How to detect anomalous resource consumption reliably? - algorithm

This question is about a whole class of similar problems, but I'll ask it as a concrete example.
I have a server with a file system whose contents fluctuate. I need to monitor the available space on this file system to ensure that it doesn't fill up. For the sake of argument, let's suppose that if it fills up, the server goes down.
It doesn't really matter what it is -- it might, for example, be a queue of "work".
During "normal" operation, the available space varies within "normal" limits, but there may be pathologies:
Some other (possibly external)
component that adds work may run out
of control
Some component that removes work seizes up, but remains undetected
The statistical characteristics of the process are basically unknown.
What I'm looking for is an algorithm that takes, as input, timed periodic measurements of the available space (alternative suggestions for input are welcome), and produces as output, an alarm when things are "abnormal" and the file system is "likely to fill up". It is obviously important to avoid false negatives, but almost as important to avoid false positives, to avoid numbing the brain of the sysadmin who gets the alarm.
I appreciate that there are alternative solutions like throwing more storage space at the underlying problem, but I have actually experienced instances where 1000 times wasn't enough.
Algorithms which consider stored historical measurements are fine, although on-the-fly algorithms which minimise the amount of historic data are preferred.
I have accepted Frank's answer, and am now going back to the drawing-board to study his references in depth.
There are three cases, I think, of interest, not in order:
The "Harrods' Sale has just started" scenario: a peak of activity that at one-second resolution is "off the dial", but doesn't represent a real danger of resource depletion;
The "Global Warming" scenario: needing to plan for (relatively) stable growth; and
The "Google is sending me an unsolicited copy of The Index" scenario: this will deplete all my resources in relatively short order unless I do something to stop it.
It's the last one that's (I think) most interesting, and challenging, from a sysadmin's point of view..

If it is actually related to a queue of work, then queueing theory may be the best route to an answer.
For the general case you could perhaps attempt a (multiple?) linear regression on the historical data, to detect if there is a statistically significant rising trend in the resource usage that is likely to lead to problems if it continues (you may also be able to predict how long it must continue to lead to problems with this technique - just set a threshold for 'problem' and use the slope of the trend to determine how long it will take). You would have to play around with this and with the variables you collect though, to see if there is any statistically significant relationship that you can discover in the first place.
Although it covers a completely different topic (global warming), I've found tamino's blog (tamino.wordpress.com) to be a very good resource on statistical analysis of data that is full of knowns and unknowns. For example, see this post.
edit: as per my comment I think the problem is somewhat analogous to the GW problem. You have short term bursts of activity which average out to zero, and long term trends superimposed that you are interested in. Also there is probably more than one long term trend, and it changes from time to time. Tamino describes a technique which may be suitable for this, but unfortunately I cannot find the post I'm thinking of. It involves sliding regressions along the data (imagine multiple lines fitted to noisy data), and letting the data pick the inflection points. If you could do this then you could perhaps identify a significant change in the trend. Unfortunately it may only be identifiable after the fact, as you may need to accumulate a lot of data to get significance. But it might still be in time to head off resource depletion. At least it may give you a robust way to determine what kind of safety margin and resources in reserve you need in future.

Related

Expressing both concurrency and time in activity diagrams

I am not sure how to express my scenario using activity diagrams:
What I am trying to visualise is the fact that:
A message is received
Two independent and concurrent actions take place: logging of the message and processing the message
Logging always takes less time than processing
The first activity in the diagram is correct in the sense that the actions are independent but it does not relay the fact that logging is guaranteed to take less time than processing.
The second activity in the diagram is not correct because, even if logging completes before processing, it looks as though processing depended on the logging's finishing first and that does not represent the reality.
Here is a non-computer related example:
You are a novice in birdwatching, trying to make your first notes in your notebook about birds passing by
A flock of birds approaches, you try to recognise as many details as possible
You want to write down the details in your notebook, but wait, you begin to realise that your theoretical background does not work in practice, what should be a quick scribble actually amounts to nothing in the end because you did not recognise anything
In the meantime, the birds majestically flew away without waiting for you, the activity is gone
Or maybe you did actually write it down, it took you only a moment and the birds are still nearby, slowly flying away, ending the activity again after some time
Or maybe you were under such awe that you just kept watching at them, without taking any notes - they fly away, disappearing in the horizon, ending the activity
After a few hours, you have enough notes and you come home very happy - maybe you did not capture everything but this was enough to make you smile anyway
I can always add a comment to a diagram to express it all somehow but I wonder, is there a more structured way to express what I described in an activity diagram? If not an activity diagram then what kind of a diagram would be better suited in your opinion? Thank you.
Your first diagram assumes that the duration of logging is always shorter than processing:
If this assumption is correct, the upper flow reaches the flow-final node, and the remaining flows continue until the first reaches the activity-final node. Here, the processing continues and the activity ends when the processing ends. This is exactly what you want.
But if once, the execution would deviate from this assumption and logging would get delayed for any reason, then the end of the processing would reach the activity-final node, resulting in the immediate interruption of all other ongoing activities. So logging would not complete. Maybe it’s not a problem for you, but in most cases audit expects logs to be complete.
You may be interested in a safer way that would be to add a join node:
The advantage is that the activity does not depend on any assumptions. It will always work:
whenever the logging is faster, the token on that flow will wait at the join node, and as soon as process is finished the activity (safely) the join can happen and the outgoing token reaches the end. This is exactly what you currently expect.
if the logging is exceptionally slower, no problem: the processing will be over, but the activity will wait for the logging to be completed.
This robust notation makes logging like Schroedinger's cat in its box: we don't have to know what activity is longer or shorter. At the end of the activity, both actions are completed.
Time in activity diagrams?
Activity diagrams are not really meant to express timing and duration. It's about the flow of control and the synchronization.
However, if time is important to you, you could:
visually make one activity shorter than the other. This is super-ambiguous and absolute meaningless from a formal UML point of view. But it's intuitive when readers see the parallel flow (a kind of sublminal communication ;-) ) .
add a comment note to express your assumption in plain English. This has the advantage of being very clear an unambiguous.
using UML duration constraints. This is often used in timing diagram, sometimes in sequence diagrams, but in general not in activity diagrams (personally I have never seen it, but UML specs doesn't exclude it either).
Time is something very general in the UML specs, and defined independently of the diagram. For example:
8.4.4.2: A Duration is a value of relative time given in an implementation specific textual format. Often a Duration is a non- negative integer expression representing the number of “time ticks” which may elapse during this duration.
8.5.1: An Interval is a range between two values, primarily for use in Constraints that assert that some other Element has a value in the given range. Intervals can be defined for any type of value, but they are especially useful for time and duration values as part of corresponding TimeConstraints and DurationConstraints.
In your case you have a duration observation for the processing (e.g. d), and a duration constraint for the logging (e.g. 0..d).
8.5.4.2: An IntervalConstraint is shown as an annotation of its constrainedElement. The general notation for Constraints may be used for an IntervalConstraint, with the specification Interval denoted textually (...).
Unfortunately little more is said. The only graphical examples are for messages in sequence diagrams (Fig 8.5 and 17.5) and for timing diagrams (Fig 17.28 to 17.30). Nevertheless, the notation could be extrapolated for activity diagrams, but it would be so unusal that I'd rather recommend the comment note.

Which distributions can be used to produce starting times of jobs if there is no observation real state?

I need to produce some data which has starting times of each job (# of jobs: 30), I do not have chance to get real data so how can I generate data which shows similarities with a data distribution. In this case, which distribution should be good to go on?
A common technique used in simulation models where you don't have any data yet (e.g., data is very expensive, or it's a prospective system that does not even exist yet so where would you get the data from?) is to use a triangular distribution parameterized by subject matter experts (or your own best guesses) about the smallest, largest, and most common value you might see.
A relatively new, but quite powerful extension to this would be to vary the parameter choices in a designed set of experiments to see how much it matters if your guesstimates are off. A well-designed experiment would allow you to assess and characterize how much your results change as a function of the parameter values.
A more comprehensive variant would be to incorporate the distribution choice itself (triangle vs exponential vs anything else you think is plausible) into the design, to see whether that makes much of a difference. In the happy event that it doesn't, you can freely use a simple and convenient distribution choice such as the triangle; if it makes a big difference, you now have certain knowledge that you should get your hands on real data ASAP, because without that data based knowledge you're operating in a garbage-in-garbage-out mode. This also assumes that you control for, say, the first two moments as you switch between distribution choices so that your experiments are testing the shape of the distribution rather than the effect of mean and variance of the distribution.
If designed experiments tell you it doesn't much matter, that's wonderful news. If it does matter, you now know more about the system than you did before and know where to focus your efforts going forward.

When timing how long a quick process runs, how many runs should be used?

Lets say I am going to run process X and see how long it takes.
I am going to save into a database a date I ran this process, and the time it took. I want to know what to put into the DB.
Process X almost always runs under 1500ms, so this is a short process. It usually runs between 500 and 1500ms, quite a range (3x difference).
My question is, how many "runs" should be saved into the DB as a single run?
Every run saved into the DB as its
own row?
5 Runs, averaged, then save that
time?
10 Runs averaged?
20 Runs, remove anything more than 2
std deviations away, and save
everything inside that range?
Does anyone have any good info backing them up on this?
Save the data for every run into its own row. Then later you can use and analyze the data however you like... ie, all you the other options you listed can be performed after the fact. It's not really possible for someone else to draw meaningful conclusions about how to average/analyze the data without knowing more about what's going on.
The fastest run is the one that most accurately times only your code.
All slower runs are slower because of noise introduced by the operating system scheduler.
The variance you experience is going to differ from machine to machine, and even on identical machines, the set of runnable processes will introduce noise.
None of the above. Bran is close though. You should save every measurment. But don't average them. The average (arithmetic mean) can be very misleading in this type of analysis. The reason is that some of your measurments will be much longer than the others. This will happen becuse things can interfere with your process - even on 'clean' test systems. It can also happen becuse your process may not be as deterministic as you might thing.
Some people think that simply taking more samples (running more iterations) and averaging the measurmetns will give them better data. It doesn't. The more you run, the more likelty it is that you will encounter a perturbing event, thus making the average overly high.
A better way to do this is to run as many measurments as you can (time permitting). 100 is not a bad number, but 30-ish can be enough.
Then, sort these by magnitude and graph them. Note that this is not a standard distribution. Compute compute some simple statistics: mean, median, min, max, lower quaertile, upper quartile.
Contrary to some guidance, do not 'throw away' outside vaulues or 'outliers'. These are often the most intersting measurments. For example, you may establish a nice baseline, then look for departures. Understanding these departures will help you fully understand how your process works, how the sytsem affecdts your process, and what can interfere with your process. It will often readily expose bugs.
Depends what kind of data you want. I'd say one line per run initially, then analyze the data, go from there. Maybe store a min/max/average of X runs if you want to consolidate it.
http://en.wikipedia.org/wiki/Sample_size
Bryan is right - you need to investigate more. if your code has that much variance even "most" of the time then you might have a lot of fluctuation in your test environment because of other processes, os paging or other factors. If not it seems that you have code paths doing wildly varying amount of work and coming up with a single number/run data to describe the performance of such a multi-modal system is not going to tell you much. So i'd say isolate your setup as much as possible, run at least 30 trials and get a feel for what your performance curve looks like. Once you have that, you can use that wikipedia page to come up with a number that will tell you how many trials you need to run per code-change to see if the performance has increased/decreased with some level of statistical significance.
While saying, "Save every run," is nice, it might not be practical in your case. However, I do think that storing only the average eliminates too much data. I like storing the average of ten runs, but instead of storing just the average, I'd also store the max and min values, so that I can get a feel for the spread of the data in addition to its center.
The max and min information in particular will tell you how often corner cases arise. Is the 1500ms case a one-in-1000 outlier? Or is it something that recurs on a regular basis?

Any name for this concept?

Say, we have a program that gets user input or any other unpredictable events at arbitrary moments of time.
For each kind of event the program should perform some computation or access a resource, which is reasonably time-consuming to be considered. The program should output a result as fast as possible. If next events arrive, it might be acceptable to drop previous computations and take up new ones.
To complicate it further, some computations/resource access might be interdependent, i.e. produce data that can be used in other computations.
What's important we know the pattern in which these events usually occur. For example: their relative frequency with respect to each other, or a common order and time intervals in which they happen.
The task is to make an algorithm which deals with the problem in the most statistically efficient way. Approaches yielding sub-optimal solutions can be more than sufficient.
Is there a concept which embraces designing such algorithms?
Example:
A tabbed internet browser.
When told to load different web pages in several tabs, should decide whether to load the page in an active tab with higher priority, to render just the visible part of the page or pre-render the full page, if so what to do first - pre-render the whole page for the active tab or render other tabs instead, etc.
(I know nothing about how browsers actually work, but assuming it is this way won't hurt)
I think scheduling algorithms deal with these kind of scenarios.
What you're describing is a prioritizing application scheduler. You would need to be more specific to determine which algorithm would be best, but here's a list that you might find useful.
I am tossing keywords: Scheduling with pre-emption? Also, prefetching, double-buffering
I don't know a lot about it but this sounds like something that the reactor patern may be used for.

How to get scientific results from non-experimental data (datamining?)

I want to obtain maximum performance out of a process with many variables, many of which cannot be controlled.
I cannot run thousands of experiments, so it'd be nice if I could run hundreds of experiments and
vary many controllable parameters
collect data on many parameters indicating performance
'correct,' as much as possible, for those parameters I couldn't control
Tease out the 'best' values for those things I can control, and start all over again
It feels like this would be called data mining, where you're going through tons of data which doesn't immediately appear to relate, but does show correlation after some effort.
So... Where do I start looking at algorithms, concepts, theory of this sort of thing? Even related terms for purposes of search would be useful.
Background: I like to do ultra-marathon cycling, and keep logs of each ride. I'd like to keep more data, and after hundreds of rides be able to pull out information about how I perform.
However, everything varies - routes, environment (temp, pres., hum., sun load, wind, precip., etc), fuel, attitude, weight, water load, etc, etc, etc. I can control a few things, but running the same route 20 times to test out a new fuel regime would just be depressing, and take years to perform all the experiments that I'd like to do. I can, however, record all these things and more(telemetry on bicycle FTW).
It sounds like you want to do some regression analysis. You certainly have plenty of data!
Regression analysis is an extremely common modeling technique in statistics and science. (It could be argued that statistics is the art and science of regression analysis.) There are many statistics packages out there to do the computation you'll need. (I'd recommend one, but I'm years out of date.)
Data mining has gotten a bad name because far too often people assume correlation equals causation. I found that a good technique is to start with variables you know have an influence and build a statistical model around them first. So you know that wind, weight and climb have an influence on how fast you can travel and statistical software can take your dataset and calculate what the correlation between those factors are. That will give you a statistical model or linear equation:
speed = x*weight + y*wind + z*climb + constant
When you explore new variables, you will be able to see if the model is improved or not by comparing a goodness of fit metric like R-squared. So you might check if temperature or time of day adds anything to the model.
You may want to apply a transformation to you data. For instance, you might find that you perform better on colder days. But really cold days and really hot days might hurt performance. In that case, you could assign temperatures to bins or segments: < 0°C; 0°C to 40°C; > 40°C, or some such. The key is to transform the data in a way that matches a rational model of what is going on in the real world, not just the data itself.
In case someone thinks this is not a programming related topic, notice that you can use these same techniques to analyze system performance.
With that many variables you have too many dimensions and you may want to look at Principal Component Analysis. It takes some of the "art" out of regression analysis and lets the data speak for itself. Some software to do that sort of analysis is shown at the bottom of the link.
I have used the Perl module Statistics::Regression for somewhat similar problems in the past. Be warned, however, that regression analysis is definitely an art. As the warning in the Perl module says, it won't make sense to you if you haven't learned the appropriate math.

Resources