Trace analysis (trace)

Statistics of a measured trace – moments, autocorrelation, indices of dispersion, binning and counting processes – for single and marked traces. More...

Collaboration diagram for Trace analysis (trace):

Files
file	include/line/api/trace/autocov.h
	Sample autocovariance sequence of a trace, lags 0 .
file	include/line/api/trace/mtrace_backward_moment.h
	Backward moments of a marked trace: the moments of the inter-arrival time that PRECEDES an event of each class,.
file	include/line/api/trace/mtrace_bootstrap.h
	Block-bootstrap confidence intervals for the descriptors of a marked trace.
file	include/line/api/trace/mtrace_count.h
	Per-class count process of a marked trace on a fixed resolution: the number of events of each class in the successive windows of length t that start at the first arrival epoch.
file	include/line/api/trace/mtrace_cov.h
	Class-pair covariance matrices of a marked trace.
file	include/line/api/trace/mtrace_cross_moment.h
	Class-pair cross moments of a marked trace: the k-th moment of the interval that separates an event of class i from the next event, of class j,.
file	include/line/api/trace/mtrace_forward_moment.h
	Forward moments of a marked trace: the moments of the inter-arrival time that FOLLOWS an event of each class,.
file	include/line/api/trace/mtrace_iat2counts.h
	Per-class counting processes of a marked trace: for each arrival, how many events of each class fall in the window of length scale that starts at that arrival.
file	include/line/api/trace/mtrace_joint.h
	Class-dependent joint moments of a marked trace,.
file	include/line/api/trace/mtrace_mean.h
	Per-type sample mean of a trace.
file	include/line/api/trace/mtrace_merge.h
	Superposes two single-class traces into one marked trace, labelling the events of the first stream 1 and those of the second 2.
file	include/line/api/trace/mtrace_moment.h
	Empirical class-dependent moments of a marked trace.
file	include/line/api/trace/mtrace_moment_simple.h
	Class-pair cross moments of a marked trace.
file	include/line/api/trace/mtrace_pc.h
	Class probabilities of a marked trace, p_c = count_c / N.
file	include/line/api/trace/mtrace_sigma.h
	One-step class transition frequencies of a marked trace,.
file	include/line/api/trace/mtrace_sigma2.h
	Two-step class transition frequencies of a marked trace,.
file	include/line/api/trace/mtrace_split.h
	Splits a marked trace into its per-class traces: for each class, the inter-arrival times BETWEEN CONSECUTIVE EVENTS OF THAT CLASS, with the first interval measured from the origin.
file	include/line/api/trace/mtrace_summary.h
	Descriptor set of a marked trace: the first five raw moments of the inter-arrival times, the autocorrelation function, the first two forward and backward moments, the first two class-pair cross moments, the class probabilities and the one-step class transition frequencies.
file	include/line/api/trace/mtrace_var.h
	Per-class variance of a marked trace.
file	include/line/api/trace/trace_acf.h
	Autocorrelation coefficients of a trace at the requested lags.
file	include/line/api/trace/trace_bicov.h
	Bicovariance of a trace on a lag grid.
file	include/line/api/trace/trace_gamma.h
	Autocorrelation decay rate of a trace: the gamma of the geometric model rho(k) = rho0 * gamma^k, with rho0 = (1 - 1/scv)/2 fixed by the second moment and gamma fitted by least squares on the empirical acf.
file	include/line/api/trace/trace_iat2bins.h
	Bins a trace on a fixed time grid: the number of arrivals falling in each interval ((i-1)*scale, i*scale], and the bin index of each arrival.
file	include/line/api/trace/trace_iat2counts.h
	Counting process of a trace: the number of arrivals in the window of length scale that starts at each arrival epoch.
file	include/line/api/trace/trace_idc.h
	Index of dispersion for counts, estimated by its asymptotic equality with the index of dispersion for intervals at a large aggregation level.
file	include/line/api/trace/trace_idi.h
	Index of dispersion for intervals,.
file	include/line/api/trace/trace_joint.h
	Joint moments of a trace, E[X_i^{k_1} X_{i+l_2}^{k_2} ...].
file	include/line/api/trace/trace_mean.h
	Sample mean of a trace.
file	include/line/api/trace/trace_pmf.h
	Empirical probability mass function of a discrete trace (counts, batch sizes, queue-length samples).
file	include/line/api/trace/trace_scv.h
	Squared coefficient of variation of a trace, var/mean^2.
file	include/line/api/trace/trace_shuffle.h
	Random permutation of a trace.
file	include/line/api/trace/trace_skew.h
	Bias-corrected sample skewness (MATLAB's skewness(S,0), equivalently the G1 estimator).
file	include/line/api/trace/trace_summary.h
	Descriptive summary of a trace: moments, shape, order statistics, autocorrelation and burstiness.
file	include/line/api/trace/trace_types.h
	Shared declarations for the empirical trace statistics domain.
file	include/line/api/trace/trace_var.h
	Sample variance of a trace.

Detailed Description

Statistics of a measured trace – moments, autocorrelation, indices of dispersion, binning and counting processes – for single and marked traces.