A Compilation Flow for Parametric Dataflow: Programming Model, Scheduling, and Application to Heterogeneous MPSoC

International audienceEfficient programming of signal processing applications on embedded systems is a complex problem. High level models such as Synchronous dataflow (SDF) have been privileged candidates for dealing with this complexity. These models permit to express inherent application parallelism, as well as analysis for both verification and optimization. Parametric dataflow models aim at providing sufficient dynamicity to model new applications, while at the same time maintaining the high level of analyzability needed for efficient real life implementations. This paper presents a new compilation flow that targets parametric dataflows. Built on the LLVM compiler infrastructure, it offers an actor based C++ programming model to describe parametric graphs, a compilation front-end providing graph analysis features, and a retargetable back-end to map the application on real hardware. This paper gives an overview of this flow, with a specific focus on scheduling. The crucial gap between dataflow models and real hardware on which actor firing is not atomic, as well as the consequences on FIFOs sizing and execution pipelining are taken into account.The experimental results illustrate our compilation flow applied to compilation of 3GPP LTE-Advanced demodulation on a heterogeneous MPSoC with distributed scheduling features. This achieves performances similar to time-consuming hand made optimizations

Volatility Relationship between Crude Oil and Petroleum Products

This paper utilizes calculated historical volatility and GARCH models to compare the historical price volatility behavior of crude oil, motor gasoline and heating oil in U.S. markets since 1990. We incorporate a shift variable in the GARCH/TARCH models to capture the response of price volatility to a change in OPEC’s pricing behavior. This study has three major conclusions. First, there was an increase in volatility as a result of a structural shift to higher crude oil prices after April 1999. Second, volatility shocks from current news are not important since GARCH effects dominate ARCH effects in the variance equation. Third, persistence of volatility in all commodity markets is quite transitory, with half-lives normally being a few weeks. Copyright International Atlantic Economic Society 2007oil markets, price volatility, petroleum product, GARCH, asymmetric response, Q40,

A Short-Run Crude Oil Price Forecast Model with Ratchet Effect

Crude oil prices, Crude oil inventory, Crude oil excess production capacity, Duesenberry ratchet effect, Q00 Agriculture and Natural Resources,

Crude Oil Futures as an Indicator of Market Changes: A Graphical Analysis

Crude oil prices, Crude oil futures, Q400, Energy,