Approximate Bayesian techniques for inference in stochastic dynamical systems

This thesis is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variant of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here two new extended frameworks are derived and presented that are based on basis function expansions and local polynomial approximations of a recently proposed variational Bayesian algorithm. It is shown that the new extensions converge to the original variational algorithm and can be used for state estimation (smoothing). However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new methods are numerically validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein-Uhlenbeck process, for which the exact likelihood can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz '63 (3-dimensional model). The algorithms are also applied to the 40 dimensional stochastic Lorenz '96 system. In this investigation these new approaches are compared with a variety of other well known methods such as the ensemble Kalman filter / smoother, a hybrid Monte Carlo sampler, the dual unscented Kalman filter (for jointly estimating the systems states and model parameters) and full weak-constraint 4D-Var. Empirical analysis of their asymptotic behaviour as a function of observation density or length of time window increases is provided.

Computing with noise: phase transitions in Boolean formulas

Computing circuits composed of noisy logical gates and their ability to represent arbitrary Boolean functions with a given level of error are investigated within a statistical mechanics setting. Existing bounds on their performance are straightforwardly retrieved, generalized, and identified as the corresponding typical-case phase transitions. Results on error rates, function depth, and sensitivity, and their dependence on the gate-type and noise model used are also obtained.

Reconfigurable service-oriented architecture for autonomic computing

Almost a decade has passed since the objectives and benefits of autonomic computing were stated, yet even the latest system designs and deployments exhibit only limited and isolated elements of autonomic functionality. In previous work, we identified several of the key challenges behind this delay in the adoption of autonomic solutions, and proposed a generic framework for the development of autonomic computing systems that overcomes these challenges. In this article, we describe how existing technologies and standards can be used to realise our autonomic computing framework, and present its implementation as a service-oriented architecture. We show how this implementation employs a combination of automated code generation, model-based and object-oriented development techniques to ensure that the framework can be used to add autonomic capabilities to systems whose characteristics are unknown until runtime. We then use our framework to develop two autonomic solutions for the allocation of server capacity to services of different priorities and variable workloads, thus illustrating its application in the context of a typical data-centre resource management problem.

General-purpose autonomic computing

The success of mainstream computing is largely due to the widespread availability of general-purpose architectures and of generic approaches that can be used to solve real-world problems cost-effectively and across a broad range of application domains. In this chapter, we propose that a similar generic framework is used to make the development of autonomic solutions cost effective, and to establish autonomic computing as a major approach to managing the complexity of today’s large-scale systems and systems of systems. To demonstrate the feasibility of general-purpose autonomic computing, we introduce a generic autonomic computing framework comprising a policy-based autonomic architecture and a novel four-step method for the effective development of self-managing systems. A prototype implementation of the reconfigurable policy engine at the core of our architecture is then used to develop autonomic solutions for case studies from several application domains. Looking into the future, we describe a methodology for the engineering of self-managing systems that extends and generalises our autonomic computing framework further.

Resource-definition policies for autonomic computing

The paper introduces a framework for the formal specification of autonomic computing policies, and uses it to define a new type of autonomic computing policy termed a resource-definition policy. We describe the semantics of resource-definition policies, explain how they can be used as a basis for the development of autonomic system of systems, and present a sample data-centre application built using the new policy type.

Factors affecting end-user computing sophistication in small business

This thesis describes research on End-User Computing (EUC) in small business in an environment where no Information System (IS) support and expertise are available. The research aims to identify the factors that contribute to EUC Sophistication and understand the extent small firms are capable of developing their own applications. The intention is to assist small firms to adopt EUC, encourage better utilisation of their IT resources and gain the benefits associated with computerisation. The factors examined are derived inductively from previous studies where a model is developed to map these factors with the degree of sophistication associated with IT and EUC. This study attempts to combine the predictive power of quantitative research through surveys with the explanatory power of qualitative research through action-oriented case study. Following critical examination of the literature, a survey of IT Adoption and EUC was conducted. Instruments were then developed to measure EUC and IT Sophistication indexes based on sophistication constructs adapted from previous studies using data from the survey. This is followed by an in-depth action case study involving two small firms to investigate the EUC phenomenon in its real life context. The accumulated findings from these mixed research strategies are used to form the final model of EUC Sophistication in small business. Results of the study suggest both EUC Sophistication and the Presence of EUC in small business are affected by Management Support and Behaviour towards EUC. Additionally EUC Sophistication is also affected by the presence of an EUC Champion. Results are also consistent with respect to the independence between IT Sophistication and EUC Sophistication. The main research contributions include an accumulated knowledge of EUC in small business, the Model of EUC Sophistication, an instrument to measure EUC Sophistication Index for small firms, and a contribution to research methods in IS.

SAS/OWA:ordered weighted averaging in SAS optimization

This paper explores the use of the optimization procedures in SAS/OR software with application to the ordered weight averaging (OWA) operators of decision-making units (DMUs). OWA was originally introduced by Yager (IEEE Trans Syst Man Cybern 18(1):183-190, 1988) has gained much interest among researchers, hence many applications such as in the areas of decision making, expert systems, data mining, approximate reasoning, fuzzy system and control have been proposed. On the other hand, the SAS is powerful software and it is capable of running various optimization tools such as linear and non-linear programming with all type of constraints. To facilitate the use of OWA operator by SAS users, a code was implemented. The SAS macro developed in this paper selects the criteria and alternatives from a SAS dataset and calculates a set of OWA weights. An example is given to illustrate the features of SAS/OWA software. © Springer-Verlag 2009.

Meta level component-based framework for distributed computing applications

Adaptability for distributed object-oriented enterprise frameworks is a critical mission for system evolution. Today, building adaptive services is a complex task due to lack of adequate framework support in the distributed computing environment. In this thesis, we propose a Meta Level Component-Based Framework (MELC) which uses distributed computing design patterns as components to develop an adaptable pattern-oriented framework for distributed computing applications. We describe our novel approach of combining a meta architecture with a pattern-oriented framework, resulting in an adaptable framework which provides a mechanism to facilitate system evolution. The critical nature of distributed technologies requires frameworks to be adaptable. Our framework employs a meta architecture. It supports dynamic adaptation of feasible design decisions in the framework design space by specifying and coordinating meta-objects that represent various aspects within the distributed environment. The meta architecture in MELC framework can provide the adaptability for system evolution. This approach resolves the problem of dynamic adaptation in the framework, which is encountered in most distributed applications. The concept of using a meta architecture to produce an adaptable pattern-oriented framework for distributed computing applications is new and has not previously been explored in research. As the framework is adaptable, the proposed architecture of the pattern-oriented framework has the abilities to dynamically adapt new design patterns to address technical system issues in the domain of distributed computing and they can be woven together to shape the framework in future. We show how MELC can be used effectively to enable dynamic component integration and to separate system functionality from business functionality. We demonstrate how MELC provides an adaptable and dynamic run time environment using our system configuration and management utility. We also highlight how MELC will impose significant adaptability in system evolution through a prototype E-Bookshop application to assemble its business functions with distributed computing components at the meta level in MELC architecture. Our performance tests show that MELC does not entail prohibitive performance tradeoffs. The work to develop the MELC framework for distributed computing applications has emerged as a promising way to meet current and future challenges in the distributed environment.

Approximate, Average, Dynamic Models of Uncontrolled Rectifiers for Aircraft Applications

To carry out stability and voltage regulation studies on more electric aircraft systems in which there is a preponderance of multi-pulse, rectifier-fed motor-drive equipment, average dynamic models of the rectifier converters are required. Existing methods are difficult to apply to anything other than single converters with a low pulse number. Therefore an efficient, compact method for deriving the approximate, linear, average model of 6- and 12-pulse rectifiers, based on the assumption of a small duration of the overlap angle is presented. The models are validated against detailed simulations and laboratory prototypes.

A soft-computing-based method for the automatic discovery of fuzzy rules in databases:uses for academic research and management support in marketing

The study here highlights the potential that analytical methods based on Knowledge Discovery in Databases (KDD) methodologies have to aid both the resolution of unstructured marketing/business problems and the process of scholarly knowledge discovery. The authors present and discuss the application of KDD in these situations prior to the presentation of an analytical method based on fuzzy logic and evolutionary algorithms, developed to analyze marketing databases and uncover relationships among variables. A detailed implementation on a pre-existing data set illustrates the method. © 2012 Published by Elsevier Inc.

EPiCS:engineering proprioception in computing systems

Modern compute systems continue to evolve towards increasingly complex, heterogeneous and distributed architectures. At the same time, functionality and performance are no longer the only aspects when developing applications for such systems, and additional concerns such as flexibility, power efficiency, resource usage, reliability and cost are becoming increasingly important. This does not only raise the question of how to efficiently develop applications for such systems, but also how to cope with dynamic changes in the application behaviour or the system environment. The EPiCS Project aims to address these aspects through exploring self-awareness and self-expression. Self-awareness allows systems and applications to gather and maintain information about their current state and environment, and reason about their behaviour. Self-expression enables systems to adapt their behaviour autonomously to changing conditions. Innovations in EPiCS are based on systematic integration of research in concepts and foundations, customisable hardware/software platforms and operating systems, and self-aware networking and middleware infrastructure. The developed technologies are validated in three application domains: computational finance, distributed smart cameras and interactive mobile media systems. © 2012 IEEE.

Moving on from nascent entrepreneurship:measuring cross-national differences in the transition to new business ownership

Nascent entrepreneurship and new business ownership are subsequent stages in the entrepreneurial process. We illustrate how information from the largest internationally harmonized database on entrepreneurship, the Global Entrepreneurship Monitor project, can be used to approximate the entrepreneurial process. We make a methodological contribution by computing the ratio of new business ownership to nascent entrepreneurship in a way that reflects the transition from nascent to new business ownership and provides cross-nationally comparable information on the efficiency of the entrepreneurial process for 48 countries. We report evidence for the validity of the transition ratio by benchmarking it against transition rates obtained from longitudinal studies and by correlating it with commonly used entrepreneurship indicators and macro-level economic indices. The transition ratio enables future cross-national research on the entrepreneurial process by providing a reliable and valid indicator for one key transition in this process. © 2012 Springer Science+Business Media New York.