SASE VI and the statistical analyses of series in events in computer systems
Lewis, Peter A. W.
MetadataShow full item record
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)
RightsThis 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.
NPS Report NumberNPS 55Lw76091
Showing items related by title, author, creator and subject.
Lewis, Peter A.W.; Shedler, Gerald S. (Monterey, California. Naval Postgraduate School, 1977-09); NPS-55-77-38Models 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 ...
Sovereign, Michael G.; Stewart, Joseph S., II (Monterey, California. Naval Postgraduate School, 1986-06); LIDS-R-1624A series of annual experiments in Command, Control and Communications have been held at NPS over the last three years. These experiments have been sponsored by the Defense Communications Agency under the auspices of the ...
Lee, Young Woo (Monterey, California: Naval Postgraduate School, 1977-03);An interactive package of computer programs has been developed for the analysis of time series data. The package, called the Time Series Editor, is designed around the Box-Jenkins' statistical methodology of time series ...