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Friday, December 10, 2010

The Exception Value Concept to Measure Magnitude of Systems Behavior Anomalies


The Exception Value concept was introduced in my 1st CMG paper in 2001 (see the last link in the first post of this blog).  I have found later that this EV approach can be used for trends recognition and thier separation in the historical data as described in my 2008 paper: Exception Based Modeling and Forecasting.

Then I have noticed some other vendors started using similar concept (See my last year post about that Exception Value (EV) and OPNET Panorama) ...

The last news about that concept is following.

At CMG'10 conference I met BMC software specialist Dima Seliverstrov and he mentioned of referencing my 1st CMG'01  paper in his CMG presentation (scheduled to be presented TODAY!).  I looked at his paper "Application of Stock Market Technical Analysis Techniques to Computer System Performance Data" (abstract is linked here) and indeed he showed the interesting way to use my EV technique to evaluate stock market deviations to automate some brokerage processes! Here is the paragraph from his paper about it:

"Buy or sell signals are generated when the daily value moves outside of the error bars. It’s not only important to identify which systems have buy and sell signals, but which systems to look at first. A useful approach to rank the signals from multiple sources is to calculate the area outside the error bars and rank based on the area [4].  For example if one systems disk space exceeded area is 100 Gbytes outside and another system is 1 Kbyte you would look at the system with a larger area first. Another useful technique for CPU Utilization is to normalize the area outside the envelope by converting to SPECint...

By the way, I remember that my 1st paper also suggested to do the similar normalization but not based on SPECint benchmark (I know that metrics is used by BMC as the main sizing factor and it is fine), but more efective and most difficult to obtain is TPC (http://www.tpc.org/) benchmark. 
Here is the figure from my CMG'01 paper (sorry for the bad quality...)



Anyway I am pleased that my idea is alive!

Below is some other my postings with EV idea discussions:
Feb 28, 2009
Dec 29, 2009
Jan 24, 2009
Jun 21, 2010