790 resultados para fund performance evaluation
Resumo:
One of TCP's critical tasks is to determine which packets are lost in the network, as a basis for control actions (flow control and packet retransmission). Modern TCP implementations use two mechanisms: timeout, and fast retransmit. Detection via timeout is necessarily a time-consuming operation; fast retransmit, while much quicker, is only effective for a small fraction of packet losses. In this paper we consider the problem of packet loss detection in TCP more generally. We concentrate on the fact that TCP's control actions are necessarily triggered by inference of packet loss, rather than conclusive knowledge. This suggests that one might analyze TCP's packet loss detection in a standard inferencing framework based on probability of detection and probability of false alarm. This paper makes two contributions to that end: First, we study an example of more general packet loss inference, namely optimal Bayesian packet loss detection based on round trip time. We show that for long-lived flows, it is frequently possible to achieve high detection probability and low false alarm probability based on measured round trip time. Second, we construct an analytic performance model that incorporates general packet loss inference into TCP. We show that for realistic detection and false alarm probabilities (as are achievable via our Bayesian detector) and for moderate packet loss rates, the use of more general packet loss inference in TCP can improve throughput by as much as 25%.
Resumo:
The popularity of TCP/IP coupled with the premise of high speed communication using Asynchronous Transfer Mode (ATM) technology have prompted the network research community to propose a number of techniques to adapt TCP/IP to ATM network environments. ATM offers Available Bit Rate (ABR) and Unspecified Bit Rate (UBR) services for best-effort traffic, such as conventional file transfer. However, recent studies have shown that TCP/IP, when implemented using ABR or UBR, leads to serious performance degradations, especially when the utilization of network resources (such as switch buffers) is high. Proposed techniques-switch-level enhancements, for example-that attempt to patch up TCP/IP over ATMs have had limited success in alleviating this problem. The major reason for TCP/IP's poor performance over ATMs has been consistently attributed to packet fragmentation, which is the result of ATM's 53-byte cell-oriented switching architecture. In this paper, we present a new transport protocol, TCP Boston, that turns ATM's 53-byte cell-oriented switching architecture into an advantage for TCP/IP. At the core of TCP Boston is the Adaptive Information Dispersal Algorithm (AIDA), an efficient encoding technique that allows for dynamic redundancy control. AIDA makes TCP/IP's performance less sensitive to cell losses, thus ensuring a graceful degradation of TCP/IP's performance when faced with congested resources. In this paper, we introduce AIDA and overview the main features of TCP Boston. We present detailed simulation results that show the superiority of our protocol when compared to other adaptations of TCP/IP over ATMs. In particular, we show that TCP Boston improves TCP/IP's performance over ATMs for both network-centric metrics (e.g., effective throughput) and application-centric metrics (e.g., response time).
Resumo:
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.
Resumo:
While ATM bandwidth-reservation techniques are able to offer the guarantees necessary for the delivery of real-time streams in many applications (e.g. live audio and video), they suffer from many disadvantages that make them inattractive (or impractical) for many others. These limitations coupled with the flexibility and popularity of TCP/IP as a best-effort transport protocol have prompted the network research community to propose and implement a number of techniques that adapt TCP/IP to the Available Bit Rate (ABR) and Unspecified Bit Rate (UBR) services in ATM network environments. This allows these environments to smoothly integrate (and make use of) currently available TCP-based applications and services without much (if any) modifications. However, recent studies have shown that TCP/IP, when implemented over ATM networks, is susceptible to serious performance limitations. In a recently completed study, we have unveiled a new transport protocol, TCP Boston, that turns ATM's 53-byte cell-oriented switching architecture into an advantage for TCP/IP. In this paper, we demonstrate the real-time features of TCP Boston that allow communication bandwidth to be traded off for timeliness. We start with an overview of the protocol. Next, we analytically characterize the dynamic redundancy control features of TCP Boston. Next, We present detailed simulation results that show the superiority of our protocol when compared to other adaptations of TCP/IP over ATMs. In particular, we show that TCP Boston improves TCP/IP's performance over ATMs for both network-centric metrics (e.g., effective throughput and percent of missed deadlines) and real-time application-centric metrics (e.g., response time and jitter).
Resumo:
High-speed networks, such as ATM networks, are expected to support diverse Quality of Service (QoS) constraints, including real-time QoS guarantees. Real-time QoS is required by many applications such as those that involve voice and video communication. To support such services, routing algorithms that allow applications to reserve the needed bandwidth over a Virtual Circuit (VC) have been proposed. Commonly, these bandwidth-reservation algorithms assign VCs to routes using the least-loaded concept, and thus result in balancing the load over the set of all candidate routes. In this paper, we show that for such reservation-based protocols|which allow for the exclusive use of a preset fraction of a resource's bandwidth for an extended period of time-load balancing is not desirable as it results in resource fragmentation, which adversely affects the likelihood of accepting new reservations. In particular, we show that load-balancing VC routing algorithms are not appropriate when the main objective of the routing protocol is to increase the probability of finding routes that satisfy incoming VC requests, as opposed to equalizing the bandwidth utilization along the various routes. We present an on-line VC routing scheme that is based on the concept of "load profiling", which allows a distribution of "available" bandwidth across a set of candidate routes to match the characteristics of incoming VC QoS requests. We show the effectiveness of our load-profiling approach when compared to traditional load-balancing and load-packing VC routing schemes.
Resumo:
The development and deployment of distributed network-aware applications and services over the Internet require the ability to compile and maintain a model of the underlying network resources with respect to (one or more) characteristic properties of interest. To be manageable, such models must be compact, and must enable a representation of properties along temporal, spatial, and measurement resolution dimensions. In this paper, we propose a general framework for the construction of such metric-induced models using end-to-end measurements. We instantiate our approach using one such property, packet loss rates, and present an analytical framework for the characterization of Internet loss topologies. From the perspective of a server the loss topology is a logical tree rooted at the server with clients at its leaves, in which edges represent lossy paths between a pair of internal network nodes. We show how end-to-end unicast packet probing techniques could b e used to (1) infer a loss topology and (2) identify the loss rates of links in an existing loss topology. Correct, efficient inference of loss topology information enables new techniques for aggregate congestion control, QoS admission control, connection scheduling and mirror site selection. We report on simulation, implementation, and Internet deployment results that show the effectiveness of our approach and its robustness in terms of its accuracy and convergence over a wide range of network conditions.
Resumo:
A number of recent studies have pointed out that TCP's performance over ATM networks tends to suffer, especially under congestion and switch buffer limitations. Switch-level enhancements and link-level flow control have been proposed to improve TCP's performance in ATM networks. Selective Cell Discard (SCD) and Early Packet Discard (EPD) ensure that partial packets are discarded from the network "as early as possible", thus reducing wasted bandwidth. While such techniques improve the achievable throughput, their effectiveness tends to degrade in multi-hop networks. In this paper, we introduce Lazy Packet Discard (LPD), an AAL-level enhancement that improves effective throughput, reduces response time, and minimizes wasted bandwidth for TCP/IP over ATM. In contrast to the SCD and EPD policies, LPD delays as much as possible the removal from the network of cells belonging to a partially communicated packet. We outline the implementation of LPD and show the performance advantage of TCP/LPD, compared to plain TCP and TCP/EPD through analysis and simulations.
Resumo:
Temporal locality of reference in Web request streams emerges from two distinct phenomena: the popularity of Web objects and the {\em temporal correlation} of requests. Capturing these two elements of temporal locality is important because it enables cache replacement policies to adjust how they capitalize on temporal locality based on the relative prevalence of these phenomena. In this paper, we show that temporal locality metrics proposed in the literature are unable to delineate between these two sources of temporal locality. In particular, we show that the commonly-used distribution of reference interarrival times is predominantly determined by the power law governing the popularity of documents in a request stream. To capture (and more importantly quantify) both sources of temporal locality in a request stream, we propose a new and robust metric that enables accurate delineation between locality due to popularity and that due to temporal correlation. Using this metric, we characterize the locality of reference in a number of representative proxy cache traces. Our findings show that there are measurable differences between the degrees (and sources) of temporal locality across these traces, and that these differences are effectively captured using our proposed metric. We illustrate the significance of our findings by summarizing the performance of a novel Web cache replacement policy---called GreedyDual*---which exploits both long-term popularity and short-term temporal correlation in an adaptive fashion. Our trace-driven simulation experiments (which are detailed in an accompanying Technical Report) show the superior performance of GreedyDual* when compared to other Web cache replacement policies.
Resumo:
Current Internet transport protocols make end-to-end measurements and maintain per-connection state to regulate the use of shared network resources. When two or more such connections share a common endpoint, there is an opportunity to correlate the end-to-end measurements made by these protocols to better diagnose and control the use of shared resources. We develop packet probing techniques to determine whether a pair of connections experience shared congestion. Correct, efficient diagnoses could enable new techniques for aggregate congestion control, QoS admission control, connection scheduling and mirror site selection. Our extensive simulation results demonstrate that the conditional (Bayesian) probing approach we employ provides superior accuracy, converges faster, and tolerates a wider range of network conditions than recently proposed memoryless (Markovian) probing approaches for addressing this opportunity.
Resumo:
This thesis presents a framework for aggregated congestion management for TCP flows and shows how to integrate such an approach in an existing TCP protocol stack. The thesis presents an initial implementation of this congestion management scheme in Linux, with performance evaluation in ns as well.
Resumo:
Although cooperation generally increases the amount of resources available to a community of nodes, thus improving individual and collective performance, it also allows for the appearance of potential mistreatment problems through the exposition of one node's resources to others. We study such concerns by considering a group of independent, rational, self-aware nodes that cooperate using on-line caching algorithms, where the exposed resource is the storage at each node. Motivated by content networking applications -- including web caching, CDNs, and P2P -- this paper extends our previous work on the on-line version of the problem, which was conducted under a game-theoretic framework, and limited to object replication. We identify and investigate two causes of mistreatment: (1) cache state interactions (due to the cooperative servicing of requests) and (2) the adoption of a common scheme for cache management policies. Using analytic models, numerical solutions of these models, as well as simulation experiments, we show that on-line cooperation schemes using caching are fairly robust to mistreatment caused by state interactions. To appear in a substantial manner, the interaction through the exchange of miss-streams has to be very intense, making it feasible for the mistreated nodes to detect and react to exploitation. This robustness ceases to exist when nodes fetch and store objects in response to remote requests, i.e., when they operate as Level-2 caches (or proxies) for other nodes. Regarding mistreatment due to a common scheme, we show that this can easily take place when the "outlier" characteristics of some of the nodes get overlooked. This finding underscores the importance of allowing cooperative caching nodes the flexibility of choosing from a diverse set of schemes to fit the peculiarities of individual nodes. To that end, we outline an emulation-based framework for the development of mistreatment-resilient distributed selfish caching schemes. Our framework utilizes a simple control-theoretic approach to dynamically parameterize the cache management scheme. We show performance evaluation results that quantify the benefits from instantiating such a framework, which could be substantial under skewed demand profiles.
Resumo:
Emerging configurable infrastructures such as large-scale overlays and grids, distributed testbeds, and sensor networks comprise diverse sets of available computing resources (e.g., CPU and OS capabilities and memory constraints) and network conditions (e.g., link delay, bandwidth, loss rate, and jitter) whose characteristics are both complex and time-varying. At the same time, distributed applications to be deployed on these infrastructures exhibit increasingly complex constraints and requirements on resources they wish to utilize. Examples include selecting nodes and links to schedule an overlay multicast file transfer across the Grid, or embedding a network experiment with specific resource constraints in a distributed testbed such as PlanetLab. Thus, a common problem facing the efficient deployment of distributed applications on these infrastructures is that of "mapping" application-level requirements onto the network in such a manner that the requirements of the application are realized, assuming that the underlying characteristics of the network are known. We refer to this problem as the network embedding problem. In this paper, we propose a new approach to tackle this combinatorially-hard problem. Thanks to a number of heuristics, our approach greatly improves performance and scalability over previously existing techniques. It does so by pruning large portions of the search space without overlooking any valid embedding. We present a construction that allows a compact representation of candidate embeddings, which is maintained by carefully controlling the order via which candidate mappings are inserted and invalid mappings are removed. We present an implementation of our proposed technique, which we call NETEMBED – a service that identify feasible mappings of a virtual network configuration (the query network) to an existing real infrastructure or testbed (the hosting network). We present results of extensive performance evaluation experiments of NETEMBED using several combinations of real and synthetic network topologies. Our results show that our NETEMBED service is quite effective in identifying one (or all) possible embeddings for quite sizable queries and hosting networks – much larger than what any of the existing techniques or services are able to handle.
Resumo:
In professional sports there are in general three steps required to improve performance namely task definition, training and performance assessment. This process is iteratively repeated and feedback generated from quantitative performance measurement is in turn used for task redefinition. Task definition can be achieved in a number of ways including via video streaming or indeed and as is more common, by listening to coaching staff. However non-subjective performance evaluation is difficult due to the complexity of the movements involved. When considering the subset of sports where precision accuracy and repeatability are a necessity this problem becomes inherently more difficult to solve. Until recently sports such as martial arts, fencing and darts, where the smallest deviation from a prescribed movement goal can result in large outcome error, were deemed too difficult to characterise fully. Advances in technology, as illustrated by this study, now make this type of physiometry possible.
Resumo:
Investment funds provide a low cost method of sharing in the rewards from capitalism. Recently “alternative investments” such as hedge funds have grown rapidly and the trading strategies open to hedge funds are now becoming available to mutual funds and even to ordinary retail investors. In this paper we analyze problems in assessing fund performance and the prospects for investment fund sectors. Choosing genuine outperformers among top funds requires a careful assessment of non-normality, order statistics and the possibility of false discoveries. The risk adjusted performance of the average hedge fund over the last 10-15 is actually not that impressive, although the “top” funds do appear to have statistically significant positive alphas.
Resumo:
Dense deployment of wireless local area network (WLAN) access points (APs) is an important part of the next generation Wi-Fi and standardization (802.11ax) efforts are underway. Increasing demand for WLAN connectivity motivates such dense deployments, especially in geographical areas with large numbers of users, such as stadiums, large enterprises, multi-tenant buildings, and urban cities. Although densification of WLAN APs guarantees coverage, it is susceptible to increased interference and uncoordinated association of stations (STAs) to APs, which degrade network throughput. Therefore, to improve network throughput, algorithms are proposed in this thesis to optimally coordinate AP associations in the presence of interference. In essence, coordination of APs in dense WLANs (DWLANs) is achieved through coordination of STAs' associations with APs. While existing approaches suggest tuning of APs' beacon powers or using transmit power control (TPC) for association control, here, the signal-to-interference-plus-noise ratio (SINRs) of STAs and the clear channel assessment (CCA) threshold of the 802.11 MAC protocol are employed. The proposed algorithms in this thesis enhance throughput and minimize coverage holes inherent in cell breathing and TPC techniques by not altering the transmit powers of APs, which determine cell coverage. Besides uncoordinated AP associations, unnecessary frequent transmission deferment is envisaged as another problem in DWLANs due to the clear channel assessment aspect of the carrier sensing multiple access collision avoidance (CSMA/CA) scheme in 802.11 standards and the short spatial reuse distance between co-channel APs. To address this problem in addition to AP association coordination, an algorithm is proposed for CCA threshold adjustment in each AP cell, such that CCA threshold used in one cell mitigates transmission deferment in neighboring cells. Performance evaluation reveals that the proposed association optimization algorithms achieve significant gain in throughput when compared with the default strongest signal first (SSF) association scheme in the current 802.11 standard. Also, further gain in throughput is observed when the CCA threshold adjustment is combined with the optimized association. Results show that when STA-AP association is optimized and CCA threshold is adjusted in each cell, throughput improves. Finally, transmission delay and the number of packet re-transmissions due to collision and contention significantly decrease.