Several core network protocols and applications adjust their operation dynamically based on current network conditions. TCP and IEEE 802.11 are notable examples, both of which periodically adapt the retransmission timeout and the contention window size depending on the average round trip time and the degree of collisions, respectively. Consequently, accurate network state estimation is critical...

Proactive adaptation of service composition has been recognized as a major research challenge for service-based systems. In this paper we describe an approach for proactive adaptation of service composition due to changes in service operation response time, or unavailability of operations, services, and providers. The approach is based on exponentially weighted moving average (EWMA) for modelli...

Distribution-free or nonparametric control charts are used for monitoring the process parameters when there is a lack of knowledge about underlying distribution. In this paper, we investigate single distribution-free triple exponentially weighted moving average chart based on Lepage statistic (referred as TL chart) simultaneously shifts in unknown location and scale univariate continuous The de...

This paper investigates and compares the performances of the optimal portfolio selected by using the Orthogonal GARCH (OGARCH) Model, Markov Switching Model and the Exponentially Weighted Moving Average (EWMA) Model in a fund of hedge funds. These models are used to calibrate the returns of four HFRX indices from which the optimal portfolio is constructed using the Mean-Variance method. The per...

1 Design the multimedia transport protocol in heterogeneous wired-cum-wireless environment faces great challenges because of two contradictory objectives. On the one hand, the multimedia application requires smooth transfer rate, i.e., stability objective; on the other hand, vertical handoff in heterogeneous networks requires fast response at transfer rate, i.e., flexibility objective. To addre...

Among the many statistical process control charts, modified exponentially weighted moving average (EWMA) chart has been designed to swiftly detect a small shift in parameter. Herein, we propose two explicit formulas for run length (ARL) integrated (IMA) and fractional (FIMA) models combined with EWMA time series prediction. The application of suggested procedures depends on residuals IMA FIMA m...

The objective of this research is to select the appropriate control charts for detecting a shift in the autocorrelated observations. The autocorrelated processes were characterized using AR (1) and IMA (1, 1) for stationary and non-stationary processes respectively. A process model was simulated to achieve the response, the average run length (ARL). The empirical analysis was conducted to quant...