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Memory of Dr. Masaki Hirabaru
Shigeki Goto
Waseda University
A big boy and a small modem in 1986
Kyushu University
NTT Lab
APNIC and JPNIC
IP addresses and
AS numbers
IANA
ICANN
RIR
Confederation
APNIC
JPNIC
KRNIC
RIPE NCC
TWNIC
European
Friends
A Proposal for APNIC experiments presented by Jun Murai (WIDE Project/JNIC)
and Masaki Hirabaru (WIDE Project/JNIC) at the APCCIRN meeting in Waikiki,
Honolulu. January 13, 1993
History of APNIC
http://www.apnic.net/info/history/index.html
Arbor Peakflow
IP Flow-Based Technology
• Akihiro Shimoda, Dark Flow, 2009
Virtual Dark IP
(*) IEICE, Vol.J92-B, No.1, pp.163-173, January, 2009
• Two students visited Ann Arbor, Michigan,
in August 2008.
Visible routers
in Visible network
CORE University
Program Seminar
Beppu City
February 2009
Presentation at CORE University
Program at Beppu, 2009
5
Science makes everything visible.
Beppu Hell T-shirt
6
Cloud or stupid network
• Old smart network
• Modern stupid network
7
The router is actually smart!
•routing and forwarding
•routing prefix, prefix age, link bandwidth,
available bandwidth, i/f queue, corruption loss,
congestion loss, L2 address, signal strength,
retransmission counter...
•operation
•uptime, location, temperature, time zone, i/f
description, CPU load, operator’s contact....
•MIB, PerfSONAR
by ikob, Dr Kobayashi
How to extract information
PTP: retrieve every hop’s data by single packet with header growth
SIRENS: one packet collects one router’s data, multiple packets
are required to retrieve whole path
© ikob, Dr Kobayashi
Visible route
© ikob, Dr Kobayashi
Experiment for High-Performance Scientific Data Transfer
Seoul XP
Korea
10G
100km
Daejon
Kwangju
perf server
U of Tokyo
1G (10G)
Taegu
Busan
Koganei
SWITCH
e-vlbi server
Tokyo XP /
JGN II I-NOC
1G
1G(10G)
250km
GEANT
2.5G SONET
JGN II
APII/JGNII
Kitakyushu
Fukuoka
bwctl server
JGNII
KOREN
2.5G
Kashima
1G
2.5G
1,000km
1G (10G)
10G
7,000km
10G
Chicago
9,000km
MIT Haystack
TransPAC
Abilene
Genkai XP
Fukuoka
Japan
A BWCTL account available for CMM
including Korean researchers
10G
U. Hawaii
Los Angeles
Pittsburgh
2.4G
4,000km
Indianapolis
Washington
DC
*Performance Measurement Point Directory
http://e2epi.internet2.edu/pipes/pmp/pmp-dir.html
International collaboration to support for science applications
© Masaki Hirabaru, January 27, 2005
Application: P2P traffic engineering
heavy traffic with other AS numbers
BitTorrent
Traffic
volume
Wei Yuan, Goto Lab.
12
Traffic engineering
Traffic
volume
within an AS number
Wei Yuan, Goto Lab.
13
Related topic
Open flow, flow based routing
hash
table
routing
table
flow data
• A flow is a series of IP packets.
• flow = <Protocol, IPa, PORTa, IPb, PORTb>
14
NetFPGA-1G Hardware
Xilinx Virtex-2 Pro FPGA
PCI Host Interface
SRAM
DRAM
4 * Gigabit Ethernet ports
Open Flow Demo at SC 08
http://jpnoc.net/OpenFlow-DEMO.m4v
movie by Jin Tanaka
16
No buffer memory for flow routers
• traditional routers: a parking lot model
queue
• flow router: connection model, non-delay
17
Anagran FR-1000
Caspian Networks
NEC
NetFPGA
18
Summary (Part 1)
• Visible routers and switches are important
• Application area — we need input from you
• Flow based routing — future internet?
19
Summary (Part 1)
• Visible routers and switches are important
• Application area — we need input from you
• Flow based routing — future internet?
Enjoy your
stay at Beppu!
http://www.e-marutou.com/?pid=3749729
20
Second Great Depression ?
Phrase used by Paul Robin Krugman
US
financial
company
JP
manufacturing
company
Classification by Kazuo Mizuno
Loss or Growth?
US
Investment
Bank
JP
Export
Company
financial asset =
market capitalization
+bonds outstanding
+money supply
200
180
160
140
120
financial asset
100
GDP
80
60
40
20
Jan-08
Jan-07
Jan-06
Jan-05
Jan-04
Jan-03
Jan-02
Jan-01
Jan-00
Jan-99
Jan-98
Jan-97
Jan-96
Jan-95
Jan-94
Jan-93
Jan-92
Jan-91
Jan-90
0
Kazuo Mizuno, and Mitsubishi UFJ Securities, graph redrawn by S.Goto
Black–Scholes
http://en.wikipedia.org/wiki/Black-Scholes
• The Black–Scholes model is a mathematical
model of the market for an equity, in which the
equity's price is a stochastic process.
• The Black–Scholes PDE is a partial differential
equation which (in the model) must be satisfied
by the price of a derivative on the equity.
• The Black–Scholes formula is the result
obtained by solving the Black-Scholes PDE for
European put and call options.
23
Black–Scholes
• Merton and Scholes received the 1997 Nobel
Prize in Economics for this and related work.
Black was ineligible for the prize because of
his death in 1995.
dSt = μStdt+ σStdWt
The price of the underlying instrument St follows a Wiener process Wt with constant
drift μ and volatility σ, and the price changes are log-normally distributed:
ブラック-ショールズモデルとは、1 種類の配当のない株と 1 種類の債券の 2 つが存在
する証券市場のモデルで、時刻 t における株価 St と債券価格 Bt が
dSt = St(σdWt + μdt), Bt = exp(rt) , r,σ,μは定数 , Wtは標準ブラウン運動,
を満たすものをいう。
ja.wikipedia.org/wiki/ブラック-ショールズ方程式
24
Network Traffic
• Our diffusion equation is similar to that taken by
Black and Scholes who modeled the option
pricing behavior as a geometric Brownian
motion.
•
http://dspace.wul.waseda.ac.jp/dspace/bitstream/2065/4894/1/93038_391.pdf
Yoshitaka Takahashi, A branching Poisson
Process Input Finite-Capacity Queueing System
for Telecommunication Networks,
Waseda Commercial Review, vol.391, pp.105—
116, Dec 2001.
25
Fractal and Multifractal
• Benoit B. Mandelbrot,
A Multifractal Walk Down Wall Street,
Scientific American, February 1999.
http://www.elliottwave.com/education/SciAmerican/Mandelbrot_Article2.htm
• Benoit B. Mandelbrot and Richard L. Hudson,
The (Mis)behaviour of Markets: A Fractal View
of Risk, Ruin, and Reward, 2004.
• (In Japanese, Econophysics)
高安秀樹「経済物理学の発見」
光文社新書167, 2004.
26
Random Walk vs. Fractal
A Multifractal
Walk Down
Wall Street
Burton G. Malkiel,
Random Walk Down Wall Street:
The Time-Tested Strategy for Successful Investing
27
Fractal
Koch curve
ja.wikipedia.org/wiki/コッホ曲線
28
Network Traffic
normal
distribution
(fGn model)
X (ti)
ti
Pr [X (ti) = x]
ti
histogram
asymmetric
X (ti)
Pr [X (ti) = x]
Captured
Packets
X (ti)
Tatsuya Mori, PhD Thesis, Waseda Universtiy, 2005
histogram
symmetric
X (ti)
29
Power Function (High volume AS numbers)
Naoki Arai and Shigeki Goto,
Traffic Analysis Based on Autonomous System Numbers ,
IWS2000, Internet Workshp 2000 pp.121-126 , February 16, 2000.
95.00%
R 2  0.9899
Cumulative Distribution
90.00%
85.00%
80.00%
75.00%
70.00%
Cumulative Distribution
65.00%
Approximated Curve (Power Function)
60.00%
1%
2%
3%
4%
6%
Distribution of ASes
7%
8%
9%
30
Lessons (Part 2)
• It is not possible to predict stock prices by the
new theory.
• The old model underestimates the risk
because it uses random walk, or normal
distribution.
• Network traffic:
95% rule of SLA is reasonable?
31
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