Analysis and modelling of point processes in computer systems
Lewis, Peter A.W.
Shedler, Gerald S.
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Models of univariate and multivariate series of events (point processes) and statistical methods for the analysis of point processes have diverse applications in the study of computer systems. These applications, which include the analysis and prediction of computer system reliability and the evaluation of computer system performance, are reviewed with emphasis on the latter. In addition recent results are described in the development of methodology for the statistical analysis of point processes. The analysis of multivariate point processes is much more difficult than that of univariate point processes, and that methodology has only recently been developed in a perforce fairly tentative manner. The applications to computer system data illustrate the need for new data analytic methods for handling large amounts of data, and the need for simple models for non-normal, positive multivariate time series. Some starts in these directions are indicated
NPS Report NumberNPS-55-77-38
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