The field relates generally to information processing systems, and more particularly to techniques for data analysis using such systems.
The proliferation of devices such as Internet of Things (IoT) devices, sensor networks, and other telemetry devices has resulted in vast amounts of time series data, which can be used in forecasting for a variety of use cases. However, conventional data analysis techniques pertaining to time series data-based forecasting commonly involve labor-intensive manual processes specified for the analysis of a single data series of a limited number of data points. Additionally, such conventional data analysis techniques typically lack quantifications of confidence and/or credibility values attributed to time series data-based forecasts.
Illustrative embodiments of the disclosure provide techniques for analyzing time series data for sets of devices using machine learning techniques. An exemplary computer-implemented method includes processing time series data from multiple devices, and generating at least one data forecast by applying, in response to a request from at least one user, one or more machine learning techniques to at least a portion of the processed time series data. The method also includes computing one or more qualifying values attributable to the at least one generated data forecast by providing the at least one generated data forecast and the at least a portion of the processed time series data to a conformal prediction framework. Further, the method additionally includes performing one or more automated actions based at least in part on the at least one generated data forecast and the one or more computed qualifying values.
Illustrative embodiments can provide significant advantages relative to conventional data analysis techniques pertaining to time series data-based forecasting. For example, problems associated with manual processes specified for the analysis of a single data series of a limited number of data points are overcome in one or more embodiments through utilization of segmented regression techniques integrated with a greedy algorithm for providing automated time series data-based forecasting, supplemented by a conformal prediction framework to generate confidence and credibility values associated with each forecast.
These and other illustrative embodiments described herein include, without limitation, methods, apparatus, systems, and computer program products comprising processor-readable storage media.
Illustrative embodiments will be described herein with reference to exemplary computer networks and associated computers, servers, network devices or other types of processing devices. It is to be appreciated, however, that these and other embodiments are not restricted to use with the particular illustrative network and device configurations shown. Accordingly, the term “computer network” as used herein is intended to be broadly construed, so as to encompass, for example, any system comprising multiple networked processing devices.
The devices 102 may comprise, for example, IoT devices, mobile telephones, laptop computers, tablet computers, desktop computers or other types of computing devices. Such devices are examples of what are more generally referred to herein as “processing devices.” Some of these processing devices are also generally referred to herein as “computers.”
The devices 102 in some embodiments comprise respective computers associated with a particular company, organization or other enterprise. In addition, at least portions of the computer network 100 may also be referred to herein as collectively comprising an “enterprise network.” Numerous other operating scenarios involving a wide variety of different types and arrangements of processing devices and networks are possible, as will be appreciated by those skilled in the art.
Also, it is to be appreciated that the term “user” in this context and elsewhere herein is intended to be broadly construed so as to encompass, for example, human, hardware, software or firmware entities, as well as various combinations of such entities.
The network 104 is assumed to comprise a portion of a global computer network such as the Internet, although other types of networks can be part of the computer network 100, including a wide area network (WAN), a local area network (LAN), a satellite network, a telephone or cable network, a cellular network, a wireless network such as a Wi-Fi or WiMAX network, or various portions or combinations of these and other types of networks. The computer network 100 in some embodiments therefore comprises combinations of multiple different types of networks, each comprising processing devices configured to communicate using internet protocol (IP) or other related communication protocols.
Additionally, the device time series data analysis system 105 can have an associated time series database 106 configured to store historical time series data pertaining to devices 102 as well as generated forecasts derived from and/or related to device time series data.
The database 106 in the present embodiment is implemented using one or more storage systems associated with device time series data analysis system 105. Such storage systems can comprise any of a variety of different types of storage including network-attached storage (NAS), storage area networks (SANs), direct-attached storage (DAS) and distributed DAS, as well as combinations of these and other storage types, including software-defined storage.
Also associated with device time series data analysis system 105 can be input-output devices, which illustratively comprise keyboards, displays or other types of input-output devices in any combination. Such input-output devices can be used, for example, to support one or more user interfaces to system 105, as well as to support communication between system 105 and other related systems and devices not explicitly shown.
The device time series data analysis system 105 in the
More particularly, device time series data analysis system 105 in this embodiment can comprise a processor coupled to a memory and a network interface.
The processor illustratively comprises a microprocessor, a microcontroller, an application-specific integrated circuit (ASIC), a field-programmable gate array (FPGA) or other type of processing circuitry, as well as portions or combinations of such circuitry elements.
The memory illustratively comprises random access memory (RAM), read-only memory (ROM) or other types of memory, in any combination. The memory and other memories disclosed herein may be viewed as examples of what are more generally referred to as “processor-readable storage media” storing executable computer program code or other types of software programs.
One or more embodiments include articles of manufacture, such as computer-readable storage media. Examples of an article of manufacture include, without limitation, a storage device such as a storage disk, a storage array or an integrated circuit containing memory, as well as a wide variety of other types of computer program products. The term “article of manufacture” as used herein should be understood to exclude transitory, propagating signals.
The network interface allows device time series data analysis system 105 to communicate over the network 104 with the devices 102, and illustratively comprises one or more conventional transceivers.
The device time series data analysis system 105 further comprises one or more machine learning algorithms 112, a conformal prediction framework 114, and a graphical user interface (GUI) 116.
It is to be appreciated that this particular arrangement of modules 112, 114, and 116 illustrated in the device time series data analysis system 105 of the
At least portions of modules 112, 114, and 116 may be implemented at least in part in the form of software that is stored in memory and executed by a processor.
It is to be understood that the particular set of elements shown in
An exemplary process utilizing modules 112, 114, and 116 of an example device time series data analysis system 105 in computer network 100 will be described in more detail with reference to the flow diagram of
Accordingly, at least one embodiment includes analyzing time series data for sets of devices using machine learning techniques. By way of illustration, descriptions of one or more embodiments herein involve an example use case pertaining to a storage capacity forecasting implementation. However, it should be appreciated that one or more embodiments can be implemented in connection with a variety of devices (e.g., storage devices, IoT devices, etc.). Additionally, at least one embodiment includes utilizing a variety of database types, such as, for example, purpose-built databases (e.g., InfluxDB) that are specifically built for time series data.
As detailed herein, one or more embodiments include computing confidence and credibility values attributed to generated predictions. Such computations are carried out via implementation of a conformal prediction framework, which is used in conjunction with a prediction algorithm to provide the probability distribution of each such prediction.
By way of illustration, consider the following example use case, which forecasts the growth trend in a storage array. Such an example embodiment includes obtaining time series data from the given storage array, wherein the data include time stamps and pre-compressed data at the given instances of time, and the retrieved data are then stored in a purpose-built time series database. Assume that a user requests a desired action such as, for example, wishing to visualize capacity forecasting information. In response to this request, the example embodiment includes fetching at least a portion of the time series data from the database and applying a segmented regression integrated with a greedy algorithm to the fetched data to generate the forecast. Additionally, the example embodiment includes processing the generated forecast in conjunction with the fetched data using a conformal prediction framework to generate a confidence value and a credibility value attributed to the forecast. The generated forecast and the confidence and credibility values are then output to the user via a visualization using at least one interface.
As further detailed herein, a conformal prediction framework utilized in one or more embodiments outputs multi-value prediction regions. For example, given a test pattern Xi and a significance level ϵ, a conformal prediction framework outputs a prediction region Γϵ/i that contains yi with probability 1−ϵ. Such multi-value prediction regions can include confidence and credibility values. As used herein, such confidence values refer to measures indicative of the quality of the generated forecast and/or prediction. Also, as used herein, credibility values refer to measures indicative of the quality of the data on which the generated forecast and/or prediction was based. In one or more embodiments, a credibility value can be utilized as a filter mechanism with which certain forecasts and/or predictions can be rejected and/or ignored.
The pseudocode 200 illustrates implementing a segmented regression integrated with a greedy algorithm, which includes initiating partitioning points in intervals of a given length and iterating the algorithm, which includes calculating the least squares fit and the corresponding error for merging neighboring pairs of intervals. The interval that has the largest merge error is maintained (and the remaining intervals are merged), and the least squares fit of data in the corresponding interval is output.
It is to be appreciated that this particular pseudocode shows just one example implementation of a machine learning segmented regression algorithm using greedy merging techniques, and alternative implementations of other algorithms can be used in other embodiments.
The pseudocode 300 illustrates implementing a conformal prediction framework to generate values for confidence and credibility parameters associated with a prediction generated by a segmented regression integrated with a greedy algorithm.
It is to be appreciated that this particular pseudocode shows just one example implementation of a conformal framework for time series data, and alternative implementations of other frameworks can be used in other embodiments.
Referring to the conformal prediction framework, consider an illustrative use case wherein X represents a measurable space (e.g., the object space) and Y represents a finite set (e.g., the label space). Assume that every sample, zi=(xi, yi), is composed of an object xi∈X and a label yi∈Y. The observation space is then defined as Z:=X*Y, and zi∈Z. One or more embodiments can include finding a measurable function A that changes every sequence of observations, (z1, z2, . . . , zn)∈Z, to a same-length sequence (α1, . . . , αn)∈R, which is formed by positive real numbers and is equivariant with respect to permutations for any permutation π of {1, . . . , n}, as follows: (α1, . . . , αn)=A(z1, . . . , zn)→(απ(1), . . . , απ(n))=A(zπ(1), . . . , zπ(n)).
The conformal predictor determined by A meets the exchangeability assumption and is defined by Γϵ(z1, . . . , zl, x):={y|py>∈}, wherein (z1, . . . , zl)∈Z is a training sequence that is a part of observation space (z1, z2, . . . , zn), x is a test object, and y∈Y are potential labels for x. Additionally, Y is the set of labels for all sample categories, and Γe is a corresponding prediction region with a given significance level ε∈(0,1). For each y∈Y, the corresponding value is defined by the following:
The corresponding sequence of nonconformity scores is defined by
(α1y, . . . ,αly,αl+1y)=A(z1, . . . ,zl,(x,y))
Generally, the lower the αl+1y, the greater the level of confidence, and the lower the py, the less that the prediction and/or forecast can be trusted. Also, in one or more embodiments, the prediction regions in a conformal predictor are nested, i.e., for any (∈1<∈2),
ΓC
The property of validity of a conformal predictor is that for any l, the probability of the event (yl+1 ∈Γε(z1, . . . , zl′, xl+1)) is at least (1−∈,); that is, P(yl+1∉Γe(z1, . . . , zl, xl+1))≤∈.
In connection with at least one embodiment, one or more prediction algorithms can be modified and/or utilized as underlying algorithms for a nonconformity measure. In an example embodiment, a nonconformity measure is generated based on a k-nearest neighbor (KNN) algorithm. Given a sequence of examples (z1, . . . , zn), the nonconformity score measured by conformal predictor-KNN is
with the example zi=(xi, yi), wherein dij+ is the jth shortest distance from xi to other objects labelled the same as xi, and dij− is the jth shortest distance from xi to other objects labelled differently from xi. The parameter k is the number of elements taken into account. The larger αi is, the stranger and/or more unpredictable zi is, and zi is shown to be more non-conformal than other elements.
As also detailed herein, two indicators, confidence and credibility, are used to provide additional information about the prediction. In one or more embodiments, those indicators are defined as:
confidence: sup{1−∈:|Γ∈|≤1}
credibility: inf{∈:(|Γe|=0})
In the classification case, confidence equals one minus the second maximum p-value, which shows the level of confidence in rejecting other labels. Credibility equals the highest p-value, which shows how well the chosen label conforms to the rest of the set. In at least one example embodiment, the forced prediction is considered to be reliable if its confidence is close to one and credibility is not close to zero.
In this embodiment, the process includes steps 400 through 406. These steps are assumed to be performed by the device time series data analysis system 105 utilizing its modules 112, 114 and 116.
Step 400 includes processing time series data from multiple devices. Processing the time series data can include reformatting at least a portion of the time series data from the multiple devices. Also, in at least one embodiment, the multiple devices can include one or more IoT devices and/or one or more storage devices.
Step 402 includes generating at least one data forecast by applying, in response to a request from at least one user, one or more machine learning techniques to at least a portion of the processed time series data. In at least one embodiment, the one or more machine learning techniques include at least one segmented regression technique. Additionally or alternatively, the one or more machine learning techniques can include at least one segmented regression technique integrated with a greedy algorithm. Further, in one or more embodiments, the at least one data forecast can pertain to anomaly detection and/or capacity utilization.
Step 404 includes computing one or more qualifying values attributable to the at least one generated data forecast by providing the at least one generated data forecast and the at least a portion of processed time series data to a conformal prediction framework. The one or more qualifying values can include at least one confidence value attributed to the at least one generated data forecast and/or at least one credibility value indicating quality of the at least a portion of processed time series data used in generating the at least one data forecast.
Step 406 includes performing one or more automated actions based at least in part on the at least one generated data forecast and the one or more computed qualifying values. In at least one embodiment, performing the one or more automated actions includes outputting a visualization of the at least one generated data forecast and the one or more computed qualifying values via a graphical user interface.
The techniques depicted in
Accordingly, the particular processing operations and other functionality described in conjunction with the flow diagram of
The above-described illustrative embodiments provide significant advantages relative to conventional approaches. For example, some embodiments are configured to provide automated time series data-based forecasting using segmented regression techniques integrated with a greedy algorithm in conjunction with a conformal prediction framework. These and other embodiments can effectively avoid problems associated with manual processes specified for the analysis of a single data series of a limited number of data points.
It is to be appreciated that the particular advantages described above and elsewhere herein are associated with particular illustrative embodiments and need not be present in other embodiments. Also, the particular types of information processing system features and functionality as illustrated in the drawings and described above are exemplary only, and numerous other arrangements may be used in other embodiments.
As mentioned previously, at least portions of the information processing system 100 can be implemented using one or more processing platforms. A given such processing platform comprises at least one processing device comprising a processor coupled to a memory. The processor and memory in some embodiments comprise respective processor and memory elements of a virtual machine or container provided using one or more underlying physical machines. The term “processing device” as used herein is intended to be broadly construed so as to encompass a wide variety of different arrangements of physical processors, memories and other device components as well as virtual instances of such components. For example, a “processing device” in some embodiments can comprise or be executed across one or more virtual processors. Processing devices can therefore be physical or virtual and can be executed across one or more physical or virtual processors. It should also be noted that a given virtual device can be mapped to a portion of a physical one.
Some illustrative embodiments of a processing platform used to implement at least a portion of an information processing system comprises cloud infrastructure including virtual machines implemented using a hypervisor that runs on physical infrastructure. The cloud infrastructure further comprises sets of applications running on respective ones of the virtual machines under the control of the hypervisor. It is also possible to use multiple hypervisors each providing a set of virtual machines using at least one underlying physical machine. Different sets of virtual machines provided by one or more hypervisors may be utilized in configuring multiple instances of various components of the system.
These and other types of cloud infrastructure can be used to provide what is also referred to herein as a multi-tenant environment. One or more system components, or portions thereof, are illustratively implemented for use by tenants of such a multi-tenant environment.
As mentioned previously, cloud infrastructure as disclosed herein can include cloud-based systems. Virtual machines provided in such systems can be used to implement at least portions of a computer system in illustrative embodiments.
In some embodiments, the cloud infrastructure additionally or alternatively comprises a plurality of containers implemented using container host devices. For example, as detailed herein, a given container of cloud infrastructure illustratively comprises a Docker container or other type of Linux Container (LXC). The containers are run on virtual machines in a multi-tenant environment, although other arrangements are possible. The containers are utilized to implement a variety of different types of functionality within the system 100. For example, containers can be used to implement respective processing devices providing compute and/or storage services of a cloud-based system. Again, containers may be used in combination with other virtualization infrastructure such as virtual machines implemented using a hypervisor.
Illustrative embodiments of processing platforms will now be described in greater detail with reference to
The cloud infrastructure 500 further comprises sets of applications 510-1, 510-2, . . . 510-L running on respective ones of the VMs/container sets 502-1, 502-2, . . . 502-L under the control of the virtualization infrastructure 504. The VMs/container sets 502 comprise respective VMs, respective sets of one or more containers, or respective sets of one or more containers running in VMs. In some implementations of the
A hypervisor platform may be used to implement a hypervisor within the virtualization infrastructure 504, wherein the hypervisor platform has an associated virtual infrastructure management system. The underlying physical machines comprise one or more distributed processing platforms that include one or more storage systems.
In other implementations of the
As is apparent from the above, one or more of the processing modules or other components of system 100 may each run on a computer, server, storage device or other processing platform element. A given such element is viewed as an example of what is more generally referred to herein as a “processing device.” The cloud infrastructure 500 shown in
The processing platform 600 in this embodiment comprises a portion of system 100 and includes a plurality of processing devices, denoted 602-1, 602-2, 602-3, . . . 602-K, which communicate with one another over a network 604.
The network 604 comprises any type of network, including by way of example a global computer network such as the Internet, a WAN, a LAN, a satellite network, a telephone or cable network, a cellular network, a wireless network such as a Wi-Fi or WiMAX network, or various portions or combinations of these and other types of networks.
The processing device 602-1 in the processing platform 600 comprises a processor 610 coupled to a memory 612.
The processor 610 comprises a microprocessor, a microcontroller, an application-specific integrated circuit (ASIC), a field-programmable gate array (FPGA) or other type of processing circuitry, as well as portions or combinations of such circuitry elements.
The memory 612 comprises random access memory (RAM), read-only memory (ROM) or other types of memory, in any combination. The memory 612 and other memories disclosed herein should be viewed as illustrative examples of what are more generally referred to as “processor-readable storage media” storing executable program code of one or more software programs.
Articles of manufacture comprising such processor-readable storage media are considered illustrative embodiments. A given such article of manufacture comprises, for example, a storage array, a storage disk or an integrated circuit containing RAM, ROM or other electronic memory, or any of a wide variety of other types of computer program products. The term “article of manufacture” as used herein should be understood to exclude transitory, propagating signals. Numerous other types of computer program products comprising processor-readable storage media can be used.
Also included in the processing device 602-1 is network interface circuitry 614, which is used to interface the processing device with the network 604 and other system components, and may comprise conventional transceivers.
The other processing devices 602 of the processing platform 600 are assumed to be configured in a manner similar to that shown for processing device 602-1 in the figure.
Again, the particular processing platform 600 shown in the figure is presented by way of example only, and system 100 may include additional or alternative processing platforms, as well as numerous distinct processing platforms in any combination, with each such platform comprising one or more computers, servers, storage devices or other processing devices.
For example, other processing platforms used to implement illustrative embodiments can comprise different types of virtualization infrastructure, in place of or in addition to virtualization infrastructure comprising virtual machines. Such virtualization infrastructure illustratively includes container-based virtualization infrastructure configured to provide Docker containers or other types of LXCs.
As another example, portions of a given processing platform in some embodiments can comprise converged infrastructure.
It should therefore be understood that in other embodiments different arrangements of additional or alternative elements may be used. At least a subset of these elements may be collectively implemented on a common processing platform, or each such element may be implemented on a separate processing platform.
Also, numerous other arrangements of computers, servers, storage products or devices, or other components are possible in the information processing system 100. Such components can communicate with other elements of the information processing system 100 over any type of network or other communication media.
For example, particular types of storage products that can be used in implementing a given storage system of a distributed processing system in an illustrative embodiment include all-flash and hybrid flash storage arrays, scale-out all-flash storage arrays, scale-out NAS clusters, or other types of storage arrays. Combinations of multiple ones of these and other storage products can also be used in implementing a given storage system in an illustrative embodiment.
It should again be emphasized that the above-described embodiments are presented for purposes of illustration only. Many variations and other alternative embodiments may be used. Also, the particular configurations of system and device elements and associated processing operations illustratively shown in the drawings can be varied in other embodiments. Thus, for example, the particular types of devices, modules, systems and resources deployed in a given embodiment and their respective configurations may be varied. Moreover, the various assumptions made above in the course of describing the illustrative embodiments should also be viewed as exemplary rather than as requirements or limitations of the disclosure. Numerous other alternative embodiments within the scope of the appended claims will be readily apparent to those skilled in the art.
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