Abstract
Proactive management of web server farms requires accurate prediction of workload. An exemplary measure of workload is the amount of service requests per unit time. As a time series, the workload exhibits not only short-term random fluctuations, but also prominent periodic (daily) patterns that evolve randomly from one period to another. A hierarchical framework with multiple time scales is proposed to model such time series. This framework leads to an adaptive procedure that provides both long-term (in days) and short-term (in minutes) predictions with simultaneous confidence bands that accommodate not only serial correlation, but also heavy tailedness, heteroscedasticity, and nonstationarity of the data.
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