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Sim, Alex

Publications and source records attributed to Sim, Alex.

34 records · Page 2

Comparison of Clustering Techniques for Residential Energy Behavior using Smart Meter Data

Current practice in whole time series clustering of residential meter data focuses on aggregated or subsampled load data at the customer level, which ignores day-to-day differences within customers. This information is critical to determine each customer’s suitability to various demand side management strategies that support intelligent power grids and smart energy management. Clustering daily load shapes provides fine-grained information on customer attributes and sources of variation for subsequent models and customer segmentation. In this paper, we apply 11 clustering methods to daily residential meter data. We evaluate their parameter settings and suitability based on 6 generic performance metrics and post-checking of resulting clusters. Finally, we recommend suitable techniques and parameters based on the goal of discovering diverse daily load patterns among residential customers. To the authors’ knowledge, this paper is the first robust comparative review of clustering techniques applied to daily residential load shape time series in the power systems’ literature.

24 POWER TRANSMISSION AND DISTRIBUTION↗

An approach to online network monitoring using clustered patterns

Network traffic monitoring is a core element in network operations and management for various purposes such as anomaly detection, change detection, and fault/failure detection. In this study, we introduce a new approach to online monitoring using a pattern-based representation of the network traffic. Unlike the past online techniques limited to a single variable to summarize (e.g., sketch), the focus of this study is on capturing the network state from the multivariate attributes under consideration. To this end, we employ clustering with its benefit of the aggregation of multidimensional variables. The clustered result represents the state of the network with regard to the monitored variables, which can also be compared with the previously observed patterns visually and quantitatively. Finally, we demonstrate the proposed method with two popular use cases, one for estimating state changes and the other for identifying anomalous states, to confirm its feasibility.

97 MATHEMATICS AND COMPUTING↗

A lightweight network anomaly detection technique

While the network anomaly detection is essential in network operations and management, it becomes further challenging to perform the first line of detection against the exponentially increasing volume of network traffic. In this paper, we develop a technique for the first line of online anomaly detection with two important considerations: (i) availability of traffic attributes during the monitoring time, and (ii) computational scalability for streaming data. The presented learning technique is lightweight and highly scalable with the beauty of approximation based on the grid partitioning of the given dimensional space. With the public traffic traces of KDD Cup 1999 and NSL-KDD, we show that our technique yields 98.5% and 83% of detection accuracy, respectively, only with a couple of readily available traffic attributes that can be obtained without the help of post-processing. Finally, the results are at least comparable with the classical learning methods including decision tree and random forest, with approximately two orders of magnitude faster learning performance.

97 MATHEMATICS AND COMPUTING↗

Performance Analysis Tool for HPC and Big Data Applications on Scientific Clusters

Big data is prevalent in HPC computing. Many HPC projects rely on complex workflows to analyze terabytes or petabytes of data. These workflows often require running over thousands of CPU cores and performing simultaneous data accesses, data movements, and computation. It is challenging to analyze the performance involving terabytes or petabytes of workflow data or measurement data of the executions, from complex workflows over a large number of nodes and multiple parallel task executions. To help identify performance bottlenecks or debug the performance issues in large-scale scientific applications and scientific clusters, we have developed a performance analysis framework, using state-ofthe- art open-source big data processing tools. Our tool can ingest system logs and application performance measurements to extract key performance features, and apply the most sophisticated statistical tools and data mining methods on the performance data. It utilizes an efficient data processing engine to allow users to interactively analyze a large amount of different types of logs and measurements. To illustrate the functionality of the big data analysis framework, we conduct case studies on the workflows from an astronomy project known as the Palomar Transient Factory (PTF) and the job logs from the genome analysis scientific cluster. Our study processed many terabytes of system logs and application performance measurements collected on the HPC systems at NERSC. The implementation of our tool is generic enough to be used for analyzing the performance of other HPC systems and Big Data workows.

97 MATHEMATICS AND COMPUTING↗

Machine learning based job status prediction in scientific clusters

Large high-performance computing systems are built with increasing number of components with more CPU cores, more memory, and more storage space. At the same time, scientific applications have been growing in complexity. Together, they are leading to more frequent unsuccessful job statuses on HPC systems. From measured job statuses, 23.4% of CPU time was spent to the unsuccessful jobs. Here, we set out to study whether these unsuccessful job statuses could be anticipated from known job characteristics. To explore this possibility, we have developed a job status prediction method for the execution of jobs on scientific clusters. The Random Forests algorithm was applied to extract and characterize the patterns of unsuccessful job statuses. Experimental results show that our method can predict the unsuccessful job statuses from the monitored ongoing job executions in 99.8% the cases with 83.6% recall and 94.8% precision. Lastly, this prediction accuracy can be sufficiently high that it can be used to mitigation procedures of predicted failures.

97 MATHEMATICS AND COMPUTING↗

Towards Real-Time Detection and Tracking of Spatio-Temporal Features: Blob-Filaments in Fusion Plasma [Spatio-Temporal Features in Large Irregular Data: Blob-Filaments in Fusion Plasma]

This work was originally motivated the need to identify and track blob filaments, a feature often associated with instability in magnetically confined fusion plasma. Understanding and mitigating such instability would improve fusion reactors and make fusion a truly inexhaustible source of clean energy. Similar spatio-temporal features are important in many other applications, for example, ignition kernels in combustion and tumor cells in a medical image. This work presents an approach for extracting these features by dividing the overall task into three steps: local identification of feature cells, grouping feature cells into extended feature, and tracking movement of feature through overlapping in space. Through our extensive work in parallelization, we demonstrate that this approach can effectively make use of a large number of compute nodes to detect and track blobs in fusion plasma. On a set of 4.3TB data, we observed linear speedup on 1024 processes and completed blob detection in less than three milliseconds using Edison, a Cray XC30 system at NERSC.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Novel Data Reduction Based on Statistical Similarity

Applications such as scientific simulations and power grid monitoring are generating so much data quickly that compression is essential to reduce storage requirement or transmission capacity. To achieve better compression, one is often willing to discard some repeated information. These lossy compression methods are primarily designed to minimize the Euclidean distance between the original data and the compressed data. But this measure of distance severely limits either reconstruction quality or compression performance. In this paper, we propose a new class of compression method by redefining the distance measure with a statistical concept known as exchangeability. This approach reduces the storage requirement and captures essential features, while reducing the storage requirement. In this paper, we report our design and implementation of such a compression method named IDEALEM. To demonstrate its effectiveness, we apply it on a set of power grid monitoring data, and show that it can reduce the volume of data much more than the best known compression method while maintaining the quality of the compressed data. Finally, in these tests, IDEALEM captures extraordinary events in the data, while its compression ratios can far exceed 100.

97 MATHEMATICS AND COMPUTING↗

Time-Series Forecast Modeling on High-Bandwidth Network Measurements

With the increasing number of geographically distributed scientific collaborations and the growing sizes of scientific data, it has become challenging for users to achieve the best possible network performance on a shared network. In this paper, we have developed a model to forecast expected bandwidth utilization on high-bandwidth wide area networks. The forecast model can improve the efficiency of the resource utilization and scheduling of data movements on high-bandwidth networks to accommodate ever increasing data volume for large-scale scientific data applications. A univariate time-series forecast model is developed with the Seasonal decomposition of Time series by Loess (STL) and the AutoRegressive Integrated Moving Average (ARIMA) on Simple Network Management Protocol (SNMP) path utilization measurement data. Compared with the traditional approach such as Box-Jenkins methodology to train the ARIMA model, our forecast model reduces computation time up to 92.6 %. It also shows resilience against abrupt network usage changes. Finally, our forecast model conducts the large number of multi-step forecast, and the forecast errors are within the mean absolute deviation (MAD) of the monitored measurements.

97 MATHEMATICS AND COMPUTING↗

Extracting Baseline Electricity Usage Using Gradient Tree Boosting

To understand how specific interventions affect a process observed over time, we need to control for the other factors that influence outcomes. Such a model that captures all factors other than the one of interest is generally known as a baseline. In our study of how different pricing schemes affect residential electricity consumption, the baseline would need to capture the impact of outdoor temperature along with many other factors. In this work, we examine a number of different data mining techniques and demonstrate Gradient Tree Boosting (GTB) to be an effective method to build the baseline. We train GTB on data prior to the introduction of new pricing schemes, and apply the known temperature following the introduction of new pricing schemes to predict electricity usage with the expected temperature correction. Our experiments and analyses show that the baseline models generated by GTB capture the core characteristics over the two years with the new pricing schemes. In contrast to the majority of regression based techniques which fail to capture the lag between the peak of daily temperature and the peak of electricity usage, the GTB generated baselines are able to correctly capture the delay between the temperature peak and the electricity peak. Furthermore, subtracting this temperature-adjusted baseline from the observed electricity usage, we find that the resulting values are more amenable to interpretation, which demonstrates that the temperature-adjusted baseline is indeed effective.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Implementation of Dynamic Extensible Adaptive Locally Exchangeable Measures (IDEALEM) v 0.1

Handling large streaming data is essential for various applications such as network traffic analysis, social networks, energy cost trends, and environment modeling. However, it is in general intractable to store, compute, search, and retrieve large streaming data. This software addresses a fundamental issue, which is to reduce the size of large streaming data and still obtain accurate statistical analysis. As an example, when a high-speed network such as 100 Gbps network is monitored, the collected measurement data rapidly grows so that polynomial time algorithms (e.g., Gaussian processes) become intractable. One possible solution to reduce the storage of vast amounts of measured data is to store a random sample, such as one out of 1000 network packets. However, such static sampling methods (linear sampling) have drawbacks: (1) it is not scalable for high-rate streaming data, and (2) there is no guarantee of reflecting the underlying distribution. In this software, we implemented a dynamic sampling algorithm, based on the recent technology from the relational dynamic bayesian online locally exchangeable measures, that reduces the storage of data records in a large scale, and still provides accurate analysis of large streaming data. The software can be used for both online and offline data records.

Sim, Alex↗

PATHA: Performance Analysis Tool for HPC Applications

Large science projects rely on complex workflows to analyze terabytes or petabytes of data. These jobs are often running over thousands of CPU cores and simultaneously performing data accesses, data movements, and computation. It is difficult to identify bottlenecks or to debug the performance issues in these large workflows. In order to address these challenges, we have developed Performance Analysis Tool for HPC Applications (PATHA) using the state-of-art open source big data processing tools. Our framework can ingest system logs to extract key performance measures, and apply the most sophisticated statistical tools and data mining methods on the performance data. Furthermore, it utilizes an efficient data processing engine to allow users to interactively analyze a large amount of different types of logs and measurements. To illustrate the functionality of PATHA, we conduct a case study on the workflows from an astronomy project known as the Palomar Transient Factory (PTF). This study processed 1.6 TB of system logs collected on the NERSC supercomputer Edison. Using PATHA, we were able to identify performance bottlenecks, which reside in three tasks of PTF workflow with the dependency on the density of celestial objects.

96 KNOWLEDGE MANAGEMENT AND PRESERVATION↗

Peeking Network States with Clustered Patterns

Network traffic monitoring has long been a core element for effec- tive network management and security. However, it is still a chal- lenging task with a high degree of complexity for comprehensive analysis when considering multiple variables and ever-increasing traffic volumes to monitor. For example, one of the widely con- sidered approaches is to scrutinize probabilistic distributions, but it poses a scalability concern and multivariate analysis is not gen- erally supported due to the exponential increase of the complexity. In this work, we propose a novel method for network traffic moni- toring based on clustering, one of the powerful deep-learning tech- niques. We show that the new approach enables us to recognize clustered results as patterns representing the network states, which can then be utilized to evaluate “similarity” of network states over time. In addition, we define a new quantitative measure for the similarity between two compared network states observed in dif- ferent time windows, as a supportive means for intuitive analysis. Finally, we demonstrate the clustering-based network monitoring with public traffic traces, and show that the proposed approach us- ing the clustering method has a great opportunity for feasible, cost- effective network monitoring.

97 MATHEMATICS AND COMPUTING↗

Advanced Performance Modeling with Combined Passive and Active Monitoring

To improve the efficiency of resource utilization and scheduling of scientific data transfers on high-speed networks, the "Advanced Performance Modeling with combined passive and active monitoring" (APM) project investigates and models a general-purpose, reusable and expandable network performance estimation framework. The predictive estimation model and the framework will be helpful in optimizing the performance and utilization of networks as well as sharing resources with predictable performance for scientific collaborations, especially in data intensive applications. Our prediction model utilizes historical network performance information from various network activity logs as well as live streaming measurements from network peering devices. Historical network performance information is used without putting extra load on the resources by active measurement collection. Performance measurements collected by active probing is used judiciously for improving the accuracy of predictions.

97 MATHEMATICS AND COMPUTING↗

Network bandwidth utilization forecast model on high bandwidth networks

With the increasing number of geographically distributed scientific collaborations and the scale of the data size growth, it has become more challenging for users to achieve the best possible network performance on a shared network. We have developed a forecast model to predict expected bandwidth utilization for high-bandwidth wide area network. The forecast model can improve the efficiency of resource utilization and scheduling data movements on high-bandwidth network to accommodate ever increasing data volume for large-scale scientific data applications. Univariate model is developed with STL and ARIMA on SNMP path utilization data. Compared with traditional approach such as Box-Jenkins methodology, our forecast model reduces computation time by 83.2%. It also shows resilience against abrupt network usage change. The accuracy of the forecast model is within the standard deviation of the monitored measurements.

97 MATHEMATICS AND COMPUTING↗

Simple Example of Backtest Overfitting (SEBO)

In the field of mathematical finance, a "backtest" is the usage of historical market data to assess the performance of a proposed trading strategy. It is a relatively simple matter for a present-day computer system to explore thousands, millions or even billions of variations of a proposed strategy, and pick the best performing variant as the "optimal" strategy "in sample" (i.e., on the input dataset). Unfortunately, such an "optimal" strategy often performs very poorly "out of sample" (i.e. on another dataset), because the parameters of the invest strategy have been oversit to the in-sample data, a situation known as "backtest overfitting". While the mathematics of backtest overfitting has been examined in several recent theoretical studies, here we pursue a more tangible analysis of this problem, in the form of an online simulator tool. Given a input random walk time series, the tool develops an "optimal" variant of a simple strategy by exhaustively exploring all integer parameter values among a handful of parameters. That "optimal" strategy is overfit, since by definition a random walk is unpredictable. Then the tool tests the resulting "optimal" strategy on a second random walk time series. In most runs using our online tool, the "optimal" strategy derived from the first time series performs poorly on the second time series, demonstrating how hard it is not to overfit a backtest. We offer this online tool, "Simple Example of Backtest Overfitting (SEBO)", to facilitate further research in this area.

Wu, K. John↗

NASA/FAA Tailplane Icing Program: Flight Test Report

This report presents results from research flights that explored the characteristics of an ice-contaminated tailplane using various simulated ice shapes attached to the leading edge of the horizontal tailplane. A clean leading edge provided the baseline case, then three ice shapes were flown in order of increasing severity. Flight tests included both steady state and dynamic maneuvers. The steady state points were 1G wings level and steady heading sideslips. The primary dynamic maneuvers were pushovers to various G-levels; elevator doublets; and thrust transitions. These maneuvers were conducted for a full range of flap positions and aircraft angle of attack where possible. The analysis of this data set has clearly demonstrated the detrimental effects of ice contamination on aircraft stability and controllability. Paths to tailplane stall were revealed through parameter isolation and transition studies. These paths are (1) increasing ice shape severity, (2) increasing flap deflection, (3) high or low speeds, depending on whether the aircraft is in a steady state (high speed) or pushover maneuver (low speed), and (4) increasing thrust. The flight research effort was very comprehensive, but did not examine effects of tailplane design and location, or other aircraft geometry configuration effects. However, this effort provided the role of some of the parameters in promoting tailplane stall. The lessons learned will provide guidance to regulatory agencies, aircraft manufacturers, and operators on ice-contaminated tailplane stall in the effort to increase aviation safety and reduce the fatal accident rate.

Ratvasky, Thomas P.↗