A DTW Approach for Complex Data A Case Study with Network Data Streams

Dynamic Time Warping (DTW) is a robust method to measure the similarity between two sequences. This paper proposes a method based on DTW to analyse high-speed data streams. The central idea is to decompose the network traffic into sequences of histograms of packet sizes and then calculate the distance between pairs of such sequences using DTW with Kullback-Leibler (KL) distance. As a baseline, we also compute the Euclidean Distance between the sequences of histograms. Since our preliminary experiments indicate that the distance between two sequences falls within a different range of values for distinct types of streams, we then exploit this distance information for stream classification using a Random Forest. The approach was investigated using recent internet traffic data from a telecommunications company. To illustrate the application of our approach, we conducted a case study with encrypted Internet Protocol Television (IPTV) network traffic data. The goal was to use our DTW-based approach to detect the video codec used in the streams, as well as the IPTV channel. Results strongly suggest that the DTW distance value between the data streams is highly informative for such classification tasks.