eng
Schloss Dagstuhl – Leibniz-Zentrum für Informatik
Open Access Series in Informatics
2190-6807
2012-11-09
29
34
10.4230/OASIcs.ICCSW.2012.29
article
Incremental HMM with an improved Baum-Welch Algorithm
Chis, Tiberiu S.
Harrison, Peter G.
There is an increasing demand for systems which handle higher density, additional loads as seen in storage workload modelling, where workloads can be characterized on-line. This paper aims to find a workload model which processes incoming data and then updates its parameters "on-the-fly." Essentially, this will be an incremental hidden Markov model (IncHMM) with an improved Baum-Welch algorithm. Thus, the benefit will be obtaining a parsimonious model which updates its encoded information whenever more real time workload data becomes available. To achieve this model, two new approximations of the Baum-Welch algorithm are defined, followed by training our model using discrete time series. This time series is transformed from a large network trace made up of I/O commands, into a partitioned binned trace, and then filtered through a K-means clustering algorithm to obtain an observation trace. The IncHMM, together with the observation trace, produces the required parameters to form a discrete Markov arrival process (MAP). Finally, we generate our own data trace (using the IncHMM parameters and a random distribution) and statistically compare it to the raw I/O trace, thus validating our model.
https://drops.dagstuhl.de/storage/01oasics/oasics-vol028-iccsw2012/OASIcs.ICCSW.2012.29/OASIcs.ICCSW.2012.29.pdf
hidden Markov model
Baum-Welch algorithm
Backward algorithm
discrete Markov arrival process
incremental workload model