I HAD TO RE-ENTER THIS POST (from e-mail copy I got about my previous posting) AS BLOGGER HAS LOST MY ORIGINAL ONE!!!!
This is my 1st CMG’12 trip report.
The
following CMG workshop: Albert
Mavashev - "Ensuring the Performance of Business‐Critical Apps in the Cloud" on a top of
Cloud monitoring topic has touched the subject that relates to this
blog.
The
author offers to apply some indicators from technical analysis (of securities trading) to detect anomalies or
resource leaks against
computer performance data.
Apparently the author was
not aware of the System performance exceptions/anomalies /changes detection methodologies that are commonly used
in the IT Capacity Management, such as MASF and SETDS (SEDS), but he naturally came to idea of doing that and
took what already used for similar purposes in technical
analysis.
I believe that EV based approach that SETDS methodology uses is more
appropriate for Computer performance data, but I am always opened to evaluate
other means (and often do that in this blog postings)
So,
Bollinger Bands are similar to Upper and Lower Control Limits in SPC. More interesting is that in 2010 the %b (pronounced "percent b") indicator (derived from Stochastic oscillator) was introduced and that somewhat similar to EV-meta-metric I have introduced in 2001. It is similar but in inverse way! p% is between 0 and 100 for actual data WITHIN the band, but EV become non-0 when actual data go OUTSIDE the band.
Applying the same idea we can alslo also normalize EV
metric (lets call it “%И”) to the |UCL-LCL| band:
if it is a actual data jump that is higher
than UCL or lower than LCL in a half of band – it will be %И >100%.
Not sure whether it make
some practical sense or not, but really interesting twist!
Let me play with this %И indicator
finding the good place to use and I will report here of any good
results.....
In return I would suggest to apply
EV and %И indicators to technical analysis to estimate magnitude
of some market unusual responses! Why
not?
--
Posted By Blogger to System Management by Exception at 1/29/2013 06:00:00 PM
(BUT LOST!!! - my comment iTrubin)
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