1. Xiao Liu, Jinjun Chen, Ke Liu, Yun Yang CS3: Centre for Complex Software Systems and Services Swinburne University of Technology, Melbourne, Australia {xliu, jchen, kliu, yyang}@swin.edu.au Forecasting Duration Intervals of Scientific Workflow Activities based on Time-Series Patterns

2. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 2 Introduction  Time-Series Forecasting  Time-Series Patterns Forecasting Duration Intervals of Scientific Workflow Activities based on Time-Series Patterns  Motivation  The Pattern Game  Evaluation Conclusion Content

3. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Time Series Forecasting A time series is a set of observations made sequentially through time.  Marketing time series  Temperature time series  System performance time series Time-series forecasting is to predict the likely outcome of the time series in the near future, given knowledge of the most recent outcomes  CPU load, network load, activity durations What’s this time series about, mind taking a guess?AUD/USD (1 day in 1 year): from www.xe.com

4. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Time Series Forecasting It was on the rise, but who knows the crises #%#&… Homer Simpson’s forecasting line

5. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Time Series Pattern A pattern is a type of theme of recurring events or objects which repeats in a predictable manner Time series patterns can be regarded as a set of time series segments which re-occurs in a statistic sense

6. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 6 Introduction  Time-Series Forecasting  Time-Series Patterns Forecasting Duration Intervals of Scientific Workflow Activities based on Time-Series Patterns  Motivation  Pattern Based Time-Series Forecasting Strategy  Evaluation Conclusion Where Are We

7. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Motivation Scientific workflow activity durations are important for scientific workflow scheduling, temporal verification and many other time related QoS functionalities  From the initial job submission to the final completion, comprising the execution time and vast scientific workflow overheads: data transfer overheads, middleware overheads, loss of parallelism overheads and etc*.  Dynamic performance of underlying infrastructures, e.g. grid computing, peer to peer, cloud computing… * R. Prodan and T. Fahrigne, Analysis of Scientific Workflow Overheads in Grid Environments, TPDS, 2008)

8. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Problems Current work mainly utilises linear time-series models, such as MA (Moving Average), AR (Autoregressive), Box-Jenkins…  Focusing on CPU load prediction for the execution time of computation intensive activities  Data intensive activities? Many other overheads?  Forecasting point values  Duration intervals are more applicable in practice  Requiring large sample size  Difficult for scientific workflow activities with constrained concurrent instances and long-term durations  Frequent turning points  Significantly deteriorates the effectiveness of linear time-series models

9. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 9 Introduction  Time-Series Forecasting  Time-Series Patterns Forecasting Duration Intervals of Scientific Workflow Activities based on Time-Series Patterns  Motivation  Pattern Based Time-Series Forecasting Strategy  Evaluation Conclusion Where Are We

10. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Duration-Series Patterns

11. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Strategy Overview Duration series building  A periodical sampling plan to increase the sample size Duration pattern recognition  A non-linear time-series segmentation algorithm to identify potential pattern set  checking validity  final pattern set Duration pattern matching  Similarity search for the closet pattern give the latest duration sequence Duration interval forecasting  Duration interval forecasting based on the statistics of the matched duration pattern Pattern based time-series forecasting strategy

12. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Step 1: Duration Series Building A periodical sampling plan where the samples with their submission time belonging to the same observation time unit of each period are joined together to address the problem of limited sample size. A representative duration series is built with the sample mean of each unit. Periodical sampling

13. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Step 2: Pattern Recognition Discovering potential pattern set  K-MaxSDev time-series segmentation algorithm K-MaxSDev: a hybrid time-series segmentation algorithm based on Bottom-Up, Sliding Windows and Top-Down  K: the initial value for equal segmentation  MaxSDev ( Max imum S tandard Dev iation): the testing criterion for time-series segmentation  K and MaxSDev can be specified with empirical functions provided in the paper ( Formula 1 and Formula 2 )

14. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 K-MaxSDev: Bottom-Up Process Initial K equal segmentation

15. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 K-MaxSDev: Sliding Window Process Sliding Window to merge neighbouring segments

16. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 K-MaxSDev: Sliding Window Process Testing the standard deviation of the new segment SDev with MaxSDev

17. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 K-MaxSDev: Sliding Window Process If SDev ≥ MaxSDev, testing failed, stay separated Failed

18. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 K-MaxSDev: Sliding Window Process If SDev < MaxSDev, testing successful, merge to form a larger segment Successful

19. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 K-MaxSDev: Top-Down Process After Sliding Window process, split those segments which cannot be merged with any neighbours

20. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 K-MaxSDev: Iteration Repeat Sliding Window and Top-Down until all segments cannot be merged with neighbouring segments.

21. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Pattern Validation Validating the final segments with Min_pattern_length to ensure its statistic effectiveness. If failed, marked with ‘invalid’, otherwise, marked with ‘valid’.

22. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Turning Points Discovery Turning points are specified as either the mean of the invalid pattern or the first value of the next valid pattern. K-MaxSDev ensures the violations of MaxSDev only occur on the edge of two adjacent segments where the deviations exceed the threshold of MaxSDev

23. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Step 3: Pattern Matching The latest duration sequence with SDev and Mean, can be classified into three types  Type 1: SDev>MaxSDev  Cannot match any valid patterns and must contain at least one turning point  First locate the turning points and then conduct pattern matching  If SDev<MaxSDev, searching for the matched pattern based on Mean. The matched pattern with PSDev and PMean  Type 2: SDev ≥ PSDev  Typ3 3: SDev < PSDev

24. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Step 4: Interval Forecasting The user specified confidence value is α% with λ probability percentile, the predicted mean of the next value is M and its standard deviation is S. The interval of the next value is predicted to be (M- λS, M+ λS) For Type 2: PSDev ≤SDev<MaxSDev  The next value of the sequence will probably be a turning point since it is on the edge of two different patterns. The value of the turning point is TP.  M = TP, S = MaxSDev For Type 3: SDev<PSDev  The next value of the sequence can be predicted with the statistical features of the matched pattern  M = PMean, S= PSDev

25. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 25 Introduction  Time-Series Forecasting  Time-Series Patterns Forecasting Duration Intervals of Scientific Workflow Activities based on Time-Series Patterns  Motivation  Pattern Based Time-Series Forecasting Strategy  Evaluation Conclusion Where Are We

26. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Simulation Environment SwinDeW-G: a peer-to-peer based grid workflow system running on the SwinGrid (Swinburne service Grid) platform

27. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Duration Series Building Sample: 15 duration-series, length 8 hour (8:00am~8:00pm), observation unit every 15 mins. Parameters: K=12, MaxSDev=2.24, Min_Pattern_Length=3

28. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Duration Series Building

29. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Pattern Recognition

30. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Patten Validation and Turning Points Discovery

31. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Forecasting Performance Testing on 30 duration sequences with random length of 3 to 5. Predicted Duration Intervals

32. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Comparison of Prediction Errors MEAN : Use the mean value of the duration sequence as prediction LAST : Use the last value of the duration sequence as prediction

33. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 33 Introduction  Time-Series Forecasting  Time-Series Patterns Forecasting Duration Intervals of Scientific Workflow Activities based on Time-Series Patterns  Motivation  Pattern Based Time-Series Forecasting Strategy  Evaluation Conclusion Where Are We

34. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 Conclusion Scientific workflow activity durations are much more complicated than that of conventional computation tasks Conventional linear time-series forecasting models suffers from limited sample size and frequent turning points Time-series pattern based forecasting strategy  Duration series building  Duration pattern recognition and turning point discovery  Duration pattern matching  Duration interval forecasting Our strategy is more scalable with sample size and robust with turning points

35. X. Liu, J. Chen, K. Liu and Y. Yang, Time-Series Patterns (eScience08), Indianapolis USA, 12 December 2008 35 The End Thanks! Any Questions?