Identifiability of flow distributions from link measurements with applications to computer networks

We study the problem of identifiability of distributions of flows on a graph from aggregate measurements collected on its edges. This is a canonical example of a statistical inverse problem motivated by recent developments in computer networks. In this paper (i) we introduce a number of models for multi-modal data that capture their spatio-temporal correlation, (ii) provide sufficient conditions for the identifiability of nth order cumulants and also for a special class of heavy tailed distributions. Further, we investigate conditions on network routing for the flows that prove sufficient for identifiability of their distributions (up to mean). Finally, we extend our results to directed acyclic graphs and discuss some open problems.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/58107/2/ip7_5_004.pd

The impact of macroeconomic leading indicators on inventory management

Forecasting tactical sales is important for long term decisions such as procurement and informing lower level inventory management decisions. Macroeconomic indicators have been shown to improve the forecast accuracy at tactical level, as these indicators can provide early warnings of changing markets while at the same time tactical sales are sufficiently aggregated to facilitate the identification of useful leading indicators. Past research has shown that we can achieve significant gains by incorporating such information. However, at lower levels, that inventory decisions are taken, this is often not feasible due to the level of noise in the data. To take advantage of macroeconomic leading indicators at this level we need to translate the tactical forecasts into operational level ones. In this research we investigate how to best assimilate top level forecasts that incorporate such exogenous information with bottom level (at Stock Keeping Unit level) extrapolative forecasts. The aim is to demonstrate whether incorporating these variables has a positive impact on bottom level planning and eventually inventory levels. We construct appropriate hierarchies of sales and use that structure to reconcile the forecasts, and in turn the different available information, across levels. We are interested both at the point forecast and the prediction intervals, as the latter inform safety stock decisions. Therefore the contribution of this research is twofold. We investigate the usefulness of macroeconomic leading indicators for SKU level forecasts and alternative ways to estimate the variance of hierarchically reconciled forecasts. We provide evidence using a real case study

Investigation of delay jitter of heterogeneous traffic in broadband networks

Scope and Methodology of Study: A critical challenge for both wired and wireless networking vendors and carrier companies is to be able to accurately estimate the quality of service (QoS) that will be provided based on the network architecture, router/switch topology, and protocol applied. As a result, this thesis focuses on the theoretical analysis of QoS parameters in term of inter-arrival jitter in differentiated services networks by deploying analytic/mathematical modeling technique and queueing theory, where the analytic model is expressed in terms of a set of equations that can be solved to yield the desired delay jitter parameter. In wireless networks with homogeneous traffic, the effects on the delay jitter in reference to the priority control scheme of the ARQ traffic for the two cases of: 1) the ARQ traffic has a priority over the original transmission traffic; and 2) the ARQ traffic has no priority over the original transmission traffic are evaluated. In wired broadband networks with heterogeneous traffic, the jitter analysis is conducted and the algorithm to control its effect is also developed.Findings and Conclusions: First, the results show that high priority packets always maintain the minimum inter-arrival jitter, which will not be affected even in heavy load situation. Second, the Gaussian traffic modeling is applied using the MVA approach to conduct the queue length analysis, and then the jitter analysis in heterogeneous broadband networks is investigated. While for wireless networks with homogeneous traffic, binomial distribution is used to conduct the queue length analysis, which is sufficient and relatively easy compared to heterogeneous traffic. Third, develop a service discipline called the tagged stream adaptive distortion-reducing peak output-rate enforcing to control and avoid the delay jitter increases without bound in heterogeneous broadband networks. Finally, through the analysis provided, the differential services, was proved not only viable, but also effective to control delay jitter. The analytic models that serve as guidelines to assist network system designers in controlling the QoS requested by customer in term of delay jitter

Quality of service analysis of internet links with minimal information

Tesis doctoral inédita. Universidad Autónoma de Madrid, Escuela Politécnica Superior, julio de 201

Principal Component Neural Networks for Modeling, Prediction, and Optimization of Hot Mix Asphalt Dynamics Modulus

The dynamic modulus of hot mix asphalt (HMA) is a fundamental material property that defines the stress-strain relationship based on viscoelastic principles and is a function of HMA properties, loading rate, and temperature. Because of the large number of efficacious predictors (factors) and their nonlinear interrelationships, developing predictive models for dynamic modulus can be a challenging task. In this research, results obtained from a series of laboratory tests including mixture dynamic modulus, aggregate gradation, dynamic shear rheometer (on asphalt binder), and mixture volumetric are used to create a database. The created database is used to develop a model for estimating the dynamic modulus. First, the highly correlated predictor variables are detected, then Principal Component Analysis (PCA) is used to first reduce the problem dimensionality, then to produce a set of orthogonal pseudo-inputs from which two separate predictive models were developed using linear regression analysis and Artificial Neural Networks (ANN). These models are compared to existing predictive models using both statistical analysis and Receiver Operating Characteristic (ROC) Analysis. Empirically-based predictive models can behave differently outside of the convex hull of their input variables space, and it is very risky to use them outside of their input space, so this is not common practice of design engineers. To prevent extrapolation, an input hyper-space is added as a constraint to the model. To demonstrate an application of the proposed framework, it was used to solve design-based optimization problems, in two of which optimal and inverse design are presented and solved using a mean-variance mapping optimization algorithm. The design parameters satisfy the current design specifications of asphalt pavement and can be used as a first step in solving real-life design problems