Brownian motion with drift threshold model

In this thesis we implement estimating procedures in order to estimate threshold parameters for the continuous time threshold models driven by stochastic di®erential equations. The ¯rst procedure is based on the EM (expectation-maximization) algorithm applied to the threshold model built from the Brownian motion with drift process. The second procedure mimics one of the fundamental ideas in the estimation of the thresholds in time series context, that is, conditional least squares estimation. We implement this procedure not only for the threshold model built from the Brownian motion with drift process but also for more generic models as the ones built from the geometric Brownian motion or the Ornstein-Uhlenbeck process. Both procedures are implemented for simu- lated data and the least squares estimation procedure is also implemented for real data of daily prices from a set of international funds. The ¯rst fund is the PF-European Sus- tainable Equities-R fund from the Pictet Funds company and the second is the Parvest Europe Dynamic Growth fund from the BNP Paribas company. The data for both funds are daily prices from the year 2004. The last fund to be considered is the Converging Europe Bond fund from the Schroder company and the data are daily prices from the year 2005.

An efficient scalable RNS architecture for large dynamic ranges

This paper proposes an efficient scalable Residue Number System (RNS) architecture supporting moduli sets with an arbitrary number of channels, allowing to achieve larger dynamic range and a higher level of parallelism. The proposed architecture allows the forward and reverse RNS conversion, by reusing the arithmetic channel units. The arithmetic operations supported at the channel level include addition, subtraction, and multiplication with accumulation capability. For the reverse conversion two algorithms are considered, one based on the Chinese Remainder Theorem and the other one on Mixed-Radix-Conversion, leading to implementations optimized for delay and required circuit area. With the proposed architecture a complete and compact RNS platform is achieved. Experimental results suggest gains of 17 % in the delay in the arithmetic operations, with an area reduction of 23 % regarding the RNS state of the art. When compared with a binary system the proposed architecture allows to perform the same computation 20 times faster alongside with only 10 % of the circuit area resources.

Autonomic workflow activities: the award framework

Workflows have been successfully applied to express the decomposition of complex scientific applications. This has motivated many initiatives that have been developing scientific workflow tools. However the existing tools still lack adequate support to important aspects namely, decoupling the enactment engine from workflow tasks specification, decentralizing the control of workflow activities, and allowing their tasks to run autonomous in distributed infrastructures, for instance on Clouds. Furthermore many workflow tools only support the execution of Direct Acyclic Graphs (DAG) without the concept of iterations, where activities are executed millions of iterations during long periods of time and supporting dynamic workflow reconfigurations after certain iteration. We present the AWARD (Autonomic Workflow Activities Reconfigurable and Dynamic) model of computation, based on the Process Networks model, where the workflow activities (AWA) are autonomic processes with independent control that can run in parallel on distributed infrastructures, e. g. on Clouds. Each AWA executes a Task developed as a Java class that implements a generic interface allowing end-users to code their applications without concerns for low-level details. The data-driven coordination of AWA interactions is based on a shared tuple space that also enables support to dynamic workflow reconfiguration and monitoring of the execution of workflows. We describe how AWARD supports dynamic reconfiguration and discuss typical workflow reconfiguration scenarios. For evaluation we describe experimental results of AWARD workflow executions in several application scenarios, mapped to a small dedicated cluster and the Amazon (Elastic Computing EC2) Cloud.

Iterative refinement approach for QOS-Aware service configuration

In heterogeneous environments, diversity of resources among the devices may affect their ability to perform services with specific QoS constraints, and drive peers to group themselves in a coalition for cooperative service execution. The dynamic selection of peers should be influenced by user’s QoS requirements as well as local computation availability, tailoring provided service to user’s specific needs. However, complex dynamic real-time scenarios may prevent the possibility of computing optimal service configurations before execution. An iterative refinement approach with the ability to trade off deliberation time for the quality of the solution is proposed. We state the importance of quickly finding a good initial solution and propose heuristic evaluation functions that optimise the rate at which the quality of the current solution improves as the algorithms have more time to run.

Building adaptable, QoS-aware dependable embedded systems

Most of today’s embedded systems are required to work in dynamic environments, where the characteristics of the computational load cannot always be predicted in advance. Furthermore, resource needs are usually data dependent and vary over time. Resource constrained devices may need to cooperate with neighbour nodes in order to fulfil those requirements and handle stringent non-functional constraints. This paper describes a framework that facilitates the distribution of resource intensive services across a community of nodes, forming temporary coalitions for a cooperative QoSaware execution. The increasing need to tailor provided service to each application’s specific needs determines the dynamic selection of peers to form such a coalition. The system is able to react to load variations, degrading its performance in a controlled fashion if needed. Isolation between different services is achieved by guaranteeing a minimal service quality to accepted services and by an efficient overload control that considers the challenges and opportunities of dynamic distributed embedded systems.

Dynamic adaptation of stability periods for service level agreements

A QoS adaptation to dynamically changing system conditions that takes into consideration the user’s constraints on the stability of service provisioning is presented. The goal is to allow the system to make QoS adaptation decisions in response to fluctuations in task traffic flow, under the control of the user. We pay special attention to the case where monitoring the stability period and resource load variation of Service Level Agreements for different types of services is used to dynamically adapt future stability periods, according to a feedback control scheme. System’s adaptation behaviour can be configured according to a desired confidence level on future resource usage. The viability of the proposed approach is validated by preliminary experiments.

Enabling Global Experiments With Interactive Reconfiguration And Steering By Multiple Users

In global scientific experiments with collaborative scenarios involving multinational teams there are big challenges related to data access, namely data movements are precluded to other regions or Clouds due to the constraints on latency costs, data privacy and data ownership. Furthermore, each site is processing local data sets using specialized algorithms and producing intermediate results that are helpful as inputs to applications running on remote sites. This paper shows how to model such collaborative scenarios as a scientific workflow implemented with AWARD (Autonomic Workflow Activities Reconfigurable and Dynamic), a decentralized framework offering a feasible solution to run the workflow activities on distributed data centers in different regions without the need of large data movements. The AWARD workflow activities are independently monitored and dynamically reconfigured and steering by different users, namely by hot-swapping the algorithms to enhance the computation results or by changing the workflow structure to support feedback dependencies where an activity receives feedback output from a successor activity. A real implementation of one practical scenario and its execution on multiple data centers of the Amazon Cloud is presented including experimental results with steering by multiple users.

Dynamic peripheral visual performance relates to alpha activity in soccer players

Many studies have demonstrated the relationship between the alpha activity and the central visual ability, in which the visual ability is usually assessed through static stimuli. Besides static circumstance, however in the real environment there are often dynamic changes and the peripheral visual ability in a dynamic environment (i.e., dynamic peripheral visual ability) is important for all people. So far, no work has reported whether there is a relationship between the dynamic peripheral visual ability and the alpha activity. Thus, the objective of this study was to investigate their relationship. Sixty-two soccer players performed a newly designed peripheral vision task in which the visual stimuli were dynamic, while their EEG signals were recorded from Cz, O1, and O2 locations. The relationship between the dynamic peripheral visual performance and the alpha activity was examined by the percentage-bend correlation test. The results indicated no significant correlation between the dynamic peripheral visual performance and the alpha amplitudes in the eyes-open and eyes-closed resting condition. However, it was not the case for the alpha activity during the peripheral vision task: the dynamic peripheral visual performance showed significant positive inter-individual correlations with the amplitudes in the alpha band (8-12 Hz) and the individual alpha band (IAB) during the peripheral vision task. A potential application of this finding is to improve the dynamic peripheral visual performance by up-regulating alpha activity using neuromodulation techniques.

Type System for the ComponentJ Programming Language

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia Informática.

Fractional control of dynamic systems

The concepts involved with fractional calculus (FC) theory are applied in almost all areas of science and engineering. Its ability to yield superior modeling and control in many dynamical systems is well recognized. In this article, we will introduce the fundamental aspects associated with the application of FC to the control of dynamic systems.

A type system for access control in an object-oriented language

Trabalho apresentado no âmbito do Mestrado em Engenharia Informática, como requisito parcial para obtenção do grau de Mestre em Engenharia Informática

Dynamic network data envelopment analysis for university hospitals evaluation

ABSTRACT OBJECTIVE To develop an assessment tool to evaluate the efficiency of federal university general hospitals. METHODS Data envelopment analysis, a linear programming technique, creates a best practice frontier by comparing observed production given the amount of resources used. The model is output-oriented and considers variable returns to scale. Network data envelopment analysis considers link variables belonging to more than one dimension (in the model, medical residents, adjusted admissions, and research projects). Dynamic network data envelopment analysis uses carry-over variables (in the model, financing budget) to analyze frontier shift in subsequent years. Data were gathered from the information system of the Brazilian Ministry of Education (MEC), 2010-2013. RESULTS The mean scores for health care, teaching and research over the period were 58.0%, 86.0%, and 61.0%, respectively. In 2012, the best performance year, for all units to reach the frontier it would be necessary to have a mean increase of 65.0% in outpatient visits; 34.0% in admissions; 12.0% in undergraduate students; 13.0% in multi-professional residents; 48.0% in graduate students; 7.0% in research projects; besides a decrease of 9.0% in medical residents. In the same year, an increase of 0.9% in financing budget would be necessary to improve the care output frontier. In the dynamic evaluation, there was progress in teaching efficiency, oscillation in medical care and no variation in research. CONCLUSIONS The proposed model generates public health planning and programming parameters by estimating efficiency scores and making projections to reach the best practice frontier.

On the robustness of the slotine-Li and the FPT/SVD-based adaptive controllers

A comparative study concerning the robustness of a novel, Fixed Point Transformations/Singular Value Decomposition (FPT/SVD)-based adaptive controller and the Slotine-Li (S&L) approach is given by numerical simulations using a three degree of freedom paradigm of typical Classical Mechanical systems, the cart + double pendulum. The effects of the imprecision of the available dynamical model, presence of dynamic friction at the axles of the drives, and the existence of external disturbance forces unknown and not modeled by the controller are considered. While the Slotine-Li approach tries to identify the parameters of the formally precise, available analytical model of the controlled system with the implicit assumption that the generalized forces are precisely known, the novel one makes do with a very rough, affine form and a formally more precise approximate model of that system, and uses temporal observations of its desired vs. realized responses. Furthermore, it does not assume the lack of unknown perturbations caused either by internal friction and/or external disturbances. Its another advantage is that it needs the execution of the SVD as a relatively time-consuming operation on a grid of a rough system-model only one time, before the commencement of the control cycle within which it works only with simple computations. The simulation examples exemplify the superiority of the FPT/SVD-based control that otherwise has the deficiency that it can get out of the region of its convergence. Therefore its design and use needs preliminary simulation investigations. However, the simulations also exemplify that its convergence can be guaranteed for various practical purposes.

Speculative execution by using software transactional memory

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do Grau de Mestre em Engenharia Informática.

Production of recombinant protein hLIF in static and dynamic systems of animal cell culture

Thesis for the Degree of Master of Science in Biotechnology Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia