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Recurrence Plots and Cross Recurrence Plots

Technical ReportTechnical Report, CU-CS 1067-10, University of Colorado (2010)

Recurrence Plots in Analysis of Computer Systems

A. Roche

To analyze computer systems or compare them to one another, measurements are taken as the program runs. This is called a performance trace, and it can involve large amounts of time series data. Currently, statistical tools are used for analysis but this approach loses information by ignoring the ordered nature of the data.

We propose improving computer performance metrics by viewing the computer as a dynamical system and studying the time varying behavior. We proposed accomplishing this by applying recurrence plots (RPs) to the data [6]. This approach provides a graphical characterization of the system that can (in some cases) filter though noise, identify non-stationary patterns, and make periodic behavior immediately apparent [7].

I tested the hypotheses that RPs will allow us to easily compare systems as well as to identify specific points in the data set that warrant further investigation. We found that RPs are not an appropriate tool for this purpose. We believe this is partially due to the fact that the scale patterns in time series data from hardware traces is much smaller than the entire time series. This difference of 1-2 orders of magnitude makes the patterns difficult to see. In addition, RPs appear too sensitive to noise to be useful for computer applications.


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