Exceedance probabilities for parametric control charts

Common control charts assume normality and known parameters. Quite often these assumptions are not valid and large relative errors result in the usual performance characteristics, such as the false alarm rate or the average run length. A fully nonparametric approach can form an attractive alternative but requires more Phase I observations than are usually available. Sufficiently large parametric families then provide realistic intermediate models. In this paper the performance of charts based on such families is considered. Exceedance probabilities of the resulting stochastic performance characteristics during in-control are studied. Corrections are derived to ensure that such probabilities stay within prescribed bounds. Attention is also devoted to the impact of the corrections for an out-of-control process. Simulations are presented both for illustration and to demonstrate that the approximations obtained are sufficiently accurate for use in practice. \u

Profitable Scheduling on Multiple Speed-Scalable Processors

We present a new online algorithm for profit-oriented scheduling on multiple speed-scalable processors. Moreover, we provide a tight analysis of the algorithm's competitiveness. Our results generalize and improve upon work by \textcite{Chan:2010}, which considers a single speed-scalable processor. Using significantly different techniques, we can not only extend their model to multiprocessors but also prove an enhanced and tight competitive ratio for our algorithm. In our scheduling problem, jobs arrive over time and are preemptable. They have different workloads, values, and deadlines. The scheduler may decide not to finish a job but instead to suffer a loss equaling the job's value. However, to process a job's workload until its deadline the scheduler must invest a certain amount of energy. The cost of a schedule is the sum of lost values and invested energy. In order to finish a job the scheduler has to determine which processors to use and set their speeds accordingly. A processor's energy consumption is power \Power{s} integrated over time, where \Power{s}=s^{\alpha} is the power consumption when running at speed $s$. Since we consider the online variant of the problem, the scheduler has no knowledge about future jobs. This problem was introduced by \textcite{Chan:2010} for the case of a single processor. They presented an online algorithm which is $\alpha^{\alpha}+2e\alpha$-competitive. We provide an online algorithm for the case of multiple processors with an improved competitive ratio of $\alpha^{\alpha}$.Comment: Extended abstract submitted to STACS 201

Flattening of the Phillips Curve and the Role of Oil Price: An Unobserved Components Model for the USA and Australia

We use the unobserved components model of Harvey (1989 and 2011) to estimate the Phillips curve (PC) for the USA and Australia, by augmenting it with oil prices. We found that the level coefficient of inflation and the coefficient of demand pressure have declined and contributed to the flattening of the Phillips curve. But the coefficient of oil prices has increased and has partly offset these effects. Therefore, oil prices are likely to play a significant role in future inflation rates.

Greedy Selfish Network Creation

We introduce and analyze greedy equilibria (GE) for the well-known model of selfish network creation by Fabrikant et al.[PODC'03]. GE are interesting for two reasons: (1) they model outcomes found by agents which prefer smooth adaptations over radical strategy-changes, (2) GE are outcomes found by agents which do not have enough computational resources to play optimally. In the model of Fabrikant et al. agents correspond to Internet Service Providers which buy network links to improve their quality of network usage. It is known that computing a best response in this model is NP-hard. Hence, poly-time agents are likely not to play optimally. But how good are networks created by such agents? We answer this question for very simple agents. Quite surprisingly, naive greedy play suffices to create remarkably stable networks. Specifically, we show that in the SUM version, where agents attempt to minimize their average distance to all other agents, GE capture Nash equilibria (NE) on trees and that any GE is in 3-approximate NE on general networks. For the latter we also provide a lower bound of 3/2 on the approximation ratio. For the MAX version, where agents attempt to minimize their maximum distance, we show that any GE-star is in 2-approximate NE and any GE-tree having larger diameter is in 6/5-approximate NE. Both bounds are tight. We contrast these positive results by providing a linear lower bound on the approximation ratio for the MAX version on general networks in GE. This result implies a locality gap of $\Omega(n)$ for the metric min-max facility location problem, where n is the number of clients.Comment: 28 pages, 8 figures. An extended abstract of this work was accepted at WINE'1

Improved parallel integer sorting without concurrent writing

We show that $n$ integers in the range 1 \twodots n can be stably sorted on an \linebreak EREW PRAM using \nolinebreak $O(t)$ time \linebreak and $O(n(\sqrt{\log n\log\log n}+{{(\log n)^2}/t}))$ operations, for arbitrary given \linebreak $t\ge\log n\log\log n$, and on a CREW PRAM using %$O(\log n\log\log n)$ time and $O(n\sqrt{\log n})$ $O(t)$ time and $O(n(\sqrt{\log n}+{{\log n}/{2^{{t/{\log n}}}}}))$ operations, for arbitrary given $t\ge\log n$. In addition, we are able to sort $n$ arbitrary integers on a randomized CREW PRAM % using %$O(\log n\log\log n)$ time and $O(n\sqrt{\log n})$ operations within the same resource bounds with high probability. In each case our algorithm is a factor of almost $\Theta(\sqrt{\log n})$ closer to optimality than all previous algorithms for the stated problem in the stated model, and our third result matches the operation count of the best known sequential algorithm. We also show that $n$ integers in the range 1 \twodots m can be sorted in $O((\log n)^2)$ time with $O(n)$ operations on an EREW PRAM using a nonstandard word length of $O(\log n \log\log n \log m)$ bits, thereby greatly improving the upper bound on the word length necessary to sort integers with a linear time-processor product, even sequentially. Our algorithms were inspired by, and in one case directly use, the fusion trees of Fredman and Willard

Electron-phonon coupling in semimetals in a high magnetic field

We consider the effect of electron-phonon coupling in semimetals in high magnetic fields, with regard to elastic modes that can lead to a redistribution of carriers between pockets. We show that in a clean three dimensional system, at each Landau level crossing, this leads to a discontinuity in the magnetostriction, and a divergent contribution to the elastic modulus. We estimate the magnitude of this effect in the group V semimetal Bismuth.Comment: 2 figure

Energy-Aware Lease Scheduling in Virtualized Data Centers

Energy efficiency has become an important measurement of scheduling algorithms in virtualized data centers. One of the challenges of energy-efficient scheduling algorithms, however, is the trade-off between minimizing energy consumption and satisfying quality of service (e.g. performance, resource availability on time for reservation requests). We consider resource needs in the context of virtualized data centers of a private cloud system, which provides resource leases in terms of virtual machines (VMs) for user applications. In this paper, we propose heuristics for scheduling VMs that address the above challenge. On performance evaluation, simulated results have shown a significant reduction on total energy consumption of our proposed algorithms compared with an existing First-Come-First-Serve (FCFS) scheduling algorithm with the same fulfillment of performance requirements. We also discuss the improvement of energy saving when additionally using migration policies to the above mentioned algorithms.Comment: 10 pages, 2 figures, Proceedings of the Fifth International Conference on High Performance Scientific Computing, March 5-9, 2012, Hanoi, Vietna

Minimizing stall time in single and parallel disk systems

We study integrated prefetching and caching problems following the work of Cao et al. and Kimbrel and Karlin. Cao et al. and Kimbrel and Karlin gave approximation algorithms for minimizing the total elapsed time in single and parallel disk settings. The total elapsed time is the sum of the processor stall times and the length of the request sequence to be served. We show that an optimum prefetching/caching schedule for a single disk problem can be computed in polynomial time, thereby settling an open question by Kimbrel and Karlin. For the parallel disk problem we give an approximation algorithm for minimizing stall time. Stall time is a more realistic and harder to approximate measure for this problem. All of our algorithms are based on a new approach which involves formulating the prefetching/caching problems as integer programs