On Lempel-Ziv complexity of sequences

We derive recurrences for counting the number a(n, r) of sequences of length n with Lempel-Ziv complexity r, which has important applications, for instance testing randomness of binary sequences. We also give algorithms to compute these recurrences. We employed these algorithms to compute a(n, r) and expected value. EPn, of number of patterns of a sequence of length n, for relatively large n. We offer a randomness test based on the algorithms to be used for testing randomness of binary sequences. We give outputs of the algorithms for some n. We also provide results of the proposed test applied to the outputs of contestant stream ciphers of ECRYPT's eSTREAM. © Springer-Verlag Berlin Heidelberg 2006

Maximum Entropy Production Principle for Stock Returns

In our previous studies we have investigated the structural complexity of time series describing stock returns on New York's and Warsaw's stock exchanges, by employing two estimators of Shannon's entropy rate based on Lempel-Ziv and Context Tree Weighting algorithms, which were originally used for data compression. Such structural complexity of the time series describing logarithmic stock returns can be used as a measure of the inherent (model-free) predictability of the underlying price formation processes, testing the Efficient-Market Hypothesis in practice. We have also correlated the estimated predictability with the profitability of standard trading algorithms, and found that these do not use the structure inherent in the stock returns to any significant degree. To find a way to use the structural complexity of the stock returns for the purpose of predictions we propose the Maximum Entropy Production Principle as applied to stock returns, and test it on the two mentioned markets, inquiring into whether it is possible to enhance prediction of stock returns based on the structural complexity of these and the mentioned principle.Comment: 14 pages, 5 figure

An SVM-Based classifier for estimating the state of various rotating components in agro-industrial machinery with a vibration signal acquired from a single point on the machine chassis

The goal of this article is to assess the feasibility of estimating the state of various rotating components in agro-industrial machinery by employing just one vibration signal acquired from a single point on the machine chassis. To do so, a Support Vector Machine (SVM)-based system is employed. Experimental tests evaluated this system by acquiring vibration data from a single point of an agricultural harvester, while varying several of its working conditions. The whole process included two major steps. Initially, the vibration data were preprocessed through twelve feature extraction algorithms, after which the Exhaustive Search method selected the most suitable features. Secondly, the SVM-based system accuracy was evaluated by using Leave-One-Out cross-validation, with the selected features as the input data. The results of this study provide evidence that (i) accurate estimation of the status of various rotating components in agro-industrial machinery is possible by processing the vibration signal acquired from a single point on the machine structure; (ii) the vibration signal can be acquired with a uniaxial accelerometer, the orientation of which does not significantly affect the classification accuracy; and, (iii) when using an SVM classifier, an 85% mean cross-validation accuracy can be reached, which only requires a maximum of seven features as its input, and no significant improvements are noted between the use of either nonlinear or linear kernels

Análisis de vibraciones mecánicas mediante un clasificador basado en SVM para el mantenimiento predictivo de máquinas: aplicación en una cosechadora agrícola

En este proyecto se presenta un método de estimación del estado de los componentes rotantes en maquinaria agro-industrial, empleando señales de vibración adquiridas de un único punto del chasis. El objetivo de este trabajo es doble: (i) valorar la viabilidad de detectar algunos de los estados mecánicos de los componentes rotantes en maquinaria agro-industrial empleando un único acelerómetro situado en el chasis de la máquina, y (ii) proponer un sistema clasificador para ese propósito y evaluar su rendimiento. Como objetivo secundario, se extraerán las características más apropiadas, dentro de aquellas contempladas en este estudio, para ser empleadas en esta aplicación concreta de análisis de señales de vibración.Departamento de Teoría de la Señal y Comunicaciones e Ingeniería TelemáticaMáster en Investigación en Tecnologías de la Información y las Comunicacione

n-Subword Complexity Measure of DNA Sequences

String complexity has many definitions: Kolmogorov complexity [30]; Lempel-Ziv complexity [14] [27]; Linguistic complexity [42], Subword complexity [10] etc. In this thesis we will consider the n-subword complexity studied in [2] and [13]. The n-subword complexity Pw(n) of a genomic sequence w was defined in [13] as the number of distinct factors (subwords) of length n that occur in w. In [2] a new measure called the n-subword deficit was defined as the difference between the number of subwords of length n of a genomic sequence w and of a random genomic sequence of the same length. This definition was applied to short sequences (2000 base pairs). In this thesis, we will expand this definition to be applied, in addition to short sequences, also to very long sequences (from 100 base pairs to 200,000 base pairs). The aim of our work is to answer the following questions: 1. Do biological sequences show an n-subword deficit, and is their n- subword deficit length dependent? 2. Is the n-subword deficit gene specific? 3. Is the n-subword deficit genome specific? Our results indicate that the answers to questions 1 — 3 appears to be Yes, No, and No respectively. Moreover, it was found that the insects Apis mellifera and Drosophila melanogaster have genomes with the lowest maximal n-subword deficit value among other genomes in all experiments that have been conducted

Analysis of the Statistical Independence of the NIST SP 800-22 Randomness Tests

Trabajo de Fin de Grado en Ingeniería Informática, Facultad de Informática UCM, Departamento de Ingeniería del Software e Inteligencia Artificial, Curso 2020/2021.Uno de los aspectos críticos de la comunicación encriptada consiste en la buena generación de números aleatorios, tanto para usarlos directamente como cifrado como para poder inicializar otros métodos de encriptación. No obstante, medir un concepto como la aleatoriedad no es una tarea sencilla. Para tratar de solucionar este problema, se usa la inferencia estadística. Mediante test de hipótesis, se trata de buscar debilidades en una secuencia, que permitan rechazar la hipótesis de que esa secuencia es aleatoria. Para que estos test nos aporten información real sobre la secuencia, deben ser independientes entre sí. Hemos realizado un experimento con una gran cantidad de datos para determinar si la batería de test de aleatoriedad más ampliamente utilizada, la NIST SP 800-22, realmente cumple, tal como dice cumplir, con la independencia de sus test. Hemos analizado los datos para ver qué test aportan más información, y cuáles pueden ser redundantes. Además,hemos puesto a prueba otros tipos de debilidades en la batería.One of the most critical aspects of encrypted communications consists on properly generating random numbers, either for straight use as a cipher or else to initialise other encryption algorithms. Nonetheless, assessing randomness is no easy task. In order to tackle this problem, statistical inference is used. Vulnerabilities of randomness are sought in sequences by means of hypothesis tests, through which the hypothesis that the sequence is random can be rejected. For these tests to yield real information on the sequence, the tests cannot be redundant, and should be independent. We have carried out an experiment with a big amount of data in order to assess whether the most widely used randomness tests battery, National Institute of Standards and Technology (NIST) Special Publication (SP) 800-22, really has independent tests, as the organisation claims to have. We have analysed the data to determine which tests offer more information, and which are redundant. Besides, we have tested for other flaws in the battery.Depto. de Ingeniería de Software e Inteligencia Artificial (ISIA)Fac. de InformáticaTRUEunpu

Mecanismos dinâmicos de segurança para redes softwarizadas e virtualizadas

The relationship between attackers and defenders has traditionally been asymmetric, with attackers having time as an upper hand to devise an exploit that compromises the defender. The push towards the Cloudification of the world makes matters more challenging, as it lowers the cost of an attack, with a de facto standardization on a set of protocols. The discovery of a vulnerability now has a broader impact on various verticals (business use cases), while previously, some were in a segregated protocol stack requiring independent vulnerability research. Furthermore, defining a perimeter within a cloudified system is non-trivial, whereas before, the dedicated equipment already created a perimeter. This proposal takes the newer technologies of network softwarization and virtualization, both Cloud-enablers, to create new dynamic security mechanisms that address this asymmetric relationship using novel Moving Target Defense (MTD) approaches. The effective use of the exploration space, combined with the reconfiguration capabilities of frameworks like Network Function Virtualization (NFV) and Management and Orchestration (MANO), should allow for adjusting defense levels dynamically to achieve the required security as defined by the currently acceptable risk. The optimization tasks and integration tasks of this thesis explore these concepts. Furthermore, the proposed novel mechanisms were evaluated in real-world use cases, such as 5G networks or other Network Slicing enabled infrastructures.A relação entre atacantes e defensores tem sido tradicionalmente assimétrica, com os atacantes a terem o tempo como vantagem para conceberem uma exploração que comprometa o defensor. O impulso para a Cloudificação do mundo torna a situação mais desafiante, pois reduz o custo de um ataque, com uma padronização de facto sobre um conjunto de protocolos. A descoberta de uma vulnerabilidade tem agora um impacto mais amplo em várias verticais (casos de uso empresarial), enquanto anteriormente, alguns estavam numa pilha de protocolos segregados que exigiam uma investigação independente das suas vulnerabilidades. Além disso, a definição de um perímetro dentro de um sistema Cloud não é trivial, enquanto antes, o equipamento dedicado já criava um perímetro. Esta proposta toma as mais recentes tecnologias de softwarização e virtualização da rede, ambas facilitadoras da Cloud, para criar novos mecanismos dinâmicos de segurança que incidem sobre esta relação assimétrica utilizando novas abordagens de Moving Target Defense (MTD). A utilização eficaz do espaço de exploração, combinada com as capacidades de reconfiguração de frameworks como Network Function Virtualization (NFV) e Management and Orchestration (MANO), deverá permitir ajustar dinamicamente os níveis de defesa para alcançar a segurança necessária, tal como definida pelo risco actualmente aceitável. As tarefas de optimização e de integração desta tese exploram estes conceitos. Além disso, os novos mecanismos propostos foram avaliados em casos de utilização no mundo real, tais como redes 5G ou outras infraestruturas de Network Slicing.Programa Doutoral em Engenharia Informátic

On Lempel-Ziv complexity of sequences

We derive recurrences for counting the number a(n, r) of sequences of length n with Lempel-Ziv complexity r, which has important applications, for instance testing randomness of binary sequences. We also give algorithms to compute these recurrences. We employed these algorithms to compute a(n, r) and expected value, EPn, of number of patterns of a sequence of length n, for relatively large n. We offer a randomness test based on the algorithms to be used for testing randomness of binary sequences. We give outputs of the algorithms for some n. We also provide results of the proposed test applied to the outputs of contestant stream ciphers of ECRYPT's eSTREAM