80,733 research outputs found
S+Net: extending functional coordination with extra-functional semantics
This technical report introduces S+Net, a compositional coordination language
for streaming networks with extra-functional semantics. Compositionality
simplifies the specification of complex parallel and distributed applications;
extra-functional semantics allow the application designer to reason about and
control resource usage, performance and fault handling. The key feature of
S+Net is that functional and extra-functional semantics are defined
orthogonally from each other. S+Net can be seen as a simultaneous
simplification and extension of the existing coordination language S-Net, that
gives control of extra-functional behavior to the S-Net programmer. S+Net can
also be seen as a transitional research step between S-Net and AstraKahn,
another coordination language currently being designed at the University of
Hertfordshire. In contrast with AstraKahn which constitutes a re-design from
the ground up, S+Net preserves the basic operational semantics of S-Net and
thus provides an incremental introduction of extra-functional control in an
existing language.Comment: 34 pages, 11 figures, 3 table
Dynamic dependence networks: Financial time series forecasting and portfolio decisions (with discussion)
We discuss Bayesian forecasting of increasingly high-dimensional time series,
a key area of application of stochastic dynamic models in the financial
industry and allied areas of business. Novel state-space models characterizing
sparse patterns of dependence among multiple time series extend existing
multivariate volatility models to enable scaling to higher numbers of
individual time series. The theory of these "dynamic dependence network" models
shows how the individual series can be "decoupled" for sequential analysis, and
then "recoupled" for applied forecasting and decision analysis. Decoupling
allows fast, efficient analysis of each of the series in individual univariate
models that are linked-- for later recoupling-- through a theoretical
multivariate volatility structure defined by a sparse underlying graphical
model. Computational advances are especially significant in connection with
model uncertainty about the sparsity patterns among series that define this
graphical model; Bayesian model averaging using discounting of historical
information builds substantially on this computational advance. An extensive,
detailed case study showcases the use of these models, and the improvements in
forecasting and financial portfolio investment decisions that are achievable.
Using a long series of daily international currency, stock indices and
commodity prices, the case study includes evaluations of multi-day forecasts
and Bayesian portfolio analysis with a variety of practical utility functions,
as well as comparisons against commodity trading advisor benchmarks.Comment: 31 pages, 9 figures, 3 table
Analysis and design of multiagent systems using MAS-CommonKADS
This article proposes an agent-oriented methodology called MAS-CommonKADS and develops a case study. This methodology extends the knowledge engineering methodology CommonKADSwith techniquesfrom objectoriented and protocol engineering methodologies. The methodology consists of the development of seven models: Agent Model, that describes the characteristics of each agent; Task Model, that describes the tasks that the agents carry out; Expertise Model, that describes the knowledge needed by the agents to achieve their goals; Organisation Model, that describes the structural relationships between agents (software agents and/or human agents); Coordination Model, that describes the dynamic relationships between software agents; Communication Model, that describes the dynamic relationships between human agents and their respective personal assistant software agents; and Design Model, that refines the previous models and determines the most suitable agent architecture for each agent, and the requirements of the agent network
A Taxonomy of Workflow Management Systems for Grid Computing
With the advent of Grid and application technologies, scientists and
engineers are building more and more complex applications to manage and process
large data sets, and execute scientific experiments on distributed resources.
Such application scenarios require means for composing and executing complex
workflows. Therefore, many efforts have been made towards the development of
workflow management systems for Grid computing. In this paper, we propose a
taxonomy that characterizes and classifies various approaches for building and
executing workflows on Grids. We also survey several representative Grid
workflow systems developed by various projects world-wide to demonstrate the
comprehensiveness of the taxonomy. The taxonomy not only highlights the design
and engineering similarities and differences of state-of-the-art in Grid
workflow systems, but also identifies the areas that need further research.Comment: 29 pages, 15 figure
Joint Structure Learning of Multiple Non-Exchangeable Networks
Several methods have recently been developed for joint structure learning of
multiple (related) graphical models or networks. These methods treat individual
networks as exchangeable, such that each pair of networks are equally
encouraged to have similar structures. However, in many practical applications,
exchangeability in this sense may not hold, as some pairs of networks may be
more closely related than others, for example due to group and sub-group
structure in the data. Here we present a novel Bayesian formulation that
generalises joint structure learning beyond the exchangeable case. In addition
to a general framework for joint learning, we (i) provide a novel default prior
over the joint structure space that requires no user input; (ii) allow for
latent networks; (iii) give an efficient, exact algorithm for the case of time
series data and dynamic Bayesian networks. We present empirical results on
non-exchangeable populations, including a real data example from biology, where
cell-line-specific networks are related according to genomic features.Comment: To appear in Proceedings of the Seventeenth International Conference
on Artificial Intelligence and Statistics (AISTATS
Ten virtues of structured graphs
This paper extends the invited talk by the first author about the virtues
of structured graphs. The motivation behind the talk and this paper relies on our
experience on the development of ADR, a formal approach for the design of styleconformant,
reconfigurable software systems. ADR is based on hierarchical graphs
with interfaces and it has been conceived in the attempt of reconciling software architectures
and process calculi by means of graphical methods. We have tried to
write an ADR agnostic paper where we raise some drawbacks of flat, unstructured
graphs for the design and analysis of software systems and we argue that hierarchical,
structured graphs can alleviate such drawbacks
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