Correlated Resource Models of Internet End Hosts

Understanding and modelling resources of Internet end hosts is essential for the design of desktop software and Internet-distributed applications. In this paper we develop a correlated resource model of Internet end hosts based on real trace data taken from the SETI@home project. This data covers a 5-year period with statistics for 2.7 million hosts. The resource model is based on statistical analysis of host computational power, memory, and storage as well as how these resources change over time and the correlations between them. We find that resources with few discrete values (core count, memory) are well modeled by exponential laws governing the change of relative resource quantities over time. Resources with a continuous range of values are well modeled with either correlated normal distributions (processor speed for integer operations and floating point operations) or log-normal distributions (available disk space). We validate and show the utility of the models by applying them to a resource allocation problem for Internet-distributed applications, and demonstrate their value over other models. We also make our trace data and tool for automatically generating realistic Internet end hosts publicly available

Simulation of gelled propellant doughs isothermal flow through extrusion dies using finite difference method

During the ram extrusion of gelled propellants, the possible flow instabilities can affect the extruded propellant quality. The numerical modelling helps to enhance the geometry of extrusion die, by minimizing the product distortion caused by material flow during this forming process. In the present work, a numerical model based on the finite difference method is proposed to analyze the flow simulation of double-base gelled propellant doughs through annular channels of extrusion dies. The proposed model implements the pseudo-plastic behavior described by these energetic materials. This model will be used to deduce the configuration of spider legs and annular channels that allow optimize the quality of extruded gelled propellant.The researchers acknowledge to the Spanish Ministry of Economy and Competitiveness and the European Commission their support throughout the ERDF (European Regional Development Fund) by the INNPACTO research project “Smart Propellants” (IPT-2011-0712-020000), involving EXPAL Systems S.A. and Universidad Politecnica de Cartagena (UPCT)

Automated financial multi-path GETS modelling

General-to-Specific (GETS) modelling has witnessed major advances over the last decade thanks to the automation of multi-path GETS specification search. However, several scholars have argued that the estimation complexity associated with financial models constitutes an obstacle to multi-path GETS modelling in finance. We provide a result with associated methods that overcome many of the problems, and develop a simple but general and flexible algorithm that automates financial multi-path GETS modelling. Starting from a general model where the mean specification can contain autoregressive (AR) terms and explanatory variables, and where the exponential variance specification can include log-ARCH terms, log-GARCH terms, asymmetry terms, Bernoulli jumps and other explanatory variables, the algorithm we propose returns parsimonious mean and variance specifications, and a fat-tailed distribution of the standardised error if normality is rejected. The finite sample properties of the methods and of the algorithm are studied by means of extensive Monte Carlo simulations, and two empirical applications suggest the methods and algorithm are very useful in practice

Modelling Self-similar Traffic Of Multiservice Networks

Simulation modelling is carried out, which allows adequate describing the traffic of multiservice networks with the commutation of packets with the characteristic of burstiness. One of the most effective methods for studying the traffic of telecommunications systems is computer simulation modelling. By using the theory of queuing systems (QS), computer simulation modelling of packet flows (traffic) in modern multi-service networks is performed as a random self-similar process. Distribution laws such as exponential, Poisson and normal-logarithmic distributions, Pareto and Weibull distributions have been considered.The distribution of time intervals between arrivals of packages and the service duration of service of packages at different system loads has been studied. The research results show that the distribution function of time intervals between packet arrivals and the service duration of packages is in good agreement with the Pareto and Weibull distributions, but in most cases the Pareto distribution prevails.The queuing systems with the queues M/Pa/1 and Pa/M/1 has been studied, and the fractality of the intervals of requests arriving have been compared by the properties of the estimates of the system load and the service duration. It has been found out that in the system Pa/M/1, with the parameter of the form a> 2, the fractality of the intervals of requests arriving does not affect the average waiting time and load factor. However, when ≤2, as in the M/Pa/1 system, both considered statistical estimates differ.The application of adequate mathematical models of traffic allows to correctly assess the characteristics of the quality of service (QoS) of the network

Stochastic RUL calculation enhanced with TDNN-based IGBT failure modeling

Power electronics are widely used in the transport and energy sectors. Hence, the reliability of these power electronic components is critical to reducing the maintenance cost of these assets. It is vital that the health of these components is monitored for increasing the safety and availability of a system. The aim of this paper is to develop a prognostic technique for estimating the remaining useful life (RUL) of power electronic components. There is a need for an efficient prognostic algorithm that is embeddable and able to support on-board real-time decision-making. A time delay neural network (TDNN) is used in the development of failure modes for an insulated gate bipolar transistor (IGBT). Initially, the time delay neural network is constructed from training IGBTs' ageing samples. A stochastic process is performed for the estimation results to compute the probability of the health state during the degradation process. The proposed TDNN fusion with a statistical approach benefits the probability distribution function by improving the accuracy of the results of the TDDN in RUL prediction. The RUL (i.e., mean and confidence bounds) is then calculated from the simulation of the estimated degradation states. The prognostic results are evaluated using root mean square error (RMSE) and relative accuracy (RA) prognostic evaluation metrics

A new distribution for robust least squares

A new distribution is introduced, which we call the twin-t distribution. This distribution is heavy-tailed like the t distribution, but closer to normality in the central part of the curve. Its properties are described, e.g. the pdf, the distribution function, moments, and random number generation. This distribution could have many applications, but here we focus on its use as an aid to robustness. We give examples of its application in robust regression and in curve fitting. Extensions such as skew and multivariate twin-t distributions, and a twin ofComment: 29 pages. 5 figures provided at the end of the pape

Research activities at the Institute of electrotechnology in the field of metallurgical melting processes

A wide range of industrial metallurgical melting processes are carried out using electrothermal and electromagnetic technologies. The application of electrotechnologies offers many advantages from technological, ecological and economical point of view. Although the technology level of the electromagnetic melting installations and processes used in the industry today is very high, there are still potentials for improvement and optimization. In this paper recent applications and future development trends for efficient use of electromagnetic processing technologies in metallurgical melting processes are described along selected examples which are part of the research activities of the Institute of Electrotechnology of the Leibniz University of Hannover

Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach

The file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI link. Open accessThis paper reports a new methodology and results on the forecast of the numerical value of the fat tail(s) in asset returns distributions using the irrational fractional Brownian motion model. Optimal model parameter values are obtained from fits to consecutive daily 2-year period returns of S&P500 index over [1950–2016], generating 33-time series estimations. Through an econometric model,the kurtosis of returns distributions is modelled as a function of these parameters. Subsequently an auto-regressive analysis on these parameters advances the modelling and forecasting of kurtosis and returns distributions, providing the accurate shape of returns distributions and measurement of Value at Risk