Performance modelling with adaptive hidden Markov models and discriminatory processor sharing queues

In modern computer systems, workload varies at different times and locations. It is important to model the performance of such systems via workload models that are both representative and efficient. For example, model-generated workloads represent realistic system behaviour, especially during peak times, when it is crucial to predict and address performance bottlenecks. In this thesis, we model performance, namely throughput and delay, using adaptive models and discrete queues. Hidden Markov models (HMMs) parsimoniously capture the correlation and burstiness of workloads with spatiotemporal characteristics. By adapting the batch training of standard HMMs to incremental learning, online HMMs act as benchmarks on workloads obtained from live systems (i.e. storage systems and financial markets) and reduce time complexity of the Baum-Welch algorithm. Similarly, by extending HMM capabilities to train on multiple traces simultaneously it follows that workloads of different types are modelled in parallel by a multi-input HMM. Typically, the HMM-generated traces verify the throughput and burstiness of the real data. Applications of adaptive HMMs include predicting user behaviour in social networks and performance-energy measurements in smartphone applications. Equally important is measuring system delay through response times. For example, workloads such as Internet traffic arriving at routers are affected by queueing delays. To meet quality of service needs, queueing delays must be minimised and, hence, it is important to model and predict such queueing delays in an efficient and cost-effective manner. Therefore, we propose a class of discrete, processor-sharing queues for approximating queueing delay as response time distributions, which represent service level agreements at specific spatiotemporal levels. We adapt discrete queues to model job arrivals with distributions given by a Markov-modulated Poisson process (MMPP) and served under discriminatory processor-sharing scheduling. Further, we propose a dynamic strategy of service allocation to minimise delays in UDP traffic flows whilst maximising a utility function.Open Acces

Metascheduling of HPC Jobs in Day-Ahead Electricity Markets

High performance grid computing is a key enabler of large scale collaborative computational science. With the promise of exascale computing, high performance grid systems are expected to incur electricity bills that grow super-linearly over time. In order to achieve cost effectiveness in these systems, it is essential for the scheduling algorithms to exploit electricity price variations, both in space and time, that are prevalent in the dynamic electricity price markets. In this paper, we present a metascheduling algorithm to optimize the placement of jobs in a compute grid which consumes electricity from the day-ahead wholesale market. We formulate the scheduling problem as a Minimum Cost Maximum Flow problem and leverage queue waiting time and electricity price predictions to accurately estimate the cost of job execution at a system. Using trace based simulation with real and synthetic workload traces, and real electricity price data sets, we demonstrate our approach on two currently operational grids, XSEDE and NorduGrid. Our experimental setup collectively constitute more than 433K processors spread across 58 compute systems in 17 geographically distributed locations. Experiments show that our approach simultaneously optimizes the total electricity cost and the average response time of the grid, without being unfair to users of the local batch systems.Comment: Appears in IEEE Transactions on Parallel and Distributed System

Adaptive Performance and Power Management in Distributed Computing Systems

The complexity of distributed computing systems has raised two unprecedented challenges for system management. First, various customers need to be assured by meeting their required service-level agreements such as response time and throughput. Second, system power consumption must be controlled in order to avoid system failures caused by power capacity overload or system overheating due to increasingly high server density. However, most existing work, unfortunately, either relies on open-loop estimations based on off-line profiled system models, or evolves in a more ad hoc fashion, which requires exhaustive iterations of tuning and testing, or oversimplifies the problem by ignoring the coupling between different system characteristics (\ie, response time and throughput, power consumption of different servers). As a result, the majority of previous work lacks rigorous guarantees on the performance and power consumption for computing systems, and may result in degraded overall system performance. In this thesis, we extensively study adaptive performance/power management and power-efficient performance management for distributed computing systems such as information dissemination systems, power grid management systems, and data centers, by proposing Multiple-Input-Multiple-Output (MIMO) control and hierarchical designs based on feedback control theory. For adaptive performance management, we design an integrated solution that controls both the average response time and CPU utilization in information dissemination systems to achieve bounded response time for high-priority information and maximized system throughput in an example information dissemination system. In addition, we design a hierarchical control solution to guarantee the deadlines of real-time tasks in power grid computing by grouping them based on their characteristics, respectively. For adaptive power management, we design MIMO optimal control solutions for power control at the cluster and server level and a hierarchical solution for large-scale data centers. Our MIMO control design can capture the coupling among different system characteristics, while our hierarchical design can coordinate controllers at different levels. For power-efficient performance management, we discuss a two-layer coordinated management solution for virtualized data centers. Experimental results in both physical testbeds and simulations demonstrate that all the solutions outperform state-of-the-art management schemes by significantly improving overall system performance

Renegotiation based dynamic bandwidth allocation for selfsimilar VBR traffic

The provision of QoS to applications traffic depends heavily on how different traffic types are categorized and classified, and how the prioritization of these applications are managed. Bandwidth is the most scarce network resource. Therefore, there is a need for a method or system that distributes an available bandwidth in a network among different applications in such a way that each class or type of traffic receives their constraint QoS requirements. In this dissertation, a new renegotiation based dynamic resource allocation method for variable bit rate (VBR) traffic is presented. First, pros and cons of available off-line methods that are used to estimate selfsimilarity level (represented by Hurst parameter) of a VBR traffic trace are empirically investigated, and criteria to select measurement parameters for online resource management are developed. It is shown that wavelet analysis based methods are the strongest tools in estimation of Hurst parameter with their low computational complexities, compared to the variance-time method and R/S pox plot. Therefore, a temporal energy distribution of a traffic data arrival counting process among different frequency sub-bands is considered as a traffic descriptor, and then a robust traffic rate predictor is developed by using the Haar wavelet analysis. The empirical results show that the new on-line dynamic bandwidth allocation scheme for VBR traffic is superior to traditional dynamic bandwidth allocation methods that are based on adaptive algorithms such as Least Mean Square, Recursive Least Square, and Mean Square Error etc. in terms of high utilization and low queuing delay. Also a method is developed to minimize the number of bandwidth renegotiations to decrease signaling costs on traffic schedulers (e.g. WFQ) and networks (e.g. ATM). It is also quantified that the introduced renegotiation based bandwidth management scheme decreases heavytailedness of queue size distributions, which is an inherent impact of traffic self similarity. The new design increases the achieved utilization levels in the literature, provisions given queue size constraints and minimizes the number of renegotiations simultaneously. This renegotiation -based design is online and practically embeddable into QoS management blocks, edge routers and Digital Subscriber Lines Access Multiplexers (DSLAM) and rate adaptive DSL modems

An empirical behavioral model of liquidity and volatility

We develop a behavioral model for liquidity and volatility based on empirical regularities in trading order flow in the London Stock Exchange. This can be viewed as a very simple agent based model in which all components of the model are validated against real data. Our empirical studies of order flow uncover several interesting regularities in the way trading orders are placed and cancelled. The resulting simple model of order flow is used to simulate price formation under a continuous double auction, and the statistical properties of the resulting simulated sequence of prices are compared to those of real data. The model is constructed using one stock (AZN) and tested on 24 other stocks. For low volatility, small tick size stocks (called Group I) the predictions are very good, but for stocks outside Group I they are not good. For Group I, the model predicts the correct magnitude and functional form of the distribution of the volatility and the bid-ask spread, without adjusting any parameters based on prices. This suggests that at least for Group I stocks, the volatility and heavy tails of prices are related to market microstructure effects, and supports the hypothesis that, at least on short time scales, the large fluctuations of absolute returns are well described by a power law with an exponent that varies from stock to stock

Cross-layer performance control of wireless channels using active local profiles

To optimize performance of applications running over wireless channels state-of-the-art wireless access technologies incorporate a number of channel adaptation mechanisms. While these mechanisms are expected to operate jointly providing the best possible performance for current wireless channel and traffic conditions, their joint effect is often difficult to predict. To control functionality of various channel adaptation mechanisms a new cross-layer performance optimization system is sought. This system should be responsible for exchange of control information between different layers and further optimization of wireless channel performance. In this paper design of the cross-layer performance control system for wireless access technologies with dynamic adaptation of protocol parameters at different layers of the protocol stack is proposed. Functionalities of components of the system are isolated and described in detail. To determine the range of protocol parameters providing the best possible performance for a wide range of channel and arrival statistics the proposed system is analytically analyzed. Particularly, probability distribution functions of the number of lost frames and delay of a frame as functions of first- and second-order wireless channel and arrival statistics, automatic repeat request, forward error correction functionality, protocol data unit size at different layers are derived. Numerical examples illustrating performance of the whole system and its elements are provided. Obtained results demonstrate that the proposed system provide significant performance gains compared to static configuration of protocols

Some aspects of traffic control and performance evaluation of ATM networks

The emerging high-speed Asynchronous Transfer Mode (ATM) networks are expected to integrate through statistical multiplexing large numbers of traffic sources having a broad range of statistical characteristics and different Quality of Service (QOS) requirements. To achieve high utilisation of network resources while maintaining the QOS, efficient traffic management strategies have to be developed. This thesis considers the problem of traffic control for ATM networks. The thesis studies the application of neural networks to various ATM traffic control issues such as feedback congestion control, traffic characterization, bandwidth estimation, and Call Admission Control (CAC). A novel adaptive congestion control approach based on a neural network that uses reinforcement learning is developed. It is shown that the neural controller is very effective in providing general QOS control. A Finite Impulse Response (FIR) neural network is proposed to adaptively predict the traffic arrival process by learning the relationship between the past and future traffic variations. On the basis of this prediction, a feedback flow control scheme at input access nodes of the network is presented. Simulation results demonstrate significant performance improvement over conventional control mechanisms. In addition, an accurate yet computationally efficient approach to effective bandwidth estimation for multiplexed connections is investigated. In this method, a feed forward neural network is employed to model the nonlinear relationship between the effective bandwidth and the traffic situations and a QOS measure. Applications of this approach to admission control, bandwidth allocation and dynamic routing are also discussed. A detailed investigation has indicated that CAC schemes based on effective bandwidth approximation can be very conservative and prevent optimal use of network resources. A modified effective bandwidth CAC approach is therefore proposed to overcome the drawback of conventional methods. Considering statistical multiplexing between traffic sources, we directly calculate the effective bandwidth of the aggregate traffic which is modelled by a two-state Markov modulated Poisson process via matching four important statistics. We use the theory of large deviations to provide a unified description of effective bandwidths for various traffic sources and the associated ATM multiplexer queueing performance approximations, illustrating their strengths and limitations. In addition, a more accurate estimation method for ATM QOS parameters based on the Bahadur-Rao theorem is proposed, which is a refinement of the original effective bandwidth approximation and can lead to higher link utilisation

Connection utilization masking in ATM networks

A technique for connection utilization masking in ATM networks is presented, modeled, and analyzed. Specifically, a cell injection mechanism is modeled with a two-state Markov Modulated Poisson Process (MMPP) to study its autocorrelation and power spectral density properties and the queue response to the arrival process. The Cruz bound is used to determine injection source traffic parameters. Cell injection is implemented on a permanent virtual channel with a bursty Variable Bit Rate (VBR) source. The result is also VBR traffic having a new set of user-defined statistics. Traffic traces representing before and after injection scenarios are collected and further processed to define autocorrelation and power spectrum density functions. The results are used to compare and justify analytical results. The cell-injected stream shows strong correlation over a long duration, an indication of the removal of burstiness. Cell Transfer Delay, Cell Loss Rate, and Cell inter-arrival time statistics are collected to evaluate injection's effects on Quality of Service (QoS) parameters. Cell injection causes more mid- and high-frequency traffic power to be shifted towards low frequency region in the frequency spectrum, representing an increase in the mean arrival rate.http://www.archive.org/details/connectionutiliz00cayaFirst Lieutenant, Turkish ArmyApproved for public release; distribution is unlimited