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25 results on '"Exponential weighted moving average"'

1. Drawing Technical Figures in Double Auction Artificial Stock Markets

Author

Meco, Albert, Arroyo, Javier, Pavón, Juan, Kacprzyk, Janusz, editor, Pérez, Javier Bajo, editor, Corchado, Juan M., editor, Moreno, María N., editor, Julián, Vicente, editor, Mathieu, Philippe, editor, Canada-Bago, Joaquin, editor, Ortega, Alfonso, editor, and Caballero, Antonio Fernández, editor

Published
2011
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2. Characterising Anomalous Events Using Change - Point Correlation on Unsolicited Network Traffic

Author

Ahmed, Ejaz, Clark, Andrew, Mohay, George, Hutchison, David, Series editor, Kanade, Takeo, Series editor, Kittler, Josef, Series editor, Kleinberg, Jon M., Series editor, Mattern, Friedemann, Series editor, Mitchell, John C., Series editor, Naor, Moni, Series editor, Nierstrasz, Oscar, Series editor, Pandu Rangan, C., Series editor, Steffen, Bernhard, Series editor, Sudan, Madhu, Series editor, Terzopoulos, Demetri, Series editor, Tygar, Doug, Series editor, Vardi, Moshe Y., Series editor, Weikum, Gerhard, Series editor, Jøsang, Audun, editor, Maseng, Torleiv, editor, and Knapskog, Svein Johan, editor

Published
2009
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3. An Environmental Monitoring System with Integrated Wired and Wireless Sensors

Author

Yang, Jue, Zhang, Chengyang, Li, Xinrong, Huang, Yan, Fu, Shengli, Acevedo, Miguel, Hutchison, David, Series editor, Kanade, Takeo, Series editor, Kittler, Josef, Series editor, Kleinberg, Jon M., Series editor, Mattern, Friedemann, Series editor, Mitchell, John C., Series editor, Naor, Moni, Series editor, Nierstrasz, Oscar, Series editor, Pandu Rangan, C., Series editor, Steffen, Bernhard, Series editor, Sudan, Madhu, Series editor, Terzopoulos, Demetri, Series editor, Tygar, Doug, Series editor, Vardi, Moshe Y., Series editor, Weikum, Gerhard, Series editor, Li, Yingshu, editor, Huynh, Dung T., editor, Das, Sajal K., editor, and Du, Ding-Zhu, editor

Published
2008
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4. Que: A Sensor Network Rapid Prototyping Tool with Application Experiences from a Data Center Deployment

Author

Chu, David, Zhao, Feng, Liu, Jie, Goraczko, Michel, Hutchison, David, editor, Kanade, Takeo, editor, Kittler, Josef, editor, Kleinberg, Jon M., editor, Mattern, Friedemann, editor, Mitchell, John C., editor, Naor, Moni, editor, Nierstrasz, Oscar, editor, Pandu Rangan, C., editor, Steffen, Bernhard, editor, Sudan, Madhu, editor, Terzopoulos, Demetri, editor, Tygar, Doug, editor, Vardi, Moshe Y., editor, Weikum, Gerhard, editor, and Verdone, Roberto, editor

Published
2008
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5. Breaking the Collusion Detection Mechanism of MorphMix

Author

Tabriz, Parisa, Borisov, Nikita, Hutchison, David, editor, Kanade, Takeo, editor, Kittler, Josef, editor, Kleinberg, Jon M., editor, Mattern, Friedemann, editor, Mitchell, John C., editor, Naor, Moni, editor, Nierstrasz, Oscar, editor, Pandu Rangan, C., editor, Steffen, Bernhard, editor, Sudan, Madhu, editor, Terzopoulos, Demetri, editor, Tygar, Dough, editor, Vardi, Moshe Y., editor, Weikum, Gerhard, editor, Danezis, George, editor, and Golle, Philippe, editor

Published
2006
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6. Minimizing Metadata Access Latency in Wide Area Networked File Systems

Author

Liang, Jian, Bohra, Aniruddha, Zhang, Hui, Ganguly, Samrat, Izmailov, Rauf, Hutchison, David, editor, Kanade, Takeo, editor, Kittler, Josef, editor, Kleinberg, Jon M., editor, Mattern, Friedemann, editor, Mitchell, John C., editor, Naor, Moni, editor, Nierstrasz, Oscar, editor, Pandu Rangan, C., editor, Steffen, Bernhard, editor, Sudan, Madhu, editor, Terzopoulos, Demetri, editor, Tygar, Dough, editor, Vardi, Moshe Y., editor, Weikum, Gerhard, editor, Robert, Yves, editor, Parashar, Manish, editor, Badrinath, Ramamurthy, editor, and Prasanna, Viktor K., editor

Published
2006
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7. Adaptive Method for Monitoring Network and Early Detection of Internet Worms

Author

Bo, Chen, Fang, Bin Xing, Yun, Xiao Chun, Hutchison, David, editor, Kanade, Takeo, editor, Kittler, Josef, editor, Kleinberg, Jon M., editor, Mattern, Friedemann, editor, Mitchell, John C., editor, Naor, Moni, editor, Nierstrasz, Oscar, editor, Pandu Rangan, C., editor, Steffen, Bernhard, editor, Sudan, Madhu, editor, Terzopoulos, Demetri, editor, Tygar, Dough, editor, Vardi, Moshe Y., editor, Weikum, Gerhard, editor, Mehrotra, Sharad, editor, Zeng, Daniel D., editor, Chen, Hsinchun, editor, Thuraisingham, Bhavani, editor, and Wang, Fei-Yue, editor

Published
2006
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8. Game-Theoretic Analysis of Internet Switching with Selfish Users

Author

Kesselman, Alex, Leonardi, Stefano, Bonifaci, Vincenzo, Hutchison, David, editor, Kanade, Takeo, editor, Kittler, Josef, editor, Kleinberg, Jon M., editor, Mattern, Friedemann, editor, Mitchell, John C., editor, Naor, Moni, editor, Nierstrasz, Oscar, editor, Pandu Rangan, C., editor, Steffen, Bernhard, editor, Sudan, Madhu, editor, Terzopoulos, Demetri, editor, Tygar, Dough, editor, Vardi, Moshe Y., editor, Weikum, Gerhard, editor, Deng, Xiaotie, editor, and Ye, Yinyu, editor

Published
2005
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9. Loss Rate Aware Preferential Treamtment Scheme at the Congested Router

Author

Zhao, Dongping, Zhang, Deyun, Cao, Jiuxing, Zheng, Weibin, An, Zhiping, Hutchison, David, editor, Kanade, Takeo, editor, Kittler, Josef, editor, Kleinberg, Jon M., editor, Mattern, Friedemann, editor, Mitchell, John C., editor, Naor, Moni, editor, Nierstrasz, Oscar, editor, Pandu Rangan, C., editor, Steffen, Bernhard, editor, Sudan, Madhu, editor, Terzopoulos, Demetri, editor, Tygar, Dough, editor, Vardi, Moshe Y., editor, Weikum, Gerhard, editor, Pan, Yi, editor, Chen, Daoxu, editor, Guo, Minyi, editor, Cao, Jiannong, editor, and Dongarra, Jack, editor

Published
2005
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10. A Stochastic Viewpoint on the Generation of Spatiotemporal Datasets

Author

Song, MoonBae, Park, KwangJin, Kong, Ki-Sik, Lee, SangKeun, Hutchison, David, editor, Kanade, Takeo, editor, Kittler, Josef, editor, Kleinberg, Jon M., editor, Mattern, Friedemann, editor, Mitchell, John C., editor, Naor, Moni, editor, Nierstrasz, Oscar, editor, Pandu Rangan, C., editor, Steffen, Bernhard, editor, Sudan, Madhu, editor, Terzopoulos, Demetri, editor, Tygar, Dough, editor, Vardi, Moshe Y., editor, Weikum, Gerhard, editor, Gervasi, Osvaldo, editor, Gavrilova, Marina L., editor, Kumar, Vipin, editor, Laganà, Antonio, editor, Lee, Heow Pueh, editor, Mun, Youngsong, editor, Taniar, David, editor, and Tan, Chih Jeng Kenneth, editor

Published
2005
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11. Marking Mechanism for Enhanced End-to-End QoS Guarantees in Multiple DiffServ Environment

Author

Park, Woojin, Han, Kyuho, Woo, Sinam, An, Sunshin, Hutchison, David, editor, Kanade, Takeo, editor, Kittler, Josef, editor, Kleinberg, Jon M., editor, Mattern, Friedemann, editor, Mitchell, John C., editor, Naor, Moni, editor, Nierstrasz, Oscar, editor, Pandu Rangan, C., editor, Steffen, Bernhard, editor, Sudan, Madhu, editor, Terzopoulos, Demetri, editor, Tygar, Dough, editor, Vardi, Moshe Y., editor, Weikum, Gerhard, editor, Gervasi, Osvaldo, editor, Gavrilova, Marina L., editor, Kumar, Vipin, editor, Laganà, Antonio, editor, Lee, Heow Pueh, editor, Mun, Youngsong, editor, Taniar, David, editor, and Tan, Chih Jeng Kenneth, editor

Published
2005
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12. LT-TCP: End-to-End Framework to Improve TCP Performance over Networks with Lossy Channels

Author

Tickoo, Omesh, Subramanian, Vijaynarayanan, Kalyanaraman, Shivkumar, Ramakrishnan, K. K., Hutchison, David, editor, Kanade, Takeo, editor, Kittler, Josef, editor, Kleinberg, Jon M., editor, Mattern, Friedemann, editor, Mitchell, John C., editor, Naor, Moni, editor, Nierstrasz, Oscar, editor, Pandu Rangan, C., editor, Steffen, Bernhard, editor, Sudan, Madhu, editor, Terzopoulos, Demetri, editor, Tygar, Dough, editor, Vardi, Moshe Y., editor, Weikum, Gerhard, editor, de Meer, Hermann, editor, and Bhatti, Nina, editor

Published
2005
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13. Robust Delay Estimation of an Adaptive Scheduling Algorithm

Author

Antila, Johanna, Luoma, Marko, Hutchison, David, editor, Kanade, Takeo, editor, Kittler, Josef, editor, Kleinberg, Jon M., editor, Mattern, Friedemann, editor, Mitchell, John C., editor, Naor, Moni, editor, Nierstrasz, Oscar, editor, Pandu Rangan, C., editor, Steffen, Bernhard, editor, Sudan, Madhu, editor, Terzopoulos, Demetri, editor, Tygar, Dough, editor, Vardi, Moshe Y., editor, Weikum, Gerhard, editor, Ajmone Marsan, Marco, editor, Bianchi, Giuseppe, editor, Listanti, Marco, editor, and Meo, Michela, editor

Published
2005
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14. A Queue Management Scheme for Alleviating the Impact of Packet Size on the Achieved Throughput

Author

Lee, Sungkeun, Oh, Wongeun, Song, Myunghyun, Yoe, Hyun, Koh, Jingwang, Jung, Changryul, Kanade, Takeo, editor, Kittler, Josef, editor, Kleinberg, Jon M., editor, Mattern, Friedemann, editor, Mitchell, John C., editor, Nierstrasz, Oscar, editor, Pandu Rangan, C., editor, Steffen, Bernhard, editor, Sudan, Madhu, editor, Terzopoulos, Demetri, editor, Tygar, Dough, editor, Vardi, Moshe Y., editor, Weikum, Gerhard, editor, Laganá, Antonio, editor, Gavrilova, Marina L., editor, Kumar, Vipin, editor, Mun, Youngsong, editor, Tan, C. J. Kenneth, editor, and Gervasi, Osvaldo, editor

Published
2004
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20. Optimized FZ-LEACH Using Exponential Weighted Moving Average for Wireless Sensor Network

Author

K. P. Ramesh and K. Somasundaram

Subjects
End-to-end principle, business.industry, Computer science, Computer Science::Networking and Internet Architecture, New energy, EWMA chart, Communications system, business, Cluster analysis, Wireless sensor network, Exponential weighted moving average, Computer network, Rendering (computer graphics)
Abstract

Wireless Sensor Network (WSN), fundamentally opportunistic communication system, where communication links only exist temporally rendering. It is impossible to establish end to end connection for data delivery. In such network, routing is largely based on nodal contact probability. The basic idea of this WSN is to distribute the group mobile node with similar mobility pattern into a cluster. A new energy efficient clustering protocol OFZ-LEACH, which eliminates the above problem by forming Far-Zone. Far-Zone is a group of sensor nodes which are placed at locations where their energies are less than a threshold an Exponentially Weighted Moving Average (EWMA) scheme is employed for on-line updating nodal contact. Based on this, nodal contact probabilities, the set of functions are used. This function is used for clustering formation and gateway selection.

Published
2012
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21. Drawing Technical Figures in Double Auction Artificial Stock Markets

Author

Juan Pavón, Albert Meco, and Javier Arroyo

Subjects
Microeconomics, Stylized fact, Computer science, Support and resistance, Double auction, Stock market, Continuous double auction, Stock (geology), Exponential weighted moving average
Abstract

This paper presents an artificial stock market that is able to reproduce both technical figures, such as the price bouncing between support and resistance lines, and some typical stylized facts of financial time series. The proposed market implements a continuous double auction system where agents can either follow a fundamental or a chartist investment approach. Some novelties are introduced to this setting. Firstly, the fundamental strategy is based on a time-varying fundamental value, which does not exhibit the stylized facts of financial time series. The fundamental strategy tries to make the price follow this fundamental value. Secondly, chartist agents can adopt either a trend-following or a bouncing strategy. Interestingly, chartist strategies are implemented taking into account the support and resistance lines that each agent draws. As a result of both investment approaches, some typical technical figures can be spotted on the time series of the prices.

Published
2011
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22. Forecasting Daily Cash Turnover of Bank with EWMA and SVR

Author

Wei Lu and Wei-min Ma

Subjects
Support vector machine, Series (mathematics), Financial economics, Cash, media_common.quotation_subject, Econometrics, EWMA chart, Statistical correlation, Mathematics, media_common, Exponential weighted moving average
Abstract

This paper present one forecasting method with Exponential Weighted Moving Average(EWMA) and Support Vector Regression (SVR). The daily cash turnover of the banks is time-serial data, banks need to forecasting daily cash turnover for banking reserve. First, the time series is preprocessed with EWMA method. The EWMAs with different coefficients are selected for forecasting features. And then SVR is used in the transformed dataset with EWMA for forecasting. The experimental result shows that the EWMA can improve the forecasting accuracy, and the SVR is more effective than other method such as 1-NN and MLP. Statistical correlation of SVR between the forecasted and actual values is much higher than other method such as 1-NN and MLP.

Published
2010
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23. Que: A Sensor Network Rapid Prototyping Tool with Application Experiences from a Data Center Deployment

Author

Jie Liu, Feng Zhao, Michel Goraczko, and David Chu

Subjects
Rapid prototyping, Computer science, Software deployment, business.industry, Embedded system, Scale (chemistry), Systems engineering, Data center, business, Wireless sensor network, Exponential weighted moving average
Abstract

Several considerable impediments stand in the way of sensor network prototype applications that wish to realize sustained deployments. These are: scale, longevity, data of interest, and infrastructure integration. We present a tool, Que, which assists those sensor network deployments transitioning from prototypes to early production environments by addressing these issues. Que is able to simulate realistic deployments with faithful data, provide fast and iterative feedback on operations, and compose applications quickly in a platform-independent manner. We demonstrate Que's applicability via tests against our new data center environment-monitoring deployment, DataCenter.NET.

Published
2008
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24. Adaptive Method for Monitoring Network and Early Detection of Internet Worms

Author

Xiao Chun Yun, Bin Xing Fang, and Chen Bo

Subjects
Recursive least squares filter, Software_OPERATINGSYSTEMS, Computer science, business.industry, Adaptive method, Real-time computing, Early detection, Intrusion detection system, Simple Network Management Protocol, Computer security, computer.software_genre, Exponential weighted moving average, The Internet, business, computer
Abstract

After many Internet-scale worm incidents in recent years, it is clear that a simple self-propagation worm can quickly spread across the Internet. And every worm incidents can cause severe damage to our society. So it is necessary to build a system that can detect the presence of worm as quickly as possible. This paper first analyzes the worm’s framework and its propagation model. Then, we describe a new algorithm for detecting worms. Our algorithm first monitors the computers on network and gets the number of abnormal computers. Then based on the monitoring result, we detect an unknown worm by using recursive least squares estimation. The experiments result proves that our approach is effective to detect unknown worm.

Published
2006
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25. On Creating Proportional Loss-Rate Differentiation: Predictability and Performance

Author

Andreas Jonsson, Olov Schelen, and Ulf Bodin

Subjects
Computer science, Control theory, Network packet, Real-time computing, Estimator, Predictability, Loss rate, Exponential weighted moving average
Abstract

Recent extensions to the Internet architecture allow assignment of different levels of drop precedence to IP packets. This paper examines differentiation predictability and implementation complexity in creation of proportional lossrate (PLR) differentiation between drop precedence levels. PLR differentiation means that fixed loss-rate ratios between different traffic aggregates are provided independent of traffic loads. To provide such differentiation, running estimates of loss-rates can be used as feedback to keep loss-rate ratios fixed at varying traffic loads. In this paper, we define a loss-rate estimator based on average drop distances (ADDs). The ADD estimator is compared with an estimator that uses a loss history table (LHT) to calculate loss-rates. We show, through simulations, that the ADD estimator gives more predictable PLR differentiation than the LHT estimator. In addition, we show that a PLR dropper using the ADD estimator can be implemented efficiently.

Published
2001
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