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

A promising method of automating management tasks in computing systems is to formulate them as control or optimization problems in terms of performance metrics For an online optimization scheme to be of practical value in a distributed setting, however, it must successfully tackle the curses of dimensionality and modeling This paper develops a hierarchical control framework to solve performance management problems in distributed computing systems operating in a data center Concepts from approximation theory are used to reduce the computational burden of controlling such large-scale systems The relevant approximations are made in the construction of the dynamical models to predict system behavior and in the solution of the associated control equations Using a dynamic resource-provisioning problem as a case study, we show that a computing system managed by the proposed control framework with approximation models realizes profit gains that are, in the best case, within 1% of a controller using an explicit model of the system

Approximation Modeling for the Online Performance Management of Distributed Computing Systems

Our everyday lives are impacted by the widespread adoption of wireless communication systems integral to residential, industrial, and commercial settings. Devices must be secure and reliable to support the emergence of large scale heterogeneous networks. Higher layer encryption techniques such as Wi-Fi Protected Access (WPA/WPA2) are vulnerable to threats, including even the latest WPA3 release. Physical layer security leverages existing components of the physical or PHY layer to provide a low-complexity solution appropriate for wireless devices. This work presents a PHY layer encryption technique based on frequency induction for Orthogonal Frequency Division Multiplexing (OFDM) signals to increase security against eavesdroppers. The secure transceiver consists of a key to frequency shift mapper, encryption module, and modified synchronizer for decryption. The system has been implemented on a Virtex-7 FPGA. The additional hardware overhead incurred on the Virtex-7 for both the transmitter and the receiver is low. Both simulation and hardware evaluation results demonstrate that the proposed system is capable of providing secure communication from an eavesdropper with no decrease in performance as compared with the baseline case of a standard OFDM transceiver. The techniques developed in this paper provide greater security to OFDM-based wireless communication systems.

Physical Layer Encryption for Wireless OFDM Communication Systems

As process technology continues to scale aggressively, circuit aging in a neuromorphic hardware due to negative bias temperature instability (NBTI) and time-dependent dielectric breakdown (TDDB) is becoming a critical reliability issue and is expected to proliferate when using non-volatile memory (NVM) for synaptic storage. This is because an NVM requires high voltage and current to access its synaptic weight, which further accelerates the circuit aging in a neuromorphic hardware. Current methods for qualifying reliability are overly conservative, since they estimate circuit aging considering worst-case operating conditions and unnecessarily constrain performance. This paper proposes RENEU, a reliability-oriented approach to map machine learning applications to neuromorphic hardware, with the aim of improving system-wide reliability without compromising key performance metrics such as execution time of these applications on the hardware. Fundamental to RENEU is a novel formulation of the aging of CMOS-based circuits in a neuromorphic hardware considering different failure mechanisms. Using this formulation, RENEU develops a system-wide reliability model which can be used inside a design-space exploration framework involving the mapping of neurons and synapses to the hardware. To this end, RENEU uses an instance of Particle Swarm Optimization (PSO) to generate mappings that are Pareto-optimal in terms of performance and reliability. We evaluate RENEU using different machine learning applications on a state-of-the-art neuromorphic hardware with NVM synapses. Our results demonstrate an average 38\% reduction in circuit aging, leading to an average 18% improvement in the lifetime of the hardware compared to current practices. RENEU only introduces a marginal performance overhead of 5% compared to a performance-oriented state-of-the-art.

Improving Dependability of Neuromorphic Computing With Non-Volatile Memory

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

Spiking Neural Networks (SNN) are an emerging computation model, which uses event-driven activation and bio-inspired learning algorithms. SNN-based machine-learning programs are typically executed on tile- based neuromorphic hardware platforms, where each tile consists of a computation unit called crossbar, which maps neurons and synapses of the program. However, synthesizing such programs on an off-the-shelf neuromorphic hardware is challenging. This is because of the inherent resource and latency limitations of the hardware, which impact both model performance, e.g., accuracy, and hardware performance, e.g., throughput. We propose DFSynthesizer, an end-to-end framework for synthesizing SNN-based machine learning programs to neuromorphic hardware. The proposed framework works in four steps. First, it analyzes a machine-learning program and generates SNN workload using representative data. Second, it partitions the SNN workload and generates clusters that fit on crossbars of the target neuromorphic hardware. Third, it exploits the rich semantics of Synchronous Dataflow Graph (SDFG) to represent a clustered SNN program, allowing for performance analysis in terms of key hardware constraints such as number of crossbars, dimension of each crossbar, buffer space on tiles, and tile communication bandwidth. Finally, it uses a novel scheduling algorithm to execute clusters on crossbars of the hardware, guaranteeing hardware performance. We evaluate DFSynthesizer with 10 commonly used machine-learning programs. Our results demonstrate that DFSynthesizer provides much tighter performance guarantee compared to current mapping approaches.

Nagarajan Kandasamy

Papers

Approximation Modeling for the Online Performance Management of Distributed Computing Systems

Physical Layer Encryption for Wireless OFDM Communication Systems

Improving Dependability of Neuromorphic Computing With Non-Volatile Memory

A self-managing wide-area data streaming service

DFSynthesizer: Dataflow-based Synthesis of Spiking Neural Networks to Neuromorphic Hardware