Modelling data and voice traffic over IP networks using continuous-time Markov models

Common approaches to IP-traffic modelling have featured the use of stochastic models, based on the Markov property, which can be classified into black box and white box models based on the approach used for modelling traffic. White box models, are simple to understand, transparent and have a physical meaning attributed to each of the associated parameters. To exploit this key advantage, this thesis explores the use of simple classic continuous-time Markov models based on a white box approach, to model, not only the network traffic statistics but also the source behaviour with respect to the network and application. The thesis is divided into two parts: The first part focuses on the use of simple Markov and Semi-Markov traffic models, starting from the simplest two-state model moving upwards to n-state models with Poisson and non-Poisson statistics. The thesis then introduces the convenient to use, mathematically derived, Gaussian Markov models which are used to model the measured network IP traffic statistics. As one of the most significant contributions, the thesis establishes the significance of the second-order density statistics as it reveals that, in contrast to first-order density, they carry much more unique information on traffic sources and behaviour. The thesis then exploits the use of Gaussian Markov models to model these unique features and finally shows how the use of simple classic Markov models coupled with use of second-order density statistics provides an excellent tool for capturing maximum traffic detail, which in itself is the essence of good traffic modelling. The second part of the thesis, studies the ON-OFF characteristics of VoIP traffic with reference to accurate measurements of the ON and OFF periods, made from a large multi-lingual database of over 100 hours worth of VoIP call recordings. The impact of the language, prosodic structure and speech rate of the speaker on the statistics of the ON-OFF periods is analysed and relevant conclusions are presented. Finally, an ON-OFF VoIP source model with log-normal transitions is contributed as an ideal candidate to model VoIP traffic and the results of this model are compared with those of previously published work.

The development and stability analysis of a nonlinear growth model for microorganisms

A nonlinear dynamic model of microbial growth is established based on the theories of the diffusion response of thermodynamics and the chemotactic response of biology. Except for the two traditional variables, i.e. the density of bacteria and the concentration of attractant, the pH value, a crucial influencing factor to the microbial growth, is also considered in this model. The pH effect on the microbial growth is taken as a Gaussian function G0e-(f- fc)2/G1, where G0, G1 and fc are constants, f represents the pH value and fc represents the critical pH value that best fits for microbial growth. To study the effects of the reproduction rate of the bacteria and the pH value on the stability of the system, three parameters a, G0 and G1 are studied in detail, where a denotes the reproduction rate of the bacteria, G0 denotes the impacting intensity of the pH value to microbial growth and G1 denotes the bacterial adaptability to the pH value. When the effect of the pH value of the solution which microorganisms live in is ignored in the governing equations of the model, the microbial system is more stable with larger a. When the effect of the bacterial chemotaxis is ignored, the microbial system is more stable with the larger G1 and more unstable with the larger G0 for f0 > fc. However, the stability of the microbial system is almost unaffected by the variation G0 and G1 and it is always stable for f0 < fc under the assumed conditions in this paper. In the whole system model, it is more unstable with larger G1 and more stable with larger G0 for f0 < fc. The system is more stable with larger G1 and more unstable with larger G0 for f0 > fc. However, the system is more unstable with larger a for f0 < fc and the stability of the system is almost unaffected by a for f0 > fc. The results obtained in this study provide a biophysical insight into the understanding of the growth and stability behavior of microorganisms.

Mach bands and multiscale models of spatial vision:the role of first, second, and third derivative operators in encoding bars and edges

Ernst Mach observed that light or dark bands could be seen at abrupt changes of luminance gradient in the absence of peaks or troughs in luminance. Many models of feature detection share the idea that bars, lines, and Mach bands are found at peaks and troughs in the output of even-symmetric spatial filters. Our experiments assessed the appearance of Mach bands (position and width) and the probability of seeing them on a novel set of generalized Gaussian edges. Mach band probability was mainly determined by the shape of the luminance profile and increased with the sharpness of its corners, controlled by a single parameter (n). Doubling or halving the size of the images had no significant effect. Variations in contrast (20%-80%) and duration (50-300 ms) had relatively minor effects. These results rule out the idea that Mach bands depend simply on the amplitude of the second derivative, but a multiscale model, based on Gaussian-smoothed first- and second-derivative filtering, can account accurately for the probability and perceived spatial layout of the bands. A key idea is that Mach band visibility depends on the ratio of second- to first-derivative responses at peaks in the second-derivative scale-space map. This ratio is approximately scale-invariant and increases with the sharpness of the corners of the luminance ramp, as observed. The edges of Mach bands pose a surprisingly difficult challenge for models of edge detection, but a nonlinear third-derivative operation is shown to predict the locations of Mach band edges strikingly well. Mach bands thus shed new light on the role of multiscale filtering systems in feature coding. © 2012 ARVO.

Nonlinear and ROADM induced penalties in 28 Gbaud dynamic optical mesh networks employing electronic signal processing

We report the impact of cascaded reconfigurable optical add-drop multiplexer induced penalties on coherently-detected 28 Gbaud polarization multiplexed m-ary quadrature amplitude modulation (PM m-ary QAM) WDM channels. We investigate the interplay between different higher-order modulation channels and the effect of filter shapes and bandwidth of (de)multiplexers on the transmission performance, in a segment of pan-European optical network with a maximum optical path of 4,560 km (80km x 57 spans). We verify that if the link capacities are assigned assuming that digital back propagation is available, 25% of the network connections fail using electronic dispersion compensation alone. However, majority of such links can indeed be restored by employing single-channel digital back-propagation employing less than 15 steps for the whole link, facilitating practical application of DBP. We report that higher-order channels are most sensitive to nonlinear fiber impairments and filtering effects, however these formats are less prone to ROADM induced penalties due to the reduced maximum number of hops. Furthermore, it has been demonstrated that a minimum filter Gaussian order of 3 and bandwidth of 35 GHz enable negligible excess penalty for any modulation order.

Signal processing for molecular and cellular biological physics:an emerging field

Recent advances in our ability to watch the molecular and cellular processes of life in action-such as atomic force microscopy, optical tweezers and Forster fluorescence resonance energy transfer-raise challenges for digital signal processing (DSP) of the resulting experimental data. This article explores the unique properties of such biophysical time series that set them apart from other signals, such as the prevalence of abrupt jumps and steps, multi-modal distributions and autocorrelated noise. It exposes the problems with classical linear DSP algorithms applied to this kind of data, and describes new nonlinear and non-Gaussian algorithms that are able to extract information that is of direct relevance to biological physicists. It is argued that these new methods applied in this context typify the nascent field of biophysical DSP. Practical experimental examples are supplied.

Pattern recognition analyses of brain activation elicited by happy and neutral faces in unipolar and bipolar depression

Objectives: Recently, pattern recognition approaches have been used to classify patterns of brain activity elicited by sensory or cognitive processes. In the clinical context, these approaches have been mainly applied to classify groups of individuals based on structural magnetic resonance imaging (MRI) data. Only a few studies have applied similar methods to functional MRI (fMRI) data. Methods: We used a novel analytic framework to examine the extent to which unipolar and bipolar depressed individuals differed on discrimination between patterns of neural activity for happy and neutral faces. We used data from 18 currently depressed individuals with bipolar I disorder (BD) and 18 currently depressed individuals with recurrent unipolar depression (UD), matched on depression severity, age, and illness duration, and 18 age- and gender ratio-matched healthy comparison subjects (HC). fMRI data were analyzed using a general linear model and Gaussian process classifiers. Results: The accuracy for discriminating between patterns of neural activity for happy versus neutral faces overall was lower in both patient groups relative to HC. The predictive probabilities for intense and mild happy faces were higher in HC than in BD, and for mild happy faces were higher in HC than UD (all p < 0.001). Interestingly, the predictive probability for intense happy faces was significantly higher in UD than BD (p = 0.03). Conclusions: These results indicate that patterns of whole-brain neural activity to intense happy faces were significantly less distinct from those for neutral faces in BD than in either HC or UD. These findings indicate that pattern recognition approaches can be used to identify abnormal brain activity patterns in patient populations and have promising clinical utility as techniques that can help to discriminate between patients with different psychiatric illnesses.

Gaussian process quantile regression using expectation propagation

Direct quantile regression involves estimating a given quantile of a response variable as a function of input variables. We present a new framework for direct quantile regression where a Gaussian process model is learned, minimising the expected tilted loss function. The integration required in learning is not analytically tractable so to speed up the learning we employ the Expectation Propagation algorithm. We describe how this work relates to other quantile regression methods and apply the method on both synthetic and real data sets. The method is shown to be competitive with state of the art methods whilst allowing for the leverage of the full Gaussian process probabilistic framework.

Describing and communicating uncertainty within the semantic web

The Semantic Web relies on carefully structured, well defined, data to allow machines to communicate and understand one another. In many domains (e.g. geospatial) the data being described contains some uncertainty, often due to incomplete knowledge; meaningful processing of this data requires these uncertainties to be carefully analysed and integrated into the process chain. Currently, within the SemanticWeb there is no standard mechanism for interoperable description and exchange of uncertain information, which renders the automated processing of such information implausible, particularly where error must be considered and captured as it propagates through a processing sequence. In particular we adopt a Bayesian perspective and focus on the case where the inputs / outputs are naturally treated as random variables. This paper discusses a solution to the problem in the form of the Uncertainty Markup Language (UncertML). UncertML is a conceptual model, realised as an XML schema, that allows uncertainty to be quantified in a variety of ways i.e. realisations, statistics and probability distributions. UncertML is based upon a soft-typed XML schema design that provides a generic framework from which any statistic or distribution may be created. Making extensive use of Geography Markup Language (GML) dictionaries, UncertML provides a collection of definitions for common uncertainty types. Containing both written descriptions and mathematical functions, encoded as MathML, the definitions within these dictionaries provide a robust mechanism for defining any statistic or distribution and can be easily extended. Universal Resource Identifiers (URIs) are used to introduce semantics to the soft-typed elements by linking to these dictionary definitions. The INTAMAP (INTeroperability and Automated MAPping) project provides a use case for UncertML. This paper demonstrates how observation errors can be quantified using UncertML and wrapped within an Observations & Measurements (O&M) Observation. The interpolation service uses the information within these observations to influence the prediction outcome. The output uncertainties may be encoded in a variety of UncertML types, e.g. a series of marginal Gaussian distributions, a set of statistics, such as the first three marginal moments, or a set of realisations from a Monte Carlo treatment. Quantifying and propagating uncertainty in this way allows such interpolation results to be consumed by other services. This could form part of a risk management chain or a decision support system, and ultimately paves the way for complex data processing chains in the Semantic Web.

Multi-level visualisation using Gaussian process latent variable models

Projection of a high-dimensional dataset onto a two-dimensional space is a useful tool to visualise structures and relationships in the dataset. However, a single two-dimensional visualisation may not display all the intrinsic structure. Therefore, hierarchical/multi-level visualisation methods have been used to extract more detailed understanding of the data. Here we propose a multi-level Gaussian process latent variable model (MLGPLVM). MLGPLVM works by segmenting data (with e.g. K-means, Gaussian mixture model or interactive clustering) in the visualisation space and then fitting a visualisation model to each subset. To measure the quality of multi-level visualisation (with respect to parent and child models), metrics such as trustworthiness, continuity, mean relative rank errors, visualisation distance distortion and the negative log-likelihood per point are used. We evaluate the MLGPLVM approach on the ‘Oil Flow’ dataset and a dataset of protein electrostatic potentials for the ‘Major Histocompatibility Complex (MHC) class I’ of humans. In both cases, visual observation and the quantitative quality measures have shown better visualisation at lower levels.

Mean field methods for Gaussian process classifiers

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Binocular fusion, suppression and diplopia for blurred edges

Purpose: (1) To devise a model-based method for estimating the probabilities of binocular fusion, interocular suppression and diplopia from psychophysical judgements, (2) To map out the way fusion, suppression and diplopia vary with binocular disparity and blur of single edges shown to each eye, (3) To compare the binocular interactions found for edges of the same vs opposite contrast polarity. Methods: Test images were single, horizontal, Gaussian-blurred edges, with blur B = 1-32 min arc, and vertical disparity 0-8.B, shown for 200 ms. In the main experiment, observers reported whether they saw one central edge, one offset edge, or two edges. We argue that the relation between these three response categories and the three perceptual states (fusion, suppression, diplopia) is indirect and likely to be distorted by positional noise and criterion effects, and so we developed a descriptive, probabilistic model to estimate both the perceptual states and the noise/criterion parameters from the data. Results: (1) Using simulated data, we validated the model-based method by showing that it recovered fairly accurately the disparity ranges for fusion and suppression, (2) The disparity range for fusion (Panum's limit) increased greatly with blur, in line with previous studies. The disparity range for suppression was similar to the fusion limit at large blurs, but two or three times the fusion limit at small blurs. This meant that diplopia was much more prevalent at larger blurs, (3) Diplopia was much more frequent when the two edges had opposite contrast polarity. A formal comparison of models indicated that fusion occurs for same, but not opposite, polarities. Probability of suppression was greater for unequal contrasts, and it was always the lower-contrast edge that was suppressed. Conclusions: Our model-based data analysis offers a useful tool for probing binocular fusion and suppression psychophysically. The disparity range for fusion increased with edge blur but fell short of complete scale-invariance. The disparity range for suppression also increased with blur but was not close to scale-invariance. Single vision occurs through fusion, but also beyond the fusion range, through suppression. Thus suppression can serve as a mechanism for extending single vision to larger disparities, but mainly for sharper edges where the fusion range is small (5-10 min arc). For large blurs the fusion range is so much larger that no such extension may be needed. © 2014 The College of Optometrists.

Target spatial frequency determines the response to conflicting defocus- and convergence-driven accommodative stimuli

Asthenopia, or visual fatigue, is a frequent complaint from observers of stereoscopic three-dimensional displays. It has been proposed that asthenopia is a consequence of anomalous oculomotor responses generated by conflict between accommodative and convergence stimuli. The hypothesis was examined by measuring accommodation and convergence continuously with a Shin-Nippon SRW5000 infrared autorefractor and a limbus tracking device. Subjects viewed a high contrast Maltese Cross target at three levels of Gaussian filter target blur under conditions of relatively low- and high-conflict between accommodation and convergence stimuli, the latter inducing the sensation of stereopsis. Under the low-conflict conditions accommodation was stable, but convergence-driven accommodation was dominant when the target was extremely blurred. Under the high-conflict conditions the role of convergence-driven accommodation increased systematically with the degree of target blur. It is proposed that defocus-driven accommodation becomes weak when the target comprises low spatial frequency components. Large accommodative overshoots to step stimuli that are not blurred or only mildly blurred were consistently observed and are attributed to the initial accommodative response being convergence-driven. Whereas the possibility that high-conflict conditions are a cause of asthenopia has been previously reported, this is the first evidence that they specifically affect accommodative responses while viewing stereoscopic displays. © 2005 Elsevier Ltd. All rights reserved.

Population lensing vs thermal lensing in Yb:YAG rods and disks

The induced lenses in the Yb:YAG rods and disks end-pumped by a Gaussian beam were analyzed both analytically and numerically. The thermally assisted mechanisms of the lens formation were considered to include: the conventional volume thermal index changes ("dn/dT"), the bulging of end faces, the photoelastic effect, and the bending (for a disk). The heat conduction equations (with an axial heat flux for a disk and a radial heat flux for a rod), and quasi-static thermoelastic equations (in the plane-stress approximation with free boundary conditions) were solved to find the thermal lens power. The population rate equation with saturation (by amplified spontaneous emission or an external wave) was examined to find the electronic lens power in the active elements.

Non-Gaussian error probability in optical soliton transmission

We find the probability distribution of the fluctuating parameters of a soliton propagating through a medium with additive noise. Our method is a modification of the instanton formalism (method of optimal fluctuation) based on a saddle-point approximation in the path integral. We first solve consistently a fundamental problem of soliton propagation within the framework of noisy nonlinear Schrödinger equation. We then consider model modifications due to in-line (filtering, amplitude and phase modulation) control. It is examined how control elements change the error probability in optical soliton transmission. Even though a weak noise is considered, we are interested here in probabilities of error-causing large fluctuations which are beyond perturbation theory. We describe in detail a new phenomenon of soliton collapse that occurs under the combined action of noise, filtering and amplitude modulation. © 2004 Elsevier B.V. All rights reserved.

Modeling of spectral and statistical properties of a random distributed feedback fiber laser

For the first time we report full numerical NLSE-based modeling of generation properties of random distributed feedback fiber laser based on Rayleigh scattering. The model which takes into account the random backscattering via its average strength only describes well power and spectral properties of random DFB fiber lasers. The influence of dispersion and nonlinearity on spectral and statistical properties is investigated. The evidence of non-gaussian intensity statistics is found. © 2013 Optical Society of America.