omg co p proactive computing oct 2010
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Proactive computing - presentation in the OMG event processing CoP in capital markets, NYC, October 6, 2010TRANSCRIPT
Proactive event-driven computingOMG EP CoP: Event Processing Symposium: Capital markets, NYC, October 6th, 2010
Dr. Opher EtzionIBM Haifa Research [email protected]
OMG event processingSymposium, October 2010
© 2010 IBM Corporation2
Proactive Event-Driven Computing
Imagine that…
Your mortgage backed securities decisions are tuned based on The future effect of location-related events on the risk
Your are able to mitigate predicted events that would causeyour customer contact center to violate SLA
OMG event processingSymposium, October 2010
© 2010 IBM Corporation3
Proactive Event-Driven Computing
Outline of this talk The proactive event-driven computing idea and its relations to other technologies
Some building blocks
Some scenarios
The IBM Research project and your possible
involvement
OMG event processingSymposium, October 2010
© 2010 IBM Corporation4
Proactive Event-Driven Computing
The proactive event-driven computing idea and its relations to other technologies
Some building blocks
Some scenarios
The IBM Research project and your possible
involvement
OMG event processingSymposium, October 2010
© 2010 IBM Corporation5
Proactive Event-Driven Computing
In June 2010 we presented six trends for event processing: Going from narrow to
wideGoing from monolithic to diversified
Going from proprietary to standard-based
Going from stand-alone to embedded
Going from reactive to proactive
Going from programmer centered to semi-technical developer
“Event processing – sevenYears from now”, Opher Etzion,OMG event processing virtual symposium, June 2010
OMG event processingSymposium, October 2010
© 2010 IBM Corporation6
Proactive Event-Driven Computing
Evolution of computing paradigms IBM Haifa Research Lab – Event Processing
IBM Haifa Research Lab – Event Processing © 2008 IBM Corporation
Resp
on
sive
reactiv
ePro
activ
e
OMG event processingSymposium, October 2010
© 2010 IBM Corporation7
Proactive Event-Driven Computing
Proactive event-driven computing: the elevator speech
Based on occurrence of events, determine that a system has a high likelihood to get to an undesired state.
When detected – devise a plan to mitigate the undesired state, by eliminating it, or reducing its damage
IBM Haifa Research Lab – Event Processing
IBM Haifa Research Lab – Event Processing © 2008 IBM Corporation
TIME
now
Late
r
StableStates
Shift left
Action
OMG event processingSymposium, October 2010
© 2010 IBM Corporation8
Proactive Event-Driven Computing
The class of problems
The system state has a metric associated with it
The acceptable states are expressed as range on these metric.
The system can anticipate that it is going out of the acceptable states
The system finds a way either to get to acceptable state or closer
Characteristics Desired functionality
OMG event processingSymposium, October 2010
© 2010 IBM Corporation9
Proactive Event-Driven Computing
Gaps from event processing perspective
EventProcessing
Gap 1:
Operational vs.
Causality
based
When cell is added – add to total sales
When cell is deleted – delete from total sales
When cell is modified – delete the old value and add the new value to total sale
Analog: spreadsheet
Programming
Total Sales =Sum (all sale
cells) Gap 2:
Time and
Determinism Situation happens when detected (or at the end of some time window)
Situation will happenwithin 20-30 minutesThere is 0.4 probabilityof false positive
Gap 3:
Action:
Message Class Frequency (% of cases)
Cost (if delay > 15 mins)
Cost (if delay > 30 mins)
Cost (if delay> 60 mins)
1 5 200 500 1500 2 10 175 437 1312 3 15 150 375 1125 4 20 125 312 937 5 25 100 250 750 6 15 75 187 562 7 5 50 125 375 8 5 25 62 187
OMG event processingSymposium, October 2010
© 2010 IBM Corporation10
Proactive Event-Driven Computing
Gaps from BI Perspective
DataWarehouse Collect
Data Apply
(predictive) Analytics/Optimization
AnalyzeResults
Change strategySet policies
WatchEvent
Anticipate shortterm operationalproblem
Find best feasible alternative in giventimeframe
Decide& apply
Strategic vs. operational issuesBatch vs. time-constrained solutions
Proactive
OMG event processingSymposium, October 2010
© 2010 IBM Corporation11
Proactive Event-Driven Computing
The programming model gap
OMG event processingSymposium, October 2010
© 2010 IBM Corporation12
Proactive Event-Driven Computing
The proactive event-driven computing idea and its relations to other technologies
Some building blocks
Some scenarios
The IBM Research project and your possible
involvement
OMG event processingSymposium, October 2010
© 2010 IBM Corporation13
Proactive Event-Driven Computing
What do we need in order to make it work?
Enhance the Event processing
Technology
Establish proactive action plan based oncausality network
Apply machine learning techniquesto assist in constructing proactive applications
OMG event processingSymposium, October 2010
© 2010 IBM Corporation14
Proactive Event-Driven Computing
Predict•Bayesian Network•Classifiers:
•Decision trees•Naïve Bayes•…
•Uncertain Rules•…
Act•Rules•State Machine•Temporal Decision Process•Optimization tools (black box)
Probabilisticevents
Probabilisticsituations
Analytics
EventsState
Actions
General Flow
ctions
OMG event processingSymposium, October 2010
© 2010 IBM Corporation15
Proactive Event-Driven Computing
Enhance the event
processing technology
ime interval
Events occur within an interval, possible in the future
PredictiveEPA
Predicted event with Certainty Measure
OMG event processingSymposium, October 2010
© 2010 IBM Corporation16
Proactive Event-Driven Computing
Enhance the event
processing technology
ProactiveAgents
Adding proactive agents, actions and feedback loop as part of the model
OMG event processingSymposium, October 2010
© 2010 IBM Corporation17
Proactive Event-Driven Computing
Establish proactive action plan based oncausality network
Causality network
AI planning techniques
Time constrained optimization
OMG event processingSymposium, October 2010
© 2010 IBM Corporation18
Proactive Event-Driven Computing
Pattern mining:
o Discovery of frequent event patterns
o Identification of event patterns that provide predictive information
Populate predictive models:
o Learn probabilities for causality models
o Learn transition probabilities
Interactive pattern discovery:
o Interleave data mining with data visualization
Apply machine learning techniquesto assist in constructing proactive applications
OMG event processingSymposium, October 2010
© 2010 IBM Corporation19
Proactive Event-Driven Computing
The proactive event-driven computing idea and its relations to other technologies
Some building blocks
Some scenarios
The IBM Research project and your possible
involvement
OMG event processingSymposium, October 2010
© 2010 IBM Corporation20
Proactive Event-Driven Computing
Scenario: proactive management of mortgage-backed securities
“What is the loss of information? … It is very hard to determine the location of the risk, partly because of the chain of interlinked securities, which does not allow the final resting
place of the risk to be determined”
Gary Gorton, Yale University, “The panic of 2007”.
OMG event processingSymposium, October 2010
© 2010 IBM Corporation21
Proactive Event-Driven Computing
Scenario: proactive management of mortgage-backed securities
Location based patterns for real-estate value deterioration
Determine affected securities (causality network creates transparency)
Proactive Planning system
Risk policies
Decisions and actions
Feedback
OMG event processingSymposium, October 2010
© 2010 IBM Corporation22
Proactive Event-Driven Computing
Skill Based routingpolicies Event Processing
System
Approximate Dynamic Programming
Distribution Anomaly
Policy Adaptation
Routing tracing
Request traffic events
Shortage of certain resource
Employees
Related events
Events thattrigger manyRequest (outage, Bad weather)…
1
2
3
4
5
67
CRM scenario
OMG event processingSymposium, October 2010
© 2010 IBM Corporation23
Proactive Event-Driven Computing
The proactive event-driven computing idea and its relations to other technologies
Some building blocks
Some scenarios
The IBM Research project and your possible
involvement
OMG event processingSymposium, October 2010
© 2010 IBM Corporation24
Proactive Event-Driven Computing
IBM Research The largest industrial organization ~ 3000 employees
six Nobel prizes (five in Physics and one in Economics)
six ACM Turing awards
Research in industry:o Close alignment with real-world business problems through research partnerships
and the “First of a Kind” program
OMG event processingSymposium, October 2010
© 2010 IBM Corporation25
Proactive Event-Driven Computing
IBM Research Worldwide
New in 2010: Brazil
OMG event processingSymposium, October 2010
© 2010 IBM Corporation26
Proactive Event-Driven Computing
First-of-a-Kind Program
Experimental technology-based solutions engagements
Testing tomorrow’s innovations on today’s business problems
Yielding prototype solutions across a range of industries
Creating valuable intellectual capital for IBM’s portfolio
IBM funds most of the project – some funding is required from the customer to ensure commitment
OMG event processingSymposium, October 2010
© 2010 IBM Corporation27
Proactive Event-Driven Computing
Client ValueEarly adopter market advantage
o Access to game changing technologies
o Test new approaches and thought leadership
First hand experience
o Emerging technologies
o Innovative solutions
o New business models
Access to world renowned researchers
o Skills and knowledge transfer
Provide input to IBM requirements process
o Shape and mold potential new offerings
Investment funding model
o Minimizes investment
o Enables experimentation and exploration
OMG event processingSymposium, October 2010
© 2010 IBM Corporation28
Proactive Event-Driven Computing
Deliverables Early thought leadership and experiences with new
technologies
Working prototype of an innovative solution not yet available in the marketplace
The know-how to improve a business process or solve a problem
Software components, methodologies and tools
Press & media coverage
OMG event processingSymposium, October 2010
© 2010 IBM Corporation29
Proactive Event-Driven Computing
Other models of working with IBM Research
Within government sponsored programs
Within larger IBM engagements
Joint studies with cost sharing
OMG event processingSymposium, October 2010
© 2010 IBM Corporation30
Proactive Event-Driven Computing
The proactive event-driven project Done in IBM Haifa Research Lab
Research partners from various countries
Current partner organizations so far in the areas of: healthcare, travel and logistics, chemical and petroleum
Financial services partners?