On Abrupt Changes of the Approximate and Sample Entropy Values in Supercomputer Power Consumption
Identifikátory výsledku
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>
Alternativní jazyky
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.
Klasifikace
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)
Návaznosti výsledku
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
Ostatní
Rok uplatnění
2021
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Údaje specifické pro druh výsledku
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
—