Internet Traffic Modeling for Efficient Network Research Management Prof. Zhili Sun, UniS Zhiyong Liu, CATR

Size: px
Start display at page:

Download "Internet Traffic Modeling for Efficient Network Research Management Prof. Zhili Sun, UniS Zhiyong Liu, CATR"

Transcription

1 Inerne Traffic Modeling for Efficien Nework Research Managemen Prof. Zhili Sun, UniS Zhiyong Liu, CATR UK-China Science Bridge Workshop December 2011, London

2 Ouline Inroducion Background Classical eleraffic engineering model Main parameers of he Inerne races Well known mahemaical mehods New approach o he Inerne raffic daase Conclusion and direcions for furher sudies

3 Inroducion Hisorically, eleraffic engineering successful in elecommunicaion neworks (Poisson process Inerne raffic has grown significanly since 1990s; and over provision becomes impracical In 1990s, discovered ha he Poisson funcion failed o model he Inerne raffic. Many suggesed Pareo and self-similar models bu here is no conclusive confirmaion due o he complexiy of he Inerne raffic. This leaves a big gap beween he classical raffic engineering and he Inerne raffic modeling This paper presened a new approach

4 Teleraffic engineering componens Nework Conrol and managemen

5 Traffic load: E Basic conceps p p s 1 b b / p b Call Bandwidh (kbi/s Erlang-Hour 3 2 Packe of 1 raffic uni 1 1 Erlang-Hour 1 Packe of 1 raffic uni Second Hour 0 1 (a Traffic for elephony neworks (b Traffic for packe neworks

6 Arrival process Arrival ime of he i h packe is a T i as he following: 0 = T 0 < T 1 < T 2 <... < T i < T i+1 <.... For simpliciy, we can assume ha he observaion akes place a ime T 0 = 0. The number of calls in he inerval [0, is denoed as N. Here N is a random variable wih coninuous ime parameers and discree space. When increases, N never decreases. The ime disance beween wo successive arrivals is: X i = T i T i-1, i = 1, 2,... This is called he iner-arrival ime, and he disribuion of his process is called he inerarrival ime disribuion.

7 Number and Inerval represenaions Corresponding o he wo random variables N and X i, he wo processes can be characerized in wo ways: Number represenaion N : ime inerval is kep consan o observe he random variable N for he number of IP packes in. Inerval represenaion T i : number of arriving IP packes is kep consan o observe he random variable T i for he ime inerval unil here are n arrivals. The fundamenal relaionship beween he wo represenaions is given by he following simple relaion: N < n, if and only if, n = 1, 2,... This is expressed by Feller-Jensen s ideniy: Prob{N < n} = Prob{T n },

8 Exponenial and Poisson disribuions Three assumpions were made o model he arrival process using exponenial disribuion and Poisson disribuion: Saionary: For any arbirary 2 >0 and k0, he probabiliy ha k calls arrival in [ 1, 2 is independen of 1. Independence: The probabiliy of k calls arrival aking place in [ 1, 2 is independen of calls before 1. Simpliciy: i is call simple process if he probabiliy ha here is more han one calls arrival in a given poin of ime is 0.

9 The reasons for he failures of Poisson The main reasons are he naure of Inerne raffic and properies of TCP on which many applicaions are based including WWW, FTP, , P2P, Telne, ec. These break he assumpions made for classic eleraffic engineering model, due o acknowledgemen, flow conrol and congesion conrol mechanisms. To invesigaed he feaures of he Inerne raffic o find alernaive raffic models and o show ha he Inerne raffic showed properies of long ail and self-similariy Bu sill can no fully model he real Inerne raffic, Due Inerne applicaions and heir complexiy,

10 Traffic parameers The raffic races conain informaion on each packe capured on he Inerne neworks. The flows of packes depend on he user aciviies and he applicaions used. The informaion in each packe capured includes: Time samp when he packe is capured Media Access Conrol (MAC frame header IPv4 or IPv6 Header Transmission conrol proocol (TCP header wih applicaion proocols such as HTTP, SMTP, FTP, ec. User daagram proocol (UDP header wih applicaion proocols such as DNS, RTP, ec.

11 Traffic races Traffic races observaions on 1 s Augus 2011, a a rans- Pacific line (150Mbps link in operaion since 1 s J uly2006: IPv4 packes couns 99.57% of he oal IP packes (99.6% in byes, Only 0.43% for IPv6 (0.4% in byes; i showed clearly ha he usage of IPv6 is sill very low,

12 TCP/UDP UDP for 16.81% (11.79% in byes For voice over IP, here is a consan sream of packes wih 14 byes of MAC header, 20 of IP, 8 of UDP and 12 of RTP; Plus payload of 160 byes for ITU-T G.711 codec as an example ha i has 64 kbps, 20 ms sample period and 1 frames per packe (20 ms [11]. TCP couns for 79.76% in packes (85.1% in byes; HTTP server couns for 35.04% in packes (64.78% in byes; HTTP clien couns for 20.36% in packes (7.2% in byes;

13 IP Traffic decomposiion 1 WWW Individual raffic models Measured IP raffic ( n i1 i n FTP VoIP. Ohers Modelled IP raffic

14 Exponenial Pareo Weibull Candidae Mahemaical funcions 0 0,, ( e f Disribuion funcion Densiy funcion 0,, 1 ( m m F 0 0,, 1 ( e F 0,, ( 1 m m f 0 0 ( 0,, 1 ( / ( for and F e F k 0 0 ( 0,, ( / ( 1 for andf e k k f k k

15 Fiing resuls Original whole raffic HTTP downlink Modeling he whole raffic Modeling for HTTP downlink raffic

16 Conclusion Due o he limiaion of classical echniques, difficul o o model he Inerne raffic. We inroduced a new approach o classify he mahemaical funcions using he reference funcion of g(= (1-z /, and Apply he funcion on he decomposed subse of he Inerne raffic raher han he complee daase Weibull disribuion gives a beer fiing han Pareo and exponenial funcions. Therefore, we can conclude ha he rang of disribuion funcions wih g(= (1-z /, where 0<= z <=1, provided he choices for modeling he decomposed Inerne raffic.

17 Direcions for furher sudies The resuls show ha here is a grea poenial for he new approach in he Inerne raffic engineering wih decomposiion of Inerne raffic. In fuure work, he new approach has ye been furher validaed for modeling on he decomposed componens of raffic, such as HTTP, FTP, , VoIP and Sreaming media, ec. The imporan issue remains: here is a new comprehensive model exis ha i is simple enough like he classical eleraffic engineering bu accurae enough for modeling he fuure Inerne raffic This paper presened a new approach o resolve he issues, hence am imporan opic for furher sudies.

18 Any Quesion?

Vehicle Arrival Models : Headway

Vehicle Arrival Models : Headway Chaper 12 Vehicle Arrival Models : Headway 12.1 Inroducion Modelling arrival of vehicle a secion of road is an imporan sep in raffic flow modelling. I has imporan applicaion in raffic flow simulaion where

More information

5. Stochastic processes (1)

5. Stochastic processes (1) Lec05.pp S-38.45 - Inroducion o Teleraffic Theory Spring 2005 Conens Basic conceps Poisson process 2 Sochasic processes () Consider some quaniy in a eleraffic (or any) sysem I ypically evolves in ime randomly

More information

Reliability of Technical Systems

Reliability of Technical Systems eliabiliy of Technical Sysems Main Topics Inroducion, Key erms, framing he problem eliabiliy parameers: Failure ae, Failure Probabiliy, Availabiliy, ec. Some imporan reliabiliy disribuions Componen reliabiliy

More information

Exponential Weighted Moving Average (EWMA) Chart Under The Assumption of Moderateness And Its 3 Control Limits

Exponential Weighted Moving Average (EWMA) Chart Under The Assumption of Moderateness And Its 3 Control Limits DOI: 0.545/mjis.07.5009 Exponenial Weighed Moving Average (EWMA) Char Under The Assumpion of Moderaeness And Is 3 Conrol Limis KALPESH S TAILOR Assisan Professor, Deparmen of Saisics, M. K. Bhavnagar Universiy,

More information

Transform Techniques. Moment Generating Function

Transform Techniques. Moment Generating Function Transform Techniques A convenien way of finding he momens of a random variable is he momen generaing funcion (MGF). Oher ransform echniques are characerisic funcion, z-ransform, and Laplace ransform. Momen

More information

Inter-arrival Time Distribution for Channel Arrivals in Cellular Telephony

Inter-arrival Time Distribution for Channel Arrivals in Cellular Telephony Proceedings of 5 h Inl. Workshop on Mobile Mulimedia Communicaion MoMuc 98, Ocober 2-4 998, Berlin Iner-arrival Time Disribuion for Channel Arrivals in Cellular Telephony José Ignacio Sánchez, Francisco

More information

Chapter 2. Models, Censoring, and Likelihood for Failure-Time Data

Chapter 2. Models, Censoring, and Likelihood for Failure-Time Data Chaper 2 Models, Censoring, and Likelihood for Failure-Time Daa William Q. Meeker and Luis A. Escobar Iowa Sae Universiy and Louisiana Sae Universiy Copyrigh 1998-2008 W. Q. Meeker and L. A. Escobar. Based

More information

Cash Flow Valuation Mode Lin Discrete Time

Cash Flow Valuation Mode Lin Discrete Time IOSR Journal of Mahemaics (IOSR-JM) e-issn: 2278-5728,p-ISSN: 2319-765X, 6, Issue 6 (May. - Jun. 2013), PP 35-41 Cash Flow Valuaion Mode Lin Discree Time Olayiwola. M. A. and Oni, N. O. Deparmen of Mahemaics

More information

On a Discrete-In-Time Order Level Inventory Model for Items with Random Deterioration

On a Discrete-In-Time Order Level Inventory Model for Items with Random Deterioration Journal of Agriculure and Life Sciences Vol., No. ; June 4 On a Discree-In-Time Order Level Invenory Model for Iems wih Random Deerioraion Dr Biswaranjan Mandal Associae Professor of Mahemaics Acharya

More information

International Journal of Scientific & Engineering Research, Volume 4, Issue 10, October ISSN

International Journal of Scientific & Engineering Research, Volume 4, Issue 10, October ISSN Inernaional Journal of Scienific & Engineering Research, Volume 4, Issue 10, Ocober-2013 900 FUZZY MEAN RESIDUAL LIFE ORDERING OF FUZZY RANDOM VARIABLES J. EARNEST LAZARUS PIRIYAKUMAR 1, A. YAMUNA 2 1.

More information

Basic definitions and relations

Basic definitions and relations Basic definiions and relaions Lecurer: Dmiri A. Molchanov E-mail: molchan@cs.u.fi hp://www.cs.u.fi/kurssi/tlt-2716/ Kendall s noaion for queuing sysems: Arrival processes; Service ime disribuions; Examples.

More information

not to be republished NCERT MATHEMATICAL MODELLING Appendix 2 A.2.1 Introduction A.2.2 Why Mathematical Modelling?

not to be republished NCERT MATHEMATICAL MODELLING Appendix 2 A.2.1 Introduction A.2.2 Why Mathematical Modelling? 256 MATHEMATICS A.2.1 Inroducion In class XI, we have learn abou mahemaical modelling as an aemp o sudy some par (or form) of some real-life problems in mahemaical erms, i.e., he conversion of a physical

More information

Kriging Models Predicting Atrazine Concentrations in Surface Water Draining Agricultural Watersheds

Kriging Models Predicting Atrazine Concentrations in Surface Water Draining Agricultural Watersheds 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Kriging Models Predicing Arazine Concenraions in Surface Waer Draining Agriculural Waersheds Paul L. Mosquin, Jeremy Aldworh, Wenlin Chen Supplemenal Maerial Number

More information

Nature Neuroscience: doi: /nn Supplementary Figure 1. Spike-count autocorrelations in time.

Nature Neuroscience: doi: /nn Supplementary Figure 1. Spike-count autocorrelations in time. Supplemenary Figure 1 Spike-coun auocorrelaions in ime. Normalized auocorrelaion marices are shown for each area in a daase. The marix shows he mean correlaion of he spike coun in each ime bin wih he spike

More information

Basic notions of probability theory (Part 2)

Basic notions of probability theory (Part 2) Basic noions of probabiliy heory (Par 2) Conens o Basic Definiions o Boolean Logic o Definiions of probabiliy o Probabiliy laws o Random variables o Probabiliy Disribuions Random variables Random variables

More information

STRUCTURAL CHANGE IN TIME SERIES OF THE EXCHANGE RATES BETWEEN YEN-DOLLAR AND YEN-EURO IN

STRUCTURAL CHANGE IN TIME SERIES OF THE EXCHANGE RATES BETWEEN YEN-DOLLAR AND YEN-EURO IN Inernaional Journal of Applied Economerics and Quaniaive Sudies. Vol.1-3(004) STRUCTURAL CHANGE IN TIME SERIES OF THE EXCHANGE RATES BETWEEN YEN-DOLLAR AND YEN-EURO IN 001-004 OBARA, Takashi * Absrac The

More information

Orientation. Connections between network coding and stochastic network theory. Outline. Bruce Hajek. Multicast with lost packets

Orientation. Connections between network coding and stochastic network theory. Outline. Bruce Hajek. Multicast with lost packets Connecions beween nework coding and sochasic nework heory Bruce Hajek Orienaion On Thursday, Ralf Koeer discussed nework coding: coding wihin he nework Absrac: Randomly generaed coded informaion blocks

More information

Fractional Method of Characteristics for Fractional Partial Differential Equations

Fractional Method of Characteristics for Fractional Partial Differential Equations Fracional Mehod of Characerisics for Fracional Parial Differenial Equaions Guo-cheng Wu* Modern Teile Insiue, Donghua Universiy, 188 Yan-an ilu Road, Shanghai 51, PR China Absrac The mehod of characerisics

More information

Zürich. ETH Master Course: L Autonomous Mobile Robots Localization II

Zürich. ETH Master Course: L Autonomous Mobile Robots Localization II Roland Siegwar Margaria Chli Paul Furgale Marco Huer Marin Rufli Davide Scaramuzza ETH Maser Course: 151-0854-00L Auonomous Mobile Robos Localizaion II ACT and SEE For all do, (predicion updae / ACT),

More information

WE present our preliminary work that develops a new

WE present our preliminary work that develops a new ACM/IEEE PADS 28 1 Sochasic Process Models for Packe/Analyic-Based Nework Simulaions Rober G. Cole, George Riley, Derya Cansever and William Yurcik Index Terms Hybrid Simulaion Models, Even Driven Simulaions,

More information

Physics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle

Physics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle Chaper 2 Newonian Mechanics Single Paricle In his Chaper we will review wha Newon s laws of mechanics ell us abou he moion of a single paricle. Newon s laws are only valid in suiable reference frames,

More information

CHAPTER 2 Signals And Spectra

CHAPTER 2 Signals And Spectra CHAPER Signals And Specra Properies of Signals and Noise In communicaion sysems he received waveform is usually caegorized ino he desired par conaining he informaion, and he undesired par. he desired par

More information

Content-Based Shape Retrieval Using Different Shape Descriptors: A Comparative Study Dengsheng Zhang and Guojun Lu

Content-Based Shape Retrieval Using Different Shape Descriptors: A Comparative Study Dengsheng Zhang and Guojun Lu Conen-Based Shape Rerieval Using Differen Shape Descripors: A Comparaive Sudy Dengsheng Zhang and Guojun Lu Gippsland School of Compuing and Informaion Technology Monash Universiy Churchill, Vicoria 3842

More information

Inference of Sparse Gene Regulatory Network from RNA-Seq Time Series Data

Inference of Sparse Gene Regulatory Network from RNA-Seq Time Series Data Inference of Sparse Gene Regulaory Nework from RNA-Seq Time Series Daa Alireza Karbalayghareh and Tao Hu Texas A&M Universiy December 16, 2015 Alireza Karbalayghareh GRN Inference from RNA-Seq Time Series

More information

Retrieval Models. Boolean and Vector Space Retrieval Models. Common Preprocessing Steps. Boolean Model. Boolean Retrieval Model

Retrieval Models. Boolean and Vector Space Retrieval Models. Common Preprocessing Steps. Boolean Model. Boolean Retrieval Model 1 Boolean and Vecor Space Rerieval Models Many slides in his secion are adaped from Prof. Joydeep Ghosh (UT ECE) who in urn adaped hem from Prof. Dik Lee (Univ. of Science and Tech, Hong Kong) Rerieval

More information

( ) ( ) if t = t. It must satisfy the identity. So, bulkiness of the unit impulse (hyper)function is equal to 1. The defining characteristic is

( ) ( ) if t = t. It must satisfy the identity. So, bulkiness of the unit impulse (hyper)function is equal to 1. The defining characteristic is UNIT IMPULSE RESPONSE, UNIT STEP RESPONSE, STABILITY. Uni impulse funcion (Dirac dela funcion, dela funcion) rigorously defined is no sricly a funcion, bu disribuion (or measure), precise reamen requires

More information

Non-parametric techniques. Instance Based Learning. NN Decision Boundaries. Nearest Neighbor Algorithm. Distance metric important

Non-parametric techniques. Instance Based Learning. NN Decision Boundaries. Nearest Neighbor Algorithm. Distance metric important on-parameric echniques Insance Based Learning AKA: neares neighbor mehods, non-parameric, lazy, memorybased, or case-based learning Copyrigh 2005 by David Helmbold 1 Do no fi a model (as do LTU, decision

More information

Air Traffic Forecast Empirical Research Based on the MCMC Method

Air Traffic Forecast Empirical Research Based on the MCMC Method Compuer and Informaion Science; Vol. 5, No. 5; 0 ISSN 93-8989 E-ISSN 93-8997 Published by Canadian Cener of Science and Educaion Air Traffic Forecas Empirical Research Based on he MCMC Mehod Jian-bo Wang,

More information

3.1.3 INTRODUCTION TO DYNAMIC OPTIMIZATION: DISCRETE TIME PROBLEMS. A. The Hamiltonian and First-Order Conditions in a Finite Time Horizon

3.1.3 INTRODUCTION TO DYNAMIC OPTIMIZATION: DISCRETE TIME PROBLEMS. A. The Hamiltonian and First-Order Conditions in a Finite Time Horizon 3..3 INRODUCION O DYNAMIC OPIMIZAION: DISCREE IME PROBLEMS A. he Hamilonian and Firs-Order Condiions in a Finie ime Horizon Define a new funcion, he Hamilonian funcion, H. H he change in he oal value of

More information

EECE251. Circuit Analysis I. Set 4: Capacitors, Inductors, and First-Order Linear Circuits

EECE251. Circuit Analysis I. Set 4: Capacitors, Inductors, and First-Order Linear Circuits EEE25 ircui Analysis I Se 4: apaciors, Inducors, and Firs-Order inear ircuis Shahriar Mirabbasi Deparmen of Elecrical and ompuer Engineering Universiy of Briish olumbia shahriar@ece.ubc.ca Overview Passive

More information

School and Workshop on Market Microstructure: Design, Efficiency and Statistical Regularities March 2011

School and Workshop on Market Microstructure: Design, Efficiency and Statistical Regularities March 2011 2229-12 School and Workshop on Marke Microsrucure: Design, Efficiency and Saisical Regulariies 21-25 March 2011 Some mahemaical properies of order book models Frederic ABERGEL Ecole Cenrale Paris Grande

More information

Non-parametric techniques. Instance Based Learning. NN Decision Boundaries. Nearest Neighbor Algorithm. Distance metric important

Non-parametric techniques. Instance Based Learning. NN Decision Boundaries. Nearest Neighbor Algorithm. Distance metric important on-parameric echniques Insance Based Learning AKA: neares neighbor mehods, non-parameric, lazy, memorybased, or case-based learning Copyrigh 2005 by David Helmbold 1 Do no fi a model (as do LDA, logisic

More information

Ensamble methods: Bagging and Boosting

Ensamble methods: Bagging and Boosting Lecure 21 Ensamble mehods: Bagging and Boosing Milos Hauskrech milos@cs.pi.edu 5329 Senno Square Ensemble mehods Mixure of expers Muliple base models (classifiers, regressors), each covers a differen par

More information

Continuous Time Linear Time Invariant (LTI) Systems. Dr. Ali Hussein Muqaibel. Introduction

Continuous Time Linear Time Invariant (LTI) Systems. Dr. Ali Hussein Muqaibel. Introduction /9/ Coninuous Time Linear Time Invarian (LTI) Sysems Why LTI? Inroducion Many physical sysems. Easy o solve mahemaically Available informaion abou analysis and design. We can apply superposiion LTI Sysem

More information

Lecture Notes 2. The Hilbert Space Approach to Time Series

Lecture Notes 2. The Hilbert Space Approach to Time Series Time Series Seven N. Durlauf Universiy of Wisconsin. Basic ideas Lecure Noes. The Hilber Space Approach o Time Series The Hilber space framework provides a very powerful language for discussing he relaionship

More information

Modelling traffic flow with constant speed using the Galerkin finite element method

Modelling traffic flow with constant speed using the Galerkin finite element method Modelling raffic flow wih consan speed using he Galerin finie elemen mehod Wesley Ceulemans, Magd A. Wahab, Kur De Prof and Geer Wes Absrac A macroscopic level, raffic can be described as a coninuum flow.

More information

Block Diagram of a DCS in 411

Block Diagram of a DCS in 411 Informaion source Forma A/D From oher sources Pulse modu. Muliplex Bandpass modu. X M h: channel impulse response m i g i s i Digial inpu Digial oupu iming and synchronizaion Digial baseband/ bandpass

More information

The Strong Law of Large Numbers

The Strong Law of Large Numbers Lecure 9 The Srong Law of Large Numbers Reading: Grimme-Sirzaker 7.2; David Williams Probabiliy wih Maringales 7.2 Furher reading: Grimme-Sirzaker 7.1, 7.3-7.5 Wih he Convergence Theorem (Theorem 54) and

More information

A car following model for traffic flow simulation

A car following model for traffic flow simulation Inernaional Journal of Applied Mahemaical Sciences ISSN 0973-076 Volume 9, Number (206), pp. -9 Research India Publicaions hp://www.ripublicaion.com A car following model for raffic flow simulaion Doudou

More information

SUPPLEMENTARY INFORMATION

SUPPLEMENTARY INFORMATION SUPPLEMENTARY INFORMATION DOI: 0.038/NCLIMATE893 Temporal resoluion and DICE * Supplemenal Informaion Alex L. Maren and Sephen C. Newbold Naional Cener for Environmenal Economics, US Environmenal Proecion

More information

Mathematical Theory and Modeling ISSN (Paper) ISSN (Online) Vol 3, No.3, 2013

Mathematical Theory and Modeling ISSN (Paper) ISSN (Online) Vol 3, No.3, 2013 Mahemaical Theory and Modeling ISSN -580 (Paper) ISSN 5-05 (Online) Vol, No., 0 www.iise.org The ffec of Inverse Transformaion on he Uni Mean and Consan Variance Assumpions of a Muliplicaive rror Model

More information

An introduction to the theory of SDDP algorithm

An introduction to the theory of SDDP algorithm An inroducion o he heory of SDDP algorihm V. Leclère (ENPC) Augus 1, 2014 V. Leclère Inroducion o SDDP Augus 1, 2014 1 / 21 Inroducion Large scale sochasic problem are hard o solve. Two ways of aacking

More information

Solutions for Assignment 2

Solutions for Assignment 2 Faculy of rs and Science Universiy of Torono CSC 358 - Inroducion o Compuer Neworks, Winer 218 Soluions for ssignmen 2 Quesion 1 (2 Poins): Go-ack n RQ In his quesion, we review how Go-ack n RQ can be

More information

Application of a Stochastic-Fuzzy Approach to Modeling Optimal Discrete Time Dynamical Systems by Using Large Scale Data Processing

Application of a Stochastic-Fuzzy Approach to Modeling Optimal Discrete Time Dynamical Systems by Using Large Scale Data Processing Applicaion of a Sochasic-Fuzzy Approach o Modeling Opimal Discree Time Dynamical Sysems by Using Large Scale Daa Processing AA WALASZE-BABISZEWSA Deparmen of Compuer Engineering Opole Universiy of Technology

More information

Robust estimation based on the first- and third-moment restrictions of the power transformation model

Robust estimation based on the first- and third-moment restrictions of the power transformation model h Inernaional Congress on Modelling and Simulaion, Adelaide, Ausralia, 6 December 3 www.mssanz.org.au/modsim3 Robus esimaion based on he firs- and hird-momen resricions of he power ransformaion Nawaa,

More information

Sensors, Signals and Noise

Sensors, Signals and Noise Sensors, Signals and Noise COURSE OUTLINE Inroducion Signals and Noise: 1) Descripion Filering Sensors and associaed elecronics rv 2017/02/08 1 Noise Descripion Noise Waveforms and Samples Saisics of Noise

More information

11!Hí MATHEMATICS : ERDŐS AND ULAM PROC. N. A. S. of decomposiion, properly speaking) conradics he possibiliy of defining a counably addiive real-valu

11!Hí MATHEMATICS : ERDŐS AND ULAM PROC. N. A. S. of decomposiion, properly speaking) conradics he possibiliy of defining a counably addiive real-valu ON EQUATIONS WITH SETS AS UNKNOWNS BY PAUL ERDŐS AND S. ULAM DEPARTMENT OF MATHEMATICS, UNIVERSITY OF COLORADO, BOULDER Communicaed May 27, 1968 We shall presen here a number of resuls in se heory concerning

More information

Stochastic Model for Cancer Cell Growth through Single Forward Mutation

Stochastic Model for Cancer Cell Growth through Single Forward Mutation Journal of Modern Applied Saisical Mehods Volume 16 Issue 1 Aricle 31 5-1-2017 Sochasic Model for Cancer Cell Growh hrough Single Forward Muaion Jayabharahiraj Jayabalan Pondicherry Universiy, jayabharahi8@gmail.com

More information

OBJECTIVES OF TIME SERIES ANALYSIS

OBJECTIVES OF TIME SERIES ANALYSIS OBJECTIVES OF TIME SERIES ANALYSIS Undersanding he dynamic or imedependen srucure of he observaions of a single series (univariae analysis) Forecasing of fuure observaions Asceraining he leading, lagging

More information

Introduction to Probability and Statistics Slides 4 Chapter 4

Introduction to Probability and Statistics Slides 4 Chapter 4 Inroducion o Probabiliy and Saisics Slides 4 Chaper 4 Ammar M. Sarhan, asarhan@mahsa.dal.ca Deparmen of Mahemaics and Saisics, Dalhousie Universiy Fall Semeser 8 Dr. Ammar Sarhan Chaper 4 Coninuous Random

More information

EE 315 Notes. Gürdal Arslan CLASS 1. (Sections ) What is a signal?

EE 315 Notes. Gürdal Arslan CLASS 1. (Sections ) What is a signal? EE 35 Noes Gürdal Arslan CLASS (Secions.-.2) Wha is a signal? In his class, a signal is some funcion of ime and i represens how some physical quaniy changes over some window of ime. Examples: velociy of

More information

Ensamble methods: Boosting

Ensamble methods: Boosting Lecure 21 Ensamble mehods: Boosing Milos Hauskrech milos@cs.pi.edu 5329 Senno Square Schedule Final exam: April 18: 1:00-2:15pm, in-class Term projecs April 23 & April 25: a 1:00-2:30pm in CS seminar room

More information

Matlab and Python programming: how to get started

Matlab and Python programming: how to get started Malab and Pyhon programming: how o ge sared Equipping readers he skills o wrie programs o explore complex sysems and discover ineresing paerns from big daa is one of he main goals of his book. In his chaper,

More information

Inventory Control of Perishable Items in a Two-Echelon Supply Chain

Inventory Control of Perishable Items in a Two-Echelon Supply Chain Journal of Indusrial Engineering, Universiy of ehran, Special Issue,, PP. 69-77 69 Invenory Conrol of Perishable Iems in a wo-echelon Supply Chain Fariborz Jolai *, Elmira Gheisariha and Farnaz Nojavan

More information

Exponentially Weighted Moving Average (EWMA) Chart Based on Six Delta Initiatives

Exponentially Weighted Moving Average (EWMA) Chart Based on Six Delta Initiatives hps://doi.org/0.545/mjis.08.600 Exponenially Weighed Moving Average (EWMA) Char Based on Six Dela Iniiaives KALPESH S. TAILOR Deparmen of Saisics, M. K. Bhavnagar Universiy, Bhavnagar-36400 E-mail: kalpesh_lr@yahoo.co.in

More information

Lecture 2-1 Kinematics in One Dimension Displacement, Velocity and Acceleration Everything in the world is moving. Nothing stays still.

Lecture 2-1 Kinematics in One Dimension Displacement, Velocity and Acceleration Everything in the world is moving. Nothing stays still. Lecure - Kinemaics in One Dimension Displacemen, Velociy and Acceleraion Everyhing in he world is moving. Nohing says sill. Moion occurs a all scales of he universe, saring from he moion of elecrons in

More information

Bias in Conditional and Unconditional Fixed Effects Logit Estimation: a Correction * Tom Coupé

Bias in Conditional and Unconditional Fixed Effects Logit Estimation: a Correction * Tom Coupé Bias in Condiional and Uncondiional Fixed Effecs Logi Esimaion: a Correcion * Tom Coupé Economics Educaion and Research Consorium, Naional Universiy of Kyiv Mohyla Academy Address: Vul Voloska 10, 04070

More information

2 Modern Stochastic Process Methods for Multi-state System Reliability Assessment

2 Modern Stochastic Process Methods for Multi-state System Reliability Assessment 2 Modern Sochasic Process Mehods for Muli-sae Sysem Reliabiliy Assessmen The purpose of his chaper is o describe basic conceps of applying a random process heory o MSS reliabiliy assessmen. Here, we do

More information

Approximation Algorithms for Unique Games via Orthogonal Separators

Approximation Algorithms for Unique Games via Orthogonal Separators Approximaion Algorihms for Unique Games via Orhogonal Separaors Lecure noes by Konsanin Makarychev. Lecure noes are based on he papers [CMM06a, CMM06b, LM4]. Unique Games In hese lecure noes, we define

More information

MODULE 3 FUNCTION OF A RANDOM VARIABLE AND ITS DISTRIBUTION LECTURES PROBABILITY DISTRIBUTION OF A FUNCTION OF A RANDOM VARIABLE

MODULE 3 FUNCTION OF A RANDOM VARIABLE AND ITS DISTRIBUTION LECTURES PROBABILITY DISTRIBUTION OF A FUNCTION OF A RANDOM VARIABLE Topics MODULE 3 FUNCTION OF A RANDOM VARIABLE AND ITS DISTRIBUTION LECTURES 2-6 3. FUNCTION OF A RANDOM VARIABLE 3.2 PROBABILITY DISTRIBUTION OF A FUNCTION OF A RANDOM VARIABLE 3.3 EXPECTATION AND MOMENTS

More information

Development of a new metrological model for measuring of the water surface evaporation Tovmach L. Tovmach Yr. Abstract Introduction

Development of a new metrological model for measuring of the water surface evaporation Tovmach L. Tovmach Yr. Abstract Introduction Developmen of a new merological model for measuring of he waer surface evaporaion Tovmach L. Tovmach Yr. Sae Hydrological Insiue 23 Second Line, 199053 S. Peersburg, Russian Federaion Telephone (812) 323

More information

arxiv: v1 [math.ca] 15 Nov 2016

arxiv: v1 [math.ca] 15 Nov 2016 arxiv:6.599v [mah.ca] 5 Nov 26 Counerexamples on Jumarie s hree basic fracional calculus formulae for non-differeniable coninuous funcions Cheng-shi Liu Deparmen of Mahemaics Norheas Peroleum Universiy

More information

IS 709/809: Computational Methods in IS Research. Queueing Theory Introduction

IS 709/809: Computational Methods in IS Research. Queueing Theory Introduction IS 709/809: Compuaional Mehods in IS Research Queueing Theory Inroducion Nirmalya Roy Deparmen of Informaion Sysems Universiy of Maryland Balimore Couny www.umbc.edu Inroducion: Saisics of hings Waiing

More information

Research Report Statistical Research Unit Department of Economics University of Gothenburg

Research Report Statistical Research Unit Department of Economics University of Gothenburg Research Repor Saisical Research Uni Deparmen of Economics Universiy of Gohenburg Sweden Hoelling s T Mehod in Mulivariae On-Line Surveillance. On he Delay of an Alarm E. Andersson Research Repor 008:3

More information

T L. t=1. Proof of Lemma 1. Using the marginal cost accounting in Equation(4) and standard arguments. t )+Π RB. t )+K 1(Q RB

T L. t=1. Proof of Lemma 1. Using the marginal cost accounting in Equation(4) and standard arguments. t )+Π RB. t )+K 1(Q RB Elecronic Companion EC.1. Proofs of Technical Lemmas and Theorems LEMMA 1. Le C(RB) be he oal cos incurred by he RB policy. Then we have, T L E[C(RB)] 3 E[Z RB ]. (EC.1) Proof of Lemma 1. Using he marginal

More information

Solutions to Odd Number Exercises in Chapter 6

Solutions to Odd Number Exercises in Chapter 6 1 Soluions o Odd Number Exercises in 6.1 R y eˆ 1.7151 y 6.3 From eˆ ( T K) ˆ R 1 1 SST SST SST (1 R ) 55.36(1.7911) we have, ˆ 6.414 T K ( ) 6.5 y ye ye y e 1 1 Consider he erms e and xe b b x e y e b

More information

Institute for Mathematical Methods in Economics. University of Technology Vienna. Singapore, May Manfred Deistler

Institute for Mathematical Methods in Economics. University of Technology Vienna. Singapore, May Manfred Deistler MULTIVARIATE TIME SERIES ANALYSIS AND FORECASTING Manfred Deisler E O S Economerics and Sysems Theory Insiue for Mahemaical Mehods in Economics Universiy of Technology Vienna Singapore, May 2004 Inroducion

More information

CHERNOFF DISTANCE AND AFFINITY FOR TRUNCATED DISTRIBUTIONS *

CHERNOFF DISTANCE AND AFFINITY FOR TRUNCATED DISTRIBUTIONS * haper 5 HERNOFF DISTANE AND AFFINITY FOR TRUNATED DISTRIBUTIONS * 5. Inroducion In he case of disribuions ha saisfy he regulariy condiions, he ramer- Rao inequaliy holds and he maximum likelihood esimaor

More information

Lecture 4 Notes (Little s Theorem)

Lecture 4 Notes (Little s Theorem) Lecure 4 Noes (Lile s Theorem) This lecure concerns one of he mos imporan (and simples) heorems in Queuing Theory, Lile s Theorem. More informaion can be found in he course book, Bersekas & Gallagher,

More information

Shiva Akhtarian MSc Student, Department of Computer Engineering and Information Technology, Payame Noor University, Iran

Shiva Akhtarian MSc Student, Department of Computer Engineering and Information Technology, Payame Noor University, Iran Curren Trends in Technology and Science ISSN : 79-055 8hSASTech 04 Symposium on Advances in Science & Technology-Commission-IV Mashhad, Iran A New for Sofware Reliabiliy Evaluaion Based on NHPP wih Imperfec

More information

3.1 More on model selection

3.1 More on model selection 3. More on Model selecion 3. Comparing models AIC, BIC, Adjused R squared. 3. Over Fiing problem. 3.3 Sample spliing. 3. More on model selecion crieria Ofen afer model fiing you are lef wih a handful of

More information

Right tail. Survival function

Right tail. Survival function Densiy fi (con.) Lecure 4 The aim of his lecure is o improve our abiliy of densiy fi and knowledge of relaed opics. Main issues relaed o his lecure are: logarihmic plos, survival funcion, HS-fi mixures,

More information

Available online at ScienceDirect. Physics Procedia 47 (2013 ) 33 38

Available online at  ScienceDirect. Physics Procedia 47 (2013 ) 33 38 Available online a www.sciencedirec.com ScienceDirec Physics Procedia 47 3 ) 33 38 Scienific Workshop on Nuclear Fission Dynamics and he Emission of Promp Neurons and Gamma Rays, Biarriz, France, 8-3 November

More information

STATE-SPACE MODELLING. A mass balance across the tank gives:

STATE-SPACE MODELLING. A mass balance across the tank gives: B. Lennox and N.F. Thornhill, 9, Sae Space Modelling, IChemE Process Managemen and Conrol Subjec Group Newsleer STE-SPACE MODELLING Inroducion: Over he pas decade or so here has been an ever increasing

More information

Simulation-Solving Dynamic Models ABE 5646 Week 2, Spring 2010

Simulation-Solving Dynamic Models ABE 5646 Week 2, Spring 2010 Simulaion-Solving Dynamic Models ABE 5646 Week 2, Spring 2010 Week Descripion Reading Maerial 2 Compuer Simulaion of Dynamic Models Finie Difference, coninuous saes, discree ime Simple Mehods Euler Trapezoid

More information

Stochastic models and their distributions

Stochastic models and their distributions Sochasic models and heir disribuions Couning cusomers Suppose ha n cusomers arrive a a grocery a imes, say T 1,, T n, each of which akes any real number in he inerval (, ) equally likely The values T 1,,

More information

Proposal of atomic clock in motion: Time in moving clock

Proposal of atomic clock in motion: Time in moving clock Proposal of aomic clock in moion: Time in moving clock Masanori Sao Honda Elecronics Co., d., 0 Oyamazuka, Oiwa-cho, Toyohashi, ichi 441-3193, Japan E-mail: msao@honda-el.co.jp bsrac: The ime in an aomic

More information

Removing Useless Productions of a Context Free Grammar through Petri Net

Removing Useless Productions of a Context Free Grammar through Petri Net Journal of Compuer Science 3 (7): 494-498, 2007 ISSN 1549-3636 2007 Science Publicaions Removing Useless Producions of a Conex Free Grammar hrough Peri Ne Mansoor Al-A'ali and Ali A Khan Deparmen of Compuer

More information

Navneet Saini, Mayank Goyal, Vishal Bansal (2013); Term Project AML310; Indian Institute of Technology Delhi

Navneet Saini, Mayank Goyal, Vishal Bansal (2013); Term Project AML310; Indian Institute of Technology Delhi Creep in Viscoelasic Subsances Numerical mehods o calculae he coefficiens of he Prony equaion using creep es daa and Herediary Inegrals Mehod Navnee Saini, Mayank Goyal, Vishal Bansal (23); Term Projec

More information

Chapter 1 Fundamental Concepts

Chapter 1 Fundamental Concepts Chaper 1 Fundamenal Conceps 1 Signals A signal is a paern of variaion of a physical quaniy, ofen as a funcion of ime (bu also space, disance, posiion, ec). These quaniies are usually he independen variables

More information

Modeling and Analysis of Random Periodic Spectrum Sensing for Cognitive Radio Networks

Modeling and Analysis of Random Periodic Spectrum Sensing for Cognitive Radio Networks Wireless Sensor Nework, 9,, 397-46 doi:.436/wsn.9.548 Published Online December 9 (hp://www.scirp.org/journal/wsn). 397 Modeling and Analysis of Random Periodic Specrum Sensing for Cogniive Radio Neworks

More information

Let us start with a two dimensional case. We consider a vector ( x,

Let us start with a two dimensional case. We consider a vector ( x, Roaion marices We consider now roaion marices in wo and hree dimensions. We sar wih wo dimensions since wo dimensions are easier han hree o undersand, and one dimension is a lile oo simple. However, our

More information

Chapter 4. Location-Scale-Based Parametric Distributions. William Q. Meeker and Luis A. Escobar Iowa State University and Louisiana State University

Chapter 4. Location-Scale-Based Parametric Distributions. William Q. Meeker and Luis A. Escobar Iowa State University and Louisiana State University Chaper 4 Locaion-Scale-Based Parameric Disribuions William Q. Meeker and Luis A. Escobar Iowa Sae Universiy and Louisiana Sae Universiy Copyrigh 1998-2008 W. Q. Meeker and L. A. Escobar. Based on he auhors

More information

How to Deal with Structural Breaks in Practical Cointegration Analysis

How to Deal with Structural Breaks in Practical Cointegration Analysis How o Deal wih Srucural Breaks in Pracical Coinegraion Analysis Roselyne Joyeux * School of Economic and Financial Sudies Macquarie Universiy December 00 ABSTRACT In his noe we consider he reamen of srucural

More information

A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Subexponential Tails

A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Subexponential Tails A Uniform Asympoic Esimae for Discouned Aggregae Claims wih Subeponenial Tails Xuemiao Hao and Qihe Tang Deparmen of Saisics and Acuarial Science The Universiy of Iowa 241 Schae er Hall, Iowa Ciy, IA 52242,

More information

BEng (Hons) Telecommunications. Examinations for / Semester 2

BEng (Hons) Telecommunications. Examinations for / Semester 2 BEng (Hons) Telecommunicaions Cohor: BTEL/14/FT Examinaions for 2015-2016 / Semeser 2 MODULE: ELECTROMAGNETIC THEORY MODULE CODE: ASE2103 Duraion: 2 ½ Hours Insrucions o Candidaes: 1. Answer ALL 4 (FOUR)

More information

Pade and Laguerre Approximations Applied. to the Active Queue Management Model. of Internet Protocol

Pade and Laguerre Approximations Applied. to the Active Queue Management Model. of Internet Protocol Applied Mahemaical Sciences, Vol. 7, 013, no. 16, 663-673 HIKARI Ld, www.m-hikari.com hp://dx.doi.org/10.1988/ams.013.39499 Pade and Laguerre Approximaions Applied o he Acive Queue Managemen Model of Inerne

More information

The Asymptotic Behavior of Nonoscillatory Solutions of Some Nonlinear Dynamic Equations on Time Scales

The Asymptotic Behavior of Nonoscillatory Solutions of Some Nonlinear Dynamic Equations on Time Scales Advances in Dynamical Sysems and Applicaions. ISSN 0973-5321 Volume 1 Number 1 (2006, pp. 103 112 c Research India Publicaions hp://www.ripublicaion.com/adsa.hm The Asympoic Behavior of Nonoscillaory Soluions

More information

A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Subexponential Tails

A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Subexponential Tails A Uniform Asympoic Esimae for Discouned Aggregae Claims wih Subeponenial Tails Xuemiao Hao and Qihe Tang Deparmen of Saisics and Acuarial Science The Universiy of Iowa 241 Schaeffer Hall, Iowa Ciy, IA

More information

2. Nonlinear Conservation Law Equations

2. Nonlinear Conservation Law Equations . Nonlinear Conservaion Law Equaions One of he clear lessons learned over recen years in sudying nonlinear parial differenial equaions is ha i is generally no wise o ry o aack a general class of nonlinear

More information

Maintenance Models. Prof. Robert C. Leachman IEOR 130, Methods of Manufacturing Improvement Spring, 2011

Maintenance Models. Prof. Robert C. Leachman IEOR 130, Methods of Manufacturing Improvement Spring, 2011 Mainenance Models Prof Rober C Leachman IEOR 3, Mehods of Manufacuring Improvemen Spring, Inroducion The mainenance of complex equipmen ofen accouns for a large porion of he coss associaed wih ha equipmen

More information

Evaluation of Mean Time to System Failure of a Repairable 3-out-of-4 System with Online Preventive Maintenance

Evaluation of Mean Time to System Failure of a Repairable 3-out-of-4 System with Online Preventive Maintenance American Journal of Applied Mahemaics and Saisics, 0, Vol., No., 9- Available online a hp://pubs.sciepub.com/ajams/// Science and Educaion Publishing DOI:0.69/ajams--- Evaluaion of Mean Time o Sysem Failure

More information

Stationary Time Series

Stationary Time Series 3-Jul-3 Time Series Analysis Assoc. Prof. Dr. Sevap Kesel July 03 Saionary Time Series Sricly saionary process: If he oin dis. of is he same as he oin dis. of ( X,... X n) ( X h,... X nh) Weakly Saionary

More information

From Complex Fourier Series to Fourier Transforms

From Complex Fourier Series to Fourier Transforms Topic From Complex Fourier Series o Fourier Transforms. Inroducion In he previous lecure you saw ha complex Fourier Series and is coeciens were dened by as f ( = n= C ne in! where C n = T T = T = f (e

More information

Structural Dynamics and Earthquake Engineering

Structural Dynamics and Earthquake Engineering Srucural Dynamics and Earhquae Engineering Course 1 Inroducion. Single degree of freedom sysems: Equaions of moion, problem saemen, soluion mehods. Course noes are available for download a hp://www.c.up.ro/users/aurelsraan/

More information

Kinematics Vocabulary. Kinematics and One Dimensional Motion. Position. Coordinate System in One Dimension. Kinema means movement 8.

Kinematics Vocabulary. Kinematics and One Dimensional Motion. Position. Coordinate System in One Dimension. Kinema means movement 8. Kinemaics Vocabulary Kinemaics and One Dimensional Moion 8.1 WD1 Kinema means movemen Mahemaical descripion of moion Posiion Time Inerval Displacemen Velociy; absolue value: speed Acceleraion Averages

More information

Dynamic Analysis of Loads Moving Over Structures

Dynamic Analysis of Loads Moving Over Structures h Inernaional ongress of roaian ociey of echanics epember, 18-, 3 Bizovac, roaia ynamic nalysis of Loads oving Over rucures Ivica Kožar, Ivana Šimac Keywords: moving load, direc acceleraion mehod 1. Inroducion

More information

Georey E. Hinton. University oftoronto. Technical Report CRG-TR February 22, Abstract

Georey E. Hinton. University oftoronto.   Technical Report CRG-TR February 22, Abstract Parameer Esimaion for Linear Dynamical Sysems Zoubin Ghahramani Georey E. Hinon Deparmen of Compuer Science Universiy oftorono 6 King's College Road Torono, Canada M5S A4 Email: zoubin@cs.orono.edu Technical

More information

Part III: Chap. 2.5,2.6 & 12

Part III: Chap. 2.5,2.6 & 12 Survival Analysis Mah 434 Fall 2011 Par III: Chap. 2.5,2.6 & 12 Jimin Ding Mah Dep. www.mah.wusl.edu/ jmding/mah434/index.hml Jimin Ding, Ocober 4, 2011 Survival Analysis, Fall 2011 - p. 1/14 Jimin Ding,

More information

International Journal of Computer Science Trends and Technology (IJCST) Volume 3 Issue 6, Nov-Dec 2015

International Journal of Computer Science Trends and Technology (IJCST) Volume 3 Issue 6, Nov-Dec 2015 Inernaional Journal of Compuer Science Trends and Technology (IJCST) Volume Issue 6, Nov-Dec 05 RESEARCH ARTICLE OPEN ACCESS An EPQ Model for Two-Parameer Weibully Deerioraed Iems wih Exponenial Demand

More information