Load Profiling in Distributed Real-Time Systems

Load balancing is often used to ensure that nodes in a distributed systems are equally loaded. In this paper, we show that for real-time systems, load balancing is not desirable. In particular, we propose a new load-profiling strategy that allows the nodes of a distributed system to be unequally loaded. Using load profiling, the system attempts to distribute the load amongst its nodes so as to maximize the chances of finding a node that would satisfy the computational needs of incoming real-time tasks. To that end, we describe and evaluate a distributed load-profiling protocol for dynamically scheduling time-constrained tasks in a loosely-coupled distributed environment. When a task is submitted to a node, the scheduling software tries to schedule the task locally so as to meet its deadline. If that is not feasible, it tries to locate another node where this could be done with a high probability of success, while attempting to maintain an overall load profile for the system. Nodes in the system inform each other about their state using a combination of multicasting and gossiping. The performance of the proposed protocol is evaluated via simulation, and is contrasted to other dynamic scheduling protocols for real-time distributed systems. Based on our findings, we argue that keeping a diverse availability profile and using passive bidding (through gossiping) are both advantageous to distributed scheduling for real-time systems.

Simultaneous Learning of Nonlinear Manifold and Dynamical Models for High-dimensional Time Series

The goal of this work is to learn a parsimonious and informative representation for high-dimensional time series. Conceptually, this comprises two distinct yet tightly coupled tasks: learning a low-dimensional manifold and modeling the dynamical process. These two tasks have a complementary relationship as the temporal constraints provide valuable neighborhood information for dimensionality reduction and conversely, the low-dimensional space allows dynamics to be learnt efficiently. Solving these two tasks simultaneously allows important information to be exchanged mutually. If nonlinear models are required to capture the rich complexity of time series, then the learning problem becomes harder as the nonlinearities in both tasks are coupled. The proposed solution approximates the nonlinear manifold and dynamics using piecewise linear models. The interactions among the linear models are captured in a graphical model. By exploiting the model structure, efficient inference and learning algorithms are obtained without oversimplifying the model of the underlying dynamical process. Evaluation of the proposed framework with competing approaches is conducted in three sets of experiments: dimensionality reduction and reconstruction using synthetic time series, video synthesis using a dynamic texture database, and human motion synthesis, classification and tracking on a benchmark data set. In all experiments, the proposed approach provides superior performance.

Simultaneous Learning of Non-Linear Manifold and Dynamical Models for High-Dimensional Time Series

The goal of this work is to learn a parsimonious and informative representation for high-dimensional time series. Conceptually, this comprises two distinct yet tightly coupled tasks: learning a low-dimensional manifold and modeling the dynamical process. These two tasks have a complementary relationship as the temporal constraints provide valuable neighborhood information for dimensionality reduction and conversely, the low-dimensional space allows dynamics to be learnt efficiently. Solving these two tasks simultaneously allows important information to be exchanged mutually. If nonlinear models are required to capture the rich complexity of time series, then the learning problem becomes harder as the nonlinearities in both tasks are coupled. The proposed solution approximates the nonlinear manifold and dynamics using piecewise linear models. The interactions among the linear models are captured in a graphical model. The model structure setup and parameter learning are done using a variational Bayesian approach, which enables automatic Bayesian model structure selection, hence solving the problem of over-fitting. By exploiting the model structure, efficient inference and learning algorithms are obtained without oversimplifying the model of the underlying dynamical process. Evaluation of the proposed framework with competing approaches is conducted in three sets of experiments: dimensionality reduction and reconstruction using synthetic time series, video synthesis using a dynamic texture database, and human motion synthesis, classification and tracking on a benchmark data set. In all experiments, the proposed approach provides superior performance.

Estimation and Prediction of Evolving Color Distributions for Skin Segmentation Under Varying Illumination

A novel approach for real-time skin segmentation in video sequences is described. The approach enables reliable skin segmentation despite wide variation in illumination during tracking. An explicit second order Markov model is used to predict evolution of the skin color (HSV) histogram over time. Histograms are dynamically updated based on feedback from the current segmentation and based on predictions of the Markov model. The evolution of the skin color distribution at each frame is parameterized by translation, scaling and rotation in color space. Consequent changes in geometric parameterization of the distribution are propagated by warping and re-sampling the histogram. The parameters of the discrete-time dynamic Markov model are estimated using Maximum Likelihood Estimation, and also evolve over time. Quantitative evaluation of the method was conducted on labeled ground-truth video sequences taken from popular movies.

SomeCast: A Paradigm for Real-Time Adaptive Reliable Multicast

SomeCast is a novel paradigm for the reliable multicast of real-time data to a large set of receivers over the Internet. SomeCast is receiver-initiated and thus scalable in the number of receivers, the diverse characteristics of paths between senders and receivers (e.g. maximum bandwidth and round-trip-time), and the dynamic conditions of such paths (e.g. congestion-induced delays and losses). SomeCast enables receivers to dynamically adjust the rate at which they receive multicast information to enable the satisfaction of real-time QoS constraints (e.g. rate, deadlines, or jitter). This is done by enabling a receiver to join SOME number of concurrent multiCAST sessions, whereby each session delivers a portion of an encoding of the real-time data. By adjusting the number of such sessions dynamically, client-specific QoS constraints can be met independently. The SomeCast paradigm can be thought of as a generalization of the AnyCast (e.g. Dynamic Server Selection) and ManyCast (e.g. Digital Fountain) paradigms, which have been proposed in the literature to address issues of scalability of UniCast and MultiCast environments, respectively. In this paper we overview the SomeCast paradigm, describe an instance of a SomeCast protocol, and present simulation results that quantify the significant advantages gained from adopting such a protocol for the reliable multicast of data to a diverse set of receivers subject to real-time QoS constraints.

Dynamic Programming for Optimal Control of Set-Up Scheduling with Neural Network Modifications

This paper demonstrates an optimal control solution to change of machine set-up scheduling based on dynamic programming average cost per stage value iteration as set forth by Cararnanis et. al. [2] for the 2D case. The difficulty with the optimal approach lies in the explosive computational growth of the resulting solution. A method of reducing the computational complexity is developed using ideas from biology and neural networks. A real time controller is described that uses a linear-log representation of state space with neural networks employed to fit cost surfaces.

A distributed architecture for the monitoring and analysis of time series data

It is estimated that the quantity of digital data being transferred, processed or stored at any one time currently stands at 4.4 zettabytes (4.4 × 2 70 bytes) and this figure is expected to have grown by a factor of 10 to 44 zettabytes by 2020. Exploiting this data is, and will remain, a significant challenge. At present there is the capacity to store 33% of digital data in existence at any one time; by 2020 this capacity is expected to fall to 15%. These statistics suggest that, in the era of Big Data, the identification of important, exploitable data will need to be done in a timely manner. Systems for the monitoring and analysis of data, e.g. stock markets, smart grids and sensor networks, can be made up of massive numbers of individual components. These components can be geographically distributed yet may interact with one another via continuous data streams, which in turn may affect the state of the sender or receiver. This introduces a dynamic causality, which further complicates the overall system by introducing a temporal constraint that is difficult to accommodate. Practical approaches to realising the system described above have led to a multiplicity of analysis techniques, each of which concentrates on specific characteristics of the system being analysed and treats these characteristics as the dominant component affecting the results being sought. The multiplicity of analysis techniques introduces another layer of heterogeneity, that is heterogeneity of approach, partitioning the field to the extent that results from one domain are difficult to exploit in another. The question is asked can a generic solution for the monitoring and analysis of data that: accommodates temporal constraints; bridges the gap between expert knowledge and raw data; and enables data to be effectively interpreted and exploited in a transparent manner, be identified? The approach proposed in this dissertation acquires, analyses and processes data in a manner that is free of the constraints of any particular analysis technique, while at the same time facilitating these techniques where appropriate. Constraints are applied by defining a workflow based on the production, interpretation and consumption of data. This supports the application of different analysis techniques on the same raw data without the danger of incorporating hidden bias that may exist. To illustrate and to realise this approach a software platform has been created that allows for the transparent analysis of data, combining analysis techniques with a maintainable record of provenance so that independent third party analysis can be applied to verify any derived conclusions. In order to demonstrate these concepts, a complex real world example involving the near real-time capturing and analysis of neurophysiological data from a neonatal intensive care unit (NICU) was chosen. A system was engineered to gather raw data, analyse that data using different analysis techniques, uncover information, incorporate that information into the system and curate the evolution of the discovered knowledge. The application domain was chosen for three reasons: firstly because it is complex and no comprehensive solution exists; secondly, it requires tight interaction with domain experts, thus requiring the handling of subjective knowledge and inference; and thirdly, given the dearth of neurophysiologists, there is a real world need to provide a solution for this domain

Volume, volatility, and leverage: A dynamic analysis

This paper uses dynamic impulse response analysis to investigate the interrelationships among stock price volatility, trading volume, and the leverage effect. Dynamic impulse response analysis is a technique for analyzing the multi-step-ahead characteristics of a nonparametric estimate of the one-step conditional density of a strictly stationary process. The technique is the generalization to a nonlinear process of Sims-style impulse response analysis for linear models. In this paper, we refine the technique and apply it to a long panel of daily observations on the price and trading volume of four stocks actively traded on the NYSE: Boeing, Coca-Cola, IBM, and MMM.

Multiple Dynamic Processes Contribute to the Complex Steady Shear Behavior of Cross-Linked Supramolecular Networks of Semidilute Entangled Polymer Solutions.

Molecular theories of shear thickening and shear thinning in associative polymer networks are typically united in that they involve a single kinetic parameter that describes the network -- a relaxation time that is related to the lifetime of the associative bonds. Here we report the steady-shear behavior of two structurally identical metallo-supramolecular polymer networks, for which single-relaxation parameter models break down in dramatic fashion. The networks are formed by the addition of reversible cross-linkers to semidilute entangled solutions of PVP in DMSO, and they differ only in the lifetime of the reversible cross-links. Shear thickening is observed for cross-linkers that have a slower dissociation rate (17 s(-1)), while shear thinning is observed for samples that have a faster dissociation rate (ca. 1400 s(-1)). The difference in the steady shear behavior of the unentangled vs. entangled regime reveals an unexpected, additional competing relaxation, ascribed to topological disentanglement in the semidilute entangled regime that contributes to the rheological properties.

Information relaxations and duality in stochastic dynamic programs

We describe a general technique for determining upper bounds on maximal values (or lower bounds on minimal costs) in stochastic dynamic programs. In this approach, we relax the nonanticipativity constraints that require decisions to depend only on the information available at the time a decision is made and impose a "penalty" that punishes violations of nonanticipativity. In applications, the hope is that this relaxed version of the problem will be simpler to solve than the original dynamic program. The upper bounds provided by this dual approach complement lower bounds on values that may be found by simulating with heuristic policies. We describe the theory underlying this dual approach and establish weak duality, strong duality, and complementary slackness results that are analogous to the duality results of linear programming. We also study properties of good penalties. Finally, we demonstrate the use of this dual approach in an adaptive inventory control problem with an unknown and changing demand distribution and in valuing options with stochastic volatilities and interest rates. These are complex problems of significant practical interest that are quite difficult to solve to optimality. In these examples, our dual approach requires relatively little additional computation and leads to tight bounds on the optimal values. © 2010 INFORMS.

Bayesian Analysis of Latent Threshold Dynamic Models

We discuss a general approach to dynamic sparsity modeling in multivariate time series analysis. Time-varying parameters are linked to latent processes that are thresholded to induce zero values adaptively, providing natural mechanisms for dynamic variable inclusion/selection. We discuss Bayesian model specification, analysis and prediction in dynamic regressions, time-varying vector autoregressions, and multivariate volatility models using latent thresholding. Application to a topical macroeconomic time series problem illustrates some of the benefits of the approach in terms of statistical and economic interpretations as well as improved predictions. Supplementary materials for this article are available online. © 2013 Copyright Taylor and Francis Group, LLC.

The dynamic efficiency costs of common-pool resource exploitation

We conduct the first empirical investigation of common-pool resource users' dynamic and strategic behavior at the micro level using real-world data. Fishermen's strategies in a fully dynamic game account for latent resource dynamics and other players' actions, revealing the profit structure of the fishery. We compare the fishermen's actual and socially optimal exploitation paths under a time-specific vessel allocation policy and find a sizable dynamic externality. Individual fishermen respond to other users by exerting effort above the optimal level early in the season. Congestion is costly instantaneously but is beneficial in the long run because it partially offsets dynamic inefficiencies.

Fire field modelling using the SMARTFIRE automated dynamic solution control environment

SMARTFIRE is a fire field model based on an open architecture integrated CFD code and knowledge-based system. It makes use of the expert system to assist the user in setting up the problem specification and new computational techniques such as Group Solvers to reduce the computational effort involved in solving the equations. This paper concentrates on recent research into the use of artificial intelligence techniques to assist in dynamic solution control of fire scenarios being simulated using fire field modelling techniques. This is designed to improve the convergence capabilities of the software while further decreasing the computational overheads. The technique automatically controls solver relaxations using an integrated production rule engine with a blackboard to monitor and implement the required control changes during solution processing. Initial results for a two-dimensional fire simulation are presented that demonstrate the potential for considerable savings in simulation run-times when compared with control sets from various sources. Furthermore, the results demonstrate enhanced solution reliability due to obtaining acceptable convergence within each time step unlike some of the comparison simulations.

A finite volume unstructured mesh approach to dynamic fluid-structure interaction: an assessment of the challenge of flutter analysis

Computational modelling of dynamic fluid-structure interaction (DFSI) is problematical since conventionally computational fluid dynamics (CFD) is solved using finite volume (FV) methods and computational structural mechanics (CSM) is based entirely on finite element (FE) methods. Hence, progress in modelling the emerging multi-physics problem of dynamic fluid-structure interaction in a consistent manner is frustrated and significant problems in computation convergence may be encountered in transferring and filtering data from one mesh and solution procedure to another, unless the fluid-structure coupling is either one way, very weak or both. This paper sets out the solution procedure for modelling the multi-physics dynamic fluid-structure interaction problem within a single software framework PHYSICA, using finite volume, unstructured mesh (FV-UM) procedures and will focus upon some of the problems and issues that have to be resolved for time accurate closely coupled dynamic fluid-structure flutter analysis.

Dynamic solid mechanics using finite volume methods

A procedure for evaluating the dynamic structural response of elastic solid domains is presented. A prerequisite for the analysis of dynamic fluid–structure interaction is the use of a consistent set of finite volume (FV) methods on a single unstructured mesh. This paper describes a three-dimensional (3D) FV, vertex-based method for dynamic solid mechanics. A novel Newmark predictor–corrector implicit scheme was developed to provide time accurate solutions and the scheme was evaluated on a 3D cantilever problem. By employing a small amount of viscous damping, very accurate predictions of the fundamental natural frequency were obtained with respect to both the amplitude and period of oscillation. This scheme has been implemented into the multi-physics modelling software framework, PHYSICA, for later application to full dynamic fluid structure interaction.