Statistical Analysis of Non-Stationary Series of Events in a Data Base System
Lewis, Peter A. W.
Shedler, Gerald S.
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Central problems in performance evaluation of computer systems are the description of the behavior of the system and characterization of the workload. One approach to these problems comprises the interactive combination of data-analytic procedures with probability modeling. This paper describes methods, both old and new, for the statistical analysis of non-stationary univeriate stochastic point processes and sequences of positive random variables. Such processes are frequently encountered in computer systems. As an illustration of the methodology so analysis is given of the stochastic point process of transactions initiated in a running data base system. On the basis of the statistical analysis, a non-homogeneous Poisson process model for the transaction initiation process is postulated for periods of high system activity and found to be an adequate characterization of the data. For periods of lower system activity, the transaction inition process has a complex structure, with more clustering evident. Overall models of this type have application to the validation of preposed data base (sub)system models.
NPS Report NumberNPS55Lw76092
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