In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily with modelling economic and social time series, and with addressing the special problems which the treatment of such series poses. The properties of the models and the methodological techniques used to select them are illustrated with various applications. These range from the modellling of trends and cycles in US macroeconomic time series to to an evaluation of the effects of seat belt legislation in the UK.

Forecasting, Structural Time Series Models and the Kalman Filter

https://beloglazov.info/papers/2011-energy-aware-fgcs.pdf

Energy-aware resource allocation heuristics for efficient management of data centers for Cloud computing

An iterative algorithm, based on recent work in compressive sensing, is developed for volume image reconstruction from a circular cone-beam scan. The algorithm minimizes the total variation (TV) of the image subject to the constraint that the estimated projection data is within a specified tolerance of the available data and that the values of the volume image are non-negative. The constraints are enforced by the use of projection onto convex sets (POCS) and the TV objective is minimized by steepest descent with an adaptive step-size. The algorithm is referred to as adaptive-steepest-descent-POCS (ASD-POCS). It appears to be robust against cone-beam artifacts, and may be particularly useful when the angular range is limited or when the angular sampling rate is low. The ASD-POCS algorithm is tested with the Defrise disk and jaw computerized phantoms. Some comparisons are performed with the POCS and expectation-maximization (EM) algorithms. Although the algorithm is presented in the context of circular cone-beam image reconstruction, it can also be applied to scanning geometries involving other x-ray source trajectories.

/pdf/image-reconstruction-in-circular-cone-beam-computed-4wndbkpv6w.pdf

Image reconstruction in circular cone-beam computed tomography by constrained, total-variation minimization

The rapid growth in demand for computational power driven by modern service applications combined with the shift to the Cloud computing model have led to the establishment of large-scale virtualized data centers. Such data centers consume enormous amounts of electrical energy resulting in high operating costs and carbon dioxide emissions. Dynamic consolidation of virtual machines (VMs) using live migration and switching idle nodes to the sleep mode allows Cloud providers to optimize resource usage and reduce energy consumption. However, the obligation of providing high quality of service to customers leads to the necessity in dealing with the energy-performance trade-off, as aggressive consolidation may lead to performance degradation. Because of the variability of workloads experienced by modern applications, the VM placement should be optimized continuously in an online manner. To understand the implications of the online nature of the problem, we conduct a competitive analysis and prove competitive ratios of optimal online deterministic algorithms for the single VM migration and dynamic VM consolidation problems. Furthermore, we propose novel adaptive heuristics for dynamic consolidation of VMs based on an analysis of historical data from the resource usage by VMs. The proposed algorithms significantly reduce energy consumption, while ensuring a high level of adherence to the service level agreement. We validate the high efficiency of the proposed algorithms by extensive simulations using real-world workload traces from more than a thousand PlanetLab VMs. Copyright © 2011 John Wiley & Sons, Ltd.

Optimal online deterministic algorithms and adaptive heuristics for energy and performance efficient dynamic consolidation of virtual machines in Cloud data centers

Software systems dealing with distributed applications in changing environments normally require human supervision to continue operation in all conditions. These (re-)configuring, troubleshooting, and in general maintenance tasks lead to costly and time-consuming procedures during the operating phase. These problems are primarily due to the open-loop structure often followed in software development. Therefore, there is a high demand for management complexity reduction, management automation, robustness, and achieving all of the desired quality requirements within a reasonable cost and time range during operation. Self-adaptive software is a response to these demands; it is a closed-loop system with a feedback loop aiming to adjust itself to changes during its operation. These changes may stem from the software system's self (internal causes, e.g., failure) or context (external events, e.g., increasing requests from users). Such a system is required to monitor itself and its context, detect significant changes, decide how to react, and act to execute such decisions. These processes depend on adaptation properties (called self-a properties), domain characteristics (context information or models), and preferences of stakeholders. Noting these requirements, it is widely believed that new models and frameworks are needed to design self-adaptive software. This survey article presents a taxonomy, based on concerns of adaptation, that is, how, what, when and where, towards providing a unified view of this emerging area. Moreover, as adaptive systems are encountered in many disciplines, it is imperative to learn from the theories and models developed in these other areas. This survey article presents a landscape of research in self-adaptive software by highlighting relevant disciplines and some prominent research projects. This landscape helps to identify the underlying research gaps and elaborates on the corresponding challenges.

/pdf/self-adaptive-software-landscape-and-research-challenges-4rt6vhdmq2.pdf

Self-adaptive software: Landscape and research challenges

Efficient and robust data streaming services are a critical requirement of emerging Grid applications, which are based on seamless interactions and coupling between geographically distributed application components. Furthermore the dynamism of Grid environments and applications requires that these services be able to continually manage and optimize their operation based on system state and application requirements. This paper presents a design and implementation of such a self-managing data-streaming service based on online control strategies. A Grid-based fusion workflow scenario is used to evaluate the service and demonstrate its feasibility and performance.

A Self-Managing Wide-Area Data Streaming Service using Model-based Online Control

The design of many-core neuromorphic hardware is getting more and more complex as these systems are expected to execute large machine learning models. To deal with the design complexity, a predictable design flow is needed to guarantee real-time performance such as latency and throughput without significantly increasing the buffer requirement of computing cores. Synchronous Data Flow Graphs (SDFGs) are used for predictable mapping of streaming applications to multiprocessor systems. We propose an SDFG-based design flow for mapping spiking neural networks (SNNs) to many-core neuromorphic hardware with the objective of exploring the tradeoff between throughput and buffer size. The proposed design flow integrates an iterative partitioning approach, based on Kernighan-Lin graph partitioning heuristic, creating SNN clusters such that each cluster can be mapped to a core of the hardware. The partitioning approach minimizes the inter-cluster spike communication, which improves latency on the shared interconnect of the hardware. Next, the design flow maps clusters to cores using an instance of the Particle Swarm Optimization (PSO), an evolutionary algorithm, exploring the design space of throughput and buffer size. Pareto optimal mappings are retained from the design flow, allowing system designers to select a Pareto mapping that satisfies throughput and buffer size requirements of the design. We evaluated the design flow using five large-scale convolutional neural network (CNN) models. Results demonstrate 63% higher maximum throughput and 10% lower buffer size requirement compared to state-of-the-art dataflow-based mapping solutions.

A Design Flow for Mapping Spiking Neural Networks to Many-Core Neuromorphic Hardware

There is growing incentive to reduce the power consumed by data centers. Virtualization is a promising approach to consolidating multiple online services onto a smaller number of computing resources. By dynamically provisioning virtual machines, consolidating the workload, and turning servers on and off as needed, data center operators can maintain desired service-level agreements with end users while achieving higher server utilization and energy efficiency. This paper proposes a distributed cooperative control framework for the power and performance management of virtualized computing environments, and presents some preliminary results aimed at establishing the feasibility of this approach.

A distributed control framework for performance management of virtualized computing environments: some preliminary results

A Control-Based Approach to Autonomic Performance Management in Computing Systems

With growing model complexity, mapping Spiking Neural Network (SNN)-based applications to tile-based neuromorphic hardware is becoming increasingly challenging. This is because the synaptic storage resources on a tile, viz. a crossbar, can accommodate only a fixed number of pre-synaptic connections per post-synaptic neuron. For complex SNN models that have many pre-synaptic connections per neuron, some connections may need to be pruned after training to fit onto the tile resources, leading to a loss in model quality, e.g., accuracy. In this work, we propose a novel unrolling technique that decomposes a neuron function with many pre-synaptic connections into a sequence of homogeneous neural units, where each neural unit is a function computation node, with two pre-synaptic connections. This spatial decomposition technique significantly improves crossbar utilization and retains all pre-synaptic connections, resulting in no loss of the model quality derived from connection pruning. We integrate the proposed technique within an existing SNN mapping framework and evaluate it using machine learning applications on the DYNAP-SE state-of-the-art neuromorphic hardware. Our results demonstrate an average 60% lower crossbar requirement, 9x higher synapse utilization, 62% lower wasted energy on the hardware, and between 0.8% and 4.6% increase in model quality.

Nagarajan Kandasamy

Papers

A Self-Managing Wide-Area Data Streaming Service using Model-based Online Control

A Design Flow for Mapping Spiking Neural Networks to Many-Core Neuromorphic Hardware

A distributed control framework for performance management of virtualized computing environments: some preliminary results

A Control-Based Approach to Autonomic Performance Management in Computing Systems

Enabling Resource-Aware Mapping of Spiking Neural Networks via Spatial Decomposition