Analysis, classification and comparison of scheduling techniques for software transactional memories

Transactional Memory (TM) is a practical programming paradigm for developing concurrent applications. Performance is a critical factor for TM implementations, and various studies demonstrated that specialised transaction/thread scheduling support is essential for implementing performance-effective TM systems. After one decade of research, this article reviews the wide variety of scheduling techniques proposed for Software Transactional Memories. Based on peculiarities and differences of the adopted scheduling strategies, we propose a classification of the existing techniques, and we discuss the specific characteristics of each technique. Also, we analyse the results of previous evaluation and comparison studies, and we present the results of a new experimental study encompassing techniques based on different scheduling strategies. Finally, we identify potential strengths and weaknesses of the different techniques, as well as the issues that require to be further investigated

Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach

Recent studies have showed that it is troublesome, in practice, to distinguish between long memory and nonlinear processes. Therefore, it is of obvious interest to try to capture both features of long memory and non-linearity into a single time series model to be able to assess their relative importance. In this paper we put forward such a model, where we combine the features of long memory and Markov nonlinearity. A Markov Chain Monte Carlo algorithm is proposed to estimate the model and evaluate its forecasting performance using Bayesian predictive densities. The resulting forecasts are a significant improvement over those obtained by the linear long memory and Markov switching models.Markov-Switching models, Bootstrap, Gibbs Sampling

Granger-causality in Markov Switching Models

In this paper we propose a new parametrisation of transition probabilities that allows us to characterize and test Granger-causality in Markov switching models by means of an appropriate specification of the transition matrix. Test for independence are also provided. We illustrate our methodology with an empirical application. In particular, we investigate the causality and interdependence between financial and economic cycles using a bivariate Markov switching model. When applied to U.S. data, we find that financial variables are useful for forecasting the direction of aggregate economic activity, and vice versa.Granger Causality, Markov Chains, Switching Models

Bootstrap LR tests of stationarity, common trends and cointegration

The paper considers likelihood ratio (LR) tests of stationarity, common trends and cointegration for multivariate time series. As the distribution of these tests is not known, a bootstrap version is proposed via a state space representation. The bootstrap samples are obtained from the Kalman filter innovations under the null hypothesis. Monte Carlo simulations for the Gaussian univariate random walk plus noise model show that the bootstrap LR test achieves higher power for medium-sized deviations from the null hypothesis than a locally optimal and one-sided LM test, that has a known asymptotic distribution. The power gains of the bootstrap LR test are significantly larger for testing the hypothesis of common trends and cointegration in multivariate time series, as the alternative asymptotic procedure -obtained as an extension of the LM test of stationarity- does not possess properties of optimality. Finally, it is showed that the (pseudo) LR tests maintain good size and power properties also for non-Gaussian series. As an empirical illustration, we find evidence of two common stochastic trends in the volatility of the US dollar exchange rate against european and asian/pacific currencies.Kalman filter, state-space models, unit roots

Unemployment and Hysteresis: A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components Approach

A new test for hysteresis based on a nonlinear unobserved components model is proposed. Observed unemployment rates are decomposed into a natural rate component and a cyclical component. Threshold type nonlinearities are introduced by allowing past cyclical unemployment to have a different impact on the natural rate depending onthe regime of the economy. The impact of lagged cyclical shocks on thecurrent natural component is the measure of hysteresis. To derive anappropriate p-value for a test for hysteresis two alternative bootstrapalgorithms are proposed: the first is valid under homoskedastic errorsand the second allows for heteroskedasticity of unknown form. A MonteCarlo simulation study shows the good performance of both bootstrapalgorithms. The bootstrap testing procedure is applied to data fromItaly, France and the United States. We find evidence of hysteresis forall countries under study.Hysteresis, Unobserved Components Model, Threshold Autoregressive Models, Nuisance parameters, Bootstrap

Adaptive Transactional Memories: Performance and Energy Consumption Tradeoffs

Energy efficiency is becoming a pressing issue, especially in large data centers where it entails, at the same time, a non-negligible management cost, an enhancement of hardware fault probability, and a significant environmental footprint. In this paper, we study how Software Transactional Memories (STM) can provide benefits on both power saving and the overall applications’ execution performance. This is related to the fact that encapsulating shared-data accesses within transactions gives the freedom to the STM middleware to both ensure consistency and reduce the actual data contention, the latter having been shown to affect the overall power needed to complete the application’s execution. We have selected a set of self-adaptive extensions to existing STM middlewares (namely, TinySTM and R-STM) to prove how self-adapting computation can capture the actual degree of parallelism and/or logical contention on shared data in a better way, enhancing even more the intrinsic benefits provided by STM. Of course, this benefit comes at a cost, which is the actual execution time required by the proposed approaches to precisely tune the execution parameters for reducing power consumption and enhancing execution performance. Nevertheless, the results hereby provided show that adaptivity is a strictly necessary requirement to reduce energy consumption in STM systems: Without it, it is not possible to reach any acceptable level of energy efficiency at all

UNEMPLOYMENT AND HYSTERESIS: A NONLINEAR UNOBSERVED COMPONENTS APPROACH

The aim of this paper is to find a possible hysteresis effect on unemployment rate series from Italy, France and the United States. We propose a definition of hysteresis taken from Physics which allows for nonlinearities. To test for the presence of hysteresis we use a nonlinear unobserved components model for unemployment series. The estimation methodology used can be assimilated into a threshold autoregressive representation in the framework of a Kalman filter. To derive an appropriate p-value for a test for hysteresis we propose two alternative bootstrap procedures: the first is valid under homoskedastic errors and the second allows for general heteroskedasticity. We investigate the performance of both bootstrap procedures using Monte Carlo simulation.Hysteresis; Unobserved Components Model; Threshold Autoregressive Models; Nuisance parameters; Bootstrap

Performance models of concurrency control protocols for transaction processing systems

Transaction processing plays a key role in a lot of IT infrastructures. It is widely used in a variety of contexts, spanning from database management systems to concurrent programming tools. Transaction processing systems leverage on concurrency control protocols, which allow them to concurrently process transactions preserving essential properties, as isolation and atomicity. Performance is a critical aspect of transaction processing systems, and it is unavoidably affected by the concurrency control. For this reason, methods and techniques to assess and predict the performance of concurrency control protocols are of interest for many IT players, including application designers, developers and system administrators. The analysis and the proper understanding of the impact on the system performance of these protocols require quantitative approaches. Analytical modeling is a practical approach for building cost-effective computer system performance models, enabling us to quantitatively describe the complex dynamics characterizing these systems. In this dissertation we present analytical performance models of concurrency control protocols. We deal with both traditional transaction processing systems, such as database management systems, and emerging ones, as transactional memories. The analysis focuses on widely used protocols, providing detailed performance models and validation studies. In addition, we propose new modeling approaches, which also broaden the scope of our study towards a more realistic, application-oriented, performance analysis

Proactive cloud management for highly heterogeneous multi-cloud infrastructures

Various literature studies demonstrated that the cloud computing paradigm can help to improve availability and performance of applications subject to the problem of software anomalies. Indeed, the cloud resource provisioning model enables users to rapidly access new processing resources, even distributed over different geographical regions, that can be promptly used in the case of, e.g., crashes or hangs of running machines, as well as to balance the load in the case of overloaded machines. Nevertheless, managing a complex geographically-distributed cloud deploy could be a complex and time-consuming task. Autonomic Cloud Manager (ACM) Framework is an autonomic framework for supporting proactive management of applications deployed over multiple cloud regions. It uses machine learning models to predict failures of virtual machines and to proactively redirect the load to healthy machines/cloud regions. In this paper, we study different policies to perform efficient proactive load balancing across cloud regions in order to mitigate the effect of software anomalies. These policies use predictions about the mean time to failure of virtual machines. We consider the case of heterogeneous cloud regions, i.e regions with different amount of resources, and we provide an experimental assessment of these policies in the context of ACM Framework