Search Results (20)

Distributed Denial-of-Service (DDoS) attacks generate deceptive, high-volume traffic that bypasses conventional detection mechanisms. When interception fails, effectively allocating mixed benign and malicious traffic under resource constraints becomes a critical challenge. To address this, we propose SchedOpt Engine (SOE), a scheduling framework formulated as a discrete multi-objective optimization problem. The goal is to optimize four conflicting objectives: a benign traffic acceptance rate (BTAR), malicious traffic interception rate (MTIR), server load balancing, and malicious traffic isolation. These objectives are combined into a composite scalarized loss function with soft constraints, prioritizing a BTAR while maintaining flexibility. To solve this problem, we introduce MOFATA, a multi-objective extension of the Fata Morgana Algorithm (FATA) within a Pareto-based evolutionary framework. An $ϵ$-dominance mechanism is incorporated to improve solution granularity and diversity. Simulations under varying attack intensities and resource constraints validate the effectiveness of SOE. Results show that SOE consistently achieves a high BTAR and MTIR while balancing server loads. Under extreme attacks, SOE isolates malicious traffic to a subset of servers, preserving capacity for benign services. SOE also demonstrates strong adaptability in fluctuating attack environments, providing a practical solution for DDoS mitigation. Full article

Pareto distributions are widely applied in various fields, such as economics, finance, and environmental studies. The modeling of real-world data has created a demand for the discretization of Pareto distributions. In this paper, we propose using mean squared error representative points (MSE-RPs) as the discrete representation of Pareto distributions. We demonstrate the uniqueness and existence of these representative points under certain parameter settings and provide a theoretical k-means algorithm for the computation of MSE-RPs for Pareto I and Pareto II distributions. Furthermore, to enhance the applicability of MSE-RPs, we employ three methodological approaches to estimate the MSE-RPs of Pareto distributions. By analyzing the estimation bias under different parameters and methods, we recommend estimating the distribution parameters first before estimating the MSE-RPS for Pareto I and Pareto II distributions. For Pareto III and Pareto IV distributions, we suggest using the $B_q$ quantiles for MSE-RP estimation. Building on this, we analyze the sources of estimation bias and propose an effective method for determining the number of MSE-RPs based on information gain truncation. Through simulations and real data studies, we demonstrate that the proposed methods for MSE-RP estimation are effective and can be used to fit the empirical distribution function of data accurately. Full article

For the energy-efficient distributed welding shop scheduling problem, focusing on the scheduling of production in a distributed welding shop, a mathematical model is established with the objective of minimizing the makespan and total energy consumption. In order to solve this optimization problem, an improved multi-objective seagull algorithm (IMOSOA) is proposed. The algorithm introduces three main enhancements: designing a weight matrix based on multiple critical paths to update the number of welders allocated to each job, redesigning the discretization operations of the multi-objective seagull algorithm according to the characteristics of distributed welding shop, and incorporating a Pareto front selection strategy. This strategy uses a new crowding distance calculation to resolve cases where non-dominated solutions at the same dominance level have equal crowding distances, thereby improving the next generation of solutions. These improvements not only reduce the maximum completion time and total energy consumption but also enhance search efficiency. Finally, the IMOSOA is compared with other algorithms under different scale examples, and the results show that the energy consumption is at least 11.7% lower than that of the comparison algorithm, which verifies the superiority of the IMOSOA. Full article

Our recent analysis of empirical limit order flow data in financial markets reveals a power-law distribution in limit order cancellation times. These times are modeled using a discrete probability mass function derived from the Tsallis q-exponential distribution, closely aligned with the second form of the Pareto distribution. We elucidate this distinctive power-law statistical property through the lens of agent heterogeneity in trading activity and asset possession. Our study introduces a novel modeling approach that combines fractional Lévy stable motion for limit order inflow with this power-law distribution for cancellation times, significantly enhancing the prediction of order imbalances. This model not only addresses gaps in current financial market modeling but also extends to broader contexts such as opinion dynamics in social systems, capturing the finite lifespan of opinions. Characterized by stationary increments and a departure from self-similarity, our model provides a unique framework for exploring long-range dependencies in time series. This work paves the way for more precise financial market analyses and offers new insights into the dynamic nature of opinion formation in social systems. Full article

Prefabricated cabin modular units (PMCUs) are a widespread type of intermediate products used during ship or offshore platform construction. This paper focuses on the scheduling problem of PMCU assembly flow shops, which is summarized as a multi-objective, fuzzy-blocking hybrid flow-shop-scheduling problem based on learning and fatigue effects (FB-HFSP-LF) to minimize the maximum fuzzy makespan and maximize the average fuzzy due-date agreement index. This paper proposes a multi-objective non-dominated sorting gravitational search algorithm (MONSGSA) to solve it. In the proposed MONSGSA, the ranked-order value is used to convert continuous solutions to discrete solutions. Multi-dimensional Latin hypercube sampling is used to enhance initial population diversity. Setting up an external archive to maintain non-dominated solutions while introducing an adaptive inertia factor and a trap avoidance operator to guide individual positional updates. The results of multiple sets of experiments show that Pareto solutions of MONSGSA have better distribution and convergence compared to other competitors. Finally, the instance of PMCU manufacturer is used for validation, and the results show that MONSGSA has better applicability to practical problems. Full article

Water distribution networks (WDN) model optimization is an important part of smart water systems to achieve optimal strategies. WDN optimization focuses on the nonlinearity of the discharge head loss equation, the availability of discrete properties of pipe sizes, and the conservation of constraints. Multi-objective evolutionary algorithms (MOEAs) have been proposed and successfully applied in the field of WDN design optimization. Previous studies have focused on comparing the optimization effects of algorithms in water distribution networks, ignoring the problems of unbalanced pressure distribution and water hammer at the nodes of the pipe network caused by the complex terrain in mountainous areas. In this paper, a multi-objective water supply optimization model that integrated cost, reliability, and water quality was established for a mountainous WDN in real engineering. The method of traversing the nodes to solve the water age was introduced to find a more scientific and practical water age solution model, with setting the weight function to evaluate the water age of the water supply model comprehensively. Strength Pareto Evolutionary Algorithm II (SPEA-II) and Non-dominated Sorting Genetic Algorithm II (NSGA-II) were adopted to optimize the WDN design model in the mountainous complex terrain. The significance levels of the number of Pareto solutions (NOPS) and running time are 0.029 and 0.001, respectively, indicating that the two algorithms have significant differences. Compared to NSGA-II, SPEA-II has a better convergence rate and running time in multi-objective water supply optimization design. The solution set distribution of SPEA-II is more concentrated than that of NSGA-II, also the numerical value is better. The number of SPEA-II optimization schemes is larger and the scheme is more effective. Among them, the Pareto solution set of SPEA-II can obtain more desirable optimization results on cost, reliability index (RI) and water age. In summary, the study provides valuable information for decision makers in WDN with complex terrain. Full article

In this paper, a hybrid of a Wavelet Decomposition–Generalised Auto-Regressive Conditional Heteroscedasticity–Extreme Value Theory (WD-ARMA-GARCH-EVT) model is applied to estimate the Value at Risk (VaR) of BitCoin (BTC/USD) and the South African Rand (ZAR/USD). The aim is to measure and compare the riskiness of the two currencies. New and improved estimation techniques for VaR have been suggested in the last decade in the aftermath of the global financial crisis of 2008. This paper aims to provide an improved alternative to the already existing statistical tools in estimating a currency VaR empirically. Maximal Overlap Discrete Wavelet Transform (MODWT) and two mother wavelet filters on the returns series are considered in this paper, viz., the Haar and Daubechies (d4). The findings show that BitCoin/USD is riskier than ZAR/USD since it has a higher VaR per unit invested in each currency. At the 99% significance level, BitCoin/USD has average values of VaR of 2.71% and 4.98% for the WD-ARMA-GARCH-GPD and WD-ARMA-GARCH-GEVD models, respectively; and this is slightly higher than the respective 2.69% and 3.59% for the ZAR/USD. The average BitCoin/USD returns of 0.001990 are higher than ZAR/USD returns of −0.000125. These findings are consistent with the mean-variance portfolio theory, which suggests a higher yield for riskier assets. Based on the p-values of the Kupiec likelihood ratio test, the hybrid model adequacy is largely accepted, as p-values are greater than 0.05, except for the WD-ARMA-GARCH-GEVD models at a 99% significance level for both currencies. The findings are helpful to financial risk practitioners and forex traders in formulating their diversification and hedging strategies and ascertaining the risk-adjusted capital requirement to be set aside as a cushion in the event of the occurrence of an actual loss. Full article

This article completes our studies on the formal construction of asymptotic approximations for statistics based on a random number of observations. Second order Chebyshev–Edgeworth expansions of asymptotically normally or chi-squared distributed statistics from samples with negative binomial or Pareto-like distributed random sample sizes are obtained. The results can have applications for a wide spectrum of asymptotically normally or chi-square distributed statistics. Random, non-random, and mixed scaling factors for each of the studied statistics produce three different limit distributions. In addition to the expected normal or chi-squared distributions, Student’s t-, Laplace, Fisher, gamma, and weighted sums of generalized gamma distributions also occur. Full article

We propose an approach to self-optimizing wireless sensor networks (WSNs) which are able to find, in a fully distributed way, a solution to a coverage and lifetime optimization problem. The proposed approach is based on three components: (a) a multi-agent, social-like interpreted system, where the modeling of agents, discrete space, and time is provided by a 2-dimensional second-order cellular automata, (b) the interaction between agents is described in terms of the spatial prisoner’s dilemma game, and (c) a local evolutionary mechanism of competition between agents exists. Nodes of a WSN graph created for a given deployment of WSN in the monitored area are considered agents of a multi-agent system that collectively make decisions to turn on or turn off their batteries. Agents are controlled by cellular automata (CA)-based players participating in a variant of the spatial prisoner’s dilemma iterated game. We propose for players participating in this game a local payoff function that incorporates issues of area coverage and sensors energy spending. Rewards obtained by agent players depend not only on their personal decisions but also on their neighbor’s decisions. Agents act in such a way to maximize their own rewards, which results in achieving by them a solution corresponding to the Nash equilibrium point. We show that the system is self-optimizing, i.e., can optimize in a distributed way global criteria related to WSN and not known for agents, provide a balance between requested coverage and spending energy, and result in expanding the WSN lifetime. The solutions proposed by the multi-agent system fulfill the Pareto optimality principles, and the desired quality of solutions can be controlled by user-defined parameters. The proposed approach is validated by a number of experimental results. Full article

Aspects concerning resonance and global stability of a wind turbine blade must be carefully considered in its optimal design. In this paper, a composite wind turbine blade with an external geometry based on the NREL 5 MW model was subjected to multi-objective structural optimization considering these aspects. Four multi-objective structural optimization problems are formulated considering the blade mass, the maximum blade tip displacement, the natural frequencies of vibration, and the critical load factor as objective functions. The design variables are the number of plies, material, and fiber orientation. The design constraints are the materials’ margin of safety, the blade’s allowable tip displacement, and the minimum load factor. The blade model is submitted to the loads determined by the actuator lines theory and discretized in a finite element parameterized model using the Femap software according to geometric design variables. Among many multi-objective evolutionary algorithms available in the literature concerning evolutionary computation, the NSGA-II is the adopted evolutionary algorithm to solve the multi-objective optimization problems. Pareto fronts are obtained and performance indicators are used to evaluate the distribution of the non-dominated solutions. Multi-criteria decision-making is used to extract the solutions from the Pareto fronts according to the decision-maker’s preferences. The values of the objective functions, design variables, and constraints are presented for each extracted solution. The proposed study is expected to contribute to the multi-objective optimization and the structural design of wind turbine blades. Full article

In this paper, we study via simulation the performance of irregular repetition slotted ALOHA under multi-packet detection and different patterns of the load process. On the one hand, we model the arrival process with a version of the M/G/∞ process able to exhibit a correlation structure decaying slowly in time. Given the independence among frames in frame-synchronous coded-slotted ALOHA (CSA), this variation should only take effect on frame-asynchronous CSA. On the other hand, we vary the marginal distribution of the arrival process using discrete versions of the Lognormal and Pareto distributions, with the objective of investigating the influence of the right tail. In this case, both techniques should be affected by the change, albeit to a different degree. Our results confirm these hypotheses and show that these factors must be taken into account when designing and analyzing these systems. In frameless operations, both the shape of the packet arrivals tail distribution and the existence of short-range and long-range correlations strongly impact the packet loss ratio and the average delay. Nevertheless, these effects emerge only weakly in the case of frame-aligned operations, because this enforces the system to introduce a delay in the newly arrived packets (until the beginning of the next frame), and implies that the backlog of accumulated packets is the key quantity for calculating the performance. Full article

The Devylder–Goovaerts conjecture is probably the oldest conjecture in actuarial mathematics and has received a lot of attention in recent years. It claims that ruin with equalized claim amounts is always less likely than in the classical model. Investigating the validity of this conjecture is important both from a theoretical aspect and a practical point of view, as it suggests that one always underestimates the risk of insolvency by replacing claim amounts with the average claim amount a posteriori. We first state a simplified version of the conjecture in the discrete-time risk model when one equalizes aggregate claim amounts and prove that it holds. We then use properties of the Pareto distribution in risk theory and other ideas to target candidate counterexamples and provide several counterexamples to the original Devylder–Goovaerts conjecture. Full article

In this paper, we construct two new families of distributions generated by the discrete Lindley distribution. Some mathematical properties of the new families are derived. Some special distributions from these families can be constructed by choosing some baseline distributions, such as exponential, Pareto and standard logistic distributions. We study in detail the properties of the two models resulting from the exponential baseline, among others. These two models have different shape characteristics. The model parameters are estimated by maximum likelihood, and related algorithms are proposed for the computation of the estimates. The existence of the maximum-likelihood estimators is discussed. Two applications prove its usefulness in real data fitting. Full article

We consider the zeta distributions, which are discrete power law distributions that can be interpreted as the counterparts of the continuous Pareto distributions with a unit scale. The family of zeta distributions forms a discrete exponential family with normalizing constants expressed using the Riemann zeta function. We present several information-theoretic measures between zeta distributions, study their underlying information geometry, and compare the results with their continuous counterparts, the Pareto distributions. Full article

In this paper, an efficient prediction model based on the fractional generalized Pareto motion (fGPm) with Long-Range Dependent (LRD) and infinite variance characteristics is proposed. Firstly, we discuss the meaning of each parameter of the generalized Pareto distribution (GPD), and the LRD characteristics of the generalized Pareto motion are analyzed by taking into account the heavy-tailed characteristics of its distribution. Then, the mathematical relationship $H=1⁄\alpha$ between the self-similar parameter $H$ and the tail parameter α is obtained. Also, the generalized Pareto increment distribution is obtained using statistical methods, which offers the subsequent derivation of the iterative forecasting model based on the increment form. Secondly, the tail parameter $\alpha$ is introduced to generalize the integral expression of the fractional Brownian motion, and the integral expression of fGPm is obtained. Then, by discretizing the integral expression of fGPm, the statistical characteristics of infinite variance is shown. In addition, in order to study the LRD prediction characteristic of fGPm, LRD and self-similarity analysis are performed on fGPm, and the LRD prediction conditions $H>1⁄\alpha$ is obtained. Compared to the fractional Brownian motion describing LRD by a self-similar parameter $H$, fGPm introduces the tail parameter $\alpha$, which increases the flexibility of the LRD description. However, the two parameters are not independent, because of the LRD condition $H>1⁄\alpha$. An iterative prediction model is obtained from the Langevin-type stochastic differential equation driven by fGPm. The prediction model inherits the LRD condition $H>1⁄\alpha$ of fGPm and the time series, simulated by the Monte Carlo method, shows the superiority of the prediction model to predict data with high jumps. Finally, this paper uses power load data in two different situations (weekdays and weekends), used to verify the validity and general applicability of the forecasting model, which is compared with the fractional Brown prediction model, highlighting the “high jump data prediction advantage” of the fGPm prediction model. Full article