OR778home

Home Page for course OR778
School of Operations Research and Industrial Engineering
Cornell Unversity

Links to Lectures (with summary of topics):

Lecture 12/5/01 (Revisited Open Problems, new mathematics for heavy tails (with new graphics), solution for log-normal durations lead to long-range dependence, final "big picture" comments)

Lecture 12/3/01 (Large Variable Association, found way to make axes "commensurable" with respect to multiplicative rescaling, but are tail indices right?)

Lecture 11/28/01 {Actually given on 11/30/01} (Used toy examples and real data to explore variations (e.g. copulas) on Large Variable Association. Problem: how to make axes "commensurable")

Lecture 11/26/01 {Actually given on 11/28/01} (Asymptotic Independence, using SiZer analysis, saw hard to explain dependencies, introduced modification: "Large Variable Association")

Lecture 11/21/01 Jianghong Wang

Lecture 11/19/01 Stacey Tang

Lecture 11/14/01 Jörg Rothenbühler

Lecture 11/12/01 Krishanu Maulik

Lecture 10/31/01 (Cascaded On-Off Process: Quantitative Validation, autocorrelation, summary statistics, visual periodicities, quantiles)

Lecture 10/29/01 (Cascaded On-Off Process: Definition, Parameters Estimation, Visual Impression)

Lecture 10/24/01 (Asymptotic Independence, using SiZer analysis, relationship between Size, Time and "Rate" = Size/Time, Tail index estimation via slope of log-log CCDF, Long Range Dependence vs. ARIMA(1))

Lecture 10/22/01 (For new HTTP Response Size data: Studied Asymptotic Indepence, log-log CCDF Tail Index Estimation)

Lecture 10/17/01 (For Simple Model: Investigated "Independence" part of Poisson process starts. Studied Flow Scatterplots, to investigate "asymptotic independence". Introduced new HTTP Response Size data, did first version of Scatterplots.)

Lecture 10/15/01 (Zooming spectral analysis, revisited flow duration distributions, from "Residual Life Time Distribution" viewpoint)

Lecture 10/10/01 (In context of heavy tailed durations imply LRD, revisited simple model assumptions, considered modifications for start time process, Weibull process improvement not compelling, Cluster Poisson process gave useful improvement)

Lecture 10/3/01 (In context of heavy tailed durations imply LRD, quick overview of extreme value theory, revisited simple model assumptions, Downey's argument for log normal, "Important" open problem)

Lecture 10/1/01 (In context of heavy tailed durations imply LRD, Mice and Elephants graphic, for "one minute split" flows, introduced simple model, investigated modelling assumptions)

Lecture 9/26/01 (Mice and Elephants View, showing how heavy tailed durations imply LRD, time windows gave truncation - length biasing, constructed simulated versions, careful look at IP, TCP, UDP, ...)

Lecture 9/24/01 (Finished SiZer background, zooming SiZer analysis)

Lecture 9/19/01 (Introduction to Time Series Analysis)

Lecture 9/17/01 (Zooming autocorrelation analysis, Heading toward zooming SiZer analysis, 1st doing SiZer background)

Lecture 9/12/01 (Finished (?) study of heavy tails, began study of "Long Range Dependence", via correlation analysis (sensible?), in context of Heavy tailed durations imply LRD? TCP connection zooming graphic)

Lecture 9/10/01 (Careful overview of Q-Q analysis, quantile matching, comparison with Complementary CDF analysis)

Lecture 9/5/01 (Detailed Q-Q for tail of Response Size Distributions, Pareto and log normal gave decent fit, how should we think about "heavy tails" in context of Heavy tailed durations imply LRD?)

Lecture 9/3/01 ("Big picture" of Internet traffic, Response Size Distributions: SiZer analysis, Q-Q plots, simulated envelope, suggest possible Pareto fits)