Problems and Algorithms for Sequence Segmentations

The analysis of sequential data is required in many diverse areas such as telecommunications, stock market analysis, and bioinformatics. A basic problem related to the analysis of sequential data is the sequence segmentation problem. A sequence segmentation is a partition of the sequence into a number of non-overlapping segments that cover all data points, such that each segment is as homogeneous as possible. This problem can be solved optimally using a standard dynamic programming algorithm. In the first part of the thesis, we present a new approximation algorithm for the sequence segmentation problem. This algorithm has smaller running time than the optimal dynamic programming algorithm, while it has bounded approximation ratio. The basic idea is to divide the input sequence into subsequences, solve the problem optimally in each subsequence, and then appropriately combine the solutions to the subproblems into one final solution. In the second part of the thesis, we study alternative segmentation models that are devised to better fit the data. More specifically, we focus on clustered segmentations and segmentations with rearrangements. While in the standard segmentation of a multidimensional sequence all dimensions share the same segment boundaries, in a clustered segmentation the multidimensional sequence is segmented in such a way that dimensions are allowed to form clusters. Each cluster of dimensions is then segmented separately. We formally define the problem of clustered segmentations and we experimentally show that segmenting sequences using this segmentation model, leads to solutions with smaller error for the same model cost. Segmentation with rearrangements is a novel variation to the segmentation problem: in addition to partitioning the sequence we also seek to apply a limited amount of reordering, so that the overall representation error is minimized. We formulate the problem of segmentation with rearrangements and we show that it is an NP-hard problem to solve or even to approximate. We devise effective algorithms for the proposed problem, combining ideas from dynamic programming and outlier detection algorithms in sequences. In the final part of the thesis, we discuss the problem of aggregating results of segmentation algorithms on the same set of data points. In this case, we are interested in producing a partitioning of the data that agrees as much as possible with the input partitions. We show that this problem can be solved optimally in polynomial time using dynamic programming. Furthermore, we show that not all data points are candidates for segment boundaries in the optimal solution.

Optimisation Problems in Wireless Sensor Networks : Local Algorithms and Local Graphs

This thesis studies optimisation problems related to modern large-scale distributed systems, such as wireless sensor networks and wireless ad-hoc networks. The concrete tasks that we use as motivating examples are the following: (i) maximising the lifetime of a battery-powered wireless sensor network, (ii) maximising the capacity of a wireless communication network, and (iii) minimising the number of sensors in a surveillance application. A sensor node consumes energy both when it is transmitting or forwarding data, and when it is performing measurements. Hence task (i), lifetime maximisation, can be approached from two different perspectives. First, we can seek for optimal data flows that make the most out of the energy resources available in the network; such optimisation problems are examples of so-called max-min linear programs. Second, we can conserve energy by putting redundant sensors into sleep mode; we arrive at the sleep scheduling problem, in which the objective is to find an optimal schedule that determines when each sensor node is asleep and when it is awake. In a wireless network simultaneous radio transmissions may interfere with each other. Task (ii), capacity maximisation, therefore gives rise to another scheduling problem, the activity scheduling problem, in which the objective is to find a minimum-length conflict-free schedule that satisfies the data transmission requirements of all wireless communication links. Task (iii), minimising the number of sensors, is related to the classical graph problem of finding a minimum dominating set. However, if we are not only interested in detecting an intruder but also locating the intruder, it is not sufficient to solve the dominating set problem; formulations such as minimum-size identifying codes and locating dominating codes are more appropriate. This thesis presents approximation algorithms for each of these optimisation problems, i.e., for max-min linear programs, sleep scheduling, activity scheduling, identifying codes, and locating dominating codes. Two complementary approaches are taken. The main focus is on local algorithms, which are constant-time distributed algorithms. The contributions include local approximation algorithms for max-min linear programs, sleep scheduling, and activity scheduling. In the case of max-min linear programs, tight upper and lower bounds are proved for the best possible approximation ratio that can be achieved by any local algorithm. The second approach is the study of centralised polynomial-time algorithms in local graphs these are geometric graphs whose structure exhibits spatial locality. Among other contributions, it is shown that while identifying codes and locating dominating codes are hard to approximate in general graphs, they admit a polynomial-time approximation scheme in local graphs.

Fracture Behavior of Multidirectional DCB Specimen: Higher-Order Beam Theories

Mathematical models, for the stress analysis of symmetric multidirectional double cantilever beam (DCB) specimen using classical beam theory, first and higher-order shear deformation beam theories, have been developed to determine the Mode I strain energy release rate (SERR) for symmetric multidirectional composites. The SERR has been calculated using the compliance approach. In the present study, both variationally and nonvariationally derived matching conditions have been applied at the crack tip of DCB specimen. For the unidirectional and cross-ply composite DCB specimens, beam models under both plane stress and plane strain conditions in the width direction are applicable with good performance where as for the multidirectional composite DCB specimen, only the beam model under plane strain condition in the width direction appears to be applicable with moderate performance. Among the shear deformation beam theories considered, the performance of higher-order shear deformation beam theory, having quadratic variation for transverse displacement over the thickness, is superior in determining the SERR for multidirectional DCB specimen.

Transient response of coupled non-linear non-conservative systems

This paper deals with an approximate method of analysis of non-linear, non-conservative systems of two degrees of freedom. The approximate equations for amplitude and phase are obtained by a generalized averaging technique based on the ultraspherical polynomial approximation. The method is illustrated by an example of a spring-mass-damper system.

Robust and High-resolution Voiced/Unvoiced Classification in Noisy Speech Using A Signal Smoothness Criterion

We propose a novel technique for robust voiced/unvoiced segment detection in noisy speech, based on local polynomial regression. The local polynomial model is well-suited for voiced segments in speech. The unvoiced segments are noise-like and do not exhibit any smooth structure. This property of smoothness is used for devising a new metric called the variance ratio metric, which, after thresholding, indicates the voiced/unvoiced boundaries with 75% accuracy for 0dB global signal-to-noise ratio (SNR). A novelty of our algorithm is that it processes the signal continuously, sample-by-sample rather than frame-by-frame. Simulation results on TIMIT speech database (downsampled to 8kHz) for various SNRs are presented to illustrate the performance of the new algorithm. Results indicate that the algorithm is robust even in high noise levels.

Popular Mixed Matchings

We study the problem of matching applicants to jobs under one-sided preferences: that is, each applicant ranks a non-empty subset of jobs under an order of preference, possibly involving ties. A matching M is said to be rnore popular than T if the applicants that prefer M to T outnumber those that prefer T to M. A matching is said to be popular if there is no matching more popular than it. Equivalently, a matching M is popular if phi(M,T) >= phi(T, M) for all matchings T, where phi(X, Y) is the number of applicants that prefer X to Y. Previously studied solution concepts based oil the popularity criterion are either not guaranteed to exist for every instance (e.g., popular matchings) or are NP-hard to compute (e.g., least unpopular matchings). This paper addresses this issue by considering mixed matchings. A mixed matching is simply a probability distributions over matchings in the input graph. The function phi that compares two matchings generalizes in a natural manner to mixed matchings by taking expectation. A mixed matching P is popular if phi(P,Q) >= phi(Q,P) for all mixed matchings Q. We show that popular mixed matchings always exist. and we design polynomial time algorithms for finding them. Then we study their efficiency and give tight bounds on the price of anarchy and price of stability of the popular matching problem.

Cohomology with coefficients for operadic coalgebras

Corepresentations of a coalgebra over a quadratic operad are defined, and various characterizations of them are given. Cohomology of such an operadic coalgebra with coefficients in a corepresentation is then studied.

Efficient probabilistic contingency analysis through a stability measure considering wind perturbation

The integration of stochastic wind power has accentuated a challenge for power system stability assessment. Since the power system is a time-variant system under wind generation fluctuations, pure time-domain simulations are difficult to provide real-time stability assessment. As a result, the worst-case scenario is simulated to give a very conservative assessment of system transient stability. In this study, a probabilistic contingency analysis through a stability measure method is proposed to provide a less conservative contingency analysis which covers 5-min wind fluctuations and a successive fault. This probabilistic approach would estimate the transfer limit of a critical line for a given fault with stochastic wind generation and active control devices in a multi-machine system. This approach achieves a lower computation cost and improved accuracy using a new stability measure and polynomial interpolation, and is feasible for online contingency analysis.

Asymptotic analysis of option pricing in a Markov modulated market

We address asymptotic analysis of option pricing in a regime switching market where the risk free interest rate, growth rate and the volatility of the stocks depend on a finite state Markov chain. We study two variations of the chain namely, when the chain is moving very fast compared to the underlying asset price and when it is moving very slow. Using quadratic hedging and asymptotic expansion, we derive corrections on the locally risk minimizing option price.

The alpha method for solving differential algebraic inequality (DAI) systems

This paper describes an algorithm for ``direct numerical integration'' of the initial value Differential-Algebraic Inequalities (DAI) in a time stepping fashion using a sequential quadratic programming (SQP) method solver for detecting and satisfying active path constraints at each time step. The activation of a path constraint generally increases the condition number of the active discretized differential algebraic equation's (DAE) Jacobian and this difficulty is addressed by a regularization property of the alpha method. The algorithm is locally stable when index 1 and index 2 active path constraints and bounds are active. Subject to available regularization it is seen to be stable for active index 3 active path constraints in the numerical examples. For the high index active path constraints, the algorithm uses a user-selectable parameter to perturb the smaller singular values of the Jacobian with a view to reducing the condition number so that the simulation can proceed. The algorithm can be used as a relatively cheaper estimation tool for trajectory and control planning and in the context of model predictive control solutions. It can also be used to generate initial guess values of optimization variables used as input to inequality path constrained dynamic optimization problems. The method is illustrated with examples from space vehicle trajectory and robot path planning.

Geometric Representation of Graphs in Low Dimension Using Axis Parallel Boxes

An axis-parallel k-dimensional box is a Cartesian product R-1 x R-2 x...x R-k where R-i (for 1 <= i <= k) is a closed interval of the form [a(i), b(i)] on the real line. For a graph G, its boxicity box(G) is the minimum dimension k, such that G is representable as the intersection graph of (axis-parallel) boxes in k-dimensional space. The concept of boxicity finds applications in various areas such as ecology, operations research etc. A number of NP-hard problems are either polynomial time solvable or have much better approximation ratio on low boxicity graphs. For example, the max-clique problem is polynomial time solvable on bounded boxicity graphs and the maximum independent set problem for boxicity d graphs, given a box representation, has a left perpendicular1 + 1/c log n right perpendicular(d-1) approximation ratio for any constant c >= 1 when d >= 2. In most cases, the first step usually is computing a low dimensional box representation of the given graph. Deciding whether the boxicity of a graph is at most 2 itself is NP-hard. We give an efficient randomized algorithm to construct a box representation of any graph G on n vertices in left perpendicular(Delta + 2) ln nright perpendicular dimensions, where Delta is the maximum degree of G. This algorithm implies that box(G) <= left perpendicular(Delta + 2) ln nright perpendicular for any graph G. Our bound is tight up to a factor of ln n. We also show that our randomized algorithm can be derandomized to get a polynomial time deterministic algorithm. Though our general upper bound is in terms of maximum degree Delta, we show that for almost all graphs on n vertices, their boxicity is O(d(av) ln n) where d(av) is the average degree.

Algebraic Cryptanalysis of CTRU Cryptosystem

CTRU, a public key cryptosystem was proposed by Gaborit, Ohler and Sole. It is analogue of NTRU, the ring of integers replaced by the ring of polynomials $\mathbb{F}_2[T]$ . It attracted attention as the attacks based on either LLL algorithm or the Chinese Remainder Theorem are avoided on it, which is most common on NTRU. In this paper we presents a polynomial-time algorithm that breaks CTRU for all recommended parameter choices that were derived to make CTRU secure against popov normal form attack. The paper shows if we ascertain the constraints for perfect decryption then either plaintext or private key can be achieved by polynomial time linear algebra attack.

An algebraic formulation of static isotropy and design of statically isotropic 6-6 Stewart platform manipulators

In this paper, we present an algebraic method to study and design spatial parallel manipulators that demonstrate isotropy in the force and moment distributions. We use the force and moment transformation matrices separately, and derive conditions for their isotropy individually as well as in combination. The isotropy conditions are derived in closed-form in terms of the invariants of the quadratic forms associated with these matrices. The formulation is applied to a class of Stewart platform manipulator, and a multi-parameter family of isotropic manipulators is identified analytically. We show that it is impossible to obtain a spatially isotropic configuration within this family. We also compute the isotropic configurations of an existing manipulator and demonstrate a procedure for designing the manipulator for isotropy at a given configuration. (C) 2008 Elsevier Ltd. All rights reserved.

On the Cubicity of AT-Free Graphs and Circular-Arc Graphs

A unit cube in k dimensions (k-cube) is defined as the Cartesian product R-1 x R-2 x ... x R-k where R-i (for 1 <= i <= k) is a closed interval of the form [a(i), a(i) + 1] on the real line. A graph G on n nodes is said to be representable as the intersection of k-cubes (cube representation in k dimensions) if each vertex of C can be mapped to a k-cube such that two vertices are adjacent in G if and only if their corresponding k-cubes have a non-empty intersection. The cubicity of G denoted as cub(G) is the minimum k for which G can be represented as the intersection of k-cubes. An interesting aspect about cubicity is that many problems known to be NP-complete for general graphs have polynomial time deterministic algorithms or have good approximation ratios in graphs of low cubicity. In most of these algorithms, computing a low dimensional cube representation of the given graph is usually the first step. We give an O(bw . n) algorithm to compute the cube representation of a general graph G in bw + 1 dimensions given a bandwidth ordering of the vertices of G, where bw is the bandwidth of G. As a consequence, we get O(Delta) upper bounds on the cubicity of many well-known graph classes such as AT-free graphs, circular-arc graphs and cocomparability graphs which have O(Delta) bandwidth. Thus we have: 1. cub(G) <= 3 Delta - 1, if G is an AT-free graph. 2. cub(G) <= 2 Delta + 1, if G is a circular-arc graph. 3. cub(G) <= 2 Delta, if G is a cocomparability graph. Also for these graph classes, there axe constant factor approximation algorithms for bandwidth computation that generate orderings of vertices with O(Delta) width. We can thus generate the cube representation of such graphs in O(Delta) dimensions in polynomial time.

Deterministic schemes for key distribution in wireless sensor networks

In this paper, we propose a new security metric for measuring resilience of a symmetric key distribution scheme in wireless sensor network. A polynomial-based and a novel complete connectivity schemes are proposed and an analytical comparison, in terms of security and connectivity, between the schemes is shown. Motivated by the schemes, we derive general expressions for security and connectivity. A number of conclusions are made using these general expressions.