Summary of the 7th international workshop on Models@run.time

The Models@run.time (MRT) workshop series offers a discussion forum for the rising need to leverage modeling techniques for the software of the future. The main goals are to explore the benefits of models@run.time and to foster collaboration and cross-fertilization between different research communities like for example like model-driven engineering (e.g. MODELS), self-adaptive/autonomous systems communities (e.g., SEAMS and ICAC), the control theory community and the artificial intelligence community. © 2012 Authors.

Tracking of non-stationary time-series using resource allocating RBF networks

In this paper, we discuss some practical implications for implementing adaptable network algorithms applied to non-stationary time series problems. Using electricity load data and training with the extended Kalman filter, we demonstrate that the dynamic model-order increment procedure of the resource allocating RBF network (RAN) is highly sensitive to the parameters of the novelty criterion. We investigate the use of system noise and forgetting factors for increasing the plasticity of the Kalman filter training algorithm, and discuss the consequences for on-line model order selection. We also find that a recently-proposed alternative novelty criterion, found to be more robust in stationary environments, does not fare so well in the non-stationary case due to the need for filter adaptability during training.

Delay estimation for multivariate time series

Most traditional methods for extracting the relationships between two time series are based on cross-correlation. In a non-linear non-stationary environment, these techniques are not sufficient. We show in this paper how to use hidden Markov models (HMMs) to identify the lag (or delay) between different variables for such data. We first present a method using maximum likelihood estimation and propose a simple algorithm which is capable of identifying associations between variables. We also adopt an information-theoretic approach and develop a novel procedure for training HMMs to maximise the mutual information between delayed time series. Both methods are successfully applied to real data. We model the oil drilling process with HMMs and estimate a crucial parameter, namely the lag for return.

Modelling financial time series with switching state space models

The deficiencies of stationary models applied to financial time series are well documented. A special form of non-stationarity, where the underlying generator switches between (approximately) stationary regimes, seems particularly appropriate for financial markets. We use a dynamic switching (modelled by a hidden Markov model) combined with a linear dynamical system in a hybrid switching state space model (SSSM) and discuss the practical details of training such models with a variational EM algorithm due to [Ghahramani and Hilton,1998]. The performance of the SSSM is evaluated on several financial data sets and it is shown to improve on a number of existing benchmark methods.

International student recruitment: South African rationales

In this paper, we focus on the rationales for the recruitment of international students to universities in South Africa. Through the use of in-depth interviews with international officers at a cross-section of South African universities, we argue that there are competing and complementary rationales for the recruitment of international students. Some South African universities follow international trends in terms of international student recruitment while others adopt a different approach. The analysis locates the rationales of international student recruitment as part of an internationalisation process within the context of globalisation. Dans cet article, nous nous focalisons sur les raisons derrière le recrutement des étudiants internationaux dans les universités de l'Afrique du Sud. Basé sur des interviews approfondies que nous avons menées avec les agents internationaux mandatés par les universités en Afrique du Sud, nous soutenons qu'il existe des raisons d'ordre compétitif et complémentaire qui expliquent le recrutement d'étudiants internationaux. Certaines universités sud africaines suivent la tendance de tels recrutement alors que d'autres adoptent une approche différente. Cette analyse identifie les raison du recrutement des étudiants internationaux dans le cadre du processus d'internationalisation dans le contexte de la globalisation.

Summary of the 10th International workshop on Models@run.time

The 10th anniversary of the workshop Models@run.time was held at the 18th International Conference on Model Driven Engineering Languages and Systems. The workshop took place in the city of Ottawa, Canada, on the 29th of September 2015. The workshop was organized by Sebastian Gtz, Nelly Bencomo, Gordon Blair and Hui Song. Here, we present a summary of the discussions at the workshop and a synopsis of the topics discussed and highlighted during the workshop. The workshop received the award for the best workshop at the MODELS 2015 conference out of 18 workshops in total. The award was based upon the organization, program, web site timing and the feedback provided by the workshop participants.

Practical methods of tracking of nonstationary time series applied to real-world data

In this paper, we discuss some practical implications for implementing adaptable network algorithms applied to non-stationary time series problems. Two real world data sets, containing electricity load demands and foreign exchange market prices, are used to test several different methods, ranging from linear models with fixed parameters, to non-linear models which adapt both parameters and model order on-line. Training with the extended Kalman filter, we demonstrate that the dynamic model-order increment procedure of the resource allocating RBF network (RAN) is highly sensitive to the parameters of the novelty criterion. We investigate the use of system noise for increasing the plasticity of the Kalman filter training algorithm, and discuss the consequences for on-line model order selection. The results of our experiments show that there are advantages to be gained in tracking real world non-stationary data through the use of more complex adaptive models.

Second international workshop on models@run.time

The second edition of the workshop Models@run.time was co-located with the ACM/IEEE 10th International Conference on Model Driven Engineering Languages and Systems. The workshop took place in the lively city of Nashville, USA, on the 2nd of October, 2007. The workshop was organised by Nelly Bencomo, Robert France, and Gordon Blair and was attended by at least 25 people from 7 countries. This summary gives an overview of the presentations and lively discussions that took place during the workshop. © 2008 Springer-Verlag Berlin Heidelberg.

4th international workshop on Models@run.time

The 4th edition of the workshop Models@run.time was held at the 12th International Conference on Model Driven Engineering Languages and Systems (MODELS). The workshop took place in the city of Denver, Colorado, USA, on the 5th of October 2009. The workshop was organised by Nelly Bencomo, Robert France, Gordon Blair, Freddy Muñoz, and Cédric Jeanneret. It was attended by at least 45 people from more than 10 countries. In this summary we present a synopsis of the presentations and discussions that took place during the 4th International Workshop on Models@run.time. © Springer-Verlag Berlin Heidelberg 2010.

Third international workshop on models@run.time

The third edition of the workshop Models@run.time was held at the ACM/IEEE 11th International Conference on Model Driven Engineering Languages and Systems (MODELS). The workshop took place in the beautiful city of Toulouse, France, on the 30th of October, 2008. The workshop was organised by Nelly Bencomo, Robert France, Gordon Blair, Freddy Muñoz, and Cèdric Jeanneret.It was attended by at least 44 people from more than 10 countries. In this summary we present an overview of the presentations and fruitful discussions that took place during the 3rd edition of the workshop Models@run.time.

Analysing time series structure with hidden Markov models

This paper consides the problem of extracting the relationships between two time series in a non-linear non-stationary environment with Hidden Markov Models (HMMs). We describe an algorithm which is capable of identifying associations between variables. The method is applied both to synthetic data and real data. We show that HMMs are capable of modelling the oil drilling process and that they outperform existing methods.

Towards a framework for combining stochastic and deterministic descriptions of nonstationary financial time series

We present in this paper ideas to tackle the problem of analysing and forecasting nonstationary time series within the financial domain. Accepting the stochastic nature of the underlying data generator we assume that the evolution of the generator's parameters is restricted on a deterministic manifold. Therefore we propose methods for determining the characteristics of the time-localised distribution. Starting with the assumption of a static normal distribution we refine this hypothesis according to the empirical results obtained with the methods anc conclude with the indication of a dynamic non-Gaussian behaviour with varying dependency for the time series under consideration.

Dynamical local models for segmentation and prediction of financial time series

In the analysis and prediction of many real-world time series, the assumption of stationarity is not valid. A special form of non-stationarity, where the underlying generator switches between (approximately) stationary regimes, seems particularly appropriate for financial markets. We introduce a new model which combines a dynamic switching (controlled by a hidden Markov model) and a non-linear dynamical system. We show how to train this hybrid model in a maximum likelihood approach and evaluate its performance on both synthetic and financial data.

Three-factor models versus time series models:quantifying time-dependencies of interactions between stimuli in cell biology and psychobiology for short longitudinal data

Signal integration determines cell fate on the cellular level, affects cognitive processes and affective responses on the behavioural level, and is likely to be involved in psychoneurobiological processes underlying mood disorders. Interactions between stimuli may subjected to time effects. Time-dependencies of interactions between stimuli typically lead to complex cell responses and complex responses on the behavioural level. We show that both three-factor models and time series models can be used to uncover such time-dependencies. However, we argue that for short longitudinal data the three factor modelling approach is more suitable. In order to illustrate both approaches, we re-analysed previously published short longitudinal data sets. We found that in human embryonic kidney 293 cells cells the interaction effect in the regulation of extracellular signal-regulated kinase (ERK) 1 signalling activation by insulin and epidermal growth factor is subjected to a time effect and dramatically decays at peak values of ERK activation. In contrast, we found that the interaction effect induced by hypoxia and tumour necrosis factor-alpha for the transcriptional activity of the human cyclo-oxygenase-2 promoter in HEK293 cells is time invariant at least in the first 12-h time window after stimulation. Furthermore, we applied the three-factor model to previously reported animal studies. In these studies, memory storage was found to be subjected to an interaction effect of the beta-adrenoceptor agonist clenbuterol and certain antagonists acting on the alpha-1-adrenoceptor / glucocorticoid-receptor system. Our model-based analysis suggests that only if the antagonist drug is administer in a critical time window, then the interaction effect is relevant.

Hidden state models for time series

Amongst all the objectives in the study of time series, uncovering the dynamic law of its generation is probably the most important. When the underlying dynamics are not available, time series modelling consists of developing a model which best explains a sequence of observations. In this thesis, we consider hidden space models for analysing and describing time series. We first provide an introduction to the principal concepts of hidden state models and draw an analogy between hidden Markov models and state space models. Central ideas such as hidden state inference or parameter estimation are reviewed in detail. A key part of multivariate time series analysis is identifying the delay between different variables. We present a novel approach for time delay estimating in a non-stationary environment. The technique makes use of hidden Markov models and we demonstrate its application for estimating a crucial parameter in the oil industry. We then focus on hybrid models that we call dynamical local models. These models combine and generalise hidden Markov models and state space models. Probabilistic inference is unfortunately computationally intractable and we show how to make use of variational techniques for approximating the posterior distribution over the hidden state variables. Experimental simulations on synthetic and real-world data demonstrate the application of dynamical local models for segmenting a time series into regimes and providing predictive distributions.