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IBM Journal of Research and Development  
Volume 20, Number 5, Page 465 (1976)
Nontopical Issue
  Full article: arrowPDF   arrowCopyright info


Statistical Analysis of Non-stationary Series of Events in a Data Base System

by P. A. W. Lewis, G. S. Shedler
Central problems in the performance evaluation of computer systems are the description of the behavior of the system and characterization of the workload. One approach to these problems comprises the interactive combination of data-analytic procedures with probability modeling. This paper describes methods, both old and new, for the statistical analysis of non-stationary univariate stochastic point processes and sequences of positive random variables. Such processes are frequently encountered in computer systems. As an illustration of the methodology an analysis is given of the stochastic point process of transactions initiated in a running data base system. On the basis of the statistical analysis, a non-homogeneous Poisson process model for the transaction initiation process is postulated for periods of high system activity and found to be an adequate characterization of the data. For periods of lower system activity, the transaction initiation process has a complex structure, with more clustering evident. Overall models of this type have application to the validation of proposed data base subsystem models.
Related Subjects: Data, structures and accessing; Databases; Queuing theory and applications