On Abrupt Changes of the Approximate and Sample Entropy Values in Supercomputer Power Consumption

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27740%2F21%3A10248388" target="_blank" >RIV/61989100:27740/21:10248388 - isvavai.cz</a>

Výsledek na webu

<a href="https://iopscience.iop.org/article/10.1088/1742-6596/1730/1/012062" target="_blank" >https://iopscience.iop.org/article/10.1088/1742-6596/1730/1/012062</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1088/1742-6596/1730/1/012062" target="_blank" >10.1088/1742-6596/1730/1/012062</a>

Jazyk výsledku

angličtina

Název v původním jazyce

On Abrupt Changes of the Approximate and Sample Entropy Values in Supercomputer Power Consumption

Popis výsledku v původním jazyce

When calculating the Approximate Entropy (ApEn) and the Sample Entropy (SampEn) of a time series, representing the course of supercomputer power consumption, seemingly unexplained abrupt changes sometimes appear. These sudden changes occur when calculating the course of ApEn and SampEn values using a floating time window and can be manifested also in other discrete-valued time series, such as the development of prices on stock exchanges, time series from birth-death models, count-data time series, etc. These abrupt changes are not continuous and it is clear that they do not reflect real changes in the complexity degree of the analyzed time series. This can cause erroneous detection of a change in the degree of complexity of the time series, which can trigger a false alarm that something unusual is happening in the complex system being monitored (human brain, engine gearbox, financial market, supercomputer infrastructure, etc.). This work reveals in detail the mechanism of this phenomenon and also proposes measures to prevent its occurrence.

Název v anglickém jazyce

On Abrupt Changes of the Approximate and Sample Entropy Values in Supercomputer Power Consumption

Popis výsledku anglicky

When calculating the Approximate Entropy (ApEn) and the Sample Entropy (SampEn) of a time series, representing the course of supercomputer power consumption, seemingly unexplained abrupt changes sometimes appear. These sudden changes occur when calculating the course of ApEn and SampEn values using a floating time window and can be manifested also in other discrete-valued time series, such as the development of prices on stock exchanges, time series from birth-death models, count-data time series, etc. These abrupt changes are not continuous and it is clear that they do not reflect real changes in the complexity degree of the analyzed time series. This can cause erroneous detection of a change in the degree of complexity of the time series, which can trigger a false alarm that something unusual is happening in the complex system being monitored (human brain, engine gearbox, financial market, supercomputer infrastructure, etc.). This work reveals in detail the mechanism of this phenomenon and also proposes measures to prevent its occurrence.

Druh

D - Stať ve sborníku

CEP obor

—

OECD FORD obor

10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Projekt

<a href="/cs/project/LM2018140" target="_blank" >LM2018140: e-Infrastruktura CZ</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2021

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Journal of Physics: Conference Series. Volume 1730

ISBN

—

ISSN

1742-6588

e-ISSN

1742-6596

Počet stran výsledku

9

Strana od-do

1-9

Název nakladatele

IOP Publishing

Místo vydání

Bristol

Místo konání akce

Tinos

Datum konání akce

7. 9. 2020

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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