Time-series forecasting and machine-learning model parameter optimization

    公开(公告)号:GB2633833A

    公开(公告)日:2025-03-26

    申请号:GB202314621

    申请日:2023-09-25

    Applicant: IBM

    Abstract: A method for time-series forecasting for time-series data with a periodic behavior larger than a respective sampling rate comprises: selecting (104) candidate time lag values from measured (102) time-series data; determining (106) first training data, e.g. feature vectors, based on time-series data and the candidate time lag values; and training (108) a first machine-learning (ML) system for building a regularized ML model, thereby determining a subset of the set of the first training data related to the most influential long-term and short-term lag values when training the regularised ML model. The method further comprises: building (110) second training data based on the long-term lag values and related measured sampled time-series data; training (112) of a second machine-learning system for time-series predictions when using measured sampled time-series data as input, the training using the set of second training data, related measured sampled time-series, the short-term lag values; wherein a first performance indicator value is indicative of a prediction performance of the first time-series machine-learning model; determining (backward optimization 114) that an element of the set of second training data is significant for the training of the first time-series machine-learning model; and determining (forward optimisation 116), that the set of second training data is complete. A table with measured sampled time-series data shifted by candidate time lag values is used for determining (106) first training data. Determining the second training data being complete comprises a Fourier transformation of an error signal between ground truth and predicted time series.

    Programmatic performance anomaly detection

    公开(公告)号:GB2600813A

    公开(公告)日:2022-05-11

    申请号:GB202113147

    申请日:2021-09-15

    Applicant: IBM

    Abstract: A method for performance anomaly detection comprises periodically receiving velocity data from a workload manager for one or more address spaces 310. Velocity is a measure of processor activity used to process a workload over time. An expected velocity value is created for each of the one or more address spaces 320. A factor of the expected velocity value (i.e. a percentage of the value) is compared to a current velocity value from the velocity data 340. Based on the current velocity value being lower than this threshold, a remedial action is generated indicating an anomaly 350.

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