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Xiao Liu PhD Thesis.pdf - Faculty of Information and Communication ...

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significantly deteriorate the overall accuracy <strong>of</strong> time-series forecasting. To address<br />

such two problems, we utilise a statistical time-series pattern based forecasting<br />

strategy. First, an effective periodical sampling plan is conducted to build<br />

representative duration series. Second, a pattern recognition process employs our K-<br />

MaxSDev time-series segmentation algorithm to discover the minimum number <strong>of</strong><br />

potential patterns which are further validated <strong>and</strong> associated with specified turning<br />

points. Third, given the latest duration sequences, pattern matching <strong>and</strong> interval<br />

forecasting are performed to make predictions based on the statistical features <strong>of</strong> the<br />

best-matched patterns. Meanwhile, concerning the occurrences <strong>of</strong> turning points,<br />

three types <strong>of</strong> duration sequences are identified <strong>and</strong> then h<strong>and</strong>led with different<br />

pattern matching results.<br />

The simulation experiments conducted in our SwinDeW-C cloud workflow<br />

system demonstrate that our time-series segmentation algorithm is capable <strong>of</strong><br />

discovering the smallest potential pattern set compared with three generic algorithms,<br />

viz. Sliding Windows, Top-Down <strong>and</strong> Bottom-Up [48]. The comparison results<br />

further demonstrate that our statistical time-series pattern based strategy behaves<br />

better than several representative time-series forecasting strategies, viz. MEAN [31],<br />

LAST [33], Exponential Smoothing (ES) [33], Moving Average (MA) [13], <strong>and</strong><br />

Auto Regression (AR) [13] <strong>and</strong> Network Weather Service (NWS) [93], in the<br />

prediction <strong>of</strong> high confidence duration intervals <strong>and</strong> the h<strong>and</strong>ling <strong>of</strong> turning points.<br />

4.3.1 Statistical Time-Series Patterns<br />

The motivation for pattern based time-series forecasting comes from the observation<br />

that for those duration-series segments where the number <strong>of</strong> concurrent activity<br />

instances is similar, these activity durations reveal comparable statistical features. It<br />

is obvious that when the number <strong>of</strong> concurrent activities increases, the average<br />

resources that can be scheduled for each activity decrease while the overall<br />

workflow overheads increase, <strong>and</strong> vice versa. Similar observation is reported in [32]<br />

between the task execution time <strong>and</strong> the resource load in a global-scale (grid)<br />

environment. Accordingly, the duration series behaves up <strong>and</strong> down though it may<br />

not necessarily follow a linear relationship. This phenomenon, for example, is<br />

especially evident when workflow systems adopt market-driven or trust-driven<br />

47

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