62 resultados para covariance model


Relevância:

20.00% 20.00%

Publicador:

Resumo:

The relation between the information/knowledge expression and the physical expression can be involved as one of items for an ambient intelligent computing [2],[3]. Moreover, because there are so many contexts around user/spaces during a user movement, all appplcation which are using AmI for users are based on the relation between user devices and environments. In these situations, it is possible that the AmI may output the wrong result from unreliable contexts by attackers. Recently, establishing a server have been utilizes, so finding secure contexts and make contexts of higher security level for save communication have been given importance. Attackers try to put their devices on the expected path of all users in order to obtain users informationillegally or they may try to broadcast their SPAMS to users. This paper is an extensionof [11] which studies the Security Grade Assignment Model (SGAM) to set Cyber-Society Organization (CSO).

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Moving towards autonomous operation and management of increasingly complex open distributed real-time systems poses very significant challenges. This is particularly true when reaction to events must be done in a timely and predictable manner while guaranteeing Quality of Service (QoS) constraints imposed by users, the environment, or applications. In these scenarios, the system should be able to maintain a global feasible QoS level while allowing individual nodes to autonomously adapt under different constraints of resource availability and input quality. This paper shows how decentralised coordination of a group of autonomous interdependent nodes can emerge with little communication, based on the robust self-organising principles of feedback. Positive feedback is used to reinforce the selection of the new desired global service solution, while negative feedback discourages nodes to act in a greedy fashion as this adversely impacts on the provided service levels at neighbouring nodes. The proposed protocol is general enough to be used in a wide range of scenarios characterised by a high degree of openness and dynamism where coordination tasks need to be time dependent. As the reported results demonstrate, it requires less messages to be exchanged and it is faster to achieve a globally acceptable near-optimal solution than other available approaches.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Composition is a practice of key importance in software engineering. When real-time applications are composed it is necessary that their timing properties (such as meeting the deadlines) are guaranteed. The composition is performed by establishing an interface between the application and the physical platform. Such an interface does typically contain information about the amount of computing capacity needed by the application. In multiprocessor platforms, the interface should also present information about the degree of parallelism. Recently there have been quite a few interface proposals. However, they are either too complex to be handled or too pessimistic.In this paper we propose the Generalized Multiprocessor Periodic Resource model (GMPR) that is strictly superior to the MPR model without requiring a too detailed description. We describe a method to generate the interface from the application specification. All these methods have been implemented in Matlab routines that are publicly available.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper discusses the increased need to support dynamic task-level parallelism in embedded real-time systems and proposes a Java framework that combines the Real-Time Specification for Java (RTSJ) with the Fork/Join (FJ) model, following a fixed priority-based scheduling scheme. Our work intends to support parallel runtimes that will coexist with a wide range of other complex independently developed applications, without any previous knowledge about their real execution requirements, number of parallel sub-tasks, and when those sub-tasks will be generated.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Over the last three decades, computer architects have been able to achieve an increase in performance for single processors by, e.g., increasing clock speed, introducing cache memories and using instruction level parallelism. However, because of power consumption and heat dissipation constraints, this trend is going to cease. In recent times, hardware engineers have instead moved to new chip architectures with multiple processor cores on a single chip. With multi-core processors, applications can complete more total work than with one core alone. To take advantage of multi-core processors, parallel programming models are proposed as promising solutions for more effectively using multi-core processors. This paper discusses some of the existent models and frameworks for parallel programming, leading to outline a draft parallel programming model for Ada.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Dragonflies show unique and superior flight performances than most of other insect species and birds. They are equipped with two pairs of independently controlled wings granting an unmatchable flying performance and robustness. In this paper, it is presented an adaptive scheme controlling a nonlinear model inspired in a dragonfly-like robot. It is proposed a hybrid adaptive (HA) law for adjusting the parameters analyzing the tracking error. At the current stage of the project it is considered essential the development of computational simulation models based in the dynamics to test whether strategies or algorithms of control, parts of the system (such as different wing configurations, tail) as well as the complete system. The performance analysis proves the superiority of the HA law over the direct adaptive (DA) method in terms of faster and improved tracking and parameter convergence.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Não existe uma definição única de processo de memória de longo prazo. Esse processo é geralmente definido como uma série que possui um correlograma decaindo lentamente ou um espectro infinito de frequência zero. Também se refere que uma série com tal propriedade é caracterizada pela dependência a longo prazo e por não periódicos ciclos longos, ou que essa característica descreve a estrutura de correlação de uma série de longos desfasamentos ou que é convencionalmente expressa em termos do declínio da lei-potência da função auto-covariância. O interesse crescente da investigação internacional no aprofundamento do tema é justificado pela procura de um melhor entendimento da natureza dinâmica das séries temporais dos preços dos ativos financeiros. Em primeiro lugar, a falta de consistência entre os resultados reclama novos estudos e a utilização de várias metodologias complementares. Em segundo lugar, a confirmação de processos de memória longa tem implicações relevantes ao nível da (1) modelação teórica e econométrica (i.e., dos modelos martingale de preços e das regras técnicas de negociação), (2) dos testes estatísticos aos modelos de equilíbrio e avaliação, (3) das decisões ótimas de consumo / poupança e de portefólio e (4) da medição de eficiência e racionalidade. Em terceiro lugar, ainda permanecem questões científicas empíricas sobre a identificação do modelo geral teórico de mercado mais adequado para modelar a difusão das séries. Em quarto lugar, aos reguladores e gestores de risco importa saber se existem mercados persistentes e, por isso, ineficientes, que, portanto, possam produzir retornos anormais. O objetivo do trabalho de investigação da dissertação é duplo. Por um lado, pretende proporcionar conhecimento adicional para o debate da memória de longo prazo, debruçando-se sobre o comportamento das séries diárias de retornos dos principais índices acionistas da EURONEXT. Por outro lado, pretende contribuir para o aperfeiçoamento do capital asset pricing model CAPM, considerando uma medida de risco alternativa capaz de ultrapassar os constrangimentos da hipótese de mercado eficiente EMH na presença de séries financeiras com processos sem incrementos independentes e identicamente distribuídos (i.i.d.). O estudo empírico indica a possibilidade de utilização alternativa das obrigações do tesouro (OT’s) com maturidade de longo prazo no cálculo dos retornos do mercado, dado que o seu comportamento nos mercados de dívida soberana reflete a confiança dos investidores nas condições financeiras dos Estados e mede a forma como avaliam as respetiva economias com base no desempenho da generalidade dos seus ativos. Embora o modelo de difusão de preços definido pelo movimento Browniano geométrico gBm alegue proporcionar um bom ajustamento das séries temporais financeiras, os seus pressupostos de normalidade, estacionariedade e independência das inovações residuais são adulterados pelos dados empíricos analisados. Por isso, na procura de evidências sobre a propriedade de memória longa nos mercados recorre-se à rescaled-range analysis R/S e à detrended fluctuation analysis DFA, sob abordagem do movimento Browniano fracionário fBm, para estimar o expoente Hurst H em relação às séries de dados completas e para calcular o expoente Hurst “local” H t em janelas móveis. Complementarmente, são realizados testes estatísticos de hipóteses através do rescaled-range tests R/S , do modified rescaled-range test M - R/S e do fractional differencing test GPH. Em termos de uma conclusão única a partir de todos os métodos sobre a natureza da dependência para o mercado acionista em geral, os resultados empíricos são inconclusivos. Isso quer dizer que o grau de memória de longo prazo e, assim, qualquer classificação, depende de cada mercado particular. No entanto, os resultados gerais maioritariamente positivos suportam a presença de memória longa, sob a forma de persistência, nos retornos acionistas da Bélgica, Holanda e Portugal. Isto sugere que estes mercados estão mais sujeitos a maior previsibilidade (“efeito José”), mas também a tendências que podem ser inesperadamente interrompidas por descontinuidades (“efeito Noé”), e, por isso, tendem a ser mais arriscados para negociar. Apesar da evidência de dinâmica fractal ter suporte estatístico fraco, em sintonia com a maior parte dos estudos internacionais, refuta a hipótese de passeio aleatório com incrementos i.i.d., que é a base da EMH na sua forma fraca. Atendendo a isso, propõem-se contributos para aperfeiçoamento do CAPM, através da proposta de uma nova fractal capital market line FCML e de uma nova fractal security market line FSML. A nova proposta sugere que o elemento de risco (para o mercado e para um ativo) seja dado pelo expoente H de Hurst para desfasamentos de longo prazo dos retornos acionistas. O expoente H mede o grau de memória de longo prazo nos índices acionistas, quer quando as séries de retornos seguem um processo i.i.d. não correlacionado, descrito pelo gBm(em que H = 0,5 , confirmando- se a EMH e adequando-se o CAPM), quer quando seguem um processo com dependência estatística, descrito pelo fBm(em que H é diferente de 0,5, rejeitando-se a EMH e desadequando-se o CAPM). A vantagem da FCML e da FSML é que a medida de memória de longo prazo, definida por H, é a referência adequada para traduzir o risco em modelos que possam ser aplicados a séries de dados que sigam processos i.i.d. e processos com dependência não linear. Então, estas formulações contemplam a EMH como um caso particular possível.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The IEEE 802.15.4 protocol has the ability to support time-sensitive Wireless Sensor Network (WSN) applications due to the Guaranteed Time Slot (GTS) Medium Access Control mechanism. Recently, several analytical and simulation models of the IEEE 802.15.4 protocol have been proposed. Nevertheless, currently available simulation models for this protocol are both inaccurate and incomplete, and in particular they do not support the GTS mechanism. In this paper, we propose an accurate OPNET simulation model, with focus on the implementation of the GTS mechanism. The motivation that has driven this work is the validation of the Network Calculus based analytical model of the GTS mechanism that has been previously proposed and to compare the performance evaluation of the protocol as given by the two alternative approaches. Therefore, in this paper we contribute an accurate OPNET model for the IEEE 802.15.4 protocol. Additionally, and probably more importantly, based on the simulation model we propose a novel methodology to tune the protocol parameters such that a better performance of the protocol can be guaranteed, both concerning maximizing the throughput of the allocated GTS as well as concerning minimizing frame delay.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper presents a novel approach to WLAN propagation models for use in indoor localization. The major goal of this work is to eliminate the need for in situ data collection to generate the Fingerprinting map, instead, it is generated by using analytical propagation models such as: COST Multi-Wall, COST 231 average wall and Motley- Keenan. As Location Estimation Algorithms kNN (K-Nearest Neighbour) and WkNN (Weighted K-Nearest Neighbour) were used to determine the accuracy of the proposed technique. This work is based on analytical and measurement tools to determine which path loss propagation models are better for location estimation applications, based on Receive Signal Strength Indicator (RSSI).This study presents different proposals for choosing the most appropriate values for the models parameters, like obstacles attenuation and coefficients. Some adjustments to these models, particularly to Motley-Keenan, considering the thickness of walls, are proposed. The best found solution is based on the adjusted Motley-Keenan and COST models that allows to obtain the propagation loss estimation for several environments.Results obtained from two testing scenarios showed the reliability of the adjustments, providing smaller errors in the measured values values in comparison with the predicted values.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The performance of the Weather Research and Forecast (WRF) model in wind simulation was evaluated under different numerical and physical options for an area of Portugal, located in complex terrain and characterized by its significant wind energy resource. The grid nudging and integration time of the simulations were the tested numerical options. Since the goal is to simulate the near-surface wind, the physical parameterization schemes regarding the boundary layer were the ones under evaluation. Also, the influences of the local terrain complexity and simulation domain resolution on the model results were also studied. Data from three wind measuring stations located within the chosen area were compared with the model results, in terms of Root Mean Square Error, Standard Deviation Error and Bias. Wind speed histograms, occurrences and energy wind roses were also used for model evaluation. Globally, the model accurately reproduced the local wind regime, despite a significant underestimation of the wind speed. The wind direction is reasonably simulated by the model especially in wind regimes where there is a clear dominant sector, but in the presence of low wind speeds the characterization of the wind direction (observed and simulated) is very subjective and led to higher deviations between simulations and observations. Within the tested options, results show that the use of grid nudging in simulations that should not exceed an integration time of 2 days is the best numerical configuration, and the parameterization set composed by the physical schemes MM5–Yonsei University–Noah are the most suitable for this site. Results were poorer in sites with higher terrain complexity, mainly due to limitations of the terrain data supplied to the model. The increase of the simulation domain resolution alone is not enough to significantly improve the model performance. Results suggest that error minimization in the wind simulation can be achieved by testing and choosing a suitable numerical and physical configuration for the region of interest together with the use of high resolution terrain data, if available.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The problem of selecting suppliers/partners is a crucial and important part in the process of decision making for companies that intend to perform competitively in their area of activity. The selection of supplier/partner is a time and resource-consuming task that involves data collection and a careful analysis of the factors that can positively or negatively influence the choice. Nevertheless it is a critical process that affects significantly the operational performance of each company. In this work, there were identified five broad selection criteria: Quality, Financial, Synergies, Cost, and Production System. Within these criteria, it was also included five sub-criteria. After the identification criteria, a survey was elaborated and companies were contacted in order to understand which factors have more weight in their decisions to choose the partners. Interpreted the results and processed the data, it was adopted a model of linear weighting to reflect the importance of each factor. The model has a hierarchical structure and can be applied with the Analytic Hierarchy Process (AHP) method or Value Analysis. The goal of the paper it's to supply a selection reference model that can represent an orientation/pattern for a decision making on the suppliers/partners selection process

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This work addresses both experimental and numerical analyses regarding the tensile behaviour of CFRP single-strap repairs. Two fundamental geometrical parameters were studied: overlap length and patch thickness. The numerical model used ABAQUS® software and a developed cohesive mixed-mode damage model adequate for ductile adhesives, and implemented within interface finite elements. Stress analyses and strength predictions were carried out. Experimental and numerical comparisons were performed on failure modes, failure load and equivalent stiffness of the repair. Good correlation was found between experimental and numerical results, showing that the proposed model can be successfully applied to bonded joints or repairs.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The paper proposes a Flexibility Requirements Model and a Factory Templates Framework to support the dynamic Virtual Organization decision-makers in order to reach effective response to the emergent business opportunities ensuring profitability. Through the construction and analysis of the flexibility requirements model, the network managers can achieve and conceive better strategies to model and breed new dynamic VOs. This paper also presents the leagility concept as a new paradigm fit to equip the network management with a hybrid approach that better tackle the performance challenges imposed by the new and competitive business environments.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We consider a Bertrand duopoly model with unknown costs. The firms' aim is to choose the price of its product according to the well-known concept of Bayesian Nash equilibrium. The chooses are made simultaneously by both firms. In this paper, we suppose that each firm has two different technologies, and uses one of them according to a certain probability distribution. The use of either one or the other technology affects the unitary production cost. We show that this game has exactly one Bayesian Nash equilibrium. We analyse the advantages, for firms and for consumers, of using the technology with highest production cost versus the one with cheapest production cost. We prove that the expected profit of each firm increases with the variance of its production costs. We also show that the expected price of each good increases with both expected production costs, being the effect of the expected production costs of the rival dominated by the effect of the own expected production costs.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We consider a trade policy model, where the costs of the home firm are private information but can be signaled through the output levels of the firm to a foreign competitor and a home policymaker. We study the influences of the non-homogeneity of the goods and of the uncertainty on the production costs of the home firm in the signalling strategies by the home firm. We show that some results obtained for homogeneous goods are not robust under non-homogeneity.