Performance evaluation using periodic system-state measurements

W. Ellens, M.R.H. Mandjes, Hans Leo van den Berg, D. Worm, S. Blaszczuk

    Research output: Contribution to journalArticleAcademicpeer-review

    3 Citations (Scopus)

    Abstract

    This paper deals with the problem of inferring short time-scale fluctuations of a system's behavior from periodic state measurements. In particular, we devise a novel, efficient procedure to compute four interesting performance metrics for a transient birth-death process on an interval of fixed length with given begin and end states: the probability to exceed a predefined (critical) level m , and the expectation of the time, area, and number of arrivals above level m . Moreover, our procedure allows to compute the variances and cross-correlations of the latter three metrics. The asymptotic behavior of the metrics for small and large measurement intervals is also derived.An extensive numerical study in the context of communication networks reveals the impact of important system parameters on the considered performance metrics, and shows that the three latter metrics are very highly correlated. We also illustrate through this numerical study how our analysis can be used in practical situations to support e.g., capacity management and sla verification.
    Original languageUndefined
    Pages (from-to)27-46
    Number of pages20
    JournalPerformance evaluation
    Volume93
    DOIs
    Publication statusPublished - Nov 2015

    Keywords

    • EWI-26919
    • IR-100232
    • METIS-316875

    Cite this

    Ellens, W. ; Mandjes, M.R.H. ; van den Berg, Hans Leo ; Worm, D. ; Blaszczuk, S. / Performance evaluation using periodic system-state measurements. In: Performance evaluation. 2015 ; Vol. 93. pp. 27-46.
    @article{ad8a4079e7aa430899611bf50c0ad82e,
    title = "Performance evaluation using periodic system-state measurements",
    abstract = "This paper deals with the problem of inferring short time-scale fluctuations of a system's behavior from periodic state measurements. In particular, we devise a novel, efficient procedure to compute four interesting performance metrics for a transient birth-death process on an interval of fixed length with given begin and end states: the probability to exceed a predefined (critical) level m , and the expectation of the time, area, and number of arrivals above level m . Moreover, our procedure allows to compute the variances and cross-correlations of the latter three metrics. The asymptotic behavior of the metrics for small and large measurement intervals is also derived.An extensive numerical study in the context of communication networks reveals the impact of important system parameters on the considered performance metrics, and shows that the three latter metrics are very highly correlated. We also illustrate through this numerical study how our analysis can be used in practical situations to support e.g., capacity management and sla verification.",
    keywords = "EWI-26919, IR-100232, METIS-316875",
    author = "W. Ellens and M.R.H. Mandjes and {van den Berg}, {Hans Leo} and D. Worm and S. Blaszczuk",
    note = "eemcs-eprint-26919",
    year = "2015",
    month = "11",
    doi = "10.1016/j.peva.2015.07.004",
    language = "Undefined",
    volume = "93",
    pages = "27--46",
    journal = "Performance evaluation",
    issn = "0166-5316",
    publisher = "Elsevier",

    }

    Performance evaluation using periodic system-state measurements. / Ellens, W.; Mandjes, M.R.H.; van den Berg, Hans Leo; Worm, D.; Blaszczuk, S.

    In: Performance evaluation, Vol. 93, 11.2015, p. 27-46.

    Research output: Contribution to journalArticleAcademicpeer-review

    TY - JOUR

    T1 - Performance evaluation using periodic system-state measurements

    AU - Ellens, W.

    AU - Mandjes, M.R.H.

    AU - van den Berg, Hans Leo

    AU - Worm, D.

    AU - Blaszczuk, S.

    N1 - eemcs-eprint-26919

    PY - 2015/11

    Y1 - 2015/11

    N2 - This paper deals with the problem of inferring short time-scale fluctuations of a system's behavior from periodic state measurements. In particular, we devise a novel, efficient procedure to compute four interesting performance metrics for a transient birth-death process on an interval of fixed length with given begin and end states: the probability to exceed a predefined (critical) level m , and the expectation of the time, area, and number of arrivals above level m . Moreover, our procedure allows to compute the variances and cross-correlations of the latter three metrics. The asymptotic behavior of the metrics for small and large measurement intervals is also derived.An extensive numerical study in the context of communication networks reveals the impact of important system parameters on the considered performance metrics, and shows that the three latter metrics are very highly correlated. We also illustrate through this numerical study how our analysis can be used in practical situations to support e.g., capacity management and sla verification.

    AB - This paper deals with the problem of inferring short time-scale fluctuations of a system's behavior from periodic state measurements. In particular, we devise a novel, efficient procedure to compute four interesting performance metrics for a transient birth-death process on an interval of fixed length with given begin and end states: the probability to exceed a predefined (critical) level m , and the expectation of the time, area, and number of arrivals above level m . Moreover, our procedure allows to compute the variances and cross-correlations of the latter three metrics. The asymptotic behavior of the metrics for small and large measurement intervals is also derived.An extensive numerical study in the context of communication networks reveals the impact of important system parameters on the considered performance metrics, and shows that the three latter metrics are very highly correlated. We also illustrate through this numerical study how our analysis can be used in practical situations to support e.g., capacity management and sla verification.

    KW - EWI-26919

    KW - IR-100232

    KW - METIS-316875

    U2 - 10.1016/j.peva.2015.07.004

    DO - 10.1016/j.peva.2015.07.004

    M3 - Article

    VL - 93

    SP - 27

    EP - 46

    JO - Performance evaluation

    JF - Performance evaluation

    SN - 0166-5316

    ER -