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Tuesday, May 7, 2013

CMG'12: "Time‐Series: Forecasting + Regression"

I continue sharing my impressions about last 2012 year international www.CMG.org  conference.


(see previous: HERE and HERE).

This post is about Alex Gilgur paper. First time I met Alex in CMG'06 conference and put some note of his 2006 paper HERE. We met at several other CMG conferences and we talked a lot, mixing high matters (philosophy, physics and math) with our Capacity Management needs.... One of that discussion expired him to write the following paper:
Time-Series: Forecasting + Regression: “And” or “Or”?

In the agenda announcement he mentioned that fact and I really appreciate it:
"At CMG’11, I had a fascinating discussion with Dr. I.Trubin. We talked about Uncertainty, Second Law of Thermodynamics, and other high matters in relation to IT. That discussion prompted this paper..."

Reading the paper I was impressed how he combined the trending analysis with the business driver data correlation technique. I do that quite often, one example was published in my CMG'12 paper as well and summary slide can be seen here:

:

But in his work the technique is formed in a very elegant mathematical way and also he used Little’s Law to fight the most unpleasant statisticians rule: "Correlation Does Not Imply Causation". 


In the next post I will put some comments about his another CMG'12 paper called:
"A Note on Knee Detection"


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