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25
On Selecting Models for Nonlinear Time Series
 Physica D
, 1995
"... Constructing models from time series with nontrivial dynamics involves the problem of how to choose the best model from within a class of models, or to choose between competing classes. This paper discusses a method of building nonlinear models of possibly chaotic systems from data, while maintainin ..."
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Cited by 64 (14 self)
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Constructing models from time series with nontrivial dynamics involves the problem of how to choose the best model from within a class of models, or to choose between competing classes. This paper discusses a method of building nonlinear models of possibly chaotic systems from data, while maintaining good robustness against noise. The models that are built are close to the simplest possible according to a description length criterion. The method will deliver a linear model if that has shorter description length than a nonlinear model. We show how our models can be used for prediction, smoothing and interpolation in the usual way. We also show how to apply the results to identification of chaos by detecting the presence of homoclinic orbits directly from time series. 1 The Model Selection Problem As our understanding of chaotic and other nonlinear phenomena has grown, it has become apparent that linear models are inadequate to model most dynamical processes. Nevertheless, linear models...
Network Routing
 Phil. Trans. R. Soc. Lond. A,337
, 1991
"... How should flows through a network be organized, so that the network responds sensibly to failures and overloads? The question is currently of considerable technological importance in connection with the development of computer and telecommunication networks, while in various other forms it has a lo ..."
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Cited by 27 (2 self)
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How should flows through a network be organized, so that the network responds sensibly to failures and overloads? The question is currently of considerable technological importance in connection with the development of computer and telecommunication networks, while in various other forms it has a long history in the fields of physics and economics. In all of these areas there is interest in how simple, local rules, often involving random actions, can produce coherent and purposeful behaviour at the macroscopic level. This paper describes some examples from these various fields, and indicates how analogies with fundamental concepts such as energy and price can provide powerful insights into the design of routing schemes for communication networks.
Rate adaptation, Congestion Control and Fairness: A Tutorial
, 2000
"... Contents 31 Congestion Control for Best Effort: Theory 1 31.1 The objective of congestion control . . . ............................ 1 31.1.1 Congestion Collapse . . . ............................... 1 31.1.2 Efficiency versus Fairness ............................... 4 31.2 Fairness ............ ..."
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Cited by 27 (0 self)
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Contents 31 Congestion Control for Best Effort: Theory 1 31.1 The objective of congestion control . . . ............................ 1 31.1.1 Congestion Collapse . . . ............................... 1 31.1.2 Efficiency versus Fairness ............................... 4 31.2 Fairness ............................................. 4 31.2.1 MaxMin Fairness ................................... 4 31.2.2 Proportional Fairness .................................. 8 31.2.3 Utility Approach to Fairness .............................. 11 31.2.4 Max Min Fairness as a limiting case of Utility Fairness ................ 11 31.3 Different forms of congestion control ............................. 14 31.4 Maxmin fairness with fair queuing .............................. 14 31.5 Additive increase, Multiplicative decrease . .......................... 15 31.6 The fairness of additive increase, multiplicative decrease with FIFO queues ......... 18 31.6.1 A simplified model ........
Multiplexing Regulated Traffic Streams: Design and Performance
, 2001
"... The main network solutions for supporting QoS rely on traffic policing (conditioning, shaping). In particular, for IP networks the IETF has developed Intserv (individual flows regulated) and Diffserv (only aggregates regulated). The regulator proposed could be based on the (dual) leakybucket mechan ..."
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Cited by 15 (0 self)
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The main network solutions for supporting QoS rely on traffic policing (conditioning, shaping). In particular, for IP networks the IETF has developed Intserv (individual flows regulated) and Diffserv (only aggregates regulated). The regulator proposed could be based on the (dual) leakybucket mechanism. This explains the interest in network element performance (loss, delay) for leakybucket regulated traffic. This paper describes a novel approach to the above problem. Explicitly using the correlation structure of the sources' traffic, we derive approximations for both small and large buffers. Importantly, for small (large) buffers the shortterm (longterm) correlations are dominant. The large buffer result decomposes the traffic stream in a stream of constant rate and a periodic impulse stream, allowing direct application of the Brownian bridge approximation. Combining the small and large buffer results by a concave majorization, we propose a simple, fast and accurate technique to statistically multiplex homogeneous regulated sources. To address heterogeneous inputs, we present similarly efficient techniques to evaluate the performance of multiple classes of traffic, each with distinct characteristics and QoS requirements. These techniques, applicable under more general conditions, are based on optimal resource (bandwidth and buffer) partitioning. They can also be directly applied to set GPS (Generalized Processor Sharing) weights and buffer thresholds in a shared resource system.
Rate adaptation, Congestion Control and Fairness: A Tutorial. Ecole Polytechnique Fédérale de Lausanne (EPFL
, 2008
"... 2Thanks to all who contributed to reviews and debugging of this document, in particular B. Radunovic, M. ..."
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2Thanks to all who contributed to reviews and debugging of this document, in particular B. Radunovic, M.
PREFACE
"... This report is published by the Food Security Research Project (FSRP) and the Division of Agricultural Statistics (DSA) of the Ministry of Agriculture, Animal Resources, and Forestry (MINAGRI). The FSRP/DSA unit collects and publishes agricultural statistics and conducts agricultural policy studies ..."
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Cited by 1 (0 self)
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This report is published by the Food Security Research Project (FSRP) and the Division of Agricultural Statistics (DSA) of the Ministry of Agriculture, Animal Resources, and Forestry (MINAGRI). The FSRP/DSA unit collects and publishes agricultural statistics and conducts agricultural policy studies on key food security issues. Funding for FSRP is provided by the Food Security II Cooperative Agreement between the
CONTENTS
, 2010
"... I would like to thank Anthony Davison for allowing me to access a beta version of his book “Statistical Models”, as well as Richard Weber, who made his lecture notes freely available on the web and allowed me to use them as constituent material in an early version of this course. I am grateful to Fr ..."
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I would like to thank Anthony Davison for allowing me to access a beta version of his book “Statistical Models”, as well as Richard Weber, who made his lecture notes freely available on the web and allowed me to use them as constituent material in an early version of this course. I am grateful to François Baccelli and Pierre Brémaud who helped me get some understanding of their fields. Many thanks go to Mourad Kara for discussions and inputs, to Irina Baltcheva, Manuel
Incentivecompatible Resource Allocation in 1 Overlapping Heterogeneous Wireless Networks
"... This paper considers the coordinated radio resource allocation problem for users which are simultaneously covered by multiple overlapping heterogeneous wireless networks. As the resource allocation decision depends on the channel measurement and feedback from users, inefficiency and instability aris ..."
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This paper considers the coordinated radio resource allocation problem for users which are simultaneously covered by multiple overlapping heterogeneous wireless networks. As the resource allocation decision depends on the channel measurement and feedback from users, inefficiency and instability arise if a selfish user can manipulate its measured channel state to increase its gain from network. Our contribution in this paper is the introduction of incentive compatibility as an addition criterion in the design of a resource allocation scheme. We formulate the multicell resource allocation game to capture the strategic interactions among users. A resource allocation scheme is incentive compatible if each user’s dominant strategy under the resulted game is to honestly report its channel state. We consider both multiassociation setting, where a MS is allowed to simultaneously associate with multiple BSs, and singleassociation setting, where a MS is only associated with one BS. We show that for multiassociation setting, a natural generalization of proportional fair allocation is incentive compatible. In contrast, the optimal solution using the same fairness criterion under singleassociation is not incentive compatible. In order to exploit the benefit of singleassociation, we propose an allocation scheme based on selfish load balancing. We show that such a scheme always converges to a Nash equilibrium, and achieves performance close to the optimal singleassociation allocation. I.
Rate Control for Communication Networks:
"... This paper analyses the stability and fairness of two classes of rate control algorithm for communication networks. The algorithms provide natural generalizations to largescale networks of simple additive increase/multiplicative decrease schemes, and are shown to be stable about a system optimum ch ..."
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This paper analyses the stability and fairness of two classes of rate control algorithm for communication networks. The algorithms provide natural generalizations to largescale networks of simple additive increase/multiplicative decrease schemes, and are shown to be stable about a system optimum characterized by a proportional fairness criterion. Stability is established by showing that, with an appropriate formulation of the overall optimization problem, the network's implicit objective function provides a Lyapunov function for the dynamical system defined by the rate control algorithm. The network's optimization problem may be cast in primal or dual form: this leads naturally to two classes of algorithm, which may be interpreted in terms of either congestion indication feedback signals or explicit rates based on shadow prices. Both classes of algorithm may be generalized to include routing control, and provide natural implementations of proportionally fair pricing