The document discusses techniques for workload forecasting using percentile-based approaches when classical linear regression fails, including identifying trends in workload data, predicting future percentiles to size resources, and use cases like determining how much additional capacity is needed for bounded vs unbounded workloads. Quantile compression, where higher percentiles grow more slowly than lower ones as a system approaches saturation, is an important concept for predicting constrained workloads and avoiding undersizing resources.
When forecasting the workload for capacity planning, there is always a "magic number" - the probability of not being underforecasted. Then comes the problem of forecasting with such probability. However, upper percentiles are where all the non-stationarity has its highest impact on the workload. In this presentation, we show an elegant way to overcome this and other issues without losing mathematical rigor.
When forecasting the workload for capacity planning, there is always a "magic number" - the probability of not being underforecasted. Then comes the problem of forecasting with such probability. However, upper percentiles are where all the non-stationarity has its highest impact on the workload. In this presentation, we show an elegant way to overcome this and other issues without losing mathematical rigor.
4Developers 2015: Measure to fail - Tomasz KowalczewskiPROIDEA
YouTube: https://www.youtube.com/watch?v=H5F0D55nKX4&index=11&list=PLnKL6-WWWE_WNYmP_P5x2SfzJ7jeJNzfp
Tomasz Kowalczewski
Language: English
Hardware fails, applications fail, our code... well, it fails too (at least mine). To prevent software failure we test. Hardware failures are inevitable, so we write code that tolerates them, then we test. From tests we gather metrics and act upon them by improving parts that perform inadequately. Measuring right things at right places in an application is as much about good engineering practices and maintaining SLAs as it is about end user experience and may differentiate successful product from a failure.
In order to act on performance metrics such as max latency and consistent response times we need to know their accurate value. The problem with such metrics is that when using popular tools we get results that are not only inaccurate but also too optimistic.
During my presentation I will simulate services that require monitoring and show how gathered metrics differ from real numbers. All this while using what currently seems to be most popular metric pipeline - Graphite together with com.codahale metrics library - and get completely false results. We will learn to tune it and get much better accuracy. We will use JMeter to measure latency and observe how falsely reassuring the results are. We will check how graphite averages data just to helplessly watch important latency spikes disappear. Finally I will show how HdrHistogram helps in gathering reliable metrics. We will also run tests measuring performance of different metric classes
Hardware fails, applications fail, our code... well, it fails too (at least mine). To prevent software failure we test. Hardware failures are inevitable, so we write code that tolerates them, then we test. From tests we gather metrics and act upon them by improving parts that perform inadequately. Measuring right things at right places in an application is as much about good engineering practices and maintaining SLAs as it is about end user experience and may differentiate successful product from a failure.
In order to act on performance metrics such as max latency and consistent response times we need to know their accurate value. The problem with such metrics is that when using popular tools we get results that are not only inaccurate but also too optimistic.
During my presentation I will simulate services that require monitoring and show how gathered metrics differ from real numbers. All this while using what currently seems to be most popular metric pipeline - Graphite together with metrics.dropwizard.io library - and get completely false results. We will learn to tune it and get much better accuracy. We will use JMeter to measure latency and observe how falsely reassuring the results are. Finally I will show how HdrHistogram helps in gathering reliable metrics. We will also run tests measuring performance of different metric classes.
transport economic - topis 2
Review Basics of Demand Analysis
Estimation and Forecasting of Demand
Review of Basic Statistics
Measures of Central Tendency
Measures of Spread
Simple Hypothesis Test
Correlation
Basic Trend Analysis
Basic Regression Analysis
what is sastistic?
“There are lies, damned lies and statistics”
(former British Prime Minister)
“Statistics is like a bikini; it reveals a lot but also covers some of the most important parts”
(student in Singapore)
“If I had one day left to live, I would live it in my statistics class, it would seem so much longer”
(American student)
R - what do the numbers mean? #RStats This is the presentation for my Demo at Orlando Live60 AILIve. We go through statistics interpretation with examples
Quality Journey -Introduction to 7QC Tools2.0.pdfNileshJajoo2
7QC Tool - Quality Journey , Myth about Quality :- Cost of Quality
Check Sheet
Histogram
Pareto Chart
Cause and Effect Diagram
Control Charts
Scatter Diagram
Process Flow Diagram
EFFECT is “WHAT?” Happens
CAUSE is “WHY?” it Happens
EFFECT = RESULT OR OUTCOME
CAUSE = REASON(S) OR FACTOR(S) CONTRIBUTING TO THE EFFECT
Quality Definition :- Doing the right thing , right at first time and every time, meeting
customer’s & investor’s expectations .
Delve into the world of e-commerce order prediction and discover how data science is revolutionizing inventory management and customer satisfaction. Learn how predictive analytics can forecast future orders, optimize inventory levels, and enhance the overall shopping experience. Join us as we unravel the complexities of e-commerce forecasting. visit https://bostoninstituteofanalytics.org/data-science-and-artificial-intelligence/ for more data science insights
Interpreting Data Like a Pro - Dawn of the Data Age Lecture SeriesLuciano Pesci, PhD
Picture this. You’ve collected, cleaned, and analyzed your data (no small feat) but as you sit there staring at your computer screen you think, “what does this actually mean?” If you’ve had a moment like this you’re not alone! One of the most difficult things about data is interpreting the output because it depends on selecting the appropriate analytics method for the right type of data.
This Lecture Will:
-TEACH YOU HOW TO IDENTIFY DIFFERENT DATA TYPES
-EXPLAIN THE RIGHT WAY TO SELECT DATA ANALYSIS METHODS
-SHOW CORE DATA INTERPRETATION SKILLS YOU NEED TO SUCCEED
You can watch this lecture here: https://youtu.be/SirK0SSBeZg
Informs2020 using machine learning to identify the factors of people's mobi...Alex Gilgur
Mobility is an important metric in modeling of community population dynamics and community resilience. It is directly associated with the inorganic changes in a community during and after a disruption (e.g., city gentrification, refugee migration from a war zone, flash mobs in an online community, etc.). Mobility is driven by socioeconomic, demographic, geographical, psychological, and legal parameters. Not all of these parameters are mutually independent (orthogonal). For proper modeling, it is important to avoid collinearity, as otherwise the model will not generalize well. We discuss how machine learning can be used to avoid it by identifying the mutually orthogonal metrics (factors)
4Developers 2015: Measure to fail - Tomasz KowalczewskiPROIDEA
YouTube: https://www.youtube.com/watch?v=H5F0D55nKX4&index=11&list=PLnKL6-WWWE_WNYmP_P5x2SfzJ7jeJNzfp
Tomasz Kowalczewski
Language: English
Hardware fails, applications fail, our code... well, it fails too (at least mine). To prevent software failure we test. Hardware failures are inevitable, so we write code that tolerates them, then we test. From tests we gather metrics and act upon them by improving parts that perform inadequately. Measuring right things at right places in an application is as much about good engineering practices and maintaining SLAs as it is about end user experience and may differentiate successful product from a failure.
In order to act on performance metrics such as max latency and consistent response times we need to know their accurate value. The problem with such metrics is that when using popular tools we get results that are not only inaccurate but also too optimistic.
During my presentation I will simulate services that require monitoring and show how gathered metrics differ from real numbers. All this while using what currently seems to be most popular metric pipeline - Graphite together with com.codahale metrics library - and get completely false results. We will learn to tune it and get much better accuracy. We will use JMeter to measure latency and observe how falsely reassuring the results are. We will check how graphite averages data just to helplessly watch important latency spikes disappear. Finally I will show how HdrHistogram helps in gathering reliable metrics. We will also run tests measuring performance of different metric classes
Hardware fails, applications fail, our code... well, it fails too (at least mine). To prevent software failure we test. Hardware failures are inevitable, so we write code that tolerates them, then we test. From tests we gather metrics and act upon them by improving parts that perform inadequately. Measuring right things at right places in an application is as much about good engineering practices and maintaining SLAs as it is about end user experience and may differentiate successful product from a failure.
In order to act on performance metrics such as max latency and consistent response times we need to know their accurate value. The problem with such metrics is that when using popular tools we get results that are not only inaccurate but also too optimistic.
During my presentation I will simulate services that require monitoring and show how gathered metrics differ from real numbers. All this while using what currently seems to be most popular metric pipeline - Graphite together with metrics.dropwizard.io library - and get completely false results. We will learn to tune it and get much better accuracy. We will use JMeter to measure latency and observe how falsely reassuring the results are. Finally I will show how HdrHistogram helps in gathering reliable metrics. We will also run tests measuring performance of different metric classes.
transport economic - topis 2
Review Basics of Demand Analysis
Estimation and Forecasting of Demand
Review of Basic Statistics
Measures of Central Tendency
Measures of Spread
Simple Hypothesis Test
Correlation
Basic Trend Analysis
Basic Regression Analysis
what is sastistic?
“There are lies, damned lies and statistics”
(former British Prime Minister)
“Statistics is like a bikini; it reveals a lot but also covers some of the most important parts”
(student in Singapore)
“If I had one day left to live, I would live it in my statistics class, it would seem so much longer”
(American student)
R - what do the numbers mean? #RStats This is the presentation for my Demo at Orlando Live60 AILIve. We go through statistics interpretation with examples
Quality Journey -Introduction to 7QC Tools2.0.pdfNileshJajoo2
7QC Tool - Quality Journey , Myth about Quality :- Cost of Quality
Check Sheet
Histogram
Pareto Chart
Cause and Effect Diagram
Control Charts
Scatter Diagram
Process Flow Diagram
EFFECT is “WHAT?” Happens
CAUSE is “WHY?” it Happens
EFFECT = RESULT OR OUTCOME
CAUSE = REASON(S) OR FACTOR(S) CONTRIBUTING TO THE EFFECT
Quality Definition :- Doing the right thing , right at first time and every time, meeting
customer’s & investor’s expectations .
Delve into the world of e-commerce order prediction and discover how data science is revolutionizing inventory management and customer satisfaction. Learn how predictive analytics can forecast future orders, optimize inventory levels, and enhance the overall shopping experience. Join us as we unravel the complexities of e-commerce forecasting. visit https://bostoninstituteofanalytics.org/data-science-and-artificial-intelligence/ for more data science insights
Interpreting Data Like a Pro - Dawn of the Data Age Lecture SeriesLuciano Pesci, PhD
Picture this. You’ve collected, cleaned, and analyzed your data (no small feat) but as you sit there staring at your computer screen you think, “what does this actually mean?” If you’ve had a moment like this you’re not alone! One of the most difficult things about data is interpreting the output because it depends on selecting the appropriate analytics method for the right type of data.
This Lecture Will:
-TEACH YOU HOW TO IDENTIFY DIFFERENT DATA TYPES
-EXPLAIN THE RIGHT WAY TO SELECT DATA ANALYSIS METHODS
-SHOW CORE DATA INTERPRETATION SKILLS YOU NEED TO SUCCEED
You can watch this lecture here: https://youtu.be/SirK0SSBeZg
Informs2020 using machine learning to identify the factors of people's mobi...Alex Gilgur
Mobility is an important metric in modeling of community population dynamics and community resilience. It is directly associated with the inorganic changes in a community during and after a disruption (e.g., city gentrification, refugee migration from a war zone, flash mobs in an online community, etc.). Mobility is driven by socioeconomic, demographic, geographical, psychological, and legal parameters. Not all of these parameters are mutually independent (orthogonal). For proper modeling, it is important to avoid collinearity, as otherwise the model will not generalize well. We discuss how machine learning can be used to avoid it by identifying the mutually orthogonal metrics (factors)
Measuring Community Resilience: a Bayesian Approach CESUN2018Alex Gilgur
Analysis of community behavior and its interactions within and without (e.g., with other communities, civil and industrial engineered systems, organizations, governments, etc.) is a critical topic in a diverse variety of domains, from sociology and psychology to marketing science, security analytics, defense operations, political sciences, and other fields. Viewing a community as an engineered system allows the researcher to separate metrics characterizing the behavior of the community as a whole from metrics describing activities within it. One of the fundamental parameters of a community is its resilience. There are several accepted definitions of community resilience; however, translating them into practically applicable mathematical terms is a non-trivial task, due to the difficulties in implementation of such definitions. In this paper, we mathematically derive an applicable metric of community resilience. We further demonstrate how the metric can be estimated iteratively in a Bayesian process. Due to the specifics of community dynamics, implementation of Bayesian correction to metric estimates with real community data is a slow process, as intervals of time between community-affecting events in the real world are usually long (from months to years), while available measurements of community metrics that can be translated into state variables are often excessively aggregated. This limits their usefulness. For these reasons, we use a simulation of community population changes in response to changes in the sentiment of social and public media to demonstrate practical calculation of the proposed metric.
This presentation talks about an elegant way to combine the strengths of regression and TSA forecasting to deliver better answers to capacity planning questions.
Statistical Process Control (SPC) is a well described framework used to identify weak points in any process and predict the probability of failure in it. The distribution parameters of process metrics have been translated into process capability, which evolved in the 1990s into the Six Sigma methodology in a number of incarnations. However, all techniques derived for SPC have two important weaknesses: they assume that the process metric is expected to be in a steady state and they assume that the process metric is normally distributed, or can be converted to a normal distribution. The concepts and ideas outlined in this paper make it possible to overcome these two shortcomings. Our methodology is a generalization of traditional SPC to nonstationary and non-Gaussian metrics. The techniques outlined in this paper have been developed and validated for the IT industry, but they can be easily translated into other domains.
When sizing any network capacity, several factors, such as Traffic, Quality of Service (QoS), and Total Cost of Ownership (TCO) are usually taken into account. Generally, it boils down to a joint minimization of cost and maximization of traffic subject to the constraints of protocol and QoS requirements. The stochastic nature of network traffic and the link saturation queueing issues add uncertainty to the already complex optimization problem. In this paper, we examine the sources of traffic demand variability and dive into Monte-Carlo methodology as an efficient way for solving these problems.
Explore the innovative world of trenchless pipe repair with our comprehensive guide, "The Benefits and Techniques of Trenchless Pipe Repair." This document delves into the modern methods of repairing underground pipes without the need for extensive excavation, highlighting the numerous advantages and the latest techniques used in the industry.
Learn about the cost savings, reduced environmental impact, and minimal disruption associated with trenchless technology. Discover detailed explanations of popular techniques such as pipe bursting, cured-in-place pipe (CIPP) lining, and directional drilling. Understand how these methods can be applied to various types of infrastructure, from residential plumbing to large-scale municipal systems.
Ideal for homeowners, contractors, engineers, and anyone interested in modern plumbing solutions, this guide provides valuable insights into why trenchless pipe repair is becoming the preferred choice for pipe rehabilitation. Stay informed about the latest advancements and best practices in the field.
Sachpazis:Terzaghi Bearing Capacity Estimation in simple terms with Calculati...Dr.Costas Sachpazis
Terzaghi's soil bearing capacity theory, developed by Karl Terzaghi, is a fundamental principle in geotechnical engineering used to determine the bearing capacity of shallow foundations. This theory provides a method to calculate the ultimate bearing capacity of soil, which is the maximum load per unit area that the soil can support without undergoing shear failure. The Calculation HTML Code included.
Overview of the fundamental roles in Hydropower generation and the components involved in wider Electrical Engineering.
This paper presents the design and construction of hydroelectric dams from the hydrologist’s survey of the valley before construction, all aspects and involved disciplines, fluid dynamics, structural engineering, generation and mains frequency regulation to the very transmission of power through the network in the United Kingdom.
Author: Robbie Edward Sayers
Collaborators and co editors: Charlie Sims and Connor Healey.
(C) 2024 Robbie E. Sayers
Automobile Management System Project Report.pdfKamal Acharya
The proposed project is developed to manage the automobile in the automobile dealer company. The main module in this project is login, automobile management, customer management, sales, complaints and reports. The first module is the login. The automobile showroom owner should login to the project for usage. The username and password are verified and if it is correct, next form opens. If the username and password are not correct, it shows the error message.
When a customer search for a automobile, if the automobile is available, they will be taken to a page that shows the details of the automobile including automobile name, automobile ID, quantity, price etc. “Automobile Management System” is useful for maintaining automobiles, customers effectively and hence helps for establishing good relation between customer and automobile organization. It contains various customized modules for effectively maintaining automobiles and stock information accurately and safely.
When the automobile is sold to the customer, stock will be reduced automatically. When a new purchase is made, stock will be increased automatically. While selecting automobiles for sale, the proposed software will automatically check for total number of available stock of that particular item, if the total stock of that particular item is less than 5, software will notify the user to purchase the particular item.
Also when the user tries to sale items which are not in stock, the system will prompt the user that the stock is not enough. Customers of this system can search for a automobile; can purchase a automobile easily by selecting fast. On the other hand the stock of automobiles can be maintained perfectly by the automobile shop manager overcoming the drawbacks of existing system.
Saudi Arabia stands as a titan in the global energy landscape, renowned for its abundant oil and gas resources. It's the largest exporter of petroleum and holds some of the world's most significant reserves. Let's delve into the top 10 oil and gas projects shaping Saudi Arabia's energy future in 2024.
CFD Simulation of By-pass Flow in a HRSG module by R&R Consult.pptxR&R Consult
CFD analysis is incredibly effective at solving mysteries and improving the performance of complex systems!
Here's a great example: At a large natural gas-fired power plant, where they use waste heat to generate steam and energy, they were puzzled that their boiler wasn't producing as much steam as expected.
R&R and Tetra Engineering Group Inc. were asked to solve the issue with reduced steam production.
An inspection had shown that a significant amount of hot flue gas was bypassing the boiler tubes, where the heat was supposed to be transferred.
R&R Consult conducted a CFD analysis, which revealed that 6.3% of the flue gas was bypassing the boiler tubes without transferring heat. The analysis also showed that the flue gas was instead being directed along the sides of the boiler and between the modules that were supposed to capture the heat. This was the cause of the reduced performance.
Based on our results, Tetra Engineering installed covering plates to reduce the bypass flow. This improved the boiler's performance and increased electricity production.
It is always satisfying when we can help solve complex challenges like this. Do your systems also need a check-up or optimization? Give us a call!
Work done in cooperation with James Malloy and David Moelling from Tetra Engineering.
More examples of our work https://www.r-r-consult.dk/en/cases-en/
TECHNICAL TRAINING MANUAL GENERAL FAMILIARIZATION COURSEDuvanRamosGarzon1
AIRCRAFT GENERAL
The Single Aisle is the most advanced family aircraft in service today, with fly-by-wire flight controls.
The A318, A319, A320 and A321 are twin-engine subsonic medium range aircraft.
The family offers a choice of engines
Event Management System Vb Net Project Report.pdfKamal Acharya
In present era, the scopes of information technology growing with a very fast .We do not see any are untouched from this industry. The scope of information technology has become wider includes: Business and industry. Household Business, Communication, Education, Entertainment, Science, Medicine, Engineering, Distance Learning, Weather Forecasting. Carrier Searching and so on.
My project named “Event Management System” is software that store and maintained all events coordinated in college. It also helpful to print related reports. My project will help to record the events coordinated by faculties with their Name, Event subject, date & details in an efficient & effective ways.
In my system we have to make a system by which a user can record all events coordinated by a particular faculty. In our proposed system some more featured are added which differs it from the existing system such as security.
Final project report on grocery store management system..pdfKamal Acharya
In today’s fast-changing business environment, it’s extremely important to be able to respond to client needs in the most effective and timely manner. If your customers wish to see your business online and have instant access to your products or services.
Online Grocery Store is an e-commerce website, which retails various grocery products. This project allows viewing various products available enables registered users to purchase desired products instantly using Paytm, UPI payment processor (Instant Pay) and also can place order by using Cash on Delivery (Pay Later) option. This project provides an easy access to Administrators and Managers to view orders placed using Pay Later and Instant Pay options.
In order to develop an e-commerce website, a number of Technologies must be studied and understood. These include multi-tiered architecture, server and client-side scripting techniques, implementation technologies, programming language (such as PHP, HTML, CSS, JavaScript) and MySQL relational databases. This is a project with the objective to develop a basic website where a consumer is provided with a shopping cart website and also to know about the technologies used to develop such a website.
This document will discuss each of the underlying technologies to create and implement an e- commerce website.
Water scarcity is the lack of fresh water resources to meet the standard water demand. There are two type of water scarcity. One is physical. The other is economic water scarcity.
Forklift Classes Overview by Intella PartsIntella Parts
Discover the different forklift classes and their specific applications. Learn how to choose the right forklift for your needs to ensure safety, efficiency, and compliance in your operations.
For more technical information, visit our website https://intellaparts.com
Student information management system project report ii.pdfKamal Acharya
Our project explains about the student management. This project mainly explains the various actions related to student details. This project shows some ease in adding, editing and deleting the student details. It also provides a less time consuming process for viewing, adding, editing and deleting the marks of the students.
Student information management system project report ii.pdf
CMG15 Session 525
1. Views and opinions expressed in this presentation are solely of its authors and do not
necessarily represent those of Alphabet, Inc or its subsidiaries, including Google, Inc.
Select images and formulae are provided with permission from Google, Inc
Percentile-Based Approach
To Forecasting Workload
Growth
Alex Gilgur, Douglas Browning, Stephen Gunn,
Xiaojun Di, Wei Chen, and Rajesh Krishnaswamy
IT Capacity and Performance
41st International Conference by
the Computer Measurement Group (CMG'15)
San Antonio, TX November 5, 2015
Session 525
2. How often do you see such patterns?
How do you predict them?
3. “What's in a name?
That which we call a rose / By any other name /Would smell as sweet”
● Useful Workload Measures:
○ Outlier Boundary
○ Mean + “Z” Standard Deviations (e.g. “3 sigma”, “6 sigma”, etc.)
○ 95th percentile
○ 90th percentile
○ 75th percentile
○ Simple Average (Mean)
○ Median
○ 25th percentile
● Define Workload via Little's Law:
○ Number of units of work in the system
■ Number of packets in flight
■ Number of queries in queue
○ W = X * T
4. ● Workload Forecasting
○ When Classical Methods Fail
○ Workload statistics:
■ “Z-sigma”
■ Quantile Regression
● p95
● Outlier Boundaries
○ Knees, Hyperbolae, and Sensitivity
○ Quantile Compression
○ Predicting the Workload
○ Use Cases
What We Will Talk About
5. “It may be normal, darling; but I'd rather be natural.”
Truman Capote, Breakfast at Tiffany’s
Usual Assumptions:
● Residuals are Normally distributed
● Mean and StDev of residuals are constant
9. Why not Split the Workload into Two Servers?
● Sometimes app1 and app2 have to go to the same
server for processing.
● To size the server (VM/Network Link/Storage LUN/… ),
we only want to forecast the upper bound.
● Sometimes it’s hard to get additional capacity:
○ budget, justification, approvals, etc.
○ Cloud helps, but...
Percentile-based Modeling is often the only solution
10. QuantReg for the 2 types of workload
fits very nicely in both cases
11. Should we Size Hardware for 95%-ile of Workload?
5% of the time
SLA (99.9%? 99.999%?)
will be violated
12. IQR vs. 5th and 95th Percentiles
IQR excludes “true” outliers
IQR (Tukey’s method) 5th and 95th Percentiles
13. Shouldn’t we Size Resources for Non-Outliers Instead?
John Tukey’s IQR method
● Why?
○ Normality does not matter
○ 5th & 95th percentiles in this scenario
would have “outlawed” a good part of data
points that are NOT outliers
● Why Not?
○ Multi-Modal distributions
We size for SLA, as long as traffic
stays within outlier boundaries
17. ● don’t predict based on all data:
○ find natural groupings (GMM, DBSCAN, ...)
○ then fit the model
○ use the higher cluster to guarantee QoS
Tukey’s Method
● robust boundaries
● distribution-agnostic
● can be used to guarantee high QoS
○ Unimodal Distribution ○ Multi-Modal Distribution
18. Long Story Short
● Forecast Percentiles
● Find Natural Groupings
● Size For Outlier Boundaries
19. ● Workload Forecasting
○ When Classical Methods Fail
○ Workload statistics:
■ “Z-sigma”
■ Quantile Regression
● p95
● Outlier Boundaries
○ Knees, Hyperbolae, and Sensitivity
○ Quantile Compression
○ Predicting the Workload
○ Use Cases
What We Will Talk About Next
20. Knees, Hyperbolae, and Sensitivity
Capacity:
Workload:
In a closed (constrained) system,
sensitivity of throughput to latency
increases with the throughput
21. In Human Terms
● As throughput increases, latency can only increase.
● As latency increases, throughput in a constrained
queueing system can only decrease.
● As we increase throughput in a constrained system
near its saturation point, its upper percentiles must
grow at a slower pace than lower percentiles.
22. In Mathematical Terms
Quantile Compression Theorem:
IF raw demand on a constrained system X′ is
moderated via a monotonically increasing damped
function X = f(X′),
THEN, as the system is approaching saturation,
smaller percentiles of moderated demand X grow
on average faster than higher percentiles.
This is only a presentation; for mathematical proof, please see the paper.
23. Long Story Short
“It’s just there...”
-Miles Davis
Quantile Compression:
As the system is approaching saturation, smaller
percentiles of moderated demand X grow on
average faster than higher percentiles.
24. In Practical Terms: are We Constrained?
Percentile trajectories diverge; we are NOT constrained here.
25. In Practical Terms: are We Constrained?
p5 and p95 trajectories converge; we ARE GETTING constrained here.
26. Percentile trajectories are almost all parallel; we are almost NOT constrained here.
In Practical Terms: are We Constrained?
“It’s always the quiet ones”
27. In Practical Terms: are We Constrained?
Unconstrained Growth Rates:
P97.5` > p95` > p75` > p50`
p95 trajectory is growing slower than p50; we ARE constrained here.
28. In Practical Terms: are We Constrained?
Predictions made:
p75` > p95` > p50` > p97.5`
Line Predicted by p95
Line Predicted by p50
Line Predicted by p75
Line Predicted by p97.5
Unconstrained Growth Rates:
P97.5` > p95` > p75` > p50`
p95 trajectory is growing slower than p50; we ARE constrained here.
29. In Practical Terms: are We Constrained?
Predictions made:
p75` > p95` > p50` > p97.5`
Line Predicted by p95
Line Predicted by p50
Line Predicted by p75
Line Predicted by p97.5
Unconstrained Growth Rates:
P97.5` > p95` > p75` > p50`
Observed Growth Rates:
p75` > p95` > p50` > p97.5`
p95 trajectory is growing slower than p50; we ARE constrained here.
30. In Statistical Terms: When Resource is Unconstrained
Unbounded Resource Throughput: Unimodal; Asymmetric; Skew is Constant
31. Bounded (Constrained) Resource Throughput: may become Bimodal; Skew may vary
In Statistical Terms: When Resource is Constrained
36. Long Story Short
When resource is constrained:
1. Distribution changes:
a. becomes left-skewed
b. becomes bimodal
2. Skew is very important
3. Percentile-based Skew is the preferable statistic
41. What We Will Talk About Next
● Workload Forecasting
○ When Linear Regression fails
○ Workload statistics:
■ “Z-sigma”
■ Quantile Regression
● p95
● Outlier Boundaries
○ Knees, Hyperbolae, and Sensitivity
○ Quantile Compression
○ Predicting the Workload
○ Use Cases
42. “None that I know will be, much that I fear may chance”
● Regression:
○ Business Metrics
○ Little's Law
○ Time-related Covariates
● Time Series Analysis (Forecasting):
○ EWMA
○ ARIMA
43. Is it right to Size Resources Using Upper Percentiles of Bounded Data?
Forecasting demand using bounded data leads to undersizing the resource
Doing so is the path to the dark side.
Resource Constraint =>
Quantile Compression =>
Underforecasting the load =>
Undersizing the resource
Quantile Compression:
As the system is approaching saturation, smaller
percentiles of moderated demand X grow on
average faster than higher percentiles.
44. Can we infer unbounded lines from bounded data?
TimeStamp
Skew1. Find Skew for Unbounded Data
2. Forecast Upper and Lower Percentiles to the Time Horizon of Interest
3. Infer Unbounded Upper Percentiles (Skew = const)
4. If (unbounded = forecasted) => system is still unbounded
5. If (unbounded > forecasted & forecast > history) => system will be constrained
45. Throughput Forecasting Algorithm
Get U(t)Start
Identify the most
appropriate trend type
Done
Predict Trajectories for the LB
(p25) and Median
(LB’, M’) = Prediction for Low
Bounds and Median
Save the forecast
For each timestamp
Build hourly
boxplots
data
Throughput
Throughput
46. Identify the most
appropriate trend type
Throughput
LIN
Throughput
LOG
Throughput
EXP
Throughput
QUAD
Throughput
PWR
Throughput
R2 = 0.45
R2 = 0.34
R2 = 0.47
R2 = 0.38
R2 = 0.46
Trend Type Selection
● we know the variance is huge
● we are selecting TREND TYPE
● we are NOT selecting MODEL
48. Now we can use
T-test
LIN
Throughput
R2 = 0.45
QUAD
Throughput
R2 = 0.46
EXP
Throughput
R2 = 0.47
LOG
Throughput
R2 = 0.34
PWR
Throughput
R2 = 0.38
A few words about R2
49. Trend Type SelectionThroughput
LIN
Throughput
R2 = 0.45
● we know the variance is huge
● we are selecting TREND TYPE
● we are NOT selecting MODEL
MODELS:
“LIN”,
“PWR”,
“EXP”,
“LOG”,
“QUAD”
Identify the most
appropriate trend type
50. Long Story Short
Forecasting Algorithm:
1. Compute the Skew
2. Identify the Trend Type
3. Forecast p25 and p50
4. Apply Skew to Compute Upper Percentiles
5. Compute Outlier Boundaries
51. ● Workload Forecasting
○ When Classical Methods Fail
○ Workload statistics:
■ “Z-sigma”
■ Quantile Regression
● p95
● Outlier Boundaries
○ Knees, Hyperbolae, and Sensitivity
○ Quantile Compression
○ Predicting the Workload
○ Use Cases
What We Will Talk About Next
54. Forecasting Resource
Congestion Zone
By predicting collision points for different percentiles,
we can get a general idea of a Resource Congestion Zone
HAL9000: I've just picked up a fault
in the AE35 unit. It's going to go
100% failure in 72 hours.
55. Use Cases: Unbounded: How Much to Add?
(unbounded = forecasted) => system is still unbounded
56. Use Cases: Bounded (Congested): How Much to Add?
(unbounded > forecasted) => system was, and will be, constrained
57. Use Cases: Bounded (Congested): How Much to Add?
(unbounded > forecasted) => system may have been, and will be, constrained
58. Long Story Short
● Feedback Loop & Quantile Compression:
○ “It’s just there”:
■ explicitly, via the protocol.
■ implicitly, in the saturation dynamics.
● Do not assume anything!
○ Especially about shapes of distributions.
● Do not forecast p95!
○ Forecast Outlier Boundaries instead.
○ Mean and Variance are overrated!
● Do Size Hardware for the would-have-been-
unbounded Forecasts
62. Is it Right to Size Resources Using Upper Percentiles?
Quantile Compression:
As the system is approaching
saturation, smaller percentiles of
moderated demand X grow on
average faster than higher
percentiles.
63. Is it Right to Size Resources Using Upper Percentiles?
64. Forecasting
Methods:
● EWMA
● ARIMA
● Regression
EWMA models are very specific and computationally fast, but they have to be told trend
(linear or exponential) and seasonality (additive or multiplicative).
ARIMA model will implicitly account for trends, seasonality, and stationarity of the data.
Autocorrelation of ARIMA residuals provide all the periodicities that have been missed.
For stationary data, use ARIMA
For non-stationary data, use EWMA
EWMA and ARIMA overlap
When to use Regression:
● data are monotonic.
● seasonality is NOT statistically significant.
● EWMA and ARIMA fail.
When to use Quantile Regression:
● Upper and Lower bounds behave differently.
● Outliers are possible.
For each data set, we can run a model competition, computing forecast model quality based
on a weighted sum of model goodness of fit, model suitability for forecasting, data stationarity
and data variability, and selecting the model that works best for each data set.
EWMA
ARIMA
Quantile Regression