2003 · 120 citations · 27 references
ComputingComputer ScienceComputer SystemsForecastingPredictive AnalyticsTime Series AnalysisLoad AnalysisLoad ForecastingPerformance ModelingTime Series ForecastingAutoregressive ModelsAutoregressive ProcessesLinear ModelsLoad PredictionMoving Average ModelsRandomized ExperimentsStatistical Load ForecastingTest Cases
Evaluates linear models for predicting the Digital Unix five-second host load average from 1 to 30 seconds into the future. A detailed statistical study of a large number of long, fine-grain load traces from a variety of real machines leads to consideration of the Box-Jenkins (1994) models (AR, MA, ARMA, ARIMA), and the ARFIMA (autoregressive fractional integrated moving average) models (due to self-similarity). These models, as well as a simple windowed-mean scheme, are then rigorously evaluated by running a large number of randomized test cases on the load traces and by data-mining their results. The main conclusions are that the load is consistently predictable to a very useful degree, and that the simpler models, such as AR, are sufficient for performing this prediction.
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Time Series Analysis: Forecasting and Control
Michael D. Geurts, George E. P. Box, Gwilym M. Jenkins · Journal of Marketing Research · 1977 · 19.3K citations
Computing, Data Science, Forecasting +11
J. R. M. Hosking · Biometrika · 1981 · 2.5K citations