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Warianty tytułu
Języki publikacji
Abstrakty
The existence of long-range dependencies in many natural systems was a very important discovery that introduced many interesting challenges and explanations about the systems behaviour. In the case of man-made systems such dependencies can also be visible, and one example is computer systems. Because the studies focused on long-range statistical dependencies in computer systems, particularly in the context of system performance counters, are not very common in the literature, this paper undertook an investigation of statistical long-range dependencies present in cache memory data represented as time series. Based on the time series collected during computer system processing by internal system tools, it will be seen that in the case of cache memory modelling, statistical models with long-term dependencies should be used. The following paper sections show how to collect data, analyse, and build an appropriate model.
Słowa kluczowe
Wydawca
Rocznik
Tom
Strony
311--318
Opis fizyczny
Bibliogr. 34 poz., fig., tab.
Twórcy
autor
- Department of Complex Systems, Rzeszów University of Technology, Al. Powstańców Warszawy 12, 35-959 Rzeszów, Poland
autor
- Department of Complex Systems, Rzeszów University of Technology, Al. Powstańców Warszawy 12, 35-959 Rzeszów, Poland
Bibliografia
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- 2. Ross S., Introduction to Probability Models (Eleventh Edition). Academic Press, 2014.
- 3. Cox D.R., A use of complex probabilities in the theory of stochastic processes. Proc. Cambridge Phil. Sac. 1955, 51, 313-319.
- 4. Strzalka D., Long-range dependencies and statistical self-similarity in computer memory system. Journal of Circuits, Systems and Computers, 2015, 24(3), 1550031.
- 5. Dymora P., Mazurek M., Anomaly Detection in IoT Communication Network Based on Spectral Analysis and Hurst Exponent. Appl. Sci. 2019, 9, 5319. https://doi.org/10.3390/app9245319
- 6. Tian Z., Network traffic prediction method based on wavelet transform and multiple models fusion. International Journal of Communication Systems, 2020, e4415. https://doi.org/10.1002/dac.4415
- 7. Paxson V., Floyd S., Wide area traffic: the failure of Poisson modeling. IEEE/ACM Transactions on Networking, 1995, 3(3), 226-244, https://doi. org/10.1109/90.392383
- 8. Microsoft. Performance Counters. https://learn. microsoft.com/en-us/windows/win32/perfctrs/performance-counters-portal (Accessed: 26.03.2024).
- 9. Microsoft. Windows Performance Monitor. https://learn.microsoft.com/en-us/previous-versions/windows/it-pro/windows-server- 2008-r2-and-2008/cc749249(v=ws.11) (Accessed: 26.03.2024).
- 10. Microsoft. Counter Types. https://learn.micro- soft.com/en-us/previous-versions/windows/it-pro/windows-server-2003/cc785636(v=ws.10) (Accessed: 26.03.2024).
- 11. Zhi-Jie Zhou, Chang-Hua Hu, Dong-Ling Xu, Jian-Bo Yang, Dong-Hua Zhou, New model for system behavior prediction based on belief rule based systems. Information Sciences, 2010, 180(24), 4834-4864.
- 12. Shou Z., Wang Z., Han K., Liu Y., Tiwari P. and Di X., Long-Term Prediction of Lane Change Maneuver Through a Multilayer Perceptron. IEEE Intelligent Vehicles Symposium (IV), Las Vegas, NV, USA, 2020.
- 13. Vaidyanathan P.P., Low-Noise and Low-Sensitivity Digital Filters. In: Douglas F. Elliott (Ed.), Handbook of Digital Signal Processing, Academic Press, 1987, 359-479.
- 14. Bal A., Ganguly D., Chatterjee K., Stationarity and self-similarity determination of time series data using hurst exponent and R/S ration analysis. In: Hassanien A.E., Bhattacharyya S., Chakrabati S., Bhattacharya A., Dutta,S. (Eds) Emerging Technologies in Data Mining and Information Security. Advances in Intelligent Systems and Computing, Vol. 1300, 2021.
- 15. Hurst H.E., Long-term storage capacity of reservoirs. Trans. Amer. Soc. Civil Eng, 1951, 116, 770-808.
- 16. Beran J. Statistics for Long-Memory Processes. New York: Chapman & Hall, 1994.
- 17. Leland W.E., Willinger W., Wilson D.V. and Taqqu M.S., On the self-similar nature of Ethernet traffic. ACM/SIGCOMM’93. Computer Communication Review, 1993, 23, 183-193.
- 18. Cont R., Long range dependence in financial markets. In: Lévy-Véhel J., Lutton E. (Eds) Fractals in Engineering. Springer, London 2005.
- 19. Taqqu S.M., Note on evaluation of R/S for fractional noises and geophysical records. Water Resources Research, 1970, 6, 349-350.
- 20. Zournatzidou G., Floros C., Hurst exponent analysis: Evidence from volatility indices and the volatility of volatility indices. J. Risk Financial Manag, 2023, 16, 272. https://doi. org/10.3390/jrfm16050272
- 21. Cont R., Das P., Rough volatility: Fact or artefact? Sankhya B, 2024, 86, 191-223. https:// doi.org/10.1007/s13571-024-00322-2
- 22. Raczynski K., Dyer J., Variability of annual and monthly streamflow droughts over the Southeastern United States. Water, 2022, 14, 3848. https://doi.org/10.3390/w14233848
- 23. Tatli H., Detecting persistence of meteorological drought via the Hurst exponent. Meteorological Applications, 2015, 22(4), 763-769. https://doi.org/10.1002/met.1519
- 24. Tovkach S., Self-similarity of operating modes of aviation engine with the use of wireless data transmission. Advances in Science and Technology Research Journal, 2019, 13(2), 176-185.
- 25. Chronopoulou A., Viens F.G., Hurst index estimation for self-similar processes with long-memory. Recent Development in Stochastic Dynamics and Stochastic Analysis, 2010, 91-117.
- 26. Hyndman R., Athanasopoulos G., Forecasting: principles and practice. 2nd edition. OTexts, Australia, 2018.
- 27. Fuller W., Introduction to Statistical Time Series. New York: John Wiley and Sons, 1976.
- 28. Kwiatkowski D., PC Phillips, P. Schmidt, Y. Shin, Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? Journal of Econometrics, 1992, 54(1), 159-178.
- 29. Perron P., Ng S., Useful modifications to some unit root tests with dependent errors and their local asymptotic properties. The Review of Economic Studies, 1996, 63(3), 435-463.
- 30. Tseries, CRAN repository, https://cran.r-project.org/web/packages/tseries/index.html (Accessed 12.03.2024)
- 31. Pracma, CRAN repository, https://cran.r-proj-ect.org/web/packages/pracma/index.html (Accessed 15.03.2024)
- 32. Fractal, CRAN repository, https://cran.r-proj-ect.org/web/packages/fractal/index.html (Accessed 14.03.2024)
- 33. Yingjun L., Yong L., Kun W., Tianzi J., Lihua Y., Modified periodogram method for estimating the Hurst exponent of fractional Gaussian noise. Phys Rev E, 2009, 80, 066207.
- 34. Zhou Y., Taqqu M., Applying bucket random permutations to stationary sequences with long-range dependence. Fractals, 2007, 15(2), 105-126.
Uwagi
Opracowanie rekordu ze środków MNiSW, umowa nr POPUL/SP/0154/2024/02 w ramach programu "Społeczna odpowiedzialność nauki II" - moduł: Popularyzacja nauki (2025).
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-d67e7092-5858-4765-82ef-4774c560f92f
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