A Real-time Adaptive Traffic Monitoring Approach for Multimedia Content Delivery in Wireless Environment *

Size: px
Start display at page:

Download "A Real-time Adaptive Traffic Monitoring Approach for Multimedia Content Delivery in Wireless Environment *"

Transcription

1 A Real-e Adapve Traffc Monorng Approach for Muleda Conen Delvery n Wreless Envronen * Boonl Adpa and DongSong Zhang Inforaon Syses Deparen Unversy of Maryland, Balore Couny Balore, MD, U.S.A. bdpa1@ubc.edu, zhangd@ubc.edu Absrac - Nework raffc onorng s crcal for wreless applcaons o ensure he QoS whle sreang uleda conen. The hgh rae of raffc onorng s lkely o oban he hgh accuracy of he nework raffc. However, usng a hgh onorng rae has a radeoff due o he exra bandwdh consupon. In a wreless nework envronen wh led bandwdh, raffc load generaed by a hgh onorng rae ay cause he nework congeson. Therefore, boh accuracy and bandwdh consupon should be aken no consderaon whle deernng an approprae raffc onorng rae. In hs paper, an adapve real-e raffc onorng approach ha can dynacally adjuss he onorng rae based on real-e nework bandwdh consupon and nework congeson saus s proposed. In he serous raffc condon, he syse uses a sall raffc onorng rae n order o avod ncreasng nework raffc load. If he nework raffc s seady, he rae s reduced. When he raffc s flucuaed, he rae s ncreased o deec varaons n he nework. Keywords: Nework raffc onorng, uleda syse, wreless nework, oble envronen, Traffc deecon, adapve syse. 1 Inroducon Wh he laes advances of wreless councaon echnology, a varey of applcaons for delverng uleda nforaon o handheld devces, such as oble phones and personal dgal asssans (PDAs), have eerged o ee user deands. For exaple, a busnessan who s vsng a cusoer ay vew a shor vdeo clp abou a new produc on hs PDA. A sockbroker keeps checkng he changes n he sock arke hrough hs cell phones whle ravelng. These scenaros deonsrae dfferen applcaons of uleda conen delvery n oble envronen. However, here are any challenges for developng such applcaons. For nsance, uleda applcaons requre suffcen nework bandwdh n order o ransfer connuous uleda sreas durng a perod of e. A sgnfcan varaon of bandwdh capacy n he nework durng ranssson can nfluence he qualy of uleda conen delvery and presenaon. In addon, he unrelably and nsably of wreless neworks cause varous probles such as fadng sgnal, raffc flucuaon and nework congeson, whch can consderably degrade he qualy of uleda ransssons. Therefore, s crcal o explore effecve engneerng echanss for ransng uleda conen va a wreless nework. Nework onorng s a process o collec varous nework nforaon ha can represen he nework condon, such as raffc load, node falure, packe error raes, loss raes, bandwdh, delay, and user saus [8]. If here are changes n he nework, applcaons can ulze hs nforaon o nae approprae acons o adap o he changes. For exaple, an applcaon reduces and expands bandwdh for ongong ransssons based on he changes n he nework. Snce ransng uleda conen s sensve o he varaon of nework raffc as descrbed above, nework onorng plays an poran role n ensurng he qualy of nforaon delvery and sooh dsplay of uleda conen on oble devces. In hs paper, he er raffc onorng refers o collecng raffc daa n a wreless nework. The (raffc) onorng rae s defned as he frequency of obanng raffc saples fro he nework. The an challenge n raffc onorng s o oban accurae raffc nforaon. If he colleced raffc nforaon canno accuraely reflec he curren nework suaon, an applcaon canno ake approprae adjusens o he conen delvery. Ths can cause any probles n nework ranssson and degrade qualy of servce (QoS). Users ay experence a long delay whle vewng he conen ransed fro he applcaon server on handheld devces. In addon, accurae raffc nforaon provdes a nuber of benefs. For exaple, oble applcaons can use o srea an approprae verson of uleda conen (e.g., vdeos wh hgh/low copresson raes) o users., I s also benefcal o any nework conrol asks such as adsson conrol, QoS anageen, faul deecon, and load balancng, whch ulze raffc nforaon o adjus he syse envronen [6,8]. * /03/$ IEEE.

2 Typcally, an applcaon usng a very hgh onorng rae s ore lkely o capure he os recen nework raffc daa han usng a low onorng rae, bu ncreases bandwdh consupon by saplng he nework ore frequenly for collecng raffc daa [,6].. In a wreless envronen wh led bandwdh, hese probles ay cause negave effecs. For exaple, under heavy raffc condons, a hgh onorng rae ay worsen he suaon and force soe connecons o be ernaed. Therefore, approprae raffc onorng raes should be dynacally deerned by facors ncludng bandwdh consupon and nework condon. In hs paper, we propose an adapve real-e raffc onorng approach ha dynacally adjuss he onorng rae based on wo facors: raffc conssency and nework condon. We defne he raffc conssency as he slary beween recen nework raffc daa, and nework condon as he congeson suaon (congesed or no congesed). In a prooype syse, he colleced raffc daa wll be sored n a nework raffc profle resdng n he applcaon server. Monorng raes n he lgh raffc condon wll be hgher han ones n he heavy raffc condon. In addon, he adjusen o onorng rae also depends on he varaon of nework raffc. If colleced raffc daa has relavely lle flucuaon for a perod of e, he rae wll be reduced. On he oher hand, f here are sgnfcan and frequen changes n he nework raffc, he onorng rae wll be ncreased n order o deec frequen changes n he nework. We beleve ha hs adapve approach can faclae he syse o oban he accurae raffc nforaon ore effecvely whle reducng he exra nework raffc load generaed by he onorng process. The reander of hs paper s organzed as follows. In secon, we brefly nroduce he concep of raffc onorng and exsng approaches. Then, we presen a real-e adapve raffc onorng approach n deals n secon 3. In secon 4, we descrbe he syse pleenaon. Fnally, we dscuss he fuure research and conclude he paper n he secon 5. Traffc onorng Traffc onorng s a process of collecng he nework nforaon n fve funconal areas,.e., faulanageen, accounnganageen, confguraonanageen, perforance anageenand secury anageen [8]. In hs paper, we prarly focus on nework perforance anageen. Accordng o [7], nework perforance anageen s a process of gaherng nforaon on he sae of nework (e.g. hroughpu and avalably of bandwdh capacy) n order o enable a syse o ake approprae acons o enhance he nework perforance. In he process of raffc onorng, a nework onor (usually a sofware coponen ravelng hrough he nework o gaher raffc daa such as packe rae and avalable bandwdh) s he an eleen for collecng raffc daa. Exensve sudes have been conduced on nework raffc onorng. In wred neworks, he exsng ehods are prarly operaed n a cenralzed anner based on SNMP and CMIP 1 [1,8]. A cenral anager node s responsble for anagng all ransssons n he nework. As a resul, all colleced raffc daa has o be ransed o a cenral daabase. Ths process consues a lo of bandwdh [1,8]. To allevae hs proble, Tha e al. [10] propose RM-based and IRM-based schees for raffc onorng. Boh schees collec raffc nforaon fro all nodes va nework onors. The onors keep rackng of raffc n he nework and perodcally send relaed nforaon o local daabases of ndvdual sub-neworks, so hese wo approaches work n a dsrbued fashon and consue less bandwdh han SNMP and CMIP. In wreless neworks, Manv [8] proposes anoher echans for raffc onorng by usng oble agens o collec raffc nforaon. The benef of usng oble agen ehod ncludes allevang he copuaon load a nework nodes. However, saplng raffc a a hgh frequency (hgh onorng rae) produces hgh bandwdh consupon. In addon, he huge volues of raffc nforaon cause a long processng e. All of he above exsng approaches share an dencal feaure ha hey all onor nework raffc usng a pre-defned sac onorng rae regardless of he flucuaon of nework raffc. Recenly, soe adapve nework raffc approaches have been nroduced. Fu e al. [6] propose an algorh ha collecs raffc nforaon adapvely by changng he range of onorng rae based on he bursness of raffc sae. I apples a e-seres odel, called Auo- Regressve Movng Average (ARMA), o specfy an approprae onorng rae based on sascal nferences fro he hsorcal raffc daa. Traffc daa s enered no he ARMA odel o deerne a suable onorng rae for a parcular range of raffc values. If he presen raffc daa reans seady coparng o he recen raffc daa, he onorng rae keeps unchanged. On he oher hand, n case he raffc s changed abruply, he syse recursvely ulzes he ARMA odel o generae a new rae of onorng. Slar o [6], Cho e al. [3] propose anoher echans for generang adapve onorng raes usng a dfferen aheacal odel (Auo- Regressve odel). Boh ehods odfy he onorng rae based on raffc daa and are proved ha hey can produce sasfacory resuls of raffc onorng process 1 Sple Nework Manageen Proocol (SNMP) and Coon Manageen Inforaon Proocol (CMIP) Relevan Monor (RM) and Iproved Relevan Monor (IRM)

3 n er of accuracy and nework cos. However, hey do no nclude he facor of nework saus whle odfyng he onorng rae. 3 An Adapve Real-e Traffc Monorng Approach In a wreless envronen, s desrable o save he bandwdh capacy as uch as possble, especally durng a heavy raffc suaon. We exend he approaches proposed by [3] and [6] by consderng wo ore varables,.e., raffc conssency and nework congeson saus. The raffc conssency s easured by he slary beween colleced raffc daa (bandwdh). If values of raffc daa are close enough, we consder he nework raffc s n a seady sae (conssen). As a resul, s reasonable o reduce he onorng rae n order o save nework bandwdh. When he nework s congesed, reducng onorng rae can avod ncreasng raffc o he nework. Collecng Traffc Info. Idenfyng Nework Saus If nework s congesed Deernng Monorng Rae Checkng Traffc Conssency Fgure 1. Adapve Real-e Traffc Monorng Process As shown n Fgure 1, afer collecng raffc daa wh a pre-defned onorng rae a he nal sep, he daa s forwarded o he second sep, called Idenfyng nework saus, n order o deerne he congeson saus of he nework. If he nework s serously congesed, he process drecly jups o he Deernng Monorng Rae sep. In hs sudy, a nework s defned n he congeson suaon when he percenage of s hroughpu ulzaon s hgher han a predefned hreshold value. However, f he nework s no congesed, he process connues o he Checkng raffc conssency sep o exane he seadness of he nework raffc. If he raffc values have been conssen whn a specfc e nerval, he nework s consdered n he seady sae. Oherwse, s consdered n changng sae. The process hen oves o he Deernng Monorng Rae sep. Accordng o he resuls of prevous seps, here are hree possble cases for assgnng a new onorng rae. Frsly, f he nework s congesed, he lowes onorng rae wll be assgned. Secondly, f he nework raffc s seady, he sep decreases he onorng rae. Thrdly, f he nework raffc s changng, he sep apples he cenral l heore of rando saples [,3] and Auo-Regressve (AR) odel [3,4] o calculae a new onorng rae based on he gahered raffc nforaon. The process repeas hese seps eravely, as shown n he Fgure 1. In he followng sub-secons, we descrbe every sep n hs adapve raffc onorng approach n deals. 3.1 Collecng Traffc Inforaon Ths sep capures he followng raffc nforaon [5]: raffc load he oal sze of packes flowng hrough he nework whn a e nerval, bandwdh (hroughpu) capacy of a nework easured by he nuber of byes of daa ransferred per second, and delay he duraon beween he e ha he source sends he daa and he e he desnaon receves. 3. Idenfyng Nework Saus Beng aware of nework suaon n wreless neworks s one of he exensons n our approach over he prevous adapve echanss [3,6]. In a congesed nework, s unnecessary o use a hgh onorng rae because worsens nework raffc. In addon, he process gh parly ncrease nework raffc load ha ay lead o eher ernae ongong ransssons or deny new callng requess due o he heavy raffc. Accordng o [9], here s no sandard creron for defnng nework congeson. A nuber of defnons have been nroduced. Fro a user s perspecve, congeson occurs n he nework when s/he experences unusual evens such as a longer delay or freezng of vdeo playng. Fro a echncal perspecve, he occurrence of congeson n he nework s denfed when he rans delay s greaer han a hreshold or he effecve hroughpu s less han a specfc value. We adap he laer defnon o deerne he nework congeson saus. In hs sudy, a nework s defned o be under congeson f he percenage of oal hroughpu fro all curren ransssons (copared o he axu hroughpu capacy of he nework) s larger han a specfc hreshold value (e.g. 80%). The hroughpu ulzaon of he nework can be defned as follows: oal_ hroughpu hroughpu _ ulzaon (%) = 100 (1) Max_ nework_ hroughpu If he nework s congesed, he process wll drecly ove o he Deernng Monorng Rae sep. If he nework s no congesed, he echans wll proceed o he Checkng Traffc Conssency sep as descrbed prevously.

4 3.3 Checkng Traffc Conssency The purpose of hs sep s o check he conssency of nework raffc, so ha he syse can decrease he onorng rae f he nework raffc reans seady for a perod of e. To deec he seadness or varaon of he nework raffc, we adop a sple sascal odel, naely varance ( σ ) []. Assung a syse keeps os recen hroughpu values, we can calculae varance a he e as follows. ( X µ σ () ) = = 1 where (-1, -,, -) denoes he nuber of hroughpu records, X (0 ) s he hroughpu value a h record, and µ s he ean of hroughpu values. In [7], he er σ +1 /σ s used o denfy he level of shor-er nework raffc varaon. Snce varance s a easure of how daa s spreaded ou, a sall nuber of varance ples a sall varaon fro he ean of a group of daa. Therefore, f he rao of wo varances σ +1 /σ s less han (or hgher han) 1, ndcaes ha he varance of new raffc hroughpu s reduced (or ncreased). As shown n he forulas (3) and (4), f we defne a hreshold value (TH σ ), we can generae he followng rules: f he rao of σ +1 /σ s whn he range of [1 - TH σ, 1+ TH σ ], he nework raffc s consdered seady. If he rao s ou of he above range, we consder here s a sgnfcan varaon of raffc n he nework. 1 - TH σ 1 σ + 1+ TH σ seady sae (3) σ 1 σ + < 1 - TH σ or σ + 1 > 1+ TH σ changng sae (4) σ σ 3.4 Deernng he Monorng Rae Ths sep as o deerne an approprae raffc onorng rae based on hree ypes of nforaon: nework congeson saus, raffc conssency and colleced nework raffc values. Fro hs nforaon, we can assgn onorng raes based on hree sauses of he nework raffc: congesed, seady, and changng. A new onorng rae s deerned based on he followng gudelnes. (1) f nework = congesed, hen new onorng rae = a predefned salles onorng rae () else f nework = seady sae, hen new onorng rae = reduced onorng rae (3) else f nework = changng sae, hen new onorng rae = newly calculaed onorng rae We descrbe he ehods o defne a new onorng rae n each parcular case n he followng sall secons. (1) Defnng he Salles onorng Rae If he nework s congesed, a pre-defned lowes onorng rae wll be used as he new onorng rae. () Reducng Prevous Monorng Rae If he nework raffc has been n a seady condon whn he e nerval, he curren onorng rae wll be reduced n order o save nework bandwdh and decrease processng e. We propose o apply he followng sple lnear equaon o gradually ncrease he lapse beween wo onorng probes: T = Told a, new new * T old T <= TH probe (5) where T new and T old (boh defned n second) are he new and prevous duraons beween wo adjacen onorng probes (See Fgure ). The value of he coeffcen a ( a > 1 ) can be changed a dfferen e based on how long he seady sae has lased. However, T new has o be less han or equal o a hreshold value, TH probe, because he onorng rae canno be oo sall. Monorng Probes T new Te nerval (sec.) Fgure. Reducng Monorng Rae by Increasng he Duraon Beween Two Adjacen Monorng Probes (3) Calculang a New Monorng Rae If he nework s n a changng sae, a new onorng rae s calculaed by usng cenral l heore and Auo-Regressve (AR) e seres odel descrbed as follows.

5 Accordng o [3], he requred nu nuber of raffc saples s calculaed usng he followng forula: 1 φ (1 η / ) σ n = ε µ = z where φ() s he cuulave dsrbuon funcon, µ and σ represens populaon eans and sandard devaon 1 of he packe sze respecvely, φ (1 η / ) and z p = ε σ S =. Values of η and ε (0< η <1, 0< ε <1) are µ anually creaed. The saller nubers of boh varables (η,ε) can lead o a ore accurae n. S s he squared coeffcen of varance (SCV) of he packe sze dsrbuon n a e nerval (e.g. 30, 60, 90 seconds). Assung ha packes are ransed hrough he nework durng a specfc e nerval and he sze of he h packe s X, we can derve he oal sze of packes (V): X = 1 V = However, he value of S has o be solved wh he acual nuber of packes durng he presen e nerval, so a e seres odel, Auo-Regressve (AR), s appled o predc he S paraeer based on he prevous packe nforaon. The predced SCV, S, and nuber of p packes,, are calculaed as follows [3]: S = = u = 1 u = 1 a S b where u refers o he eory sze. I s suggesed ha when u 5, (8) and (9) can yeld good predcng resuls [3]. Therefore, he necessary nuber of packe saples are calculaed as follows: S (6) (7) (8) (9) =. (10) n z p S Afer he nuber of saples s aaned, we can now calculae he onorng rae (R): R = n / Inerval (11) Moble Devces where n s he predced necessary nuber of saples, and nerval s he e duraon. 4 Syse Ipleenaon and Evaluaon Ths secon descrbes a wreless applcaon syse ha s currenly under developen. The syse s developed usng JME and negraes he proposed adapve nework onorng approach. A hs oen, he syse, as shown n he Fgure 3, consss of eulaed oble devces, an oracle daabase server o sore he raffc nforaon, and a web server. Voce, Tex, Iage, Web page, ec. Capure nework raffc nforaon Sore raffc nforaon n Daabase reques Web Server Applcaon Rereve profle DB Traffc Profle Fgure 3. The Archecure of he Wreless Applcaon Syse A nework-onorng ool called WnPcap [11] s ulzed n he syse o oban he raffc of he wreless nework. WnPcap can capure nework hroughpu and sze of packes. The capured daa s sored n a raffc profle daabase. The WnPcap keeps onorng raffc a wo levels: he frs level s he enre nework level, where he WnPcap- keeps deecng hroughpu currenly used by all ransssons n he nework. The second level s he ranssson level. Every acve ranssson n he nework s onored fro he begnnng o he end. The hroughpus a he second level are aouns of bandwdh occuped by ndvdual ransssons and her conen ransferrng saus (percenage of copleon). Currenly, we anly focus on he raffc deecon a he enre nework level. The syse sores a nuber of os recen raffc daa records for perforng he adapve raffc onorng echans and generang new onorng raes. An exaple of he raffc profle sored n he oracle daabase s shown n Table1.

6 Te_Inerval Toal_Used_bandwdh Throughpu_ (Mbps) Ulzaon (%) % % Table 1: Traffc Profle a Nework Level We plan o assess he effecveness of our approach by coparng he perforance and resource effcency [3] beween he sac onorng approach (usng consan onorng rae o deec nework raffc) and our adapve onorng approach. 5 Concluson The naure of wreless neworks and exra requreens of real-e uleda applcaons have brough nuerous neresng ssues o researchers and praconers. In order o effecvely delver uleda conen o oble users n he unsable wreless envronen, onorng nework raffc and akng dynac adjusen s crcal. In hs paper, we presen an adapve real-e raffc onorng approach ha ncludes he facors of raffc conssency and nework congeson suaon o dynacally change he onorng rae. If he raffc reans seady for a perod of e, he onorng rae should be reduced n order o decrease he raffc load and processng e. In addon, wheher he nework s congesed or no can also nfluence he onorng rae. The onorng rae should be reduced o a pre-defned lowes rae n order o avod ncreasng raffc whle he nework s congesed. Alhough we beleve ha he proposed approach can generae ore approprae onorng raes whle reducng chances o cause nework congeson, has soe poenal laons. For exaple, requres exra copuaon. However, we beleve ha benefs of hs approach ouweghs he exra copuaon cos because can help lessen he probably of nework congeson and prove he QoS of uleda conen delvery and presenaon. One of he neresng ssues n he fuure sudy s o deerne approprae values of hresholds n he proposed adapve approach hrough a seres of experens. I wll be also poran o evaluae and refne he approach hrough real-e applcaons. [] Donald A. Berry and Bernard W. Lndgren, Sascs heory and Mehods, nd ed., Duxbury Press, ITP, [3] B.-K. Cho, J. Park, Z.-L. Zhang, Adapve Rando Saplng for Load Change Deecon, Techncal Repor, Dep. of Copuer Scence & Engneerng, Unversy of Mnnesoa, 001. [4] Jonahan D. Cryer, Te Seres Analyss, Duxbury Press, Boson, MA, [5] Francos Fluckger, Undersandng Neworked Muleda, Prence Hall, Englewood Clff, NJ, [6] Z. Fu and N. Venkaasubraanan, Adapve Paraeer Collecon n Dynac Dsrbued Envronens, The 1 s Inernaonal Conference on Dsrbued Copung Syses, pp , 001. [7] S. Hayes, Analyzng Nework Perforance Manageen, IEEE Councaon Magazne, vol. 31, ssue 5, pp. 5-59, May [8] S. S. Manv and P. Venkaara, A Mehod of Nework Monorng by Moble Agens, Proc. of he Inernaonal Conference Councaon, Conrol and Sgnal Processng n he nex llenu (CCSP- 000), pp. 1-5, July 000. [9] E. Monero, G. Quadros and F. Boavda, A Schee for he Quanfcaon of Congeson n Councaon Servces and Syses, Proc. of he 3 rd Inernaonal Workshop on Servces n Dsrbued and Neworked Envronen, pp. 5-60, June [10] C.K. Tha, Y. Jang and C.C. Ko, Monorng QoS dsrbuon n uleda neworks, Inernaonal Journal of Nework Manageen, vol.10, pp , 000. [11] WnPcap: he Free Packe Capure Archecure for Wndows, developed by he Unversy of Calforna, Lawrence Berkley Laboraory [Onlne]. Avalable: hp://wnpcap.polo./, June 003. References [1] Larry L. Ball, Muleda Nework Inegraon & Manageen, McGraw-Hll Seres on Copuer Councaons, New York, pp. 8-83, 1996.

How To Calculate Backup From A Backup From An Oal To A Daa

How To Calculate Backup From A Backup From An Oal To A Daa 6 IJCSNS Inernaonal Journal of Compuer Scence and Nework Secury, VOL.4 No.7, July 04 Mahemacal Model of Daa Backup and Recovery Karel Burda The Faculy of Elecrcal Engneerng and Communcaon Brno Unversy

More information

Fixed Income Attribution. Remco van Eeuwijk, Managing Director Wilshire Associates Incorporated 15 February 2006

Fixed Income Attribution. Remco van Eeuwijk, Managing Director Wilshire Associates Incorporated 15 February 2006 Fxed Incoe Arbuon eco van Eeuwk Managng Drecor Wlshre Assocaes Incorporaed 5 February 2006 Agenda Inroducon Goal of Perforance Arbuon Invesen Processes and Arbuon Mehodologes Facor-based Perforance Arbuon

More information

Optimal Testing Resource Allocation, and Sensitivity Analysis in Software Development

Optimal Testing Resource Allocation, and Sensitivity Analysis in Software Development Opal Tesng Resource Allocaon, and Sensvy Analyss n Sofware Developen Chn-Yu Huang, Meber, IEEE Mchael R. Lyu 2, Fellow, IEEE Keywords: Sofware relably, esng resource allocaon, non-hoogeneous Posson processes,

More information

Spline. Computer Graphics. B-splines. B-Splines (for basis splines) Generating a curve. Basis Functions. Lecture 14 Curves and Surfaces II

Spline. Computer Graphics. B-splines. B-Splines (for basis splines) Generating a curve. Basis Functions. Lecture 14 Curves and Surfaces II Lecure 4 Curves and Surfaces II Splne A long flexble srps of meal used by drafspersons o lay ou he surfaces of arplanes, cars and shps Ducks weghs aached o he splnes were used o pull he splne n dfferen

More information

Economizing on Liquidity with Deferred Settlement Mechanisms

Economizing on Liquidity with Deferred Settlement Mechanisms Kur Johnson, Jaes J. McAndrews, and Ko Soraäk Econozng on Lqudy wh Deferred Seleen Mechanss Real-e gross seleen (RTGS) syses such as he Federal Reserve s Fedwre Funds Servce enable parcpang banks o sele

More information

SHIPPING ECONOMIC ANALYSIS FOR ULTRA LARGE CONTAINERSHIP

SHIPPING ECONOMIC ANALYSIS FOR ULTRA LARGE CONTAINERSHIP Journal of he Easern Asa Socey for Transporaon Sudes, Vol. 6, pp. 936-951, 2005 SHIPPING ECONOMIC ANALYSIS FOR ULTRA LARGE CONTAINERSHIP Chaug-Ing HSU Professor Deparen of Transporaon Technology and Manageen

More information

Anomaly Detection in Network Traffic Using Selected Methods of Time Series Analysis

Anomaly Detection in Network Traffic Using Selected Methods of Time Series Analysis I. J. Compuer Nework and Informaon Secury, 2015, 9, 10-18 Publshed Onlne Augus 2015 n MECS (hp://www.mecs-press.org/) DOI: 10.5815/jcns.2015.09.02 Anomaly Deecon n Nework Traffc Usng Seleced Mehods of

More information

The Virtual Machine Resource Allocation based on Service Features in Cloud Computing Environment

The Virtual Machine Resource Allocation based on Service Features in Cloud Computing Environment Send Orders for Reprns o reprns@benhamscence.ae The Open Cybernecs & Sysemcs Journal, 2015, 9, 639-647 639 Open Access The Vrual Machne Resource Allocaon based on Servce Feaures n Cloud Compung Envronmen

More information

Kalman filtering as a performance monitoring technique for a propensity scorecard

Kalman filtering as a performance monitoring technique for a propensity scorecard Kalman flerng as a performance monorng echnque for a propensy scorecard Kaarzyna Bjak * Unversy of Souhampon, Souhampon, UK, and Buro Informacj Kredyowej S.A., Warsaw, Poland Absrac Propensy scorecards

More information

Genetic Algorithm with Range Selection Mechanism for Dynamic Multiservice Load Balancing in Cloud-Based Multimedia System

Genetic Algorithm with Range Selection Mechanism for Dynamic Multiservice Load Balancing in Cloud-Based Multimedia System ISSN : 2347-8446 (Onlne) Inernaonal Journal of Advanced Research n Genec Algorhm wh Range Selecon Mechansm for Dynamc Mulservce Load Balancng n Cloud-Based Mulmeda Sysem I Mchael Sadgun Rao Kona, II K.Purushoama

More information

Methodology of the CBOE S&P 500 PutWrite Index (PUT SM ) (with supplemental information regarding the CBOE S&P 500 PutWrite T-W Index (PWT SM ))

Methodology of the CBOE S&P 500 PutWrite Index (PUT SM ) (with supplemental information regarding the CBOE S&P 500 PutWrite T-W Index (PWT SM )) ehodology of he CBOE S&P 500 PuWre Index (PUT S ) (wh supplemenal nformaon regardng he CBOE S&P 500 PuWre T-W Index (PWT S )) The CBOE S&P 500 PuWre Index (cker symbol PUT ) racks he value of a passve

More information

An Architecture to Support Distributed Data Mining Services in E-Commerce Environments

An Architecture to Support Distributed Data Mining Services in E-Commerce Environments An Archecure o Suppor Dsrbued Daa Mnng Servces n E-Commerce Envronmens S. Krshnaswamy 1, A. Zaslavsky 1, S.W. Loke 2 School of Compuer Scence & Sofware Engneerng, Monash Unversy 1 900 Dandenong Road, Caulfeld

More information

GUIDANCE STATEMENT ON CALCULATION METHODOLOGY

GUIDANCE STATEMENT ON CALCULATION METHODOLOGY GUIDANCE STATEMENT ON CALCULATION METHODOLOGY Adopon Dae: 9/28/0 Effecve Dae: //20 Reroacve Applcaon: No Requred www.gpssandards.org 204 CFA Insue Gudance Saemen on Calculaon Mehodology GIPS GUIDANCE STATEMENT

More information

A New Method to Evaluate Equity-Linked Life Insurance

A New Method to Evaluate Equity-Linked Life Insurance Coneporary Manageen Research Pages -, Vol. 0, No., March 04 do:0.790/cr.097 A New Mehod o Evaluae Equy-Lnked Lfe Insurance Mng-Shann Tsa Naonal Unversy of Kaohsung E-Mal: ssa@nuk.edu.w Shh-Cheng Lee Yuan-Ze

More information

Capacity Planning. Operations Planning

Capacity Planning. Operations Planning Operaons Plannng Capacy Plannng Sales and Operaons Plannng Forecasng Capacy plannng Invenory opmzaon How much capacy assgned o each producon un? Realsc capacy esmaes Sraegc level Moderaely long me horzon

More information

Lecture 40 Induction. Review Inductors Self-induction RL circuits Energy stored in a Magnetic Field

Lecture 40 Induction. Review Inductors Self-induction RL circuits Energy stored in a Magnetic Field ecure 4 nducon evew nducors Self-nducon crcus nergy sored n a Magnec Feld 1 evew nducon end nergy Transfers mf Bv Mechancal energy ransform n elecrc and hen n hermal energy P Fv B v evew eformulaon of

More information

THÈSE L UNIVERSITÉ BORDEAUX 1

THÈSE L UNIVERSITÉ BORDEAUX 1 THÈSE PRÉSENTÉE À L UNIVERSITÉ BORDEAUX ÉCOLE DOCTORALE DES SCIENCES PHYSIQUES ET DE L INGENIEUR Par Bahan ROSTAMI-TABAR POUR OBTENIR LE GRADE DE DOCTEUR SPÉCIALITÉ: PRODUCTIQUE ARIMA DEMAND FORECASTING

More information

The Rules of the Settlement Guarantee Fund. 1. These Rules, hereinafter referred to as "the Rules", define the procedures for the formation

The Rules of the Settlement Guarantee Fund. 1. These Rules, hereinafter referred to as the Rules, define the procedures for the formation Vald as of May 31, 2010 The Rules of he Selemen Guaranee Fund 1 1. These Rules, herenafer referred o as "he Rules", defne he procedures for he formaon and use of he Selemen Guaranee Fund, as defned n Arcle

More information

APPLICATION OF CHAOS THEORY TO ANALYSIS OF COMPUTER NETWORK TRAFFIC Liudvikas Kaklauskas, Leonidas Sakalauskas

APPLICATION OF CHAOS THEORY TO ANALYSIS OF COMPUTER NETWORK TRAFFIC Liudvikas Kaklauskas, Leonidas Sakalauskas The XIII Inernaonal Conference Appled Sochasc Models and Daa Analyss (ASMDA-2009) June 30-July 3 2009 Vlnus LITHUANIA ISBN 978-9955-28-463-5 L. Sakalauskas C. Skadas and E. K. Zavadskas (Eds.): ASMDA-2009

More information

SPC-based Inventory Control Policy to Improve Supply Chain Dynamics

SPC-based Inventory Control Policy to Improve Supply Chain Dynamics Francesco Cosanno e al. / Inernaonal Journal of Engneerng and Technology (IJET) SPC-based Invenory Conrol Polcy o Improve Supply Chan ynamcs Francesco Cosanno #, Gulo Gravo #, Ahmed Shaban #3,*, Massmo

More information

12/7/2011. Procedures to be Covered. Time Series Analysis Using Statgraphics Centurion. Time Series Analysis. Example #1 U.S.

12/7/2011. Procedures to be Covered. Time Series Analysis Using Statgraphics Centurion. Time Series Analysis. Example #1 U.S. Tme Seres Analyss Usng Sagraphcs Cenuron Nel W. Polhemus, CTO, SaPon Technologes, Inc. Procedures o be Covered Descrpve Mehods (me sequence plos, auocorrelaon funcons, perodograms) Smoohng Seasonal Decomposon

More information

THEORETICAL STUDY ON PIPE OF TAPERED THICKNESS WITH AN INTERNAL FLOW TO ESTIMATE NATURAL FREQUENCY

THEORETICAL STUDY ON PIPE OF TAPERED THICKNESS WITH AN INTERNAL FLOW TO ESTIMATE NATURAL FREQUENCY Inernaonal Journal of Mechancal Engneerng and Technology (IJMET) Volue 7, Issue, March-Arl 6,., Arcle ID: IJMET_7 Avalable onlne a h://www.aee.co/ijmet/ssues.as?jtye=ijmet&vtye=7&itye= Journal Iac Facor

More information

DEPARTMENT OF ECONOMETRICS AND BUSINESS STATISTICS. Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand

DEPARTMENT OF ECONOMETRICS AND BUSINESS STATISTICS. Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand ISSN 440-77X ISBN 0 736 094 X AUSTRALIA DEPARTMENT OF ECONOMETRICS AND BUSINESS STATISTICS Exponenal Smoohng for Invenory Conrol: Means and Varances of Lead-Tme Demand Ralph D. Snyder, Anne B. Koehler,

More information

CONTROLLER PERFORMANCE MONITORING AND DIAGNOSIS. INDUSTRIAL PERSPECTIVE

CONTROLLER PERFORMANCE MONITORING AND DIAGNOSIS. INDUSTRIAL PERSPECTIVE Copyrgh IFAC 5h Trennal World Congress, Barcelona, Span CONTROLLER PERFORMANCE MONITORING AND DIAGNOSIS. INDUSTRIAL PERSPECTIVE Derrck J. Kozub Shell Global Soluons USA Inc. Weshollow Technology Cener,

More information

Currency Exchange Rate Forecasting from News Headlines

Currency Exchange Rate Forecasting from News Headlines Currency Exchange Rae Forecasng from News Headlnes Desh Peramunelleke Raymond K. Wong School of Compuer Scence & Engneerng Unversy of New Souh Wales Sydney, NSW 2052, Ausrala deshp@cse.unsw.edu.au wong@cse.unsw.edu.au

More information

PerfCenter: A Methodology and Tool for Performance Analysis of Application Hosting Centers

PerfCenter: A Methodology and Tool for Performance Analysis of Application Hosting Centers PerfCener: A Mehodology and Tool for Performance Analyss of Applcaon Hosng Ceners Rukma P. Verlekar, Varsha Ape, Prakhar Goyal, Bhavsh Aggarwal Dep. of Compuer Scence and Engneerng Indan Insue of Technology

More information

Health Shocks, Disability and Work

Health Shocks, Disability and Work Healh Shocs Dsably and Wor Maaren Lndeboo a Ana Llena-Nozal b Bas van der Klaauw c Noveber 2007 Absrac: Ths paper focuses on he relaon beween he onse of a dsably and eployen oucoes. We develop an even-hsory

More information

Stable real-time AR framework for training and planning in industrial environments

Stable real-time AR framework for training and planning in industrial environments Inroducon 1 Sable real-e AR fraework for ranng and plannng n ndusral envronens Sable real-e AR fraework for ranng and plannng n ndusral envronens L. Vacche, V. Lepe, M. Ponder, G. Papagannaks, D. Thalann,

More information

INTERNATIONAL JOURNAL OF STRATEGIC MANAGEMENT

INTERNATIONAL JOURNAL OF STRATEGIC MANAGEMENT IJSM, Volume, Number, 0 ISSN: 555-4 INTERNATIONAL JOURNAL OF STRATEGIC MANAGEMENT SPONSORED BY: Angelo Sae Unversy San Angelo, Texas, USA www.angelo.edu Managng Edors: Professor Alan S. Khade, Ph.D. Calforna

More information

A Heuristic Solution Method to a Stochastic Vehicle Routing Problem

A Heuristic Solution Method to a Stochastic Vehicle Routing Problem A Heursc Soluon Mehod o a Sochasc Vehcle Roung Problem Lars M. Hvaum Unversy of Bergen, Bergen, Norway. larsmh@.ub.no Arne Løkkeangen Molde Unversy College, 6411 Molde, Norway. Arne.Lokkeangen@hmolde.no

More information

Linear Extension Cube Attack on Stream Ciphers Abstract: Keywords: 1. Introduction

Linear Extension Cube Attack on Stream Ciphers Abstract: Keywords: 1. Introduction Lnear Exenson Cube Aack on Sream Cphers Lren Dng Yongjuan Wang Zhufeng L (Language Engneerng Deparmen, Luo yang Unversy for Foregn Language, Luo yang cy, He nan Provnce, 47003, P. R. Chna) Absrac: Basng

More information

Decentralized Model Reference Adaptive Control Without Restriction on Subsystem Relative Degrees

Decentralized Model Reference Adaptive Control Without Restriction on Subsystem Relative Degrees 1464 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL 44, NO 7, JULY 1999 [5] S Kosos, Fne npu/oupu represenaon of a class of Volerra polynoal syses, Auoaca, vol 33, no 2, pp 257 262, 1997 [6] S Kosos and D

More information

Ground rules. Guide to the calculation methods of the FTSE Actuaries UK Gilts Index Series v1.9

Ground rules. Guide to the calculation methods of the FTSE Actuaries UK Gilts Index Series v1.9 Ground rules Gude o he calculaon mehods of he FTSE Acuares UK Gls Index Seres v1.9 fserussell.com Ocober 2015 Conens 1.0 Inroducon... 4 1.1 Scope... 4 1.2 FTSE Russell... 5 1.3 Overvew of he calculaons...

More information

MODEL-BASED APPROACH TO CHARACTERIZATION OF DIFFUSION PROCESSES VIA DISTRIBUTED CONTROL OF ACTUATED SENSOR NETWORKS

MODEL-BASED APPROACH TO CHARACTERIZATION OF DIFFUSION PROCESSES VIA DISTRIBUTED CONTROL OF ACTUATED SENSOR NETWORKS MODEL-BASED APPROACH TO CHARACTERIZATION OF DIFFUSION PROCESSES IA DISTRIBUTED CONTROL OF ACTUATED SENSOR NETWORKS Kevn L. Moore and YangQuan Chen Cener for Self-Organzng and Inellgen Sysems Uah Sae Unversy

More information

Both human traders and algorithmic

Both human traders and algorithmic Shuhao Chen s a Ph.D. canddae n sascs a Rugers Unversy n Pscaaway, NJ. bhmchen@sa.rugers.edu Rong Chen s a professor of Rugers Unversy n Pscaaway, NJ and Peng Unversy, n Bejng, Chna. rongchen@sa.rugers.edu

More information

MULTI-WORKDAY ERGONOMIC WORKFORCE SCHEDULING WITH DAYS OFF

MULTI-WORKDAY ERGONOMIC WORKFORCE SCHEDULING WITH DAYS OFF Proceedngs of he 4h Inernaonal Conference on Engneerng, Projec, and Producon Managemen (EPPM 203) MULTI-WORKDAY ERGONOMIC WORKFORCE SCHEDULING WITH DAYS OFF Tar Raanamanee and Suebsak Nanhavanj School

More information

Attribution Strategies and Return on Keyword Investment in Paid Search Advertising

Attribution Strategies and Return on Keyword Investment in Paid Search Advertising Arbuon Sraeges and Reurn on Keyword Invesmen n Pad Search Adversng by Hongshuang (Alce) L, P. K. Kannan, Sva Vswanahan and Abhshek Pan * December 15, 2015 * Honshuang (Alce) L s Asssan Professor of Markeng,

More information

Information-based trading, price impact of trades, and trade autocorrelation

Information-based trading, price impact of trades, and trade autocorrelation Informaon-based radng, prce mpac of rades, and rade auocorrelaon Kee H. Chung a,, Mngsheng L b, Thomas H. McInsh c a Sae Unversy of New York (SUNY) a Buffalo, Buffalo, NY 426, USA b Unversy of Lousana

More information

The Feedback from Stock Prices to Credit Spreads

The Feedback from Stock Prices to Credit Spreads Appled Fnance Projec Ka Fa Law (Keh) The Feedback from Sock Prces o Cred Spreads Maser n Fnancal Engneerng Program BA 3N Appled Fnance Projec Ka Fa Law (Keh) Appled Fnance Projec Ka Fa Law (Keh). Inroducon

More information

Proceedings of the 2008 Winter Simulation Conference S. J. Mason, R. R. Hill, L. Mönch, O. Rose, T. Jefferson, J. W. Fowler eds.

Proceedings of the 2008 Winter Simulation Conference S. J. Mason, R. R. Hill, L. Mönch, O. Rose, T. Jefferson, J. W. Fowler eds. Proceedngs of he 008 Wner Smulaon Conference S. J. Mason, R. R. Hll, L. Mönch, O. Rose, T. Jefferson, J. W. Fowler eds. DEMAND FORECAST OF SEMICONDUCTOR PRODUCTS BASED ON TECHNOLOGY DIFFUSION Chen-Fu Chen,

More information

Estimating intrinsic currency values

Estimating intrinsic currency values Cung edge Foregn exchange Esmang nrnsc currency values Forex marke praconers consanly alk abou he srenghenng or weakenng of ndvdual currences. In hs arcle, Jan Chen and Paul Dous presen a new mehodology

More information

Pricing of Arithmetic Asian Quanto-Basket Options

Pricing of Arithmetic Asian Quanto-Basket Options Helsnk Unversy of Technology Faculy of Inforaon and Naural cences Deparen of Maheacs and yses Analyss Ma-.8 Independen research proecs n appled aheacs Prcng of Arhec Asan Quano-Baske Opons Tana Eronen

More information

The Joint Cross Section of Stocks and Options *

The Joint Cross Section of Stocks and Options * The Jon Cross Secon of Socks and Opons * Andrew Ang Columba Unversy and NBER Turan G. Bal Baruch College, CUNY Nusre Cakc Fordham Unversy Ths Verson: 1 March 2010 Keywords: mpled volaly, rsk premums, reurn

More information

Boosting for Learning Multiple Classes with Imbalanced Class Distribution

Boosting for Learning Multiple Classes with Imbalanced Class Distribution Boosng for Learnng Mulple Classes wh Imbalanced Class Dsrbuon Yanmn Sun Deparmen of Elecrcal and Compuer Engneerng Unversy of Waerloo Waerloo, Onaro, Canada y8sun@engmal.uwaerloo.ca Mohamed S. Kamel Deparmen

More information

An Anti-spam Filter Combination Framework for Text-and-Image Emails through Incremental Learning

An Anti-spam Filter Combination Framework for Text-and-Image Emails through Incremental Learning An An-spam Fler Combnaon Framework for Tex-and-Image Emals hrough Incremenal Learnng 1 Byungk Byun, 1 Chn-Hu Lee, 2 Seve Webb, 2 Danesh Iran, and 2 Calon Pu 1 School of Elecrcal & Compuer Engr. Georga

More information

Stability and Capacity of Large Aloha Systems with Retransmission Gain and Poisson New Arrival

Stability and Capacity of Large Aloha Systems with Retransmission Gain and Poisson New Arrival 2003 Conference on Inforaon Scence and Syses The Johns Hopkns Unversy March 2-4 2003 Sably and Capacy of arge Aloha Syses wh Reranssson Gan and Posson New Arrval Y Sun Deparen of Elecrcal Engneerng The

More information

THE USE IN BANKS OF VALUE AT RISK METHOD IN MARKET RISK MANAGEMENT. Ioan TRENCA *

THE USE IN BANKS OF VALUE AT RISK METHOD IN MARKET RISK MANAGEMENT. Ioan TRENCA * ANALELE ŞTIINłIFICE ALE UNIVERSITĂłII ALEXANDRU IOAN CUZA DIN IAŞI Tomul LVI ŞnŃe Economce 009 THE USE IN BANKS OF VALUE AT RISK METHOD IN MARKET RISK MANAGEMENT Ioan TRENCA * Absrac In sophscaed marke

More information

THE IMPACT OF UNSECURED DEBT ON FINANCIAL DISTRESS AMONG BRITISH HOUSEHOLDS. Ana del Río and Garry Young. Documentos de Trabajo N.

THE IMPACT OF UNSECURED DEBT ON FINANCIAL DISTRESS AMONG BRITISH HOUSEHOLDS. Ana del Río and Garry Young. Documentos de Trabajo N. THE IMPACT OF UNSECURED DEBT ON FINANCIAL DISTRESS AMONG BRITISH HOUSEHOLDS 2005 Ana del Río and Garry Young Documenos de Trabajo N.º 0512 THE IMPACT OF UNSECURED DEBT ON FINANCIAL DISTRESS AMONG BRITISH

More information

HEURISTIC ALGORITHM FOR SINGLE RESOURCE CONSTRAINED PROJECT SCHEDULING PROBLEM BASED ON THE DYNAMIC PROGRAMMING

HEURISTIC ALGORITHM FOR SINGLE RESOURCE CONSTRAINED PROJECT SCHEDULING PROBLEM BASED ON THE DYNAMIC PROGRAMMING Yugoslav Journal o Operaons Research Volume 19 (2009) Number 2, 281-298 DOI:10.2298/YUJOR0902281S HEURISTIC ALGORITHM FOR SINGLE RESOURCE CONSTRAINED PROJECT SCHEDULING PROBLEM BASED ON THE DYNAMIC PROGRAMMING

More information

Network Effects on Standard Software Markets: A Simulation Model to examine Pricing Strategies

Network Effects on Standard Software Markets: A Simulation Model to examine Pricing Strategies Nework Effecs on Sandard Sofware Markes Page Nework Effecs on Sandard Sofware Markes: A Smulaon Model o examne Prcng Sraeges Peer Buxmann Absrac Ths paper examnes sraeges of sandard sofware vendors, n

More information

Applying the Theta Model to Short-Term Forecasts in Monthly Time Series

Applying the Theta Model to Short-Term Forecasts in Monthly Time Series Applyng he Thea Model o Shor-Term Forecass n Monhly Tme Seres Glson Adamczuk Olvera *, Marcelo Gonçalves Trenn +, Anselmo Chaves Neo ** * Deparmen of Mechancal Engneerng, Federal Technologcal Unversy of

More information

MORE ON TVM, "SIX FUNCTIONS OF A DOLLAR", FINANCIAL MECHANICS. Copyright 2004, S. Malpezzi

MORE ON TVM, SIX FUNCTIONS OF A DOLLAR, FINANCIAL MECHANICS. Copyright 2004, S. Malpezzi MORE ON VM, "SIX FUNCIONS OF A DOLLAR", FINANCIAL MECHANICS Copyrgh 2004, S. Malpezz I wan everyone o be very clear on boh he "rees" (our basc fnancal funcons) and he "fores" (he dea of he cash flow model).

More information

Return Calculation of U.S. Treasury Constant Maturity Indices

Return Calculation of U.S. Treasury Constant Maturity Indices Reurn Calculaion of US Treasur Consan Mauri Indices Morningsar Mehodolog Paper Sepeber 30 008 008 Morningsar Inc All righs reserved The inforaion in his docuen is he proper of Morningsar Inc Reproducion

More information

Cost- and Energy-Aware Load Distribution Across Data Centers

Cost- and Energy-Aware Load Distribution Across Data Centers - and Energy-Aware Load Dsrbuon Across Daa Ceners Ken Le, Rcardo Banchn, Margare Maronos, and Thu D. Nguyen Rugers Unversy Prnceon Unversy Inroducon Today, many large organzaons operae mulple daa ceners.

More information

An Ensemble Data Mining and FLANN Combining Short-term Load Forecasting System for Abnormal Days

An Ensemble Data Mining and FLANN Combining Short-term Load Forecasting System for Abnormal Days JOURNAL OF SOFTWARE, VOL. 6, NO. 6, JUNE 0 96 An Ensemble Daa Mnng and FLANN Combnng Shor-erm Load Forecasng Sysem for Abnormal Days Mng L College of Auomaon, Guangdong Unversy of Technology, Guangzhou,

More information

Handelsbanken Sweden All Bond Tradable Index. Index Rules v2.8 Version as of 28 January 2011

Handelsbanken Sweden All Bond Tradable Index. Index Rules v2.8 Version as of 28 January 2011 Handelsbanken Sweden All Bond Tradable ndex ndex Rules v28 Verson as of 28 January 20 ndex Descrpon Handelsbanken Sweden All Bond Tradable ndex (he ndex ) s a arke value weghed ndex conssng of Swedsh orgage

More information

JCER DISCUSSION PAPER

JCER DISCUSSION PAPER JCER DISCUSSION PAPER No.135 Sraegy swchng n he Japanese sock marke Ryuch Yamamoo and Hdeak Hraa February 2012 公 益 社 団 法 人 日 本 経 済 研 究 センター Japan Cener for Economc Research Sraegy swchng n he Japanese

More information

Insurance. By Mark Dorfman, Alexander Kling, and Jochen Russ. Abstract

Insurance. By Mark Dorfman, Alexander Kling, and Jochen Russ. Abstract he Impac Of Deflaon On Insurance Companes Offerng Parcpang fe Insurance y Mar Dorfman, lexander Klng, and Jochen Russ bsrac We presen a smple model n whch he mpac of a deflaonary economy on lfe nsurers

More information

Revision: June 12, 2010 215 E Main Suite D Pullman, WA 99163 (509) 334 6306 Voice and Fax

Revision: June 12, 2010 215 E Main Suite D Pullman, WA 99163 (509) 334 6306 Voice and Fax .3: Inucors Reson: June, 5 E Man Sue D Pullman, WA 9963 59 334 636 Voce an Fax Oerew We connue our suy of energy sorage elemens wh a scusson of nucors. Inucors, lke ressors an capacors, are passe wo-ermnal

More information

Case Study on Web Service Composition Based on Multi-Agent System

Case Study on Web Service Composition Based on Multi-Agent System 900 JOURNAL OF SOFTWARE, VOL. 8, NO. 4, APRIL 2013 Case Sudy on Web Servce Composon Based on Mul-Agen Sysem Shanlang Pan Deparmen of Compuer Scence and Technology, Nngbo Unversy, Chna PanShanLang@gmal.com

More information

The Multi-shift Vehicle Routing Problem with Overtime

The Multi-shift Vehicle Routing Problem with Overtime The Mul-shf Vehcle Roung Problem wh Overme Yngao Ren, Maged Dessouy, and Fernando Ordóñez Danel J. Epsen Deparmen of Indusral and Sysems Engneerng Unversy of Souhern Calforna 3715 McClnoc Ave, Los Angeles,

More information

Towards a Trustworthy and Controllable Peer- Server-Peer Media Streaming: An Analytical Study and An Industrial Perspective

Towards a Trustworthy and Controllable Peer- Server-Peer Media Streaming: An Analytical Study and An Industrial Perspective Towards a Trusworhy and Conrollable Peer- Server-Peer Meda Sreamn: An Analycal Sudy and An Indusral Perspecve Zhja Chen, Hao Yn, Chuan n, Xuenn u, Yan Chen* Deparmen of Compuer Scence & Technoloy, *Deparmen

More information

Performance Measurement for Traditional Investment

Performance Measurement for Traditional Investment E D H E C I S K A N D A S S E T M A N A G E M E N T E S E A C H C E N T E erformance Measuremen for Tradonal Invesmen Leraure Survey January 007 Véronque Le Sourd Senor esearch Engneer a he EDHEC sk and

More information

Time Series. A thesis. Submitted to the. Edith Cowan University. Perth, Western Australia. David Sheung Chi Fung. In Fulfillment of the Requirements

Time Series. A thesis. Submitted to the. Edith Cowan University. Perth, Western Australia. David Sheung Chi Fung. In Fulfillment of the Requirements Mehods for he Esmaon of Mssng Values n Tme Seres A hess Submed o he Faculy of Communcaons, ealh and Scence Edh Cowan Unversy Perh, Wesern Ausrala By Davd Sheung Ch Fung In Fulfllmen of he Requremens For

More information

Index Mathematics Methodology

Index Mathematics Methodology Index Mahemacs Mehodology S&P Dow Jones Indces: Index Mehodology Ocober 2015 Table of Conens Inroducon 4 Dfferen Varees of Indces 4 The Index Dvsor 5 Capalzaon Weghed Indces 6 Defnon 6 Adjusmens o Share

More information

Long Run Underperformance of Seasoned Equity Offerings: Fact or an Illusion?

Long Run Underperformance of Seasoned Equity Offerings: Fact or an Illusion? Long Run Underperformance of Seasoned Equy Offerngs: Fac or an Illuson? 1 2 Allen D.E. and V. Souck 1 Edh Cowan Unversy, 2 Unversy of Wesern Ausrala, E-Mal: d.allen@ecu.edu.au Keywords: Seasoned Equy Issues,

More information

Fundamental Analysis of Receivables and Bad Debt Reserves

Fundamental Analysis of Receivables and Bad Debt Reserves Fundamenal Analyss of Recevables and Bad Deb Reserves Mchael Calegar Assocae Professor Deparmen of Accounng Sana Clara Unversy e-mal: mcalegar@scu.edu February 21 2005 Fundamenal Analyss of Recevables

More information

HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD

HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD Journal of Appled Mahemacs and Compuaonal Mechancs 3, (), 45-5 HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD Sansław Kukla, Urszula Sedlecka Insue of Mahemacs,

More information

The Sarbanes-Oxley Act and Small Public Companies

The Sarbanes-Oxley Act and Small Public Companies The Sarbanes-Oxley Ac and Small Publc Companes Smry Prakash Randhawa * June 5 h 2009 ABSTRACT Ths sudy consrucs measures of coss as well as benefs of mplemenng Secon 404 for small publc companes. In hs

More information

The impact of unsecured debt on financial distress among British households

The impact of unsecured debt on financial distress among British households The mpac of unsecured deb on fnancal dsress among Brsh households Ana Del-Río* and Garr Young** Workng Paper no. 262 * Banco de España. Alcalá, 50. 28014 Madrd, Span Emal: adelro@bde.es ** Fnancal Sabl,

More information

The performance of imbalance-based trading strategy on tender offer announcement day

The performance of imbalance-based trading strategy on tender offer announcement day Invesmen Managemen and Fnancal Innovaons, Volume, Issue 2, 24 Han-Chng Huang (awan), Yong-Chern Su (awan), Y-Chun Lu (awan) he performance of mbalance-based radng sraegy on ender offer announcemen day

More information

FOREIGN AID AND ECONOMIC GROWTH: NEW EVIDENCE FROM PANEL COINTEGRATION

FOREIGN AID AND ECONOMIC GROWTH: NEW EVIDENCE FROM PANEL COINTEGRATION JOURAL OF ECOOMIC DEVELOPME 7 Volume 30, umber, June 005 FOREIG AID AD ECOOMIC GROWH: EW EVIDECE FROM PAEL COIEGRAIO ABDULASSER HAEMI-J AD MAUCHEHR IRADOUS * Unversy of Skövde and Unversy of Örebro he

More information

Guidelines and Specification for the Construction and Maintenance of the. NASDAQ OMX Credit SEK Indexes

Guidelines and Specification for the Construction and Maintenance of the. NASDAQ OMX Credit SEK Indexes Gudelnes and Specfcaon for he Consrucon and Manenance of he NASDAQ OMX Cred SEK Indexes Verson as of Aprl 7h 2014 Conens Rules for he Consrucon and Manenance of he NASDAQ OMX Cred SEK Index seres... 3

More information

A STUDY ON THE CAUSAL RELATIONSHIP BETWEEN RELATIVE EQUITY PERFORMANCE AND THE EXCHANGE RATE

A STUDY ON THE CAUSAL RELATIONSHIP BETWEEN RELATIVE EQUITY PERFORMANCE AND THE EXCHANGE RATE A STUDY ON THE CAUSAL RELATIONSHIP BETWEEN RELATIVE EQUITY PERFORMANCE AND THE EXCHANGE RATE The Swedsh Case Phlp Barsk* and Magnus Cederlöf Maser s Thess n Inernaonal Economcs Sockholm School of Economcs

More information

Systematic risk measurement in the global banking stock market with time series analysis and CoVaR

Systematic risk measurement in the global banking stock market with time series analysis and CoVaR Invesmen Managemen and Fnancal Innovaons, Volume 1, Issue 1, 213 Tesuo Kurosak (USA, Young Shn Km (Germany Sysemac rsk measuremen n he global bankng sock marke wh meseres analyss and CoVaR Absrac Movaed

More information

Analyzing Energy Use with Decomposition Methods

Analyzing Energy Use with Decomposition Methods nalyzng nergy Use wh Decomposon Mehods eve HNN nergy Technology Polcy Dvson eve.henen@ea.org nergy Tranng Week Pars 1 h prl 213 OCD/ 213 Dscusson nergy consumpon and energy effcency? How can energy consumpon

More information

CLoud computing has recently emerged as a new

CLoud computing has recently emerged as a new 1 A Framework of Prce Bddng Confguraons for Resource Usage n Cloud Compung Kenl L, Member, IEEE, Chubo Lu, Keqn L, Fellow, IEEE, and Alber Y. Zomaya, Fellow, IEEE Absrac In hs paper, we focus on prce bddng

More information

Modeling state-related fmri activity using change-point theory

Modeling state-related fmri activity using change-point theory Modelng sae-relaed fmri acvy usng change-pon heory Marn A. Lndqus 1*, Chrsan Waugh and Tor D. Wager 3 1. Deparmen of Sascs, Columba Unversy, New York, NY, 1007. Deparmen of Psychology, Unversy of Mchgan,

More information

HAND: Highly Available Dynamic Deployment Infrastructure for Globus Toolkit 4

HAND: Highly Available Dynamic Deployment Infrastructure for Globus Toolkit 4 HAND: Hghly Avalable Dynamc Deploymen Infrasrucure for Globus Toolk 4 L Q 1, Ha Jn 1, Ian Foser,3, Jarek Gawor 1 Huazhong Unversy of Scence and Technology, Wuhan, 430074, Chna quck@chnagrd.edu.cn; hjn@hus.edu.cn

More information

The Cause of Short-Term Momentum Strategies in Stock Market: Evidence from Taiwan

The Cause of Short-Term Momentum Strategies in Stock Market: Evidence from Taiwan he Cause of Shor-erm Momenum Sraeges n Sock Marke: Evdence from awan Hung-Chh Wang 1, Y. Angela Lu 2, and Chun-Hua Susan Ln 3+ 1 B. A. Dep.,C C U, and B. A. Dep., awan Shoufu Unversy, awan (.O.C. 2 Dep.

More information

(Im)possibility of Safe Exchange Mechanism Design

(Im)possibility of Safe Exchange Mechanism Design (Im)possbly of Safe Exchange Mechansm Desgn Tuomas Sandholm Compuer Scence Deparmen Carnege Mellon Unversy 5 Forbes Avenue Psburgh, PA 15213 sandholm@cs.cmu.edu XaoFeng Wang Deparmen of Elecrcal and Compuer

More information

Social security, education, retirement and growth*

Social security, education, retirement and growth* Hacenda P úblca Espa ñola / Revsa de Econom ía P úblca, 198-(3/2011): 9-36 2011, Insuo de Esudos Fscales Socal secury, educaon, reremen and growh* CRUZ A. ECHEVARR ÍA AMAIA IZA** Unversdad del Pa ís Vasco

More information

What influences the growth of household debt?

What influences the growth of household debt? Wha nfluences he growh of household deb? Dag Hennng Jacobsen, economs n he Secures Markes Deparmen, and Bjørn E. Naug, senor economs n he Research Deparmen 1 Household deb has ncreased by 10 11 per cen

More information

What Explains Superior Retail Performance?

What Explains Superior Retail Performance? Wha Explans Superor Real Performance? Vshal Gaur, Marshall Fsher, Ananh Raman The Wharon School, Unversy of Pennsylvana vshal@grace.wharon.upenn.edu fsher@wharon.upenn.edu Harvard Busness School araman@hbs.edu

More information

The Incentive Effects of Organizational Forms: Evidence from Florida s Non-Emergency Medicaid Transportation Programs

The Incentive Effects of Organizational Forms: Evidence from Florida s Non-Emergency Medicaid Transportation Programs The Incenve Effecs of Organzaonal Forms: Evdence from Florda s Non-Emergency Medcad Transporaon Programs Chfeng Da* Deparmen of Economcs Souhern Illnos Unversy Carbondale, IL 62901 Davd Denslow Deparmen

More information

Prices of Credit Default Swaps and the Term Structure of Credit Risk

Prices of Credit Default Swaps and the Term Structure of Credit Risk Prces of Cred Defaul Swaps and he Term Srucure of Cred Rsk by Mary Elzabeh Desrosers A Professonal Maser s Projec Submed o he Faculy of he WORCESTER POLYTECHNIC INSTITUTE n paral fulfllmen of he requremens

More information

How Much Life Insurance is Enough?

How Much Life Insurance is Enough? How Much Lfe Insurance s Enough? Uly-Based pproach By LJ Rossouw BSTRCT The paper ams o nvesgae how much lfe nsurance proecon cover a uly maxmsng ndvdual should buy. Ths queson s relevan n he nsurance

More information

A Model for Time Series Analysis

A Model for Time Series Analysis Aled Mahemaal Senes, Vol. 6, 0, no. 5, 5735-5748 A Model for Tme Seres Analyss me A. H. Poo Sunway Unversy Busness Shool Sunway Unversy Bandar Sunway, Malaysa ahhn@sunway.edu.my Absra Consder a me seres

More information

Selected Financial Formulae. Basic Time Value Formulae PV A FV A. FV Ad

Selected Financial Formulae. Basic Time Value Formulae PV A FV A. FV Ad Basc Tme Value e Fuure Value of a Sngle Sum PV( + Presen Value of a Sngle Sum PV ------------------ ( + Solve for for a Sngle Sum ln ------ PV -------------------- ln( + Solve for for a Sngle Sum ------

More information

Working PaPer SerieS. risk SPillover among hedge funds The role of redemptions and fund failures. no 1112 / november 2009

Working PaPer SerieS. risk SPillover among hedge funds The role of redemptions and fund failures. no 1112 / november 2009 Workng PaPer SereS no 1112 / november 2009 rsk SPllover among hedge funds The role of redemptons and fund falures by Benjamn Klaus and Bronka Rzepkowsk WORKING PAPER SERIES NO 1112 / NOVEMBER 2009 RISK

More information

Y2K* Stephanie Schmitt-Grohé. Rutgers Uni ersity, 75 Hamilton Street, New Brunswick, New Jersey 08901 E-mail: grohe@econ.rutgers.edu.

Y2K* Stephanie Schmitt-Grohé. Rutgers Uni ersity, 75 Hamilton Street, New Brunswick, New Jersey 08901 E-mail: grohe@econ.rutgers.edu. Revew of Economc Dynamcs 2, 850856 Ž 1999. Arcle ID redy.1999.0065, avalable onlne a hp:www.dealbrary.com on Y2K* Sephane Schm-Grohé Rugers Unersy, 75 Hamlon Sree, New Brunswc, New Jersey 08901 E-mal:

More information

Sensor Nework proposeations

Sensor Nework proposeations 008 Inernaoal Symposum on Telecommuncaons A cooperave sngle arge rackng algorhm usng bnary sensor neworks Danal Aghajaran, Reza Berang Compuer Engneerng Deparmen, Iran Unversy of Scence and Technology,

More information

This research paper analyzes the impact of information technology (IT) in a healthcare

This research paper analyzes the impact of information technology (IT) in a healthcare Producvy of Informaon Sysems n he Healhcare Indusry Nrup M. Menon Byungae Lee Lesle Eldenburg Texas Tech Unversy, College of Busness MS 2101, Lubbock, Texas 79409 menon@ba.u.edu The Unversy of Illnos a

More information

Efficiency of General Insurance in Malaysia Using Stochastic Frontier Analysis (SFA)

Efficiency of General Insurance in Malaysia Using Stochastic Frontier Analysis (SFA) Inernaonal Journal of Modern Engneerng Research (IJMER) www.jmer.com Vol., Issue.5, Sep-Oc. 01 pp-3886-3890 ISSN: 49-6645 Effcency of General Insurance n Malaysa Usng Sochasc Froner Analyss (SFA) Mohamad

More information

A Hybrid AANN-KPCA Approach to Sensor Data Validation

A Hybrid AANN-KPCA Approach to Sensor Data Validation Proceedngs of he 7h WSEAS Inernaonal Conference on Appled Informacs and Communcaons, Ahens, Greece, Augus 4-6, 7 85 A Hybrd AANN-KPCA Approach o Sensor Daa Valdaon REZA SHARIFI, REZA LANGARI Deparmen of

More information

No. 32-2009. David Büttner and Bernd Hayo. Determinants of European Stock Market Integration

No. 32-2009. David Büttner and Bernd Hayo. Determinants of European Stock Market Integration MAGKS Aachen Segen Marburg Geßen Göngen Kassel Jon Dscusson Paper Seres n Economcs by he Unverses of Aachen Geßen Göngen Kassel Marburg Segen ISSN 1867-3678 No. 32-2009 Davd Büner and Bernd Hayo Deermnans

More information

PARTICLE FILTER BASED VEHICLE TRACKING APPROACH WITH IMPROVED RESAMPLING STAGE

PARTICLE FILTER BASED VEHICLE TRACKING APPROACH WITH IMPROVED RESAMPLING STAGE ISS: 0976-910(OLIE) ICTACT JOURAL O IMAGE AD VIDEO PROCESSIG, FEBRUARY 014, VOLUME: 04, ISSUE: 03 PARTICLE FILTER BASED VEHICLE TRACKIG APPROACH WITH IMPROVED RESAMPLIG STAGE We Leong Khong 1, We Yeang

More information

Working Paper Tracking the new economy: Using growth theory to detect changes in trend productivity

Working Paper Tracking the new economy: Using growth theory to detect changes in trend productivity econsor www.econsor.eu Der Open-Access-Publkaonsserver der ZBW Lebnz-Informaonszenrum Wrschaf The Open Access Publcaon erver of he ZBW Lebnz Informaon Cenre for Economcs Kahn James A.; Rch Rober Workng

More information

The Cost of Equity in Canada: An International Comparison

The Cost of Equity in Canada: An International Comparison Workng Paper/Documen de raval 2008-21 The Cos of Equy n Canada: An Inernaonal Comparson by Jonahan Wmer www.bank-banque-canada.ca Bank of Canada Workng Paper 2008-21 July 2008 The Cos of Equy n Canada:

More information

Chapter 8: Regression with Lagged Explanatory Variables

Chapter 8: Regression with Lagged Explanatory Variables Chaper 8: Regression wih Lagged Explanaory Variables Time series daa: Y for =1,..,T End goal: Regression model relaing a dependen variable o explanaory variables. Wih ime series new issues arise: 1. One

More information