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<article xmlns:xlink="http://www.w3.org/1999/xlink">
  <front>
    <journal-meta>
      <journal-title-group>
        <journal-title>Primen.</journal-title>
      </journal-title-group>
    </journal-meta>
    <article-meta>
      <article-id pub-id-type="doi">10.1109/TCC.2015.2396056</article-id>
      <title-group>
        <article-title>Bounding Moments of Sojourn Time in // 1 FCFS Queue with Inaccurate Job Size Information and Additive Error: Some Observations from Numerical Experiments</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Tatiana A. Milovanova</string-name>
          <email>milovanova_ta@rudn.university</email>
          <xref ref-type="aff" rid="aff0">0</xref>
          <xref ref-type="aff" rid="aff1">1</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Lusine A. Meykhanadzhyan</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
          <xref ref-type="aff" rid="aff2">2</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Rostislav V. Razumchik</string-name>
          <email>razumchik_rv@rudn</email>
          <email>rrazumchik@ipiran.ru</email>
          <xref ref-type="aff" rid="aff0">0</xref>
          <xref ref-type="aff" rid="aff1">1</xref>
          <xref ref-type="aff" rid="aff3">3</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>10. Y. Chen</institution>
          ,
          <addr-line>S. Alspaugh, A. Ganapathi, R. Grifith, and R. Katz. Statistical workload</addr-line>
        </aff>
        <aff id="aff1">
          <label>1</label>
          <institution>Department of Applied Probability and Informatics Peoples' Friendship University of Russia (RUDN University) 6 Miklukho-Maklaya str.</institution>
          ,
          <addr-line>Moscow, 117198, Russian Federation</addr-line>
        </aff>
        <aff id="aff2">
          <label>2</label>
          <institution>Department of Data Analysis, Decision-Making and Financial Technology Financial University under the Government of the Russian Federation 49 Leningradsky Prospekt</institution>
          ,
          <addr-line>Moscow, 125993, Russian Federation</addr-line>
        </aff>
        <aff id="aff3">
          <label>3</label>
          <institution>Institute of Informatics Problems of the Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences</institution>
          <addr-line>44-2 Vavilova Str., Moscow, 119333, Russian Federation</addr-line>
        </aff>
      </contrib-group>
      <pub-date>
        <year>2017</year>
      </pub-date>
      <volume>10</volume>
      <issue>2</issue>
      <fpage>741</fpage>
      <lpage>744</lpage>
      <abstract>
        <p>In this paper consideration is given to the // 1 FCFS system in which the service time distribution is not fully known. There is an unknown “theoretical distribution” of the actual service times. But those service times which are known, follow a diferent distribution, obtained by adding theoretical services times with the error term drawn from a left-truncated normal distribution. The goal is to derive bounds on the response time in the // 1 FCFS queue with the unknown “theoretical distribution” that are better than simply using the known service time distribution. In [1] it is shown that in the case when theoretical service times are multiplied by a log-normally distributed error the // 1 LCFS queue with resampling gives better upper bounds on the mean response time in the // 1 FCFS queue with the “theoretical distribution” of the service times. Here we present some numerical results, which show that once the error becomes additive the result of [1] is not valid any more. In the calculations it was assumed that the unknown “theoretical distribution” is left-truncated Weibull. The new modification of the LCFS resampling policy is suggested, which leads to the lower bounds for the unknown first and second moments of the response time in the // 1 FCFS system with the “theoretical distribution” of the service times. Behaviour of mean response times under other service policies is briefly discussed.</p>
      </abstract>
      <kwd-group>
        <kwd>and phrases</kwd>
        <kwd>left-truncated Weibull distribution</kwd>
        <kwd>inaccurate service time</kwd>
        <kwd>additive error</kwd>
        <kwd>additive noise</kwd>
        <kwd>queueing system</kwd>
        <kwd>mean sojourn time</kwd>
        <kwd>sojourn time variance</kwd>
      </kwd-group>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>-</title>
      <p>Copyright © 2018 for the individual papers by the papers’ authors. Copying permitted for private
and academic purposes. This volume is published and copyrighted by its editors.
In: K. E. Samouylov, L. A. Sevastianov, D. S. Kulyabov (eds.): Selected Papers of the 1st Workshop
(Summer Session) in the framework of the Conference “Information and Telecommunication
Technologies and Mathematical Modeling of High-Tech Systems”, Tampere, Finland, 20–23 August,
2018, published at http://ceur-ws.org</p>
    </sec>
    <sec id="sec-2">
      <title>1. Introduction</title>
      <p>In this paper a step forward is made in the problem of analyzing the queues with the
inaccurate job size information. We understand the inaccurate job size information as
described in [2]. Assume that at a top-level some technical system (e.g. a data-intensive
execution engine) may be modelled by a //</p>
      <sec id="sec-2-1">
        <title>1 queue. Suppose a job arrives at the system.</title>
        <p>Upon arrival its (future) service time, say  ˆ, is sampled from the known
distribution, say  ˆ( ), and the value of  ˆ is used for scheduling the job. After the
job has received service, it turned out that its service time was  ̸
happens with the next job etc. It means that the (true) service time is sampled from</p>
      </sec>
      <sec id="sec-2-2">
        <title>The same</title>
        <p>another distribution, say  ( ), which is unknown to the scheduler. Thus the system’s
performance characteristics based on  ˆ( ) are biased and may difer significantly from
those which are based on  ( ).</p>
        <p>
          The general question is: is it possible to tune the
mathematical model so as to reduce the bias? In [
          <xref ref-type="bibr" rid="ref1">1</xref>
          ] it is shown that such tuning
=  .
        </p>
        <p>ˆ
is possible in //
long-tailed,</p>
        <p>
          1 PS queue with service times drawn from  ( ). Since it is more
common in the mathematical models of various phenomena that an error term 
(usually
normally distributed) enters the model in the additive (not multiplicative) way, we
ifnd it important to understand whether the results of [
          <xref ref-type="bibr" rid="ref1">1</xref>
          ] still hold in such case. The
main contribution of this paper is the observation (made from the series of numerical
experiments) that the results of [
          <xref ref-type="bibr" rid="ref1">1</xref>
          ] do not hold any more once the additive error (instead
of multiplicative) is assumed. The PS (and the preemptive LCFS) policy filters out the
additive error and thus the mean service time in the //
1 PS queue based on  ˆ( )
form
coincides with the mean service time based on  ( ). Yet for other policies (like FCFS,
LCFS, RANDOM) under which the mean sojourn time depends on higher moments of
the service time distribution (or its other characteristics) the situation is more complex.
And for such cases some meaningful results for the additive model can be gained by
developing the ideas from [
          <xref ref-type="bibr" rid="ref1">1</xref>
          ] (see sections 2 and 3 for the details). The end of this
section is devoted to the discussion of the additive model.
        </p>
        <p>The major drawback of the additive model is that in its basic form i.e. when the
inaccurate job size  ˆ is modelled by  ˆ = 
+  , where 
inaccurate job size  ˆ are independent random variables  &gt; 
constants  &gt;
0 and  &lt;
0, and  ˆ =  +  . We also assume that 
and  &gt;</p>
        <p>, for some
has the left-truncated
Weibull distribution with parameters  and  and its probability density   ( ) has the
is
ˆ
  ( ) =</p>
        <p>(︁  )︁  −1  −(  ) +(  ) ,  &gt; ,  &gt;
0,  &gt;
0.</p>
        <p>(1)
1It is always good if  is exponentially distributed.
2It is worth noticing here that, on the contrary, for the multiplicative model there are statistical
evidences from practice. See [2].
left-truncated normal distribution is
The mean E and the variance</p>
        <p>can be derived in a straightforward manner (for
the details one can refer, for example, to [5]). The probability density   ( ) of the
For example, for  = −2,  = 1 the value of  is −0.0627. But it can be shown that this
2.</p>
      </sec>
    </sec>
    <sec id="sec-3">
      <title>Problem statement</title>
      <p>Let us consider two queueing systems operating independently in parallel. The first
(denote it system I) is the //
1 FCFS queue with the arrival rate 
and the service
times distributed as</p>
      <p>with the probability density (1). Denote the mean sojourn time
in this system by   . The second (denote it system II) is the //
1 FCFS queue with
the same arrival rate 
but with the service times distributed as  ˆ = 
+  , where
the density of 
is given by (2) and the parameters  , 
and  are such that E
= 0.</p>
      <p>Denote the mean sojourn time in this system by   ^. For any  &gt;
0 it holds that
E ˆ = E + E
= E,</p>
      <p>E ˆ2 = E 2 + E 2.</p>
      <p>From the Pollaczek-Khintchine formula it follows that  
that 0 &lt;  &lt;</p>
      <p>(E )−1. One of the questions we are interested in is the following: is it
possible to tune the mathematical model of system II in such a way that it gives the
&lt;   ^ for any value of  such
value of the mean sojourn time, say  *, satisfying  
&lt;  * &lt;   ^?</p>
      <p>In [7– 9] there was introduced the service policy — LCFS with resampling — which,
when applied to system II, may give such value of  *. But only if the error is multiplicative
and the service time distribution is long-tailed.</p>
      <p>With the additive error, as it is shown
by the numerical examples in the next section, this result does not hold any more3 . Yet
the LCFS policy with resampling may be useful for finding the lower bound for
we alter it in such a way that the resampling customer occupies a place in the queue
with a certain probability4 , say  , then by making the value of  dependent on the
service time distribution  ˆ( ) (or only its moments), the mean sojourn time  *( ) in
  . If
examples in the next section give the first impressions about this efect.
the //</p>
      <p>1 LCFS with  -resampling may provide a lower bound for   . The numerical
4Note that if  = 1 then  -resampling policy is the simple resampling policy.
3And we don’t have any suggestion for a modification which leads to an upper bound better than   ^.</p>
    </sec>
    <sec id="sec-4">
      <title>Some observations from the numerical experiments</title>
      <p>Even though some analytic analysis of the interplay between   ,   ^ and  *( ) is
possible under the assumptions made above, we will restrict ourselves here only to some
observations made from the numerical experiments.</p>
      <p>Let us assume that the distributions of 
rest the values of the parameters were chosen arbitrarily5 .
by (1) and (2). Then the numerical computation of   ,   ^ and  *( ) is possible. We
consider the following three cases for the distribution of  : (i) 
has a constant hazard
rate, (ii) 
has a decreasing hazard rate, (iii) 
has an increasing hazard rate. The basic
data for the distributions of 
Basic data of the distributions of  ,  and  ^.
three graphs for  *( ) corresponding to the following values of  :  1 = 1,  2 = 0.5,</p>
      <p>
        The most important observation, which follows from the Figure 1, is the following.
Irrespective of the tail of the distribution of  ˆ, the simple resampling policy (the curve of
 *( 1)) does not provide better than   ^ estimate of  
load. This empirical fact is in the sharp contrast with the results for the multiplicative
model: as shown in [
        <xref ref-type="bibr" rid="ref1">1, 6</xref>
        ], with the multiplicative model if 
has a long-tail distribution,
the resampling policy may provide better than   ^ estimates for   (even though both 
a useless upper bound for the unknown mean sojourn time   , it can be modified in
such a way that it provides the lower bound for the   ^. This can be achieved by varying
across all possible values of the
5And  = −
      </p>
      <p>was chosen for simplicity.
6For the resampling queue the stability condition is diferent:  ( ) &gt;  (1 +  )−1.
200
180
160
140
120
100
80
60
40
20
0
200
180
160
140
120
100
80
60
40
20
0
200
180
160
140
120
100
80
60
40
20
0
vS
vŜ
v*, θ1
v*, θ2
v*, θ3
vS
vŜ
v*, θ1
v*, θ2
v*, θ3
vS
vŜ
v*, θ1
v*, θ2
v*, θ3
the value of  . As can be seen from the Figure 1, the lower bound may be quite tight
and may hold across the whole (or at least meaningful) range of load.
0
0,005
0,01
0,015
0,02
0,025
0,03
0,035
143,6
61,0
λ
56,0
41,1</p>
      <p>It is worth also mentioning that if we switch from the FCFS policy to the other
policy (like Shortest-Job-First or SRPT) under which the mean sojourn time depends
not only on E ˆ but on some other characteristics of the service time distribution, the
situation becomes more complicated and requires a special, delicate treatment7 .</p>
      <p>Coming back to the FCFS case, just for the illustrations purposes, let us briefly
consider one real-life scenario. Specifically let us estimate the values of the parameters
 ,  ,  ,  ,  and  based on one of the workloads generated by the tool SWIM (see [10]),
which is said to be used (see [11, 12]) to test MapReduce systems. Specifically we
use the trace FB09-1 from Facebook8 , which contains a bunch of data on 6638 jobs.
Since we are interested in the job’s processing times only we used the methodology
from [3, Section 2.2] to combine the available data to obtain the processing times (further
denoted by   ). The basic statistics for this trace are: the minimal processing time is
  = 1.3738 × 10−8, the sample mean processing time is   ≈ 11.8, the sample
second moment is  . . ≈ 13574.8.</p>
      <p>The direct way to obtain the values of  ,  ,  ,  ,  and  would be to equate the
ifrst four theoretical moments E ˆ, E ˆ2, E ˆ3 and E ˆ4 to the sample moments and
solve the system under the natural constraints  &gt; 0, − &lt;  &lt; 0,  &gt; 0,  &gt; 0,  &lt; 0
and  &gt; 0. Since there are 6 unknowns, the other two equations are:  +  =   ,
E = 0. The problem is that this system may not have a solution and it is so with
the trace9 FB09-1. Thus in order to obtain some estimates we artificially limit the
number of unknowns. Firstly we fix the value of  = −2 which immediately gives us
also the value of  = 2 +   = 2 + 1.3738 × 10−8. Next we fix the value of  = 5
and from the equation E = 0 we find the value of  = −10.89427. Finally by solving
(numerically) the system of two equation E ˆ =   , E ˆ2 =  . . , we find the
values of  ≈ 0.07639 and  ≈ 8.1147477 × 10−15. So the probability density functions
of the true service time  and the error  have the form:
  ( ) = 262511.47 −0.92361 −11.92313  0.07639 ,  &gt; 2.000000014,</p>
      <p>Numerical computations show that for these  and  the picture is qualitatively the
same as in the Figure 1, case (ii).</p>
    </sec>
    <sec id="sec-5">
      <title>Conclusion</title>
      <p>The empirical observations show that in a case of inaccurate job size information,
when the error is additive the simple resampling policy (i.e. when  = 1) does not lead
to better estimates of the unknown mean sojourn time   . Yet there is a modification
√
of the simple resampling policy (for example, with  =  3 = 1 −  − E ^2 ) which may
lead to quite tight lower bounds for the   . The usefulness of this empirical fact can
be seen from the following example. According to the Figure 1 in the // 1 FCFS
queue with the arrival rate  and the service time  ˆ =  +  (where  and  are
independent, given by (1) and (2);  is the true service time,  is the error) the true
sojourn time   satisfies the inequality  *( 3) &lt;   for all 0 &lt;  &lt; ( )−1. Thus
7It may happen, for example, that   ^ &lt;   even though E ^ = E and E ^2 &gt; E 2.
8The trace can be downloaded from https://raw.github.com/SWIMProjectUCB/SWIM/master/workloadSuite/
FB-2009_samples_24_times_1hr_1.tsv.
9Indeed, due to the given values of   and   the value  ≈ 0 and for  &gt; 1 we have that
/ ≈ 0. Thus, by disregarding the term / and by introducing the new variable  = / , the
equation E = 0 can be rewritten as  +  (− )(1 − Φ(− ))−1 = 0. It does not have a solution in
(−∞, 0).
(unknown!) second moment of  :
from the Pollaczek-Khintchine formula for   we get the following lower bound for the
E 2
≥ max 0,
︂(
2(1 −  E )

( *( 3) − E ) .</p>
      <p>︂)
Finding conditions when this bound is trivial as well as the proofs of the presented
empirical are yet to be done.</p>
    </sec>
    <sec id="sec-6">
      <title>Acknowledgments</title>
      <p>The publication has been prepared with the support of the “RUDN University
Program 5-100”. The work of L.A. Meykhanadzhyan and R.V. Razumchik (specifically,
the idea to consider the inaccuracy model with the additive noise, the results and the
analysis of the numerical experiments) was funded by RFBR according to the research
project No. 18-37-00283.
Stationary Performance Characteristics In Single Server Queues With Inaccurate
Job Size Information. Proceedings 30th European Conference on Modelling and</p>
      <p>Pastorelli,</p>
      <p>Barbuzzi,
2013, arXiv:1306.6023.
mean sojourn time in the
processor sharing //</p>
      <p>1 queue with inaccurate job size information Proceedings
of the International Scientific Conference Analytical And Computational Methods
in a queueing system</p>
      <p>with inverse service order and generalized probabilistic priority,
8. L.A. Meykhanadzhyan. Stationary characteristics of the finite capacity queueing
system</p>
      <p>with inverse service order and generalized probabilistic priority, Inform.
ary distribution in a queueing system with inverse service order and generalized
probinjector for MapReduce, https://github.com/SWIMProjectUCB/SWIM.</p>
      <p>Delay scheduling: A simple technique for achieving locality and fairness in cluster
scheduling. Proceedings of the 5th European conference on Computer systems,
265–278, 2010. doi:10.1145/1755913.1755940
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