Search Results (8)

Theoretical mathematics is a key evolution factor of artificial intelligence (AI). Nowadays, representing a smart system as a mathematical model helps to analyze any system under development and supports different case studies found in real life. Additionally, the Markov chain has shown itself to be an invaluable tool for decision-making systems, natural language processing, and predictive modeling. In an Internet of Things (IoT), Machine-to-Machine (M2M) traffic necessitates new traffic models due to its unique pattern and different goals. In this context, we have two types of modeling: (1) source traffic modeling, used to design stochastic processes so that they match the behavior of physical quantities of measured data traffic (e.g., video, data, voice), and (2) aggregated traffic modeling, which refers to the process of combining multiple small packets into a single packet in order to reduce the header overhead in the network. In IoT studies, balancing the accuracy of the model while managing a large number of M2M devices is a heavy challenge for academia. One the one hand, source traffic models are more competitive than aggregated traffic models because of their dependability. However, their complexity is expected to make managing the exponential growth of M2M devices difficult. In this paper, we propose to use a Markov-Modulated Poisson Process (MMPP) framework to explore Human-to-Human (H2H) traffic and M2M heterogeneous traffic effects. As a tool for stochastic processes, we employ Markov chains to characterize the coexistence of H2H and M2M traffic. Using the traditional evolved Node B (eNodeB), our simulation results show that the network’s service completion rate will suffer significantly. In the worst-case scenario, when an accumulative storm of M2M requests attempts to access the network simultaneously, the degradation reaches 8% as a completion task rate. However, using our “Coexistence of Heterogeneous traffic Analyzer and Network Architecture for Long term evolution” (CHANAL) solution, we can achieve a service completion rate of 96%. Full article

The main purpose of this paper was to, for the first time, analyse the spatiotemporal features of the background seismicity of Northern Algeria and its vicinity, as identified by different declustering methods (specifically: the Gardner and Knopoff, Gruenthal, Uhrhammer, Reasenberg, Nearest Neighbour, and Stochastic Declustering methods). Each declustering method identifies a different declustered catalogue, namely a different subset of the earthquake catalogue that represents the background seismicity, which is usually expected to be a realisation of a homogeneous Poisson process over time, though not necessarily in space. In this study, a statistical analysis was performed to assess whether the background seismicity identified by each declustering method has the spatiotemporal properties typical of such a Poisson process. The main statistical tools of the analysis were the coefficient of variation, the Allan factor, the Markov-modulated Poisson process (also named switched Poisson process with multiple states), the Morisita index, and the L–function. The results obtained for Northern Algeria showed that, in all cases, temporal correlation and spatial clustering were reduced, but not totally eliminated in the declustered catalogues, especially at long time scales. We found that the Stochastic Declustering and Gruenthal methods were the most successful methods in reducing time correlation. For each declustered catalogue, the switched Poisson process with multiple states outperformed the uniform Poisson model, and it was selected as the best model to describe the background seismicity in time. Moreover, for all declustered catalogues, the spatially inhomogeneous Poisson process did not fit properly the spatial distribution of earthquake epicentres. Hence, the assumption of stationary and homogeneous Poisson process, widely used in seismic hazard assessment, was not met by the investigated catalogue, independently from the adopted declustering method. Accounting for the spatiotemporal features of the background seismicity identified in this study is, therefore, a key element towards effective seismic hazard assessment and earthquake forecasting in Algeria and the surrounding area. Full article

In this paper, we study a finite capacity queue where the arrival process is a special case of the discrete time Markov modulated Poisson process, the service times are generally distributed, and the server takes repeated vacations when the system is empty. The buffer acceptance strategy is based on a generalized push-out scheme: when the buffer is full, an arriving customer pushes out the $N^{th}$ customer in the queue, where $N$ takes values between 2 and the capacity of the system, and the arriving customer joins the end of the queue. Such a strategy is important when, as well as short waiting times for served customers, the time a pushed-out customer occupies a buffer space is also an important performance measure. The Laplace transform of the waiting time of a served customer is determined. Numerical examples show the influence of the bustiness of the input process and also the trade-off between the average waiting time of served customers and the occupancy of the buffer space of pushed-out customers. Full article

In this paper, we propose models that significantly expand the scope of practical applications, namely, queueing systems with various nodes for processing heterogeneous data that require arbitrary resource capacities for their service. When a customer arrives in the system, the customer typeis randomly selected according to a set of probabilities. Then the customer goes to the server of the corresponding device type, where its service is performed during a random time period with a distribution function depending on the type of customer. Moreover, each customer requires a random amount of resources, of which the distribution function also depends on the customer type, but is independent of its service time. The aim of this research was to develop a heterogeneous queueing resource system with an unlimited number of servers and an arrival process in the form of a Markov-modulated Poisson process or stationary renewal process, and with requests for a random number of heterogeneous resources. We have performed analysis under conditions of growing intensity of the arrival process. Here we formulate the theorems and prove that under high-load conditions, the joint asymptotic probability distribution of the n-dimensional process of the total amounts of the occupied resources in the system is a multidimensional Gaussian distribution with parameters that are dependent on the type of arrival process. As a result of numerical and simulation experiments, conclusions are drawn on the limits of the applicability of the obtained asymptotic results. The dependence of the convergence of experimental results on the type of distribution of the system parameters (including the distributions of the service time and of the customer capacity) are also studied. The results of the approximations may be applied to estimating the optimal total number of resources for a system with a limited amount of resources. Full article

Accurate prediction of power business communication bandwidth is the premise for the effectiveness of power communication planning and the fundamental guarantee for regular operation of power businesses. To solve the problem of scientifically and reasonably allocating bandwidth resources in smart parks, communication bandwidth prediction technology of intelligent power distribution service for smart parks is proposed in this paper. First, the characteristics of mixed service data arrival rate of power distribution and communication mixed services in smart parks were analyzed. Poisson process and interrupted Poisson process were used to simulate periodic and sudden business of smart parks to realize accurate simulation of the business arrival process. Then, a service arrival rate model based on the Markov modulation Poisson process was constructed. An active buffer management mechanism was used to dynamically discard data packets according to the set threshold and achieve accurate simulation of the packet loss rate during the arrival of smart park business. At the same time, considering the communication service quality index and bandwidth resource utilization, a business communication bandwidth prediction model of smart parks was established to improve the accuracy of business bandwidth prediction. Finally, a smart power distribution room in a smart park was used as an application scenario to quantitatively analyze the relationship between the communication service quality and bandwidth configuration. According to the predicted bandwidth, the reliability and effectiveness of the proposed method were verified by comparison with the elastic coefficient method. Full article

In this paper, we study the problem of optimal routing for the pair of two-server heterogeneous queues operating in parallel and subsequent optimal allocation of customers between the servers in each queue. Heterogeneity implies different servers in terms of speed of service. An open-loop control assumes the static resource allocation when a router has no information about the state of the system. We discuss here the algorithm to calculate the optimal routing policy based on specially constructed Markov-modulated Poisson processes. As an alternative static policy, we consider an optimal Bernoulli splitting which prescribes the optimal allocation probabilities. Then, we show that the optimal allocation policy between the servers within each queue is of threshold type with threshold levels depending on the queue length and phase of an arrival process. This dependence can be neglected by using a heuristic threshold policy. A number of illustrative examples show interesting properties of the systems operating under the introduced policies and their performance characteristics. Full article

This paper is aimed at developing a stochastic volatility model that is useful to explain the dynamics of the returns of gold, silver, and platinum during the period 1994–2019. To this end, it is assumed that the precious metal returns are driven by fractional Brownian motions, combined with Poisson processes and modulated by continuous-time homogeneous Markov chains. The calibration is carried out by estimating the Jump Generalized Autoregressive Conditional Heteroscedasticity (Jump-GARCH) and Markov regime-switching models of each precious metal, as well as computing their Hurst exponents. The novelty in this research is the use of non-linear, non-normal, multi-factor, time-varying risk stochastic models, useful for an investors’ decision-making process when they intend to include precious metals in their portfolios as safe-haven assets. The main empirical results are as follows: (1) all metals stay in low volatility most of the time and have long memories, which means that past returns have an effect on current and future returns; (2) silver and platinum have the largest jump sizes; (3) silver’s negative jumps have the highest intensity; and (4) silver reacts more than gold and platinum, and it is also the most volatile, having the highest probability of intensive jumps. Gold is the least volatile, as its percentage of jumps is the lowest and the intensity of its jumps is lower than that of the other two metals. Finally, a set of recommendations is provided for the decision-making process of an average investor looking to buy and sell precious metals. Full article

The model of multi-channel queuing system with Markov modulated Poisson process (MMPP) flow and delayed feedback is considered. After the customer is served completely, they will decide either to join the retrial group again for another service (feedback) with some state-dependent probability or to leave the system forever with complimentary probability. Feedback calls organize an orbit of repeated calls (r-calls). If upon arrival of an r-call all the channels of the system are busy, then it either leaves the system with some state-dependent probability or with a complementary probability returns to orbit. Methods to calculate the steady-state probabilities of the appropriate three-dimensional Markov chain as well as performance measures of investigated system are developed. Results of numerical experiments are demonstrated. Full article