Enric Monte

Stay-Away , protecting sensitive applications from performance interference

While co-locating virtual machines improves utilization in resource shared environments, the resulting performance interference between VMs is difficult to model or predict. QoS sensitive applications can suffer from resource co-location with other less short-term resource sensitive or batch applications. The common practice of overprovisioning resources helps to avoid performance interference and guarantee QoS but leads to low machine utilization. Recent work that relies on static approaches suffer from practical limitations due to assumptions such as a priori knowledge of application behaviour and workload. To address these limitations, we present Stay-Away, a generic and adaptive mechanism to mitigate the detrimental effects of performance interference on sensitive applications when co-located with batch applications. Our mechanism complements the allocation decisions of resource schedulers by continuously learning the favourable and unfavourable states of co-execution and mapping them to a state-space representation. Trajectories in this representation are used to predict and prevent any transition towards interference of sensitive applications by proactively throttling the execution of batch applications. The representation also doubles as a template to prevent violations in the future execution of the repeatable sensitive application when co-located with other batch applications. Experimental results with realistic applications show that it is possible to guarantee a high level of QoS for latency sensitive applications while also improving machine utilization.

A new forecasting approach for the hospitality industry

Purpose – This study aims to apply a new forecasting approach to improve predictions in the hospitality industry. To do so, the authors developed a multivariate setting that allows the incorporation of the cross-correlations in the evolution of tourist arrivals from visitor markets to a specific destination in neural network models. Design/methodology/approach – This multiple-input-multiple-output approach allows the generation of predictions for all visitor markets simultaneously. Official data of tourist arrivals to Catalonia (Spain) from 2001 to 2012 were used to generate forecasts for one, three and six months ahead with three different networks. Findings – The study revealed that multivariate architectures that take into account the connections between different markets may improve the predictive performance of neural networks. Additionally, the authors developed a new forecasting accuracy measure and found that radial basis function networks outperform the rest of the models. Research limitations/im...

ProRenaTa: Proactive and Reactive Tuning to Scale a Distributed Storage System

Provisioning tasteful services in the Cloud that guarantees high quality of service with reduced hosting cost is challenging to achieve. There are two typical auto-scaling approaches: predictive and reactive. A prediction based controller leaves the system enough time to react to workload changes while a feedback based controller scales the system with better accuracy. In this paper, we show the limitations of using a proactive or reactive approach in isolation to scale a tasteful system and the overhead involved. To overcome the limitations, we implement an elasticity controller, ProRenaTa, which combines both reactive and proactive approaches to leverage on their respective advantages and also implements a data migration model to handle the scaling overhead. We show that the combination of reactive and proactive approaches outperforms the state of the art approaches. Our experiments with Wikipedia workload trace indicate that ProRenaTa guarantees a high level of SLA commitments while improving the overall resource utilization.

Underdetermined convoluted source reconstruction using LP and SOCP, and a neural approximator of the optimizer

The middle-term goal of this research project is to be able to recover several sound sources from a binaural life recording, by previously measuring the acoustic response of the room. As a previous step, this paper focuses on the reconstruction of n sources from mconvolutive mixtures when m < n (underdetermined case), assuming the mixing matrix is known. The reconstruction is done in the frequency domain by assuming that the source components are Laplacian in their real and imaginary parts. By posterior likelihood optimization, this leads to norm 1 minimization subject to the mixing equations, which is an instance of linear programming (LP). Alternatively, the assumption of Laplacianity imposed on the magnitudes leads to second order cone programming (SOCP). Performance experiments are run from synthetic mixtures based on realistic simulations of each source-microphone impulse response. Two sets of sources are used as benchmarks: four speech utterances and six short violin melodies. Results show S/N reconstruction ratios around 10dB. If any, SOCP performs slightly better. SOCP is probably too slow for real-time processing. In the last part of this paper we train a neural network to predict the response of the optimizer. Preliminary results show that the approach is feasible but yet inmature.

Combination forecasts of tourism demand with machine learning models

ABSTRACT The main objective of this study is to analyse whether the combination of regional predictions generated with machine learning (ML) models leads to improved forecast accuracy. With this aim, we construct one set of forecasts by estimating models on the aggregate series, another set by using the same models to forecast the individual series prior to aggregation, and then we compare the accuracy of both approaches. We use three ML techniques: support vector regression, Gaussian process regression and neural network models. We use an autoregressive moving average model as a benchmark. We find that ML methods improve their forecasting performance with respect to the benchmark as forecast horizons increase, suggesting the suitability of these techniques for mid- and long-term forecasting. In spite of the fact that the disaggregated approach yields more accurate predictions, the improvement over the benchmark occurs for shorter forecast horizons with the direct approach.

Quantification of Survey Expectations by Means of Symbolic Regression via Genetic Programming to Estimate Economic Growth in Central and Eastern European Economies

Tendency surveys are the main source of agents’ expectations. This study has a twofold aim. First, it proposes a new method to quantify survey-based expectations by means of symbolic regression (SR) via genetic programming. Second, it combines the main SR-generated indicators to estimate the evolution of GDP, obtaining the best results for the Czech Republic and Hungary. Finally, it assesses the impact of the 2008 financial crisis, finding that the capacity of agents’ expectations to anticipate economic growth in most Central and Eastern European economies improved after the crisis.

Multi-camera multi-object voxel-based Monte Carlo 3D tracking strategies

This article presents a new approach to the problem of simultaneous tracking of several people in low-resolution sequences from multiple calibrated cameras. Redundancy among cameras is exploited to generate a discrete 3D colored representation of the scene, being the starting point of the processing chain. We review how the initiation and termination of tracks influences the overall tracker performance, and present a Bayesian approach to efficiently create and destroy tracks. Two Monte Carlo-based schemes adapted to the incoming 3D discrete data are introduced. First, a particle filtering technique is proposed relying on a volume likelihood function taking into account both occupancy and color information. Sparse sampling is presented as an alternative based on a sampling of the surface voxels in order to estimate the centroid of the tracked people. In this case, the likelihood function is based on local neighborhoods computations thus dramatically decreasing the computational load of the algorithm. A discrete 3D re-sampling procedure is introduced to drive these samples along time. Multiple targets are tracked by means of multiple filters, and interaction among them is modeled through a 3D blocking scheme. Tests over CLEAR-annotated database yield quantitative results showing the effectiveness of the proposed algorithms in indoor scenarios, and a fair comparison with other state-of-the-art algorithms is presented. We also consider the real-time performance of the proposed algorithm.

Economic Uncertainty: A Geometric Indicator of Discrepancy Among Experts’ Expectations

In this study we present a geometric approach to proxy economic uncertainty. We design a positional indicator of disagreement among survey-based agents’ expectations about the state of the economy. Previous dispersion-based uncertainty indicators derived from business and consumer surveys exclusively make use of the two extreme pieces of information: the percentage of respondents expecting a variable to rise and to fall. With the aim of also incorporating the information coming from the share of respondents expecting a variable to remain constant, we propose a geometrical framework and use a barycentric coordinate system to generate a measure of disagreement, referred to as a discrepancy indicator. We assess its performance both empirically and experimentally by comparing it to the standard deviation of the share of positive and negative responses. When applied in sixteen European countries, we find that both time-varying metrics co-evolve in most countries for expectations about the country’s overall economic situation in the present, but not in the future. Additionally, we obtain their simulated sampling distributions and we find that the proposed indicator gravitates uniformly towards the three vertices of the simplex representing the three answering categories, as opposed to the standard deviation, which tends to overestimate the level of uncertainty as a result of ignoring the no-change responses. Consequently, we find evidence that the information coming from agents expecting a variable to remain constant has an effect on the measurement of disagreement.

Assessment of the effect of the financial crisis on agents’ expectations through symbolic regression

ABSTRACT Agents’ perceptions on the state of the economy can be affected during economic crises. Tendency surveys are the main source of agents’ expectations. The main objective of this study is to assess the impact of the 2008 financial crisis on agents’ expectations. With this aim, we evaluate the capacity of survey-based expectations to anticipate economic growth in the United States, Japan, Germany and the United Kingdom. We propose a symbolic regression (SR) via genetic programming approach to derive mathematical functional forms that link survey-based expectations to GDP growth. By combining the main SR-generated indicators, we generate estimates of the evolution of GDP. Finally, we analyse the effect of the crisis on the formation of expectations, and we find an improvement in the capacity of agents’ expectations to anticipate economic growth after the crisis in all countries except Germany.

Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model

This study presents an extension of the Gaussian process regression model for multiple-input multiple-output forecasting. This approach allows modelling the cross-dependencies between a given set of input variables and generating a vectorial prediction. Making use of the existing correlations in international tourism demand to all seventeen regions of Spain, the performance of the proposed model is assessed in a multiple-step-ahead forecasting comparison. The results of the experiment in a multivariate setting show that the Gaussian process regression model significantly improves the forecasting accuracy of a multi-layer perceptron neural network used as a benchmark. The results reveal that incorporating the connections between different markets in the modelling process may prove very useful to refine predictions at a regional level.