Welcome!

SOA & WOA Authors: Bernard Golden, Elizabeth White, Carmen Gonzalez, Ivan Antsipau, Paul Speciale

Related Topics: Java, SOA & WOA, Adobe Flex, AJAX & REA, Apache

Java: Article

Why Averages Are Inadequate, and Percentiles Are Great

Averages are ineffective because they are too simplistic and one-dimensional

Anyone who ever monitored or analyzed an application uses or has used averages. They are simple to understand and calculate. We tend to ignore just how wrong the picture is that averages paint of the world. To emphasis the point let me give you a real-world example outside of the performance space that I read recently in a newspaper.

The article was explaining that the average salary in a certain region in Europe was 1900 Euro's (to be clear this would be quite good in that region!). However when looking closer they found out that the majority, namely 9 out of 10 people, only earned around 1000 Euros and one would earn 10.000 (I over simplified this of course, but you get the idea). If you do the math you will see that the average of this is indeed 1900, but we can all agree that this does not represent the "average" salary as we would use the word in day to day live. So now let's apply this thinking to application performance.

The Average Response Time
The average response time is by far the most commonly used metric in application performance management. We assume that this represents a "normal" transaction, however this would only be true if the response time is always the same (all transaction run at equal speed) or the response time distribution is roughly bell curved.

A Bell curve represents the "normal" distribution of response times in which the average and the median are the same. It rarely ever occurs in real applications

In a Bell Curve the average (mean) and median are the same. In other words observed performance would represent the majority (half or more than half) of the transactions.

In reality most applications have few very heavy outliers; a statistician would say that the curve has a long tail. A long tail does not imply many slow transactions, but few that are magnitudes slower than the norm.

This is a typical Response Time Distribution with few but heavy outliers - it has a long tail. The average here is dragged to the right by the long tail.

We recognize that the average no longer represents the bulk of the transactions but can be a lot higher than the median.

You can now argue that this is not a problem as long as the average doesn't look better than the median. I would disagree, but let's look at another real-world scenario experienced by many of our customers:

This is another typical Response Time Distribution. Here we have quite a few very fast transactions that drag the average to the left of the actual median

In this case a considerable percentage of transactions are very, very fast (10-20 percent), while the bulk of transactions are several times slower. The median would still tell us the true story, but the average all of a sudden looks a lot faster than most of our transactions actually are. This is very typical in search engines or when caches are involved - some transactions are very fast, but the bulk are normal. Another reason for this scenario are failed transactions, more specifically transactions that failed fast. Many real-world applications have a failure rate of 1-10 percent (due to user errors or validation errors). These failed transactions are often magnitudes faster than the real ones and consequently distorted an average.

Of course performance analysts are not stupid and regularly try to compensate with higher frequency charts (compensating by looking at smaller aggregates visually) and by taking in minimum and maximum observed response times. However we can often only do this if we know the application very well, those unfamiliar with the application might easily misinterpret the charts. Because of the depth and type of knowledge required for this, it's difficult to communicate your analysis to other people - think how many arguments between IT teams have been caused by this. And that's before we even begin to think about communicating with business stakeholders!

A better metric by far are percentiles, because they allow us to understand the distribution. But before we look at percentiles, let's take a look a key feature in every production monitoring solution: Automatic Baselining and Alerting.

Automatic Baselining and Alerting
In real-world environments, performance gets attention when it is poor and has a negative impact on the business and users. But how can we identify performance issues quickly to prevent negative effects? We cannot alert on every slow transaction, since there are always some. In addition, most operations teams have to maintain a large number of applications and are not familiar with all of them, so manually setting thresholds can be inaccurate, quite painful and time-consuming.

The industry has come up with a solution called Automatic Baselining. Baselining calculates out the "normal" performance and only alerts us when an application slows down or produces more errors than usual. Most approaches rely on averages and standard deviations.

Without going into statistical details, this approach again assumes that the response times are distributed over a bell curve:

The Standard Deviation represents 33% of all transactions with the mean as the middle. 2xStandard Deviation represents 66% and thus the majority, everything outside could be considered an outlier. However most real world scenarios are not bell curved...

Typically, transactions that are outside two times standard deviation are treated as slow and captured for analysis. An alert is raised if the average moves significantly. In a bell curve this would account for the slowest 16.5 percent (and you can of course adjust that); however; if the response time distribution does not represent a bell curve, it becomes inaccurate. We either end up with a lot of false positives (transactions that are a lot slower than the average but when looking at the curve lie within the norm) or we miss a lot of problems (false negatives). In addition if the curve is not a bell curve, then the average can differ a lot from the median; applying a standard deviation to such an average can lead to quite a different result than you would expect. To work around this problem these algorithms have many tunable variables and a lot of "hacks" for specific use cases.

Why I Love Percentiles
A percentile tells me which part of the curve I am looking at and how many transactions are represented by that metric. To visualize this look at the following chart:

This chart shows the 50th and 90th percentile along with the average of the same transaction. It shows that the average is influenced far mor heavily by the 90th, thus by outliers and not by the bulk of the transactions

The green line represents the average. As you can see it is very volatile. The other two lines represent the 50th and 90th percentile. As we can see the 50th percentile (or median) is rather stable but has a couple of jumps. These jumps represent real performance degradation for the majority (50%) of the transactions. The 90th percentile (this is the start of the "tail") is a lot more volatile, which means that the outliers slowness depends on data or user behavior. What's important here is that the average is heavily influenced (dragged) by the 90th percentile, the tail, rather than the bulk of the transactions.

If the 50th percentile (median) of a response time is 500ms that means that 50% of my transactions are either as fast or faster than 500ms. If the 90th percentile of the same transaction is at 1000ms it means that 90% are as fast or faster and only 10% are slower. The average in this case could either be lower than 500ms (on a heavy front curve), a lot higher (long tail) or somewhere in between. A percentile gives me a much better sense of my real world performance, because it shows me a slice of my response time curve.

For exactly that reason percentiles are perfect for automatic baselining. If the 50th percentile moves from 500ms to 600ms I know that 50% of my transactions suffered a 20% performance degradation. You need to react to that.

In many cases we see that the 75th or 90th percentile does not change at all in such a scenario. This means the slow transactions didn't get any slower, only the normal ones did. Depending on how long your tail is the average might not have moved at all in such a scenario.!

In other cases we see the 98th percentile degrading from 1s to 1.5 seconds while the 95th is stable at 900ms. This means that your application as a whole is stable, but a few outliers got worse, nothing to worry about immediately. Percentile-based alerts do not suffer from false positives, are a lot less volatile and don't miss any important performance degradations! Consequently a baselining approach that uses percentiles does not require a lot of tuning variables to work effectively.

The screenshot below shows the Median (50th Percentile) for a particular transaction jumping from about 50ms to about 500ms and triggering an alert as it is significantly above the calculated baseline (green line). The chart labeled "Slow Response Time" on the other hand shows the 90th percentile for the same transaction. These "outliers" also show an increase in response time but not significant enough to trigger an alert.

Here we see an automatic baselining dashboard with a violation at the 50th percentile. The violation is quite clear, at the same time the 90th percentile (right upper chart) does not violate. Because the outliers are so much slower than the bulk of the transaction an average would have been influenced by them and would not have have reacted quite as dramatically as the 50th percentile. We might have missed this clear violation!

How Can We Use Percentiles for Tuning?
Percentiles are also great for tuning, and giving your optimizations a particular goal. Let's say that something within my application is too slow in general and I need to make it faster. In this case I want to focus on bringing down the 90th percentile. This would ensure sure that the overall response time of the application goes down. In other cases I have unacceptably long outliers I want to focus on bringing down response time for transactions beyond the 98th or 99th percentile (only outliers). We see a lot of applications that have perfectly acceptable performance for the 90th percentile, with the 98th percentile being magnitudes worse.

In throughput oriented applications on the other hand I would want to make the majority of my transactions very fast, while accepting that an optimization makes a few outliers slower. I might therefore make sure that the 75th percentile goes down while trying to keep the 90th percentile stable or not getting a lot worse.

I could not make the same kind of observations with averages, minimum and maximum, but with percentiles they are very easy indeed.

Conclusion
Averages are ineffective because they are too simplistic and one-dimensional. Percentiles are a really great and easy way of understanding the real performance characteristics of your application. They also provide a great basis for automatic baselining, behavioral learning and optimizing your application with a proper focus. In short, percentiles are great!

More Stories By Michael Kopp

Michael Kopp has over 12 years of experience as an architect and developer in the Enterprise Java space. Before coming to CompuwareAPM dynaTrace he was the Chief Architect at GoldenSource, a major player in the EDM space. In 2009 he joined dynaTrace as a technology strategist in the center of excellence. He specializes application performance management in large scale production environments with special focus on virtualized and cloud environments. His current focus is how to effectively leverage BigData Solutions and how these technologies impact and change the application landscape.

Comments (1) View Comments

Share your thoughts on this story.

Add your comment
You must be signed in to add a comment. Sign-in | Register

In accordance with our Comment Policy, we encourage comments that are on topic, relevant and to-the-point. We will remove comments that include profanity, personal attacks, racial slurs, threats of violence, or other inappropriate material that violates our Terms and Conditions, and will block users who make repeated violations. We ask all readers to expect diversity of opinion and to treat one another with dignity and respect.


Most Recent Comments
rtalexander 11/21/12 12:58:00 AM EST

Hey, could you post a reference or two that covers the theory and/or practicalities of the approach you describe?

Thanks!

@ThingsExpo Stories
Samsung VP Jacopo Lenzi, who headed the company's recent SmartThings acquisition under the auspices of Samsung's Open Innovaction Center (OIC), answered a few questions we had about the deal. This interview was in conjunction with our interview with SmartThings CEO Alex Hawkinson. IoT Journal: SmartThings was developed in an open, standards-agnostic platform, and will now be part of Samsung's Open Innovation Center. Can you elaborate on your commitment to keep the platform open? Jacopo Lenzi: Samsung recognizes that true, accelerated innovation cannot be driven from one source, but requires a...
Explosive growth in connected devices. Enormous amounts of data for collection and analysis. Critical use of data for split-second decision making and actionable information. All three are factors in making the Internet of Things a reality. Yet, any one factor would have an IT organization pondering its infrastructure strategy. How should your organization enhance its IT framework to enable an Internet of Things implementation? In his session at Internet of @ThingsExpo, James Kirkland, Chief Architect for the Internet of Things and Intelligent Systems at Red Hat, will describe how to revoluti...
The Internet of Things will greatly expand the opportunities for data collection and new business models driven off of that data. In her session at Internet of @ThingsExpo, Esmeralda Swartz, CMO of MetraTech, will discuss how for this to be effective you not only need to have infrastructure and operational models capable of utilizing this new phenomenon, but increasingly service providers will need to convince a skeptical public to participate. Get ready to show them the money! Speaker Bio: Esmeralda Swartz, CMO of MetraTech, has spent 16 years as a marketing, product management, and busin...
SYS-CON Events announced today that Red Hat, the world's leading provider of open source solutions, will exhibit at Internet of @ThingsExpo, which will take place on November 4–6, 2014, at the Santa Clara Convention Center in Santa Clara, CA. Red Hat is the world's leading provider of open source software solutions, using a community-powered approach to reliable and high-performing cloud, Linux, middleware, storage and virtualization technologies. Red Hat also offers award-winning support, training, and consulting services. As the connective hub in a global network of enterprises, partners, a...
P2P RTC will impact the landscape of communications, shifting from traditional telephony style communications models to OTT (Over-The-Top) cloud assisted & PaaS (Platform as a Service) communication services. The P2P shift will impact many areas of our lives, from mobile communication, human interactive web services, RTC and telephony infrastructure, user federation, security and privacy implications, business costs, and scalability. In his session at Internet of @ThingsExpo, Robin Raymond, Chief Architect at Hookflash Inc., will walk through the shifting landscape of traditional telephone a...
SYS-CON Events announced today that Matrix.org has been named “Silver Sponsor” of Internet of @ThingsExpo, which will take place on November 4–6, 2014, at the Santa Clara Convention Center in Santa Clara, CA. Matrix is an ambitious new open standard for open, distributed, real-time communication over IP. It defines a new approach for interoperable Instant Messaging and VoIP based on pragmatic HTTP APIs and WebRTC, and provides open source reference implementations to showcase and bootstrap the new standard. Our focus is on simplicity, security, and supporting the fullest feature set.
BSQUARE is a global leader of embedded software solutions. We enable smart connected systems at the device level and beyond that millions use every day and provide actionable data solutions for the growing Internet of Things (IoT) market. We empower our world-class customers with our products, services and solutions to achieve innovation and success. For more information, visit www.bsquare.com.
How do APIs and IoT relate? The answer is not as simple as merely adding an API on top of a dumb device, but rather about understanding the architectural patterns for implementing an IoT fabric. There are typically two or three trends: Exposing the device to a management framework Exposing that management framework to a business centric logic • Exposing that business layer and data to end users. This last trend is the IoT stack, which involves a new shift in the separation of what stuff happens, where data lives and where the interface lies. For instance, it’s a mix of architectural style...
SYS-CON Events announced today that SOA Software, an API management leader, will exhibit at SYS-CON's 15th International Cloud Expo®, which will take place on November 4–6, 2014, at the Santa Clara Convention Center in Santa Clara, CA. SOA Software is a leading provider of API Management and SOA Governance products that equip business to deliver APIs and SOA together to drive their company to meet its business strategy quickly and effectively. SOA Software’s technology helps businesses to accelerate their digital channels with APIs, drive partner adoption, monetize their assets, and achieve a...
From a software development perspective IoT is about programming "things," about connecting them with each other or integrating them with existing applications. In his session at @ThingsExpo, Yakov Fain, co-founder of Farata Systems and SuranceBay, will show you how small IoT-enabled devices from multiple manufacturers can be integrated into the workflow of an enterprise application. This is a practical demo of building a framework and components in HTML/Java/Mobile technologies to serve as a platform that can integrate new devices as they become available on the market.
SYS-CON Events announced today that Utimaco will exhibit at SYS-CON's 15th International Cloud Expo®, which will take place on November 4–6, 2014, at the Santa Clara Convention Center in Santa Clara, CA. Utimaco is a leading manufacturer of hardware based security solutions that provide the root of trust to keep cryptographic keys safe, secure critical digital infrastructures and protect high value data assets. Only Utimaco delivers a general-purpose hardware security module (HSM) as a customizable platform to easily integrate into existing software solutions, embed business logic and build s...
Connected devices are changing the way we go about our everyday life, from wearables to driverless cars, to smart grids and entire industries revolutionizing business opportunities through smart objects, capable of two-way communication. But what happens when objects are given an IP-address, and we rely on that connection, sometimes with our lives? How do we secure those vast data infrastructures and safe-keep the privacy of sensitive information? This session will outline how each and every connected device can uphold a core root of trust via a unique cryptographic signature – a “bir...
Internet of @ThingsExpo Silicon Valley announced on Thursday its first 12 all-star speakers and sessions for its upcoming event, which will take place November 4-6, 2014, at the Santa Clara Convention Center in California. @ThingsExpo, the first and largest IoT event in the world, debuted at the Javits Center in New York City in June 10-12, 2014 with over 6,000 delegates attending the conference. Among the first 12 announced world class speakers, IBM will present two highly popular IoT sessions, which will take place November 4-6, 2014 at the Santa Clara Convention Center in Santa Clara, Calif...
Almost everyone sees the potential of Internet of Things but how can businesses truly unlock that potential. The key will be in the ability to discover business insight in the midst of an ocean of Big Data generated from billions of embedded devices via Systems of Discover. Businesses will also need to ensure that they can sustain that insight by leveraging the cloud for global reach, scale and elasticity.
WebRTC defines no default signaling protocol, causing fragmentation between WebRTC silos. SIP and XMPP provide possibilities, but come with considerable complexity and are not designed for use in a web environment. In his session at Internet of @ThingsExpo, Matthew Hodgson, technical co-founder of the Matrix.org, will discuss how Matrix is a new non-profit Open Source Project that defines both a new HTTP-based standard for VoIP & IM signaling and provides reference implementations.

SUNNYVALE, Calif., Oct. 20, 2014 /PRNewswire/ -- Spansion Inc. (NYSE: CODE), a global leader in embedded systems, today added 96 new products to the Spansion® FM4 Family of flexible microcontrollers (MCUs). Based on the ARM® Cortex®-M4F core, the new MCUs boast a 200 MHz operating frequency and support a diverse set of on-chip peripherals for enhanced human machine interfaces (HMIs) and machine-to-machine (M2M) communications. The rich set of periphera...

SYS-CON Events announced today that Aria Systems, the recurring revenue expert, has been named "Bronze Sponsor" of SYS-CON's 15th International Cloud Expo®, which will take place on November 4-6, 2014, at the Santa Clara Convention Center in Santa Clara, CA. Aria Systems helps leading businesses connect their customers with the products and services they love. Industry leaders like Pitney Bowes, Experian, AAA NCNU, VMware, HootSuite and many others choose Aria to power their recurring revenue business and deliver exceptional experiences to their customers.
The Internet of Things (IoT) is going to require a new way of thinking and of developing software for speed, security and innovation. This requires IT leaders to balance business as usual while anticipating for the next market and technology trends. Cloud provides the right IT asset portfolio to help today’s IT leaders manage the old and prepare for the new. Today the cloud conversation is evolving from private and public to hybrid. This session will provide use cases and insights to reinforce the value of the network in helping organizations to maximize their company’s cloud experience.
The Internet of Things (IoT) is making everything it touches smarter – smart devices, smart cars and smart cities. And lucky us, we’re just beginning to reap the benefits as we work toward a networked society. However, this technology-driven innovation is impacting more than just individuals. The IoT has an environmental impact as well, which brings us to the theme of this month’s #IoTuesday Twitter chat. The ability to remove inefficiencies through connected objects is driving change throughout every sector, including waste management. BigBelly Solar, located just outside of Boston, is trans...
SYS-CON Events announced today that Matrix.org has been named “Silver Sponsor” of Internet of @ThingsExpo, which will take place on November 4–6, 2014, at the Santa Clara Convention Center in Santa Clara, CA. Matrix is an ambitious new open standard for open, distributed, real-time communication over IP. It defines a new approach for interoperable Instant Messaging and VoIP based on pragmatic HTTP APIs and WebRTC, and provides open source reference implementations to showcase and bootstrap the new standard. Our focus is on simplicity, security, and supporting the fullest feature set.