SASE VI and the statistical analyses of series in events in computer systems

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Authors
Lewis, Peter A. W.
Subjects
Statistical analysis
spectral analysis
Series of events
random variables, trends
point processes
renewal processes
cyclic trends
Poisson processes
computer systems
Advisors
Date of Issue
1976-09
Date
1976-09
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
Abstract
We describe recent results in the development of methodology of the statistical analysis of univariate series of events (point processes) and give some references to applications in the analysis and evaluation of computer system performance data. In addition, we describe the SASE VI program which has been developed to implement the methodology for the statistical analysis of series of events in the monograph on this subject by Cox and Lewis. Various subroutines perform, among other things, tests for monotone and cyclic trends, tests for renewal and Poisson processes and two different types of spectral analysis. The program can also be used to analyze any series of positive random variables such as counts of events in successive fired time intervals in a point process. It has been programmed in both FORTRAN and APL. Multivariate series of events (point processes) present a much more difficult task and the methodology for their analysis has only recently been developed in a perforce fairly tentative manner. Applications in the analysis of computer system data and neurophysiological data are given. One problem here is the need for new data analytic methods for the analysis of data when trying to build models, and the lack of simple models for non-normal, positive multivariate time series. Some starts in these directions are described. (Author)
Type
Technical Report
Description
Series/Report No
Department
Identifiers
NPS Report Number
NPS 55Lw76091
Sponsors
Funder
supported by funds provided directly from the Chief of Naval Research under Grant NR-42-284
Format
Citation
Distribution Statement
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.
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