New variational Bayesian approaches for statistical data mining : with applications to profiling and differentiating habitual consumption behaviour of customers in the wireless telecommunication industry

This thesis investigates profiling and differentiating customers through the use of statistical data mining techniques. The business application of our work centres on examining individuals’ seldomly studied yet critical consumption behaviour over an extensive time period within the context of the wireless telecommunication industry; consumption behaviour (as oppose to purchasing behaviour) is behaviour that has been performed so frequently that it become habitual and involves minimal intentions or decision making. Key variables investigated are the activity initialised timestamp and cell tower location as well as the activity type and usage quantity (e.g., voice call with duration in seconds); and the research focuses are on customers’ spatial and temporal usage behaviour. The main methodological emphasis is on the development of clustering models based on Gaussian mixture models (GMMs) which are fitted with the use of the recently developed variational Bayesian (VB) method. VB is an efficient deterministic alternative to the popular but computationally demandingMarkov chainMonte Carlo (MCMC) methods. The standard VBGMMalgorithm is extended by allowing component splitting such that it is robust to initial parameter choices and can automatically and efficiently determine the number of components. The new algorithm we propose allows more effective modelling of individuals’ highly heterogeneous and spiky spatial usage behaviour, or more generally human mobility patterns; the term spiky describes data patterns with large areas of low probability mixed with small areas of high probability. Customers are then characterised and segmented based on the fitted GMM which corresponds to how each of them uses the products/services spatially in their daily lives; this is essentially their likely lifestyle and occupational traits. Other significant research contributions include fitting GMMs using VB to circular data i.e., the temporal usage behaviour, and developing clustering algorithms suitable for high dimensional data based on the use of VB-GMM.

A Krylov-based finite state projection algorithm for solving the chemical master equation arising in the discrete modelling of biological systems

Biochemical reactions underlying genetic regulation are often modelled as a continuous-time, discrete-state, Markov process, and the evolution of the associated probability density is described by the so-called chemical master equation (CME). However the CME is typically difficult to solve, since the state-space involved can be very large or even countably infinite. Recently a finite state projection method (FSP) that truncates the state-space was suggested and shown to be effective in an example of a model of the Pap-pili epigenetic switch. However in this example, both the model and the final time at which the solution was computed, were relatively small. Presented here is a Krylov FSP algorithm based on a combination of state-space truncation and inexact matrix-vector product routines. This allows larger-scale models to be studied and solutions for larger final times to be computed in a realistic execution time. Additionally the new method computes the solution at intermediate times at virtually no extra cost, since it is derived from Krylov-type methods for computing matrix exponentials. For the purpose of comparison the new algorithm is applied to the model of the Pap-pili epigenetic switch, where the original FSP was first demonstrated. Also the method is applied to a more sophisticated model of regulated transcription. Numerical results indicate that the new approach is significantly faster and extendable to larger biological models.

Accelerated leap methods for simulating discrete stochastic chemical kinetics

Biologists are increasingly conscious of the critical role that noise plays in cellular functions such as genetic regulation, often in connection with fluctuations in small numbers of key regulatory molecules. This has inspired the development of models that capture this fundamentally discrete and stochastic nature of cellular biology - most notably the Gillespie stochastic simulation algorithm (SSA). The SSA simulates a temporally homogeneous, discrete-state, continuous-time Markov process, and of course the corresponding probabilities and numbers of each molecular species must all remain positive. While accurately serving this purpose, the SSA can be computationally inefficient due to very small time stepping so faster approximations such as the Poisson and Binomial τ-leap methods have been suggested. This work places these leap methods in the context of numerical methods for the solution of stochastic differential equations (SDEs) driven by Poisson noise. This allows analogues of Euler-Maruyuma, Milstein and even higher order methods to be developed through the Itô-Taylor expansions as well as similar derivative-free Runge-Kutta approaches. Numerical results demonstrate that these novel methods compare favourably with existing techniques for simulating biochemical reactions by more accurately capturing crucial properties such as the mean and variance than existing methods.

An efficient public key management regime for vehicular ad hoc networks (VANETS)

The primary goal of the Vehicular Ad Hoc Network (VANET) is to provide real-time safety-related messages to motorists to enhance road safety. Accessing and disseminating safety-related information through the use of wireless communications technology in VANETs should be secured, as motorists may make critical decisions in dealing with an emergency situation based on the received information. If security concerns are not addressed in developing VANET systems, an adversary can tamper with, or suppress, the unprotected message to mislead motorists to cause traffic accidents and hazards. Current research on secure messaging in VANETs focuses on employing the certificate-based Public Key Infrastructure (PKI) scheme to support message encryption and digital signing. The security overhead of such a scheme, however, creates a transmission delay and introduces a time-consuming verification process to VANET communications. This thesis has proposed a novel public key verification and management approach for VANETs; namely, the Public Key Registry (PKR) regime. Compared to the VANET PKI scheme, this new approach can satisfy necessary security requirements with improved performance and scalability, and at a lower cost by reducing the security overheads of message transmission and eliminating digital certificate deployment and maintenance issues. The proposed PKR regime consists of the required infrastructure components, rules for public key management and verification, and a set of interactions and associated behaviours to meet these rule requirements. This is achieved through a system design as a logic process model with functional specifications. The PKR regime can be used as development guidelines for conforming implementations. An analysis and evaluation of the proposed PKR regime includes security features assessment, analysis of the security overhead of message transmission, transmission latency, processing latency, and scalability of the proposed PKR regime. Compared to certificate-based PKI approaches, the proposed PKR regime can maintain the necessary security requirements, significantly reduce the security overhead by approximately 70%, and improve the performance by 98%. Meanwhile, the result of the scalability evaluation shows that the latency of employing the proposed PKR regime stays much lower at approximately 15 milliseconds, whether operating in a huge or small environment. It is therefore believed that this research will create a new dimension to the provision of secure messaging services in VANETs.

An FPGA-based approach to multi-objective evolutionary algorithm for multi-disciplinary design optimisation

This paper investigates the field programmable gate array (FPGA) approach for multi-objective and multi-disciplinary design optimisation (MDO) problems. One class of optimisation method that has been well-studied and established for large and complex problems, such as those inherited in MDO, is multi-objective evolutionary algorithms (MOEAs). The MOEA, nondominated sorting genetic algorithm II (NSGA-II), is hardware implemented on an FPGA chip. The NSGA-II on FPGA application to multi-objective test problem suites has verified the designed implementation effectiveness. Results show that NSGA-II on FPGA is three orders of magnitude better than the PC based counterpart.

QoS-aware web service composition using genetic algorithms

Web service technology is increasingly being used to build various e-Applications, in domains such as e-Business and e-Science. Characteristic benefits of web service technology are its inter-operability, decoupling and just-in-time integration. Using web service technology, an e-Application can be implemented by web service composition — by composing existing individual web services in accordance with the business process of the application. This means the application is provided to customers in the form of a value-added composite web service. An important and challenging issue of web service composition, is how to meet Quality-of-Service (QoS) requirements. This includes customer focused elements such as response time, price, throughput and reliability as well as how to best provide QoS results for the composites. This in turn best fulfils customers’ expectations and achieves their satisfaction. Fulfilling these QoS requirements or addressing the QoS-aware web service composition problem is the focus of this project. From a computational point of view, QoS-aware web service composition can be transformed into diverse optimisation problems. These problems are characterised as complex, large-scale, highly constrained and multi-objective problems. We therefore use genetic algorithms (GAs) to address QoS-based service composition problems. More precisely, this study addresses three important subproblems of QoS-aware web service composition; QoS-based web service selection for a composite web service accommodating constraints on inter-service dependence and conflict, QoS-based resource allocation and scheduling for multiple composite services on hybrid clouds, and performance-driven composite service partitioning for decentralised execution. Based on operations research theory, we model the three problems as a constrained optimisation problem, a resource allocation and scheduling problem, and a graph partitioning problem, respectively. Then, we present novel GAs to address these problems. We also conduct experiments to evaluate the performance of the new GAs. Finally, verification experiments are performed to show the correctness of the GAs. The major outcomes from the first problem are three novel GAs: a penaltybased GA, a min-conflict hill-climbing repairing GA, and a hybrid GA. These GAs adopt different constraint handling strategies to handle constraints on interservice dependence and conflict. This is an important factor that has been largely ignored by existing algorithms that might lead to the generation of infeasible composite services. Experimental results demonstrate the effectiveness of our GAs for handling the QoS-based web service selection problem with constraints on inter-service dependence and conflict, as well as their better scalability than the existing integer programming-based method for large scale web service selection problems. The major outcomes from the second problem has resulted in two GAs; a random-key GA and a cooperative coevolutionary GA (CCGA). Experiments demonstrate the good scalability of the two algorithms. In particular, the CCGA scales well as the number of composite services involved in a problem increases, while no other algorithms demonstrate this ability. The findings from the third problem result in a novel GA for composite service partitioning for decentralised execution. Compared with existing heuristic algorithms, the new GA is more suitable for a large-scale composite web service program partitioning problems. In addition, the GA outperforms existing heuristic algorithms, generating a better deployment topology for a composite web service for decentralised execution. These effective and scalable GAs can be integrated into QoS-based management tools to facilitate the delivery of feasible, reliable and high quality composite web services.

An improved genetic algorithm and graph theory based method for optimal sectionalizer switch placement in distribution networks with DG

In this paper a new graph-theory and improved genetic algorithm based practical method is employed to solve the optimal sectionalizer switch placement problem. The proposed method determines the best locations of sectionalizer switching devices in distribution networks considering the effects of presence of distributed generation (DG) in fitness functions and other optimization constraints, providing the maximum number of costumers to be supplied by distributed generation sources in islanded distribution systems after possible faults. The proposed method is simulated and tested on several distribution test systems in both cases of with DG and non DG situations. The results of the simulations validate the proposed method for switch placement of the distribution network in the presence of distributed generation.

Scene invariant crowd counting and crowd occupancy analysis

In public places, crowd size may be an indicator of congestion, delay, instability, or of abnormal events, such as a fight, riot or emergency. Crowd related information can also provide important business intelligence such as the distribution of people throughout spaces, throughput rates, and local densities. A major drawback of many crowd counting approaches is their reliance on large numbers of holistic features, training data requirements of hundreds or thousands of frames per camera, and that each camera must be trained separately. This makes deployment in large multi-camera environments such as shopping centres very costly and difficult. In this chapter, we present a novel scene-invariant crowd counting algorithm that uses local features to monitor crowd size. The use of local features allows the proposed algorithm to calculate local occupancy statistics, scale to conditions which are unseen in the training data, and be trained on significantly less data. Scene invariance is achieved through the use of camera calibration, allowing the system to be trained on one or more viewpoints and then deployed on any number of new cameras for testing without further training. A pre-trained system could then be used as a ‘turn-key’ solution for crowd counting across a wide range of environments, eliminating many of the costly barriers to deployment which currently exist.

On forward secrecy in one-round key exchange

Most one-round key exchange protocols provide only weak forward secrecy at best. Furthermore, one-round protocols with strong forward secrecy often break badly when faced with an adversary who can obtain ephemeral keys. We provide a characterisation of how strong forward secrecy can be achieved in one-round key exchange. Moreover, we show that protocols exist which provide strong forward secrecy and remain secure with weak forward secrecy even when the adversary is allowed to obtain ephemeral keys. We provide a compiler to achieve this for any existing secure protocol with weak forward secrecy.

Information sharing with key suppliers : a contingency approach

This paper focuses on information sharing with key suppliers and seeks to explore the factors that might influence its extent and depth. We also investigate how information sharing affects a company’s performance with regards to resource usage, output, and flexibility. Drawing from transaction cost- and contingency theories, several factors, namely environmental uncertainty, demand uncertainty, dependency and, the product life cycle stage are proposed to explain the level of information shared with key suppliers. We develop a model where information sharing mediates the (contingent) factors and company performance. A mail survey was used to collect data from Finnish and Swedish companies. Partial Least Squares analysis was separately performed for each country (n=119, n=102). There was consistent evidence that environmental uncertainty, demand uncertainty and supplier/buyer dependency had explanatory power, whereas no significance was found for the product life cycle stage. The results also confirm previous studies by providing support for a positive relationship between information sharing and performance, where output performance was found to be the most strongly related

Determinants and effects of information sharing with key suppliers

This paper focuses on information sharing with key suppliers and seeks to explore the factors that might influence its extent and depth. We also investigate how information sharing affects a company’s performance with regards to resource usage, output, and flexibility. Drawing from transaction cost- and contingency theories, several factors, namely environmental uncertainty, demand uncertainty, dependency and, the product life cycle stage are proposed to explain the level of information shared with key suppliers. We develop a model where information sharing mediates the (contingent) factors and company performance. A mail survey was used to collect data from Finnish and Swedish companies. Partial Least Squares analysis was separately performed for each country (n=119, n=102). There was consistent evidence that environmental uncertainty, demand uncertainty and supplier/buyer dependency had explanatory power, whereas no significance was found for the relationship between product life cycle stage and information sharing. The results also confirm previous studies by providing support for a positive relationship between information sharing and performance, where output performance was found to be the most strongly related.

Towards a provably secure DoS-Resilient key exchange protocol with perfect forward secrecy

Just Fast Keying (JFK) is a simple, efficient and secure key exchange protocol proposed by Aiello et al. (ACM TISSEC, 2004). JFK is well known for its novel design features, notably its resistance to denial-of-service (DoS) attacks. Using Meadows’ cost-based framework, we identify a new DoS vulnerability in JFK. The JFK protocol is claimed secure in the Canetti-Krawczyk model under the Decisional Diffie-Hellman (DDH) assumption. We show that security of the JFK protocol, when reusing ephemeral Diffie-Hellman keys, appears to require the Gap Diffie-Hellman (GDH) assumption in the random oracle model. We propose a new variant of JFK that avoids the identified DoS vulnerability and provides perfect forward secrecy even under the DDH assumption, achieving the full security promised by the JFK protocol.

Application of operations research techniques to improve efficiency in the emergency department

The main aim of this thesis is to analyse and optimise a public hospital Emergency Department. The Emergency Department (ED) is a complex system with limited resources and a high demand for these resources. Adding to the complexity is the stochastic nature of almost every element and characteristic in the ED. The interaction with other functional areas also complicates the system as these areas have a huge impact on the ED and the ED is powerless to change them. Therefore it is imperative that OR be applied to the ED to improve the performance within the constraints of the system. The main characteristics of the system to optimise included tardiness, adherence to waiting time targets, access block and length of stay. A validated and verified simulation model was built to model the real life system. This enabled detailed analysis of resources and flow without disruption to the actual ED. A wide range of different policies for the ED and a variety of resources were able to be investigated. Of particular interest was the number and type of beds in the ED and also the shift times of physicians. One point worth noting was that neither of these resources work in isolation and for optimisation of the system both resources need to be investigated in tandem. The ED was likened to a flow shop scheduling problem with the patients and beds being synonymous with the jobs and machines typically found in manufacturing problems. This enabled an analytic scheduling approach. Constructive heuristics were developed to reactively schedule the system in real time and these were able to improve the performance of the system. Metaheuristics that optimised the system were also developed and analysed. An innovative hybrid Simulated Annealing and Tabu Search algorithm was developed that out-performed both simulated annealing and tabu search algorithms by combining some of their features. The new algorithm achieves a more optimal solution and does so in a shorter time.

Modeling key compromise impersonation attacks on group key exchange protocols

Two-party key exchange (2PKE) protocols have been rigorously analyzed under various models considering different adversarial actions. However, the analysis of group key exchange (GKE) protocols has not been as extensive as that of 2PKE protocols. Particularly, an important security attribute called key compromise impersonation (KCI) resilience has been completely ignored for the case of GKE protocols. Informally, a protocol is said to provide KCI resilience if the compromise of the long-term secret key of a protocol participant A does not allow the adversary to impersonate an honest participant B to A. In this paper, we argue that KCI resilience for GKE protocols is at least as important as it is for 2PKE protocols. Our first contribution is revised definitions of security for GKE protocols considering KCI attacks by both outsider and insider adversaries. We also give a new proof of security for an existing two-round GKE protocol under the revised security definitions assuming random oracles. We then show how to achieve insider KCIR in a generic way using a known compiler in the literature. As one may expect, this additional security assurance comes at the cost of an extra round of communication. Finally, we show that a few existing protocols are not secure against outsider KCI attacks. The attacks on these protocols illustrate the necessity of considering KCI resilience for GKE protocols.