Abstract for Economics Colloqium
نویسنده
چکیده
We develop two cusum change-point detection algorithms for applications to data network monitoring where various and numerous performance and reliability metrics are available to aid with early identification of realized or impending failures. We confront three significant challenges with our cusum algorithms: 1) the need for nonparametric techniques so that a wide variety of metrics can be included in the monitoring process, 2) the need to handle time varying distributions for the metrics that reflect natural cycles in work load and traffic patterns, and 3) the need to be computationally efficient with the massive amounts of data that are available for processing. The only critical assumption we make when developing the algorithms is that suitably transformed observations within a defined timeslot structure are independent and identically distributed under normal operating conditions. To facilitate practical implementations of the algorithms, we present asymptotically valid thresholds. Our research was motivated by a real-world application and we use that context to guide the design of a simulation study that examines the sensitivity of the cusum algorithms. *This is joint work with Veronica Montes De Oca (former PhD student at UCR), Wolfgang Bischoff (Faculty of Mathematics and Geography at Catholic University Eichstaett-Ingolstadt), and Mazda Marvasti (CFO of Integrien Corporation).
منابع مشابه
The Impact of COVID-19 on health economics: letter to the editor
No Abstract No Abstract No Abstract
متن کاملReuse Economics from a Product Line Point of View
ABSTRACT Due to the specific approach to reuse in product line engineering, this approach brings a specific point of view to reuse economics. As a consequence some established assumptions and abstractions of reuse economics that are valid in most opportunistic approaches to reuse must be revisited. The list of issues ranges from the basic estimation models used as input to reuse economics model...
متن کاملUsing Laboratory Experiments in Public Economics
129 National Tax Journal Vol. LX, No. 1 March 2007 Abstract Laboratory experiments have proven increasingly useful in all areas of economics. This paper discusses the methodology of experimental economics, highlights its strengths and weaknesses, discusses many of the applications of experimental methods to public economics, and suggests topics in which future applications may also prove useful.
متن کاملInvestigating the Rationality of Behavioral Economics in Mental Accounting by Studying Laboratory Economics
The purpose of this study is to investigate the rationality of behavioral economics in mental accounting by studying laboratory economics. Undoubtedly, economic man, whose fundamental characteristic is rationality, is the starting point for economic analysis. In conventional economics, the premise of rationality is the cornerstone and the premise of all economic theories. However, critics of ec...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2010