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A task allocation protocol for real-time financial data mining system.January 2003 (has links)
Lam Lui-fuk. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2003. / Includes bibliographical references (leaves 75-76). / Abstracts in English and Chinese. / ABSTRACT --- p.I / 摘要 --- p.II / ACKNOWLEDGEMENT --- p.III / TABLE OF CONTENTS --- p.IV / LIST OF FIGURES --- p.VIII / LIST OF ABBREVIATIONS --- p.X / Chapter CHAPTER 1 --- INTRODUCTION --- p.1 / Chapter 1.1 --- Introduction --- p.1 / Chapter 1.2. --- Motivation and Research Objective --- p.3 / Chapter 1.3. --- Organization of the Dissertation --- p.3 / Chapter CHAPTER 2 --- BACKGROUND STUDIES --- p.5 / Chapter 2.1 --- The Contract Net Protocol --- p.5 / Chapter 2.2 --- Two-tier software architectures --- p.8 / Chapter 2.3 --- Three-tier software architecture --- p.9 / Chapter CHAPTER 3 --- SYSTEM ARCHITECTURE --- p.12 / Chapter 3.1 --- Introduction --- p.12 / Chapter 3.2 --- System Architecture Overview --- p.12 / Chapter 3.2.1 --- Client Layer --- p.13 / Chapter 3.2.2 --- Middle Layer --- p.13 / Chapter 3.2.3 --- Back-end Layer --- p.14 / Chapter 3.3 --- Advantages of the System Architecture --- p.14 / Chapter 3.3.1 --- "Separate the presentation components, business logic and data storage" --- p.14 / Chapter 3.3.2 --- Provide a central-computing platform for user using different computing platforms --- p.15 / Chapter 3.3.3 --- Improve system capacity --- p.15 / Chapter 3.3.4 --- Enable distributed computing --- p.16 / Chapter CHAPTER 4. --- SOFTWARE ARCHITECTURE --- p.17 / Chapter 4.1 --- Introduction --- p.17 / Chapter 4.2 --- Descriptions of Middle Layer Server Side Software Components --- p.17 / Chapter 4.2.1 --- Data Cache --- p.18 / Chapter 4.2.2 --- Functions Library --- p.18 / Chapter 4.2.3 --- Communicator --- p.18 / Chapter 4.2.4 --- Planner Module --- p.19 / Chapter 4.2.5 --- Scheduler module --- p.19 / Chapter 4.2.6 --- Execution Module --- p.20 / Chapter 4.3 --- Overview the Execution of Service Request inside Server --- p.20 / Chapter 4.4 --- Descriptions of Client layer Software Components --- p.21 / Chapter 4.4.1 --- Graphical User Interface --- p.22 / Chapter 4.5 --- Overview of Task Execution in Advanced Client ´ةs Application --- p.23 / Chapter 4.6 --- The possible usages of task allocation protocol --- p.24 / Chapter 4.6.1 --- Chart Drawing --- p.25 / Chapter 4.6.2 --- Compute user-defined technical analysis indicator --- p.25 / Chapter 4.6.3 --- Unbalance loading --- p.26 / Chapter 4.6.4 --- Large number of small data mining V.S. small number of large data mining --- p.26 / Chapter 4.7 --- Summary --- p.27 / Chapter CHAPTER 5. --- THE CONTRACT NET PROTOCOL FOR TASK ALLOCATION --- p.28 / Chapter 5.1 --- Introduction --- p.28 / Chapter 5.2 --- The FIPA Contract Net Interaction Protocol --- p.28 / Chapter 5.2.1 --- Introduction to the FIPA Contract Net Interaction Protocol --- p.28 / Chapter 5.2.2 --- Strengths of the FIPA Contract Net Interaction Protocol for our system --- p.30 / Chapter 5.2.3 --- Weakness of the FIPA Contractor Net Interaction Protocol for our system --- p.32 / Chapter 5.3 --- The Modified Contract Net Protocol --- p.33 / Chapter 5.4 --- The Implementation of the Modified Contract Net Protocol --- p.39 / Chapter 5.5 --- Summary --- p.46 / Chapter CHAPTER 6. --- A CLIENT AS SERVER MODEL USING MCNP FOR TASK ALLOCATION --- p.48 / Chapter 6.1 --- Introduction --- p.48 / Chapter 6.2 --- The CASS System Model --- p.48 / Chapter 6.3 --- The analytical model of the CASS system --- p.51 / Chapter 6.4 --- Performance Analysis of the CASS System --- p.55 / Chapter 6.5 --- Performance Simulation --- p.62 / Chapter 6.6 --- An Extension of the Load-Balancing Algorithm for Non-Uniform Client's Service Time Distribution --- p.68 / Chapter 6.7 --- Summary --- p.69 / Chapter CHAPTER 7. --- CONCLUSION AND FUTURE WORK --- p.71 / Chapter 7.1 --- Conclusion --- p.71 / Chapter 7.2 --- Future Work --- p.73 / BIBLIOGRAPHY --- p.75
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Representation and analysis of real-time control structuresArcher, Rowland Frank January 1978 (has links)
Thesis. 1978. M.S.--Massachusetts Institute of Technology. Dept. of Electrical Engineering and Computer Science. / MICROFICHE COPY AVAILABLE IN ARCHIVES AND ENGINEERING. / Bibliography: p. 110-111. / by Rowland Frank Archer, Jr. / M.S.
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Design considerations for the standardized INS software development computer system.Ciccolo, Arthur Charles January 1976 (has links)
Thesis. 1976. M.S.--Massachusetts Institute of Technology. Dept. of Aeronautics and Astronautics. / Microfiche copy available in Archives and Aero. / Includes bibliographical references. / M.S.
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The development of DAL and DAPL languages for building distributed applications.Dew, Robert, mikewood@deakin.edu.au January 2002 (has links)
A common characteristic among parallel/distributed programming languages is that the one language is used to specify not only the overall organisation of the distributed application, but also the functionality of the application. That is, the connectivity and functionality of processes are specified within a single program.
Connectivity and functionality are independent aspects of a distributed application. This thesis shows that these two aspects can be specified separately, therefore allowing application designers to freely concentrate on either aspect in a modular fashion. Two new programming languages have been developed for specifying each aspect. These languages are for loosely coupled distributed applications based on message passing, and have been designed to simplify distributed programming by completely removing all low level interprocess communication. A suite of languages and tools has been designed and developed. It includes the two new languages, parsers, a compilation system to generate intermediate C code that is compiled to binary object modules, a run-time system to create, manage and terminate several distributed applications, and a shell to communicate with the run-tune system. DAL (Distributed Application Language) and DAPL (Distributed Application Process Language) are the new programming languages for the specification and development of process oriented, asynchronous message passing, distributed applications. These two languages have been designed and developed as part of this doctorate in order to specify such distributed applications that execute on a cluster of computers. Both languages are used to specify orthogonal components of an application, on the one hand the organisation of processes that constitute an application, and on the other the interface and functionality of each process. Consequently, these components can be created in a modular fashion, individually and concurrently.
The DAL language is used to specify not only the connectivity of all processes within an application, but also a cluster of computers for which the application executes. Furthermore, sub-clusters can be specified for individual processes of an application to constrain a process to a particular group of computers. The second language, DAPL, is used to specify the interface, functionality and data structures of application processes. In addition to these languages, a DAL parser, a DAPL parser, and a compilation system have been designed and developed (in this project). This compilation system takes DAL and DAPL programs to generate object modules based on machine code, one module for each application process. These object modules are used by the Distributed Application System (DAS) to instantiate and manage distributed applications.
The DAS system is another new component of this project. The purpose of the DAS system is to create, manage, and terminate many distributed applications of similar and different configurations. The creation procedure incorporates the automatic allocation of processes to remote machines. Application management includes several operations such as deletion, addition, replacement, and movement of processes, and also detection and reaction to faults such as a processor crash. A DAS operator communicates with the DAS system via a textual shell called DASH (Distributed Application SHell). This suite of languages and tools allowed distributed applications of varying connectivity and functionality to be specified quickly and simply at a high level of abstraction. DAL and DAPL programs of several processes may require a few dozen lines to specify as compared to several hundred lines of equivalent C code that is generated by the compilation system. Furthermore, the DAL and DAPL compilation system is successful at generating binary object modules, and the DAS system succeeds in instantiating and managing several distributed applications on a cluster.
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Real-time communications in token ring networks / by Li-Jun Yao.Yao, Li-Jun January 1994 (has links)
Bibliography : leaves 225-232. / xii, 232 leaves : ill. ; 30 cm. / Title page, contents and abstract only. The complete thesis in print form is available from the University Library. / Thesis (Ph.D.)--University of Adelaide, Dept. of Computer Science, 1994
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Hybrid adaptive controller for resource allocation of real-rate multimedia applicationsVahia, Varin 01 April 2003 (has links)
Multimedia applications such as video streaming and Voice over IP are becoming common today
with the tremendous growth of the Internet. General purpose operating systems thus are required to
support these applications. These multimedia applications have some timing constraints that need
to be satisfied for good quality. For example, video streaming applications require that each video
frame be decoded in time to be displayed every 33.3 milliseconds. In order to satisfy these timing
requirements, general purpose operating systems need to have fine-grained scheduling. Current
general purpose operating systems unfortunately are designed to maximize throughput to serve
traditional data-oriented applications and have coarse-grained scheduling and timers. Time
Sensitive Linux (TSL), designed by Goel, et al., solves this problem with fine-grained timers and
schedulers. The scheduler for TSL is implemented at a very low level. The controller that
implements the algorithm for resource allocation is implemented at a higher level. This controller
can easily be modified to implement new control algorithms.
Successful implementation of resource allocation to satisfy timing constraints of multimedia
applications requires two problems to be addressed. First, the resources required by the application
to satisfy the timing constraints should not exceed the total available resources in the system.
Second, the controller must adapt to changing needs of the applications and allocate enough
resources to satisfy the timing constraints of each application over time. The first problem has been
addressed elsewhere using intelligent data dropping with TSL. We focus on the second problem in
this thesis.
We design a proportion-period controller in this thesis for allocating CPU to multimedia video
applications with timing constraints. The challenges for the controller design include the coarse
granularity of the time-stamp markings of the video frames, the unpredictable decoding completion
times of the frames, the large variations in the decoding times of the frames, and the limit of the
control actuation to positive values. We set up the problem in a state space. We design a predictive
estimating controller to allocate the proportion of the CPU to a thread when its long term error is
small. When the decoding process is running behind by more than a certain threshold, we switch to
a different controller to drive the error back to a small value. This controller is the solution to a
dynamic optimization LQR tracking problem. / Graduation date: 2003
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Bioelectric control of prosthesis.January 1966 (has links)
Based on a thesis in Electrical Engineering, 1965. / Bibliography: p.79-86. / Contract DA-36-039-AMC-03200(E).
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A grid-based middleware for processing distributed data streamsChen, Liang, January 2006 (has links)
Thesis (Ph. D.)--Ohio State University, 2006. / Title from first page of PDF file. Includes bibliographical references (p. 146-157).
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Essays on Systematic and Unsystematic Monetary and Fiscal PoliciesCimadomo, Jacopo 24 September 2008 (has links)
The active use of macroeconomic policies to smooth economic fluctuations and, as a
consequence, the stance that policymakers should adopt over the business cycle, remain
controversial issues in the economic literature.
In the light of the dramatic experience of the early 1930s’ Great Depression, Keynes (1936)
argued that the market mechanism could not be relied upon to spontaneously recover from
a slump, and advocated counter-cyclical public spending and monetary policy to stimulate
demand. Albeit the Keynesian doctrine had largely influenced policymaking during
the two decades following World War II, it began to be seriously challenged in several
directions since the start of the 1970s. The introduction of rational expectations within
macroeconomic models implied that aggregate demand management could not stabilize
the economy’s responses to shocks (see in particular Sargent and Wallace (1975)). According
to this view, in fact, rational agents foresee the effects of the implemented policies, and
wage and price expectations are revised upwards accordingly. Therefore, real wages and
money balances remain constant and so does output. Within such a conceptual framework,
only unexpected policy interventions would have some short-run effects upon the economy.
The "real business cycle (RBC) theory", pioneered by Kydland and Prescott (1982), offered
an alternative explanation on the nature of fluctuations in economic activity, viewed
as reflecting the efficient responses of optimizing agents to exogenous sources of fluctuations, outside the direct control of policymakers. The normative implication was that
there should be no role for economic policy activism: fiscal and monetary policy should be
acyclical. The latest generation of New Keynesian dynamic stochastic general equilibrium
(DSGE) models builds on rigorous foundations in intertemporal optimizing behavior by
consumers and firms inherited from the RBC literature, but incorporates some frictions
in the adjustment of nominal and real quantities in response to macroeconomic shocks
(see Woodford (2003)). In such a framework, not only policy "surprises" may have an
impact on the economic activity, but also the way policymakers "systematically" respond
to exogenous sources of fluctuation plays a fundamental role in affecting the economic
activity, thereby rekindling interest in the use of counter-cyclical stabilization policies to
fine tune the business cycle.
Yet, despite impressive advances in the economic theory and econometric techniques, there are no definitive answers on the systematic stance policymakers should follow, and on the
effects of macroeconomic policies upon the economy. Against this background, the present thesis attempts to inspect the interrelations between macroeconomic policies and the economic activity from novel angles. Three contributions
are proposed.
In the first Chapter, I show that relying on the information actually available to policymakers when budgetary decisions are taken is of fundamental importance for the assessment of the cyclical stance of governments. In the second, I explore whether the effectiveness of fiscal shocks in spurring the economic activity has declined since the beginning of the 1970s. In the third, the impact of systematic monetary policies over U.S. industrial sectors is investigated. In the existing literature, empirical assessments of the historical stance of policymakers over the economic cycle have been mainly drawn from the estimation of "reduced-form" policy reaction functions (see in particular Taylor (1993) and Galì and Perotti (2003)). Such rules typically relate a policy instrument (a reference short-term interest rate or an indicator of discretionary fiscal policy) to a set of explanatory variables (notably inflation, the output gap and the debt-GDP ratio, as long as fiscal policy is concerned). Although these policy rules can be seen as simple approximations of what derived from an explicit optimization problem solved by social planners (see Kollmann (2007)), they received considerable attention since they proved to track the behavior of central banks and fiscal
policymakers relatively well. Typically, revised data, i.e. observations available to the
econometrician when the study is carried out, are used in the estimation of such policy
reaction functions. However, data available in "real-time" to policymakers may end up
to be remarkably different from what it is observed ex-post. Orphanides (2001), in an
innovative and thought-provoking paper on the U.S. monetary policy, challenged the way
policy evaluation was conducted that far by showing that unrealistic assumptions about
the timeliness of data availability may yield misleading descriptions of historical policy.
In the spirit of Orphanides (2001), in the first Chapter of this thesis I reconsider how
the intentional cyclical stance of fiscal authorities should be assessed. Importantly, in
the framework of fiscal policy rules, not only variables such as potential output and the
output gap are subject to measurement errors, but also the main discretionary "operating
instrument" in the hands of governments: the structural budget balance, i.e. the headline
government balance net of the effects due to automatic stabilizers. In fact, the actual
realization of planned fiscal measures may depend on several factors (such as the growth
rate of GDP, the implementation lags that often follow the adoption of many policy
measures, and others more) outside the direct and full control of fiscal authorities. Hence,
there might be sizeable differences between discretionary fiscal measures as planned in the
past and what it is observed ex-post. To be noted, this does not apply to monetary policy
since central bankers can control their operating interest rates with great accuracy.
When the historical behavior of fiscal authorities is analyzed from a real-time perspective, it emerges that the intentional stance has been counter-cyclical, especially during expansions, in the main OECD countries throughout the last thirteen years. This is at
odds with findings based on revised data, generally pointing to pro-cyclicality (see for example Gavin and Perotti (1997)). It is shown that empirical correlations among revision
errors and other second-order moments allow to predict the size and the sign of the bias
incurred in estimating the intentional stance of the policy when revised data are (mistakenly)
used. It addition, formal tests, based on a refinement of Hansen (1999), do not reject
the hypothesis that the intentional reaction of fiscal policy to the cycle is characterized by
two regimes: one counter-cyclical, when output is above its potential level, and the other
acyclical, in the opposite case. On the contrary, the use of revised data does not allow to identify any threshold effect.
The second and third Chapters of this thesis are devoted to the exploration of the impact
of fiscal and monetary policies upon the economy.
Over the last years, two approaches have been mainly followed by practitioners for the
estimation of the effects of macroeconomic policies on the real activity. On the one hand,
calibrated and estimated DSGE models allow to trace out the economy’s responses to
policy disturbances within an analytical framework derived from solid microeconomic
foundations. On the other, vector autoregressive (VAR) models continue to be largely
used since they have proved to fit macro data particularly well, albeit they cannot fully
serve to inspect structural interrelations among economic variables.
Yet, the typical DSGE and VAR models are designed to handle a limited number of variables
and are not suitable to address economic questions potentially involving a large
amount of information. In a DSGE framework, in fact, identifying aggregate shocks and
their propagation mechanism under a plausible set of theoretical restrictions becomes a
thorny issue when many variables are considered. As for VARs, estimation problems may
arise when models are specified in a large number of indicators (although latest contributions suggest that large-scale Bayesian VARs perform surprisingly well in forecasting.
See in particular Banbura, Giannone and Reichlin (2007)). As a consequence, the growing
popularity of factor models as effective econometric tools allowing to summarize in
a parsimonious and flexible manner large amounts of information may be explained not
only by their usefulness in deriving business cycle indicators and forecasting (see for example
Reichlin (2002) and D’Agostino and Giannone (2006)), but also, due to recent
developments, by their ability in evaluating the response of economic systems to identified
structural shocks (see Giannone, Reichlin and Sala (2002) and Forni, Giannone, Lippi
and Reichlin (2007)). Parallelly, some attempts have been made to combine the rigor of
DSGE models and the tractability of VAR ones, with the advantages of factor analysis
(see Boivin and Giannoni (2006) and Bernanke, Boivin and Eliasz (2005)).
The second Chapter of this thesis, based on a joint work with Agnès Bénassy-Quéré, presents an original study combining factor and VAR analysis in an encompassing framework,
to investigate how "unexpected" and "unsystematic" variations in taxes and government
spending feed through the economy in the home country and abroad. The domestic
impact of fiscal shocks in Germany, the U.K. and the U.S. and cross-border fiscal spillovers
from Germany to seven European economies is analyzed. In addition, the time evolution of domestic and cross-border tax and spending multipliers is explored. In fact, the way fiscal policy impacts on domestic and foreign economies
depends on several factors, possibly changing over time. In particular, the presence of excess
capacity, accommodating monetary policy, distortionary taxation and liquidity constrained
consumers, plays a prominent role in affecting how fiscal policies stimulate the
economic activity in the home country. The impact on foreign output crucially depends
on the importance of trade links, on real exchange rates and, in a monetary union, on
the sensitiveness of foreign economies to the common interest rate. It is well documented
that the last thirty years have witnessed frequent changes in the economic environment.
For instance, in most OECD countries, the monetary policy stance became less accommodating
in the 1980s compared to the 1970s, and more accommodating again in the
late 1990s and early 2000s. Moreover, financial markets have been heavily deregulated.
Hence, fiscal policy might have lost (or gained) power as a stimulating tool in the hands
of policymakers. Importantly, the issue of cross-border transmission of fiscal policy decisions is of the utmost relevance in the framework of the European Monetary Union and this explains why the debate on fiscal policy coordination has received so much attention since the adoption
of the single currency (see Ahearne, Sapir and Véron (2006) and European Commission
(2006)). It is found that over the period 1971 to 2004 tax shocks have generally been more effective in spurring domestic output than government spending shocks. Interestingly, the inclusion of common factors representing global economic phenomena yields to smaller multipliers
reconciling, at least for the U.K., the evidence from large-scale macroeconomic models,
generally finding feeble multipliers (see e.g. European Commission’s QUEST model), with
the one from a prototypical structural VAR pointing to stronger effects of fiscal policy.
When the estimation is performed recursively over samples of seventeen years of data, it
emerges that GDP multipliers have dropped drastically from early 1990s on, especially
in Germany (tax shocks) and in the U.S. (both tax and government spending shocks).
Moreover, the conduct of fiscal policy seems to have become less erratic, as documented
by a lower variance of fiscal shocks over time, and this might contribute to explain why
business cycles have shown less volatility in the countries under examination.
Expansionary fiscal policies in Germany do not generally have beggar-thy-neighbor effects
on other European countries. In particular, our results suggest that tax multipliers have
been positive but vanishing for neighboring countries (France, Italy, the Netherlands, Belgium and Austria), weak and mostly not significant for more remote ones (the U.K.
and Spain). Cross-border government spending multipliers are found to be monotonically
weak for all the subsamples considered.
Overall these findings suggest that fiscal "surprises", in the form of unexpected reductions in taxation and expansions in government consumption and investment, have become progressively less successful in stimulating the economic activity at the domestic level, indicating that, in the framework of the European Monetary Union, policymakers can only marginally rely on this discretionary instrument as a substitute for national monetary policies.
The objective of the third chapter is to inspect the role of monetary policy in the U.S. business cycle. In particular, the effects of "systematic" monetary policies upon several industrial sectors is investigated. The focus is on the systematic, or endogenous, component of monetary policy (i.e. the one which is related to the economic activity in a stable and predictable way), for three main reasons. First, endogenous monetary policies are likely to have sizeable real effects, if agents’ expectations are not perfectly rational and if there are some nominal and real frictions in a market. Second, as widely documented, the variability of the monetary instrument and of the main macro variables is only marginally explained by monetary "shocks", defined as unexpected and exogenous variations in monetary conditions. Third, monetary shocks can be simply interpreted as measurement errors (see Christiano, Eichenbaum
and Evans (1998)). Hence, the systematic component of monetary policy is likely to have played a fundamental role in affecting business cycle fluctuations. The strategy to isolate the impact of systematic policies relies on a counterfactual experiment, within a (calibrated or estimated) macroeconomic model. As a first step, a macroeconomic shock to which monetary policy is likely to respond should be selected,
and its effects upon the economy simulated. Then, the impact of such shock should be
evaluated under a “policy-inactive” scenario, assuming that the central bank does not respond
to it. Finally, by comparing the responses of the variables of interest under these
two scenarios, some evidence on the sensitivity of the economic system to the endogenous
component of the policy can be drawn (see Bernanke, Gertler and Watson (1997)).
Such kind of exercise is first proposed within a stylized DSGE model, where the analytical
solution of the model can be derived. However, as argued, large-scale multi-sector DSGE
models can be solved only numerically, thus implying that the proposed experiment cannot
be carried out. Moreover, the estimation of DSGE models becomes a thorny issue when many variables are incorporated (see Canova and Sala (2007)). For these arguments, a less “structural”, but more tractable, approach is followed, where a minimal amount of
identifying restrictions is imposed. In particular, a factor model econometric approach
is adopted (see in particular Giannone, Reichlin and Sala (2002) and Forni, Giannone,
Lippi and Reichlin (2007)). In this framework, I develop a technique to perform the counterfactual experiment needed to assess the impact of systematic monetary policies.
It is found that 2 and 3-digit SIC U.S. industries are characterized by very heterogeneous degrees of sensitivity to the endogenous component of the policy. Notably, the industries showing the strongest sensitivities are the ones producing durable goods and metallic
materials. Non-durable good producers, food, textile and lumber producing industries are
the least affected. In addition, it is highlighted that industrial sectors adjusting prices relatively infrequently are the most "vulnerable" ones. In fact, firms in this group are likely to increase quantities, rather than prices, following a shock positively hitting the economy. Finally, it emerges that sectors characterized by a higher recourse to external sources to finance investments, and sectors investing relatively more in new plants and machineries, are the most affected by endogenous monetary actions.
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Global synchronization of asynchronous computing systemsBarnes, Richard Neil. January 2001 (has links)
Thesis (M.S.)--Mississippi State University. Department of Electrical and Computer Engineering. / Title from title screen. Includes bibliographical references.
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