal Title: Proceedings of 6th International Conference on Quantitative Evaluation of Systems (QEST 2009) Pages: 73-82
• [Presentation] 一般化EM法による連続型隠れマルコフモデ ルの学習アルゴリズム (2010)
  • Author(s): 河合理恵, 岡村寛之, 土肥正
  • Organizer: 2010年度電気・情報関連学会中国支部第60回連合大会
  • Place of Presentation: 総社市
  • Year and Date: 2010-10-23
• [Presentation] 一般化EM法による連続型隠れマルコフモデルの学習アルゴリズム (2010)
  • Author(s): 河合理恵, 岡村寛之, 土肥正
  • Organizer: 平成22年度電気・情報関連学会中国支部第60回連合大会
  • Place of Presentation: 総杜市
  • Year and Date: 2010-10-23
• [Presentation] 一般化 EMを用いたMAPパラメータ推定の並列化に関する一考察 (2010)
  • Author(s): 河合理恵, 岡村寛之, 土肥正
  • Organizer: 2010年度待ち行列シンポジウム「確率モデルとその応用」
  • Place of Presentation: 京都市
• [Presentation] 一般化EMを用いたMAPパラメータ推定の並列化に関する一考察 (2010)
  • Author(s): 河合理恵, 岡村寛之, 土肥正
  • Organizer: 2010年度待ち行列シンポジウム「確率モデルとその応用」
  • Place of Presentation: 京都市
• [Presentation] HMMの学習アルゴリズムの並列化に関する一考察 (2009)
  • Author(s): 河合理恵, 岡村寛之, 土肥正
  • Organizer: 京都大学数理解析研究所研究集会不確実・不確定性下での意思決定過程
  • Place of Presentation: 京都市
  • Year and Date: 2009-11-12
• [Presentation] HMMの学習アルゴリズムの並列化に関する一考察 (2009)
  • Author(s): 河合理恵, 岡村寛之, 土肥正
  • Organizer: 京都大学数理解析研究所研究集会 不確実・不確定性下での意思決定過程
  • Place of Presentation: 京都市
  • Year and Date: 2009-11-12
• [Presentation] 一般化EM法を用いた並列処理によるHMM学習の高速化 (2009)
  • Author(s): 河合理恵, 岡村寛之, 土肥正
  • Organizer: 2009年度電気・情報関連学会中国支部第60回連合大会
  • Place of Presentation: 広島市
  • Year and Date: 2009-10-17
• [Presentation] 一般化EM法を用いた並列処理によるHMM学習の高速化 (2009)
  • Author(s): 河合理恵, 岡村寛之, 土肥正
  • Organizer: 平成21年度電気・情報関連学会中国支部第60回連合大会
  • Place of Presentation: 広島市
  • Year and Date: 2009-10-17
• [Remarks] ホームページ等
  • URL: http://www.rel.hiroshima-u.ac.jp/okamu/index.php?option=com_content&view=article&id=14&ltemid=31