Score-Driven Time Series Models

The construction of score-driven filters for nonlinear time series models is described and it is shown how they apply over a wide range of disciplines. Their theoretical and practical advantages over other methods are highlighted. Topics covered include robust time series modeling, conditional heteroscedasticity, count data, dynamic correlation and association, censoring, circular data and switching regimes

Comparing MapReduce and pipeline implementations for counting triangles

A common method to define a parallel solution for a computational problem consists in finding a way to use the Divide and Conquer paradigm in order to have processors acting on its own data and scheduled in a parallel fashion. MapReduce is a programming model that follows this paradigm, and allows for the definition of efficient solutions by both decomposing a problem into steps on subsets of the input data and combining the results of each step to produce final results. Albeit used for the implementation of a wide variety of computational problems, MapReduce performance can be negatively affected whenever the replication factor grows or the size of the input is larger than the resources available at each processor. In this paper we show an alternative approach to implement the Divide and Conquer paradigm, named dynamic pipeline. The main features of dynamic pipelines are illustrated on a parallel implementation of the well-known problem of counting triangles in a graph. This problem is especially interesting either when the input graph does not fit in memory or is dynamically generated. To evaluate the properties of pipeline, a dynamic pipeline of processes and an ad-hoc version of MapReduce are implemented in the language Go, exploiting its ability to deal with channels and spawned processes. An empirical evaluation is conducted on graphs of different topologies, sizes, and densities. Observed results suggest that dynamic pipelines allows for an efficient implementation of the problem of counting triangles in a graph, particularly, in dense and large graphs, drastically reducing the execution time with respect to the MapReduce implementation.Peer ReviewedPostprint (published version

ElfStore: A Resilient Data Storage Service for Federated Edge and Fog Resources

Edge and fog computing have grown popular as IoT deployments become wide-spread. While application composition and scheduling on such resources are being explored, there exists a gap in a distributed data storage service on the edge and fog layer, instead depending solely on the cloud for data persistence. Such a service should reliably store and manage data on fog and edge devices, even in the presence of failures, and offer transparent discovery and access to data for use by edge computing applications. Here, we present Elfstore, a first-of-its-kind edge-local federated store for streams of data blocks. It uses reliable fog devices as a super-peer overlay to monitor the edge resources, offers federated metadata indexing using Bloom filters, locates data within 2-hops, and maintains approximate global statistics about the reliability and storage capacity of edges. Edges host the actual data blocks, and we use a unique differential replication scheme to select edges on which to replicate blocks, to guarantee a minimum reliability and to balance storage utilization. Our experiments on two IoT virtual deployments with 20 and 272 devices show that ElfStore has low overheads, is bound only by the network bandwidth, has scalable performance, and offers tunable resilience.Comment: 24 pages, 14 figures, To appear in IEEE International Conference on Web Services (ICWS), Milan, Italy, 201

Investigating reciprocity failure in 1.7-micron cut-off HgCdTe detectors

Flux dependent non-linearity (reciprocity failure) in HgCdTe NIR detectors with 1.7 micron cut-off was investigated. A dedicated test station was designed and built to measure reciprocity failure over the full dynamic range of near infrared detectors. For flux levels between 1 and 100,000 photons/sec a limiting sensitivity to reciprocity failure of 0.3%/decade was achieved. First measurements on several engineering grade 1.7 micron cut-off HgCdTe detectors show a wide range of reciprocity failure, from less than 0.5%/decade to about 10%/decade. For at least two of the tested detectors, significant spatial variation in the effect was observed. No indication for wavelength dependency was found. The origin of reciprocity failure is currently not well understood. In this paper we present details of our experimental set-up and show the results of measurements for several detectors.Comment: 11 pages, 10 figures, to appear in " Astronomical Telescopes and Instrumentation: High Energy, Optical, and Infrared Detectors for Astronomy IV", Proceedings of SPIE Vol. 774

Exploring user and system requirements of linked data visualization through a visual dashboard approach

One of the open problems in SemanticWeb research is which tools should be provided to users to explore linked data. This is even more urgent now that massive amount of linked data is being released by governments worldwide. The development of single dedicated visualization applications is increasing, but the problem of exploring unknown linked data to gain a good understanding of what is contained is still open. An effective generic solution must take into account the user’s point of view, their tasks and interaction, as well as the system’s capabilities and the technical constraints the technology imposes. This paper is a first step in understanding the implications of both, user and system by evaluating our dashboard-based approach. Though we observe a high user acceptance of the dashboard approach, our paper also highlights technical challenges arising out of complexities involving current infrastructure that need to be addressed while visualising linked data. In light of the findings, guidelines for the development of linked data visualization (and manipulation) are provided