We present a simple flow level model that helps in understanding the effects of various DiffServ traffic conditioning methods on bandwidth sharing among elastic TCP flows. We concentrate on a single backbone link and consider a static case, where the number of TCP flows is fixed. In a Relative Service approach, the bandwidth share θ of a flow should be proportional to a weight φ assigned to the...

This paper characterizes four measurement algorithms for flow enforcement in ATM networks. The algorithms are the leaky bucket, the rectangular sliding window, the triangular sliding window, and the exponentially weighted moving average. A comparison, based partly on teletrafflc theory and partly on signal processing theory, is carried out. It is suggested to use the RMS measurement bandwidth t...

Traditionally, an ?̄? chart is used to control the process mean and an R chart is used to control the variance. However, these charts are not sensitive to the small shifts in the processes. The adaptive charts might be considered if the aim is to detect process changes quickly. In this paper, we propose a new adaptive single control chart which integrates the exponentially weighted moving averag...

Many intrusions which attempt to compromise the security of computer and network systems manifest themselves in changes in the intensity of events. Because of the ability of exponentially weighted moving average (EWMA) statistics to monitor the rate of occurrences of events based on their intensity, this technique is appropriate for implementation in control limits based algorithms. The researc...

The aim of this study was to detect arising weak points in pig breeding early for starting counteractive measures. Control-Charts are an instrument for monitoring industrial manufacturing processes and for statistical quality management. Two kinds of these charts were analysed in this study, first the Exponentially Weighted Moving Average (EWMA)-Charts, and on the other hand the Cumulative Sum ...

The main purpose of this research is to implement a multivariate feedback adjustment proportional to the last deviation from the target, in the set of variables wandering around the target. To apply the controller equation it will be necessary to study the exponentially weighted moving average (EWMA) statistic, in order to determine the behavior of the target disturbances. To determine the fore...

In this letter, we develop a fixed-point arithmetic, low precision, implementation of an exponentially weighted moving average (EWMA) that is used in a neural network with plastic weights. We analyze the proposed design both analytically and experimentally, and we also evaluate its performance in the application of an attractor neural network. The EWMA in the proposed design has a constant rela...

Identifying convergence in numerical optimization is an ever-present, difficult, and often subjective task. The statistical framework of Gaussian process surrogate model optimization provides useful measures for tracking optimization progress; however, the identification of convergence via these criteria has often provided only limited success and often requires a more subjective analysis. Here...

Several forecast-based monitoring methods have been developed for autocorrelated data. One effective method is to use the forecasts based on the exponentially weighted moving average (EWMA). However, during the transition period of dynamic systems, the forecast-based monitoring procedure becomes inadequate due to its use of constant time series model parameters. In this article we present an ad...

A simple algorithm is introduced for computing the run length distribution of a monitoring scheme combining a Shewhart chart with an Exponentially Weighted Moving Average control chart. The algorithm is based on the numerical approximation of the integral equations and integral recurrence relations related to the run-length distribution. In particular, a modified Clenshaw-Curtis quadrature rule...