基于动力特性的时间序列分割用于电量预测

Beibei Miao, Chen Yu, Jin Xuebo, Wang Bo, Xianping Qu, Shimin Tao, Wang Dong, Zang Zhi
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摘要

互联网服务产生了大量的数据,这些数据需要很大的存储空间。确定设备采购计划对服务提供商来说是非常重要的。采购不足可能导致数据丢失,而采购过多则会造成浪费。在本文中,我们提出了一种基于线性回归的方法,根据存储消耗的时间序列来预测存储需求。我们将存储消耗时间序列划分为几个线性段,并使用线性回归对最后一个段进行预测。由于相邻线段之间的拐点位置和线段总数都是未知的,因此如何实现在线分割成为一个很大的挑战。针对这一问题,我们进行了Kalman-Anova分割方法。实验结果表明,该方法在精密度、召回率和f测量值等方面都具有较好的准确性。此外,该方法还能对非线性时间序列进行分割,具有广阔的应用前景。该方法已在百度公司得到应用,并在其设备采购计划中节省了约4.5万美元。
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Segmentation of Time Series Based on Kinetic Characteristics for Storage Consumption Prediction
The Internet services generate huge amount of data, which require large space for storage. Determining device purchase plan turns out to be very important for the service providers. Under-purchasing might lead to data loss, while over-purchasing would result in waste. In this paper, we propose a linear regression based approach to predict the storage demand according to the time series of the storage consumption. We partitioned the storage con-sumption time series into several linear segments, and perform prediction on the last segment using linear regression. Since the position of turning points between adjacent segments and the total number of the segments are both unknown, how to achieve the online segmentation becomes a big challenge. Aiming to solve this problem, we carried out the Kalman-Anova segmentation method. Experiment results show that our method has good accuracy in precision, recall and F-measure values. Moreover, the method is able to segment nonlinear time series as well, suggesting a potential wider application. The proposed method has been deployed in Baidu Inc. and saves about 45 thousand dollars in one of its device purchase program.
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