Early Detection of Tasks with Uncommonly Long Run Duration in Post-trade Systems
摘要
The paper describes the authors’ experience of implementing machine learning techniques to predict deviations in the service workflows duration, long before the post-trade system reports them as not completed on time. The prediction is based on analyzing a large set of performance metrics collected every second from modules of the system, and using regression models to detect running workflows that are likely to be hung. This article covers raw data pre-processing, data set dimensionality reduction, the applied regression models and their performance. Problems to be resolved and the project roadmap are also described.