Published March 29, 2020
| Version 1.0.0
Report
Open
Time Series Metric Extraction for Application Behaviour Modeling
Description
Starting from univariate signals coming from test workloads run under different
restriction a consistent single-dimensional signal parametrization method through
piecewise-linear functions was defined and packaged in a ready-to-use suite.
The results could be used to characterize the signals and measure their reactions
to changes in computing and/or network resources.
More work is still needed for the multidimensional case.
Files
RiccardoMaganza_report.pdf
Files
(1.9 MB)
| Name | Size | Download all |
|---|---|---|
|
md5:15f67f31dd290ae9ab1f1ae59c7f9e6d
|
1.9 MB | Preview Download |
Additional details
References
- A. Anastasiou and P. Fryzlewicz. Detecting multiple generalized change-points by isolating single ones. arXiv preprint arXiv:1901.10852, 2019.
- G. Apollinari, I. Béjar Alonso, O. Brüning, P. Fessia, M. Lamont, L. Rossi, and L. Tavian. High-Luminosity Large Hadron Collider (HL-LHC): Technical Design Report V. 0.1. CERN Yellow Reports: Monographs. CERN, Geneva, 2017. doi: 10.23731/CYRM-2017-004.
- P. Fearnhead, R. Maidstone, and A. Letchford. Detecting changes in slope with an L0 penalty. Journal of Computational and Graphical Statistics, 28(2): 265–275, 2019.
- K. Haynes, P. Fearnhead, and I. A. Eckley. A computationally efficient nonparametric approach for changepoint detection. Statistics and Computing, 27 (5):1293–1305, 2017.
- R. Killick, P. Fearnhead, and I. A. Eckley. Optimal detection of changepoints with a linear computational cost. Journal of the American Statistical Association, 107(500):1590–1598, 2012.
- L. X. Kuffo Rivero. POSEIDON: Analyzing the secrets of the Trident Node monitoring. Technical report, CERN Openlab, Nov. 2018.
- R. Maidstone, T. Hocking, G. Rigaill, and P. Fearnhead. On optimal multiple changepoint algorithms for large data. Statistics and Computing, 27(2):519– 533, 2017.
- C. Zou, G. Yin, L. Feng, and Z. Wang. Nonparametric maximum likelihood approach to multiple change-point problems. The Annals of Statistics, 42(3): 970–1002, 2014.