Towards machine learning applied to time series based network traffic forecasting

This TFG will explore some specific use cases of the application of Machine Learning techniques to Software-Define Networks, in particular to overlay protocols such as LISP, VXLAN, etc.The aim of this project is to implement a network traffic forecasting model using time series and improve its performance with machine learning techniques, offering a better prediction based in outlier correction. This is a project developed in the Computer Architecture Department (DAC) at the Universitat Politècnica de Catalunya (UPC). Time Series modeling methodology is able to shape a trend and take care of any existing outlier, however it does not cover outlier impact on forecasting. In order to achieve more precision and better confidence intervals, the model combines outlier detection methodology and Artificial Neural Networks to quantify and predict outliers. A study is realized over external data to find out if there is an improvement and its effect on the predictions. Machine learning techniques as Artificial Neural Networks has proven to be an improvement of the current methodology to realize forecasting using Time Series modeling. Future work will be oriented to create an improved standard of this system focused on generalize the model.El objetivo de este proyecto es implementar un modelo de previsión de tráfico de red utilizando series temporales y mejorar su rendimiento con técnicas de aprendizaje automático, generando una mejor predicción basada en la corrección de valores atípicos. Se trata de un proyecto desarrollado en el Departamento de Arquitectura de Computadores (DAC) de la Universidad Politécnica de Cataluña (UPC). La metodología de modelado de series temporales es capaz de predecir una tendencia y hacerse cargo de cualquier valor atípico ya existente, sin embargo, no cubre el impacto de estos sobre la predicción. Con el fin de lograr una mayor precisión y mejores intervalos de confianza, el modelo combina la metodología de detección de valores atípicos y redes neuronales artificiales para cuantificar y predecir los atípicos. Un estudio se realiza sobre datos externos para averiguar si hay una mejora y su efecto sobre las predicciones. Las técnicas de aprendizaje automático, como redes neuronales artificiales, han demostrado ser una mejora de la metodología actual para realizar la predicción utilizando modelos de series de tiempo. El trabajo futuro se orientará para crear un mejor nivel de este sistema se centró en generalizar el modelo.L'objectiu d'aquest projecte és implementar un model de previsió de tràfic de xarxa utilitzant sèries temporals i millorar el seu rendiment amb tècniques d'aprenentatge automàtic, generant una millor predicció basada en la correcció de valors atípics. Es tracta d'un projecte desenvolupat al Departament d'Arquitectura de Computadors (DAC) de la Universitat Politècnica de Catalunya (UPC). La metodologia de modelatge de sèries temporals és capaç de predir una tendència i fer-se càrrec de qualsevol valor atípic ja existent, però, no cobreix l'impacte d'aquests sobre la predicció. Per tal d'aconseguir una major precisió i millors intervals de confiança, el model combina la metodologia de detecció de valors atípics i xarxes neuronals artificials per quantificar i predir els atípics. Un estudi es realitza sobre dades externes per esbrinar si hi ha una millora i el seu efecte sobre les prediccions. Les tècniques d'aprenentatge automàtic, com xarxes neuronals artificials, han demostrat ser una millora de la metodologia actual per a fer predicció utilitzant models de sèries de temps. El treball futur s'orientarà per crear un millor nivell d'aquest sistema es va centrar en generalitzar el model

Assessment of carotenoid production by Dunaliella salina in different culture systems and operation regimes

The effect of operation regime and culture system on carotenoid productivity by the halotolerant alga Dunaliella salina has been analyzed. Operation strategies tested included batch and semi continuous regime, as well as a two-stage approach run simultaneously in both, open tanks and closed reactor. The best results were obtained with the closed tubular photobioreactor. The highest carotenoid production (328.8 mg carotenoid l−1 culture per month) was achieved with this culture system operated following the two-stage strategy. Also, closed tubular photobioreactor provided the highest carotenoid contents (10% of dry weight) in Dunaliella biomass and β-carotene abundance (90% of total carotenoids) as well as the highest 9-cis to all-trans β-carotene isomer ratio (1.5 at sunrise).Comisión Interministerial de Ciencia y Tecnología IFD 1997-1780IFAPA CO3-125Plan Andaluz de Investigación CVI13

A multivariate generalized independent factor GARCH model with an application to financial stock returns

We propose a new multivariate factor GARCH model, the GICA-GARCH model , where the data are assumed to be generated by a set of independent components (ICs). This model applies independent component analysis (ICA) to search the conditionally heteroskedastic latent factors. We will use two ICA approaches to estimate the ICs. The first one estimates the components maximizing their non-gaussianity, and the second one exploits the temporal structure of the data. After estimating the ICs, we fit an univariate GARCH model to the volatility of each IC. Thus, the GICA-GARCH reduces the complexity to estimate a multivariate GARCH model by transforming it into a small number of univariate volatility models. We report some simulation experiments to show the ability of ICA to discover leading factors in a multivariate vector of financial data. An empirical application to the Madrid stock market will be presented, where we compare the forecasting accuracy of the GICA-GARCH model versus the orthogonal GARCH one

Robustness of airline alliance route networks

The aim of this study is to analyze the robustness of the three major airline alliances’ (i.e., Star Alliance, oneworld and SkyTeam) route networks. Firstly, the normalization of a multi-scale measure of vulnerability is proposed in order to perform the analysis in networks with different sizes, i.e., number of nodes. An alternative node selection criterion is also proposed in order to study robustness and vulnerability of such complex networks, based on network efficiency. And lastly, a new procedure – the inverted adaptive strategy – is presented to sort the nodes in order to anticipate network breakdown. Finally, the robustness of the three alliance networks are analyzed with (1) a normalized multi-scale measure of vulnerability, (2) an adaptive strategy based on four different criteria and (3) an inverted adaptive strategy based on the efficiency criterion. The results show that Star Alliance has the most resilient route network, followed by SkyTeam and then oneworld. It was also shown that the inverted adaptive strategy based on the efficiency criterion – inverted efficiency – shows a great success in quickly breaking networks similar to that found with betweenness criterion but with even better results.Peer ReviewedPostprint (author’s final draft

Diseño de equipos de frenado de emergencia de sistemas propulsivos de buques y submarinos

El objeto de esta Tesis es el estudio, diseño, cálculo y selección y optimización de un sistema de freno que realice las paradas del sistema inercial de un motor diesel, siempre que así se requiera por las situaciones de emergencia u operativas mencionadas en 1.1. Con ello se pretende contribuir a mejorar la Seguridad, Fiabilidad y Operatividad de los Buques y Submarinos. A lo largo del presente trabajo, se dan criterios generales aplicados a un ejemplo de buque y otro de submarino. Por tanto, estos criterios pueden ser utilizados como criterios de cálculo y dimensionamitno para otros casos. El freno será diseñado en dos versiones: • FRENO DE ZAPATAS CONTRÁCTILES. Es el idóneo con líneas de ejes ya que disponen de espacio suficiente para su montaje sobre el eje intermedio, y puede ser diseñado para ejercer tanta fuerza como sea necesaria sin más que disponer en paralelo cuantas zapatas se precisen. • FRENO DE DISCO. Este tipo de freno debe montarse para actuar sobre un plato de acoplamiento, de salida del motor diesel o de la reductora, y es adecuado para ejercer su acción sobre los motores principales de buque con o sin líneas de ejes, y sobre motores auxiliares. Es también el tipo idóneo para instalar en submarinos

A multivariate generalized independent factor GARCH model with an application to financial stock returns

We propose a new multivariate factor GARCH model, the GICA-GARCH model , where the data are assumed to be generated by a set of independent components (ICs). This model applies independent component analysis (ICA) to search the conditionally heteroskedastic latent factors. We will use two ICA approaches to estimate the ICs. The first one estimates the components maximizing their non-gaussianity, and the second one exploits the temporal structure of the data. After estimating the ICs, we fit an univariate GARCH model to the volatility of each IC. Thus, the GICA-GARCH reduces the complexity to estimate a multivariate GARCH model by transforming it into a small number of univariate volatility models. We report some simulation experiments to show the ability of ICA to discover leading factors in a multivariate vector of financial data. An empirical application to the Madrid stock market will be presented, where we compare the forecasting accuracy of the GICA-GARCH model versus the orthogonal GARCH one.ICA, Multivariate GARCH, Factor models, Forecasting volatility

Teorías topológicas de campos cuánticos para variedades de caracteres

Tesis de la Universidad Complutense de Madrid, Facultad de Ciencias Matemáticas, Departamento de Álgebra, Geometría y Topología, leída el 29-10-2018La presente tesis doctoral esta dedicada al estudio de las estructuras de Hodge de un tipo especial de variedades algebraicas complejas que reciben el nombre de variedades de caracteres. Para este n, proponemos utilizar una poderosa herramienta de naturaleza algebro-geometrica, proveniente de la física teorica, conocida como Teoría Topologica de Campos Cuanticos (TQFT por sus siglas en ingles). Con esta idea, en la presente tesis desarrollamos un formalismo que nos permite construir TQFTs a partir de dos piezas mas sencillas de informacion: una teoría de campos (informacion geometrica) y una cuantizacion (informacion algebraica). Como aplicacion, construimos una TQFT que calcula las estructuras de Hodge de variedades de representaciones y la usamos para calcular explícitamente los polinomios de Deligne-Hodge de SL2(C)-variedades de caracteres parabolicas.This PhD Thesis is devoted to the study of Hodge structure on a special type of complex algebraic varieties, the so-called character varieties. For this purpose, we propose to use a powerful algebrogeometric tool coming from theoretical physics, known as Topological Quantum Field Theory (TQFT). With this idea in mind, in the present Thesis we develop a formalism that allows us to construct TQFTs from two simpler pieces of data: a field theory (geometric data) and a quantisation (algebraic data). As an application, we construct a TQFT computing Hodge structures on representation varities and we use it for computing explicity the Deligne-Hodge polynomials of parabolic SL2(C)-character varieties.Depto. de Álgebra, Geometría y TopologíaFac. de Ciencias MatemáticasTRUEunpu

Predictions for the final equilibrium state of flows on the sphere

Fall 1999.Also issued as author's dissertation (Ph.D.) -- Colorado State University, 2000.Includes bibliographical references.Taking as motivation the experimental evidence, both observational and numerical, that un¬ forced high-Reynolds number flows have a tendency to an equilibrium state with dominant coherent structures, two theories that predict the end-state of the flow are extended to the case of a spherical domain in order to apply them to large-scale meteorological problems. The maximum entropy theory is a statistical mechanics approach that abandons the idea of following the precise changes of the fluid, predicting instead a "macroscopic" state, based on the assumption that the most probable macroscopic state is the one that corresponds to the final equilibrium state of the flow; the specification of the actual values of total kinetic energy, angular momentum and circulation of the flow define the structure of the equilibrium state. The minimum enstrophy theory is based on results of low diffusion numerical experiments, where the values of the domain integrated kinetic energy and circulation are approximately constant over time, while the value of the enstrophy (i.e., one-half the domain integrated squared vorticity) has a considerable decay with time. Using the tools of the calculus of variations, the equilibrium state of the flow is predicted by minimizing the enstrophy while keeping constant the initial value of either total kinetic energy or total angular momentum. A nonlinear barotropic non-divergent numerical model on the sphere is used to perform long­ time integrations of barotropically unstable initial conditions. The type of flows studied are northern hemisphere stratospheric polar vortices, tropical shear layers and alternating zonal jets, the last being integrated both on a rotating and non-rotating sphere. Predictions of the zonally independent equilibrium state are compared with the zonal average of the direct numerical integration after 100 days of evolution for the stratospheric polar vortex experiments. Maximum entropy theory has good predictive skill for the zonal wind and absolute vorticity profiles, as well as for the statistical distribution of traced air parcels. Minimum enstrophy theory has good skill for the zonal wind and absolute vorticity profiles, but just for the cases where mixing is confined to a polar cap, failing in cases where mixing is global or inside a latitude belt; for the latter case a second version of the minimum enstrophy theory, the two-edges problem, shows considerable improvement compared with the one edge solution. For the tropical shear layer experiments, the minimum enstrophy theory with two-edges and constant energy captures a northward displacement of the easterly wind maximum, as well as the flattening of the absolute vorticity profile in tropical regions, behavior which is consistent with the direct numerical integration. Maximum entropy theory qualitatively captures changes of the flow in the southern hemisphere but shows strong sensitivity to small variations of the scale and strength of the initial condition. Predictions from minimum enstrophy theory with two edges and constant angular momentum, with one edge and constant energy, and with one edge and constant angular momentum, show little skill predicting the end-state; the weak decay of absolute enstrophy observed in the direct numerical integration for these cases is a major factor in the predictive skill of the theory. Two-dimensional predictions of equilibrium states were found using maximum entropy theory for an initial condition with alternating zonal jets. For the rotating sphere, a maximum entropy solution was found which contains a number of zonally elongated coherent structures that resemble the direct numerical integration after 150 days of evolution. The non-rotating sphere case reveals the possibility of having more than one equilibrium state, and that the end-state chosen by the nonlinear evolution might be a linear combination of quasi-orthogonal maximum entropy states.Sponsored by the National Autonomous University of Mexico (UNAM) scholarship through the Dirección General de Asuntos del Personal Académico and by NSF under grant ATM-9729970 and by NOAA under grant NA67RJ0152