Pragmatic development of service based real-time change data capture

This thesis makes a contribution to the Change Data Capture (CDC) field by providing an empirical evaluation on the performance of CDC architectures in the context of realtime data warehousing. CDC is a mechanism for providing data warehouse architectures with fresh data from Online Transaction Processing (OLTP) databases. There are two types of CDC architectures, pull architectures and push architectures. There is exiguous data on the performance of CDC architectures in a real-time environment. Performance data is required to determine the real-time viability of the two architectures. We propose that push CDC architectures are optimal for real-time CDC. However, push CDC architectures are seldom implemented because they are highly intrusive towards existing systems and arduous to maintain. As part of our contribution, we pragmatically develop a service based push CDC solution, which addresses the issues of intrusiveness and maintainability. Our solution uses Data Access Services (DAS) to decouple CDC logic from the applications. A requirement for the DAS is to place minimal overhead on a transaction in an OLTP environment. We synthesize DAS literature and pragmatically develop DAS that eciently execute transactions in an OLTP environment. Essentially we develop effeicient RESTful DAS, which expose Transactions As A Resource (TAAR). We evaluate the TAAR solution and three pull CDC mechanisms in a real-time environment, using the industry recognised TPC-C benchmark. The optimal CDC mechanism in a real-time environment, will capture change data with minimal latency and will have a negligible affect on the database's transactional throughput. Capture latency is the time it takes a CDC mechanism to capture a data change that has been applied to an OLTP database. A standard definition for capture latency and how to measure it does not exist in the field. We create this definition and extend the TPC-C benchmark to make the capture latency measurement. The results from our evaluation show that pull CDC is capable of real-time CDC at low levels of user concurrency. However, as the level of user concurrency scales upwards, pull CDC has a significant impact on the database's transaction rate, which affirms the theory that pull CDC architectures are not viable in a real-time architecture. TAAR CDC on the other hand is capable of real-time CDC, and places a minimal overhead on the transaction rate, although this performance is at the expense of CPU resources.

Quasi-Likelihood Estimation for Ornstein-Uhlenbeck Diffusion Observed at Random Time Points

2000 Mathematics Subject Classification: 60J60, 62M99.

True real-time change data capture with web service database encapsulation

This research is investigating the claim that Change Data Capture (CDC) technologies capture data changes in real-time. Based on theory, our hypothesis states that real-time CDC is not achievable with traditional approaches (log scanning, triggers and timestamps). Traditional approaches to CDC require a resource to be polled, which prevents true real-time CDC. We propose an approach to CDC that encapsulates the data source with a set of web services. These web services will propagate the changes to the targets and eliminate the need for polling. Additionally we propose a framework for CDC technologies that allow changes to flow from source to target. This paper discusses current CDC technologies and presents the theory about why they are unable to deliver changes in real-time. Following, we discuss our web service approach to CDC and accompanying framework, explaining how they can produce real-time CDC. The paper concludes with a discussion on the research required to investigate the real-time capabilities of CDC technologies. © 2010 IEEE.

Probabilistic approach in weighted Markov branching processes

This note provides a new probabilistic approach in discussing the weighted Markov branching process (WMBP) which is a natural generalisation of the ordinary Markov branching process. Using this approach, some important characteristics regarding the hitting times of such processes can be easily obtained. In particular, the closed forms for the mean extinction time and conditional mean extinction time are presented. The explosion behaviour of the process is investigated and the mean explosion time is derived. The mean global holding time and the mean total survival time are also obtained. The close link between these newly developed processes and the well-known compound Poisson processes is investigated. It is revealed that any weighted Markov branching process (WMBP) is a random time change of a compound Poisson process.

Subcritical Randomly Indexed Branching Processes

2000 Mathematics Subject Classification: 60J80, 62P05.

Psychosocial construction of time and social change

This paper analyzes the psychosocial construction of the conceptions of time and social change, and their relation with the notion of progress set up by modernity as well as their contradictory aspects, considering their historicity as psychosocial and social phenomena. The social construction of the notion of time is discussed; it responds to social organization forms, thus turning the social changes into historical and temporal landmarks. The association between social changes and social movements is argued and the concept of progress is deconstructed. Finally, the importance of the idea of movement in the construction of time, change and progress concepts is pointed out; it is also explained how modernity imbued such notions with direction and goals, in the direction of an arrow, according to the prevailing interests, while modeling them in its own image and likeness.

Psychosocial construction of time and social change

This paper analyzes the psychosocial construction of the conceptions of time and social change, and their relation with the notion of progress set up by modernity as well as their contradictory aspects, considering their historicity as psychosocial and social phenomena. The social construction of the notion of time is discussed; it responds to social organization forms, thus turning the social changes into historical and temporal landmarks. The association between social changes and social movements is argued and the concept of progress is deconstructed. Finally, the importance of the idea of movement in the construction of time, change and progress concepts is pointed out; it is also explained how modernity imbued such notions with direction and goals, in the direction of an arrow, according to the prevailing interests, while modeling them in its own image and likeness.

Psychosocial construction of time and social change

This paper analyzes the psychosocial construction of the conceptions of time and social change, and their relation with the notion of progress set up by modernity as well as their contradictory aspects, considering their historicity as psychosocial and social phenomena. The social construction of the notion of time is discussed; it responds to social organization forms, thus turning the social changes into historical and temporal landmarks. The association between social changes and social movements is argued and the concept of progress is deconstructed. Finally, the importance of the idea of movement in the construction of time, change and progress concepts is pointed out; it is also explained how modernity imbued such notions with direction and goals, in the direction of an arrow, according to the prevailing interests, while modeling them in its own image and likeness.

Estimating present day extreme total water level exceedance probabilities around the Australian coastline

The occurrence of extreme water level events along low-lying, highly populated and/or developed coastlines can lead to devastating impacts on coastal infrastructure. Therefore it is very important that the probabilities of extreme water levels are accurately evaluated to inform flood and coastal management and for future planning. The aim of this study was to provide estimates of present day extreme total water level exceedance probabilities around the whole coastline of Australia, arising from combinations of mean sea level, astronomical tide and storm surges generated by both extra-tropical and tropical storms, but exclusive of surface gravity waves. The study has been undertaken in two main stages. In the first stage, a high-resolution (~10 km along the coast) hydrodynamic depth averaged model has been configured for the whole coastline of Australia using the Danish Hydraulics Institute’s Mike21 modelling suite of tools. The model has been forced with astronomical tidal levels, derived from the TPX07.2 global tidal model, and meteorological fields, from the US National Center for Environmental Prediction’s global reanalysis, to generate a 61-year (1949 to 2009) hindcast of water levels. This model output has been validated against measurements from 30 tide gauge sites around Australia with long records. At each of the model grid points located around the coast, time series of annual maxima and the several highest water levels for each year were derived from the multi-decadal water level hindcast and have been fitted to extreme value distributions to estimate exceedance probabilities. Stage 1 provided a reliable estimate of the present day total water level exceedance probabilities around southern Australia, which is mainly impacted by extra-tropical storms. However, as the meteorological fields used to force the hydrodynamic model only weakly include the effects of tropical cyclones the resultant water levels exceedance probabilities were underestimated around western, northern and north-eastern Australia at higher return periods. Even if the resolution of the meteorological forcing was adequate to represent tropical cyclone-induced surges, multi-decadal periods yielded insufficient instances of tropical cyclones to enable the use of traditional extreme value extrapolation techniques. Therefore, in the second stage of the study, a statistical model of tropical cyclone tracks and central pressures was developed using histroic observations. This model was then used to generate synthetic events that represented 10,000 years of cyclone activity for the Australia region, with characteristics based on the observed tropical cyclones over the last ~40 years. Wind and pressure fields, derived from these synthetic events using analytical profile models, were used to drive the hydrodynamic model to predict the associated storm surge response. A random time period was chosen, during the tropical cyclone season, and astronomical tidal forcing for this period was included to account for non-linear interactions between the tidal and surge components. For each model grid point around the coast, annual maximum total levels for these synthetic events were calculated and these were used to estimate exceedance probabilities. The exceedance probabilities from stages 1 and 2 were then combined to provide a single estimate of present day extreme water level probabilities around the whole coastline of Australia.

Objectively Measured Physical Activity and Sedentary Time during Childhood, Adolescence and Young Adulthood: A Cohort Study

Background: To know how moderate-to-vigorous physical activity (MVPA) and sedentary time change across lifespan periods is needed for designing successful lifestyle interventions. We aimed to study changes in objectively measured (accelerometry) MVPA and sedentary time from childhood to adolescence and from adolescence to young adulthood. Methods: Estonian and Swedish participants from the European Youth Heart Study aged 9 and 15 years at baseline (N = 2312) were asked to participate in a second examination 6 (Sweden) to 9/10 (Estonia) years later. 1800 participants with valid accelerometer data were analyzed. Results: MVPA decreased from childhood to adolescence (21 to 22.5 min/d per year of follow-up, P = 0.01 and ,0.001, for girls and boys respectively) and also from adolescence to young adulthood (20.8 to 22.2 min/d per year, P = 0.02 and ,0.001 for girls and boys, respectively). Sedentary time increased from childhood to adolescence (+15 and +20 min/d per year, for girls and boys respectively, P,0.001), with no substantial change from adolescence to young adulthood. Changes in both MVPA and sedentary time were greater in Swedish than in Estonian participants and in boys than in girls. The magnitude of the change observed in sedentary time was 3–6 time larger than the change observed in MVPA. Conclusions: The decline in MVPA (overall change = 30 min/d) and increase sedentary time (overall change = 2:45 h/d)observed from childhood to adolescence are of concern and might increase the risk of developing obesity and other chronic diseases later in life. These findings substantially contribute to understand how key health-related behaviors (physical activity and sedentary) change across important periods of life.

Quantifying errors due to frequency changes and target location uncertainty for radar refractivity retrievals

Radar refractivity retrievals can capture near-surface humidity changes, but noisy phase changes of the ground clutter returns limit the accuracy for both klystron- and magnetron-based systems. Observations with a C-band (5.6 cm) magnetron weather radar indicate that the correction for phase changes introduced by local oscillator frequency changes leads to refractivity errors no larger than 0.25 N units: equivalent to a relative humidity change of only 0.25% at 20°C. Requested stable local oscillator (STALO) frequency changes were accurate to 0.002 ppm based on laboratory measurements. More serious are the random phase change errors introduced when targets are not at the range-gate center and there are changes in the transmitter frequency (ΔfTx) or the refractivity (ΔN). Observations at C band with a 2-μs pulse show an additional 66° of phase change noise for a ΔfTx of 190 kHz (34 ppm); this allows the effect due to ΔN to be predicted. Even at S band with klystron transmitters, significant phase change noise should occur when a large ΔN develops relative to the reference period [e.g., ~55° when ΔN = 60 for the Next Generation Weather Radar (NEXRAD) radars]. At shorter wavelengths (e.g., C and X band) and with magnetron transmitters in particular, refractivity retrievals relative to an earlier reference period are even more difficult, and operational retrievals may be restricted to changes over shorter (e.g., hourly) periods of time. Target location errors can be reduced by using a shorter pulse or identified by a new technique making alternate measurements at two closely spaced frequencies, which could even be achieved with a dual–pulse repetition frequency (PRF) operation of a magnetron transmitter.

Duality with time-changed Lévy processes

In this paper we study the pricing problem of derivatives written in terms of a two dimensional time{changed L¶evy processes. Then, we examine an existing relation between prices of put and call options, of both the European and the American type. This relation is called put{call duality. It includes as a particular case, the relation known as put{call symmetry. Necessary and su±cient conditions for put{call symmetry to hold are shown, in terms of the triplet of local charac- teristic of the Time{changed L¶evy process. In this way we extend the results obtained in Fajardo and Mordecki (2004) to the case of time{changed Lévy processes.

A hierarchy of adaptive (X)over-bar control charts

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

The no-central chi-square chart with two-stage samplings

Throughout this article, it is assumed that the no-central chi-square chart with two stage samplings (TSS Chisquare chart) is employed to monitor a process where the observations from the quality characteristic of interest X are independent and identically normally distributed with mean μ and variance σ2. The process is considered to start with the mean and the variance on target (μ = μ0; σ2 = σ0 2), but at some random time in the future an assignable cause shifts the mean from μ0 to μ1 = μ0 ± δσ0, δ >0 and/or increases the variance from σ0 2 to σ1 2 = γ2σ0 2, γ > 1. Before the assignable cause occurrence, the process is considered to be in a state of statistical control (defined by the in-control state). Similar to the Shewhart charts, samples of size n 0+ 1 are taken from the process at regular time intervals. The samplings are performed in two stages. At the first stage, the first item of the i-th sample is inspected. If its X value, say Xil, is close to the target value (|Xil-μ0|< w0σ 0, w0>0), then the sampling is interrupted. Otherwise, at the second stage, the remaining n0 items are inspected and the following statistic is computed. Wt = Σj=2n 0+1(Xij - μ0 + ξiσ 0)2 i = 1,2 Let d be a positive constant then ξ, =d if Xil > 0 ; otherwise ξi =-d. A signal is given at sample i if |Xil-μ0| > w0σ 0 and W1 > knia:tl, where kChi is the factor used in determining the upper control limit for the non-central chi-square chart. If devices such as go and no-go gauges can be considered, then measurements are not required except when the sampling goes to the second stage. Let P be the probability of deciding that the process is in control and P 1, i=1,2, be the probability of deciding that the process is in control at stage / of the sampling procedure. Thus P = P1 + P 2 - P1P2, P1 = Pr[μ0 - w0σ0 ≤ X ≤ μ0+ w 0σ0] P2=Pr[W ≤ kChi σ0 2], (3) During the in-control period, W / σ0 2 is distributed as a non-central chi-square distribution with n0 degrees of freedom and a non-centrality parameter λ0 = n0d2, i.e. W / σ0 2 - xn0 22 (λ0) During the out-of-control period, W / σ1 2 is distributed as a non-central chi-square distribution with n0 degrees of freedom and a non-centrality parameter λ1 = n0(δ + ξ)2 / γ2 The effectiveness of a control chart in detecting a process change can be measured by the average run length (ARL), which is the speed with which a control chart detects process shifts. The ARL for the proposed chart is easily determined because in this case, the number of samples before a signal is a geometrically distributed random variable with parameter 1-P, that is, ARL = I /(1-P). It is shown that the performance of the proposed chart is better than the joint X̄ and R charts, Furthermore, if the TSS Chi-square chart is used for monitoring diameters, volumes, weights, etc., then appropriate devices, such as go-no-go gauges can be used to decide if the sampling should go to the second stage or not. When the process is stable, and the joint X̄ and R charts are in use, the monitoring becomes monotonous because rarely an X̄ or R value fall outside the control limits. The natural consequence is the user to pay less and less attention to the steps required to obtain the X̄ and R value. In some cases, this lack of attention can result in serious mistakes. The TSS Chi-square chart has the advantage that most of the samplings are interrupted, consequently, most of the time the user will be working with attributes. Our experience shows that the inspection of one item by attribute is much less monotonous than measuring four or five items at each sampling.