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Monday, February 27, 2012

Automatic Daily Monitoring of Continuous Processes in Theory and Practice: My CMG'11 Trip Report; Part 3

As I already announced in my following posting: CMG'11 Abstract Report shows my virtual presence  another great MASF paper was published on CMG'11 conference: 

"Automatic Daily Monitoring of Continuous Processes in Theory and Practice" written and presented by Frank Bereznay & MP Welch.

I have attended the session and here are my comments:

1. Difference from MASF and SPC was stressed. "MASF is a framework and not a detailed statistical method".

2. "... key assumption, our workload is repeatable is some fashion over time. The concept of a repeatable workload is fundamental to any sort of detection testing and needs to be validated before making any investment of time and software into developing a detection system..." That is true!

3. The weekly 168-hour profile was admitted as the best one for MASF analysis:  

- the picture from commented paper

I am glad they did that as I moved from the 24-hour profile to this one long ago.  See my 2006 paper and here is the IT-Control Chart from that:

So they suggested to have 168 separate (for each hour) group of data (separated reference sets) that exactly technique I had been using since 2006. They stressed, that you need to have at least 5 month of historical data to build that weekly profile adaptive filtering policy. And if you do not have this luxury they describe the way to reduce the number of groups, for instance by separating shifts.

At this point I would slightly disagree. To have hourly summarized 6 month historical data is not a problem anymore in the modern capacity planning processe, especially in Mainframes (they used that platform for demonstration)

4.  They published some simple SAS code fragments. I have never did that! But I have started publishing R-codes and SQL scripts as they are more popular (and open sourced) programming systems.

5. They reproduced my favorite IT-Control Chart, but against daily data:

- the picture from commented paper

That is similar with my very early attempt to build a IT-Control chart in the same my 2006 paper:

- that is my 1st Control Chart builder!

But I believe the 168 hourly control chart (I call that IT-Control Chart) is better; in spite it is a bit busy ... See another example below:

 6. Some techniques for reduction of false positives were discussed.

I glad they mentioned my way to do that by using EV meta-metric:

"One technique for reducing false positives is to measure the area between under the exception (one of Truben’s techniques) to determine the extent of the deviation. In this case, this exception would not likely warrant review and is common when using the Hourly stigmatization of this data." (I believe they misspelled my name. it is Trubin - not Truben...)

Anyway, they did extensive referencing of some of my papers and even mentioned this blog and I greatly appropriate that!

All in all it is very good paper and presentation!