scholarly journals Analysing extreme value theory efficiency in probabilistic wcet estimation with block maxima

2021 ◽  
pp. 131-154
Author(s):  
Guilherme Isaias Debom Machado ◽  
Fabian Luis Vargas ◽  
Celso Maciel da Costa
Keyword(s):  
Extreme Value Theory ◽  
Execution Time ◽  
Value Theory ◽  
Extreme Value ◽  
System Delay ◽  
Worst Case ◽  
Worst Case Execution Time ◽  
Real Behavior ◽  
Block Maxima ◽  
Time Systems

The execution time is a requirement as much important as the computed result when designing real-time systems for critical applications. It is imperative to know the possible execution times, especially when some system delay may incur in equipment damages or even in crew injuries. With that in mind, the current work analyzes different techniques to define the Probabilistic Worst Case Execution Time (pWCET) using the Extreme Value Theory (EVT). Since probabilistic methodologies have been widely explored, this study aims to assure how accurate the pWCET estimations are when applying EVT knowledge. This analysis aims to compare system pWCET estimations to this real behavior, predicting the upper bound execution limits of two algorithms on MIPS processor. Further, this work regards the Block Maxima technique, which select the highest measured values to define a probabilistic distribution that represents the analyzed system. Based on the outcomes the Block Maxima technique points some limitations as requiring a large number of samples to get a reliable analysis. The obtained results have shown that EVT is a useful and trustworthy technique to define pWCET estimations.

Use of Measurements in Worst-Case Execution Time Estimation for Real-Time Systems

2021 ◽  
Author(s):  
Jessica Junia Santillo Costa ◽  
Romulo Silva de Oliveira ◽  
Luis Fernando Arcaro
Keyword(s):  
Real Time ◽  
Execution Time ◽  
Time Estimation ◽  
Real Time Systems ◽  
Worst Case ◽  
Worst Case Execution Time ◽  
Time Systems

scholarly journals Worst-case execution-time analysis for embedded real-time systems

2003 ◽  
Vol 4 (4) ◽  
pp. 437-455 ◽  
Author(s):  
Jakob Engblom ◽  
Andreas Ermedahl ◽  
Mikael Sjödin ◽  
Jan Gustafsson ◽  
Hans Hansson
Keyword(s):  
Real Time ◽  
Execution Time ◽  
Real Time Systems ◽  
Time Analysis ◽  
Worst Case ◽  
Worst Case Execution Time ◽  
Time Systems

scholarly journals Extreme value theory in emerging markets: Evidence from the Montenegrin stock exchange

2015 ◽  
Vol 60 (206) ◽  
pp. 87-116 ◽  
Author(s):  
Julija Cerovic ◽  
Vesna Karadzic
Keyword(s):  
At Risk ◽  
Stock Market ◽  
Extreme Value Theory ◽  
Value At Risk ◽  
Emerging Market ◽  
Value Theory ◽  
Extreme Value ◽  
Peaks Over Threshold ◽  
Threshold Method ◽  
Block Maxima

The concept of Value at Risk(VaR) estimates the maximum loss of a financial position at a given time for a given probability. This paper considers the adequacy of the methods that are the basis of extreme value theory in the Montenegrin emerging market before and during the global financial crisis. In particular, the purpose of the paper is to investigate whether the peaks-over-threshold method outperforms the block maxima method in evaluation of Value at Risk in emerging stock markets such as the Montenegrin market. The daily return of the Montenegrin stock market index MONEX20 is analyzed for the period January 2004 - February 2014. Results of the Kupiec test show that the peaks-over-threshold method is significantly better than the block maxima method, but both methods fail to pass the Christoffersen independence test and joint test due to the lack of accuracy in exception clustering when measuring Value at Risk. Although better, the peaks-over-threshold method still cannot be treated as an accurate VaR model for the Montenegrin frontier stock market.

A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL

2007 ◽  
Vol 10 (06) ◽  
pp. 1043-1075 ◽  
Author(s):  
CARLO MARINELLI ◽  
STEFANO D'ADDONA ◽  
SVETLOZAR T. RACHEV
Keyword(s):  
At Risk ◽  
Extreme Value Theory ◽  
Value At Risk ◽  
Value Theory ◽  
Extreme Value ◽  
Expected Shortfall ◽  
Stable Laws ◽  
Peaks Over Threshold ◽  
Threshold Method ◽  
Block Maxima

We compare in a backtesting study the performance of univariate models for Value-at-Risk (VaR) and expected shortfall based on stable laws and on extreme value theory (EVT). Analyzing these different approaches, we test whether the sum–stability assumption or the max–stability assumption, that respectively imply α–stable laws and Generalized Extreme Value (GEV) distributions, is more suitable for risk management based on VaR and expected shortfall. Our numerical results indicate that α–stable models tend to outperform pure EVT-based methods (especially those obtained by the so-called block maxima method) in the estimation of Value-at-Risk, while a peaks-over-threshold method turns out to be preferable for the estimation of expected shortfall. We also find empirical evidence that some simple semiparametric EVT-based methods perform well in the estimation of VaR.

Interactive WCET Prediction with Warning for Timeout Risk

2017 ◽  
Vol 31 (05) ◽  
pp. 1750012 ◽  
Author(s):  
Fanqi Meng ◽  
Xiaohong Su ◽  
Zhaoyang Qu
Keyword(s):  
Execution Time ◽  
Control Flow ◽  
Real Time Systems ◽  
Wcet Analysis ◽  
Running Speed ◽  
Worst Case ◽  
Worst Case Execution Time ◽  
Level Model ◽  
Hard Real Time ◽  
Time Systems

Worst case execution time (WCET) analysis is essential for exposing timeliness defects when developing hard real-time systems. However, it is too late to fix timeliness defects cheaply since developers generally perform WCET analysis in a final verification phase. To help developers quickly identify real timeliness defects in an early programming phase, a novel interactive WCET prediction with warning for timeout risk is proposed. The novelty is that the approach not only fast estimates WCET based on a control flow tree (CFT), but also assesses the estimated WCET with a trusted level by a lightweight false path analysis. According to the trusted levels, corresponding warnings will be triggered once the estimated WCET exceeds a preset safe threshold. Hence developers can identify real timeliness defects more timely and efficiently. To this end, we first analyze the reasons of the overestimation of CFT-based WCET calculation; then we propose a trusted level model of timeout risks; for recognizing the structural patterns of timeout risks, we develop a risk data counting algorithm; and we also give some tactics for applying our approach more effectively. Experimental results show that our approach has almost the same running speed compared with the fast and interactive WCET analysis, but it saves more time in identifying real timeliness defects.

scholarly journals On the block maxima method in extreme value theory: PWM estimators

2015 ◽  
Vol 43 (1) ◽  
pp. 276-298 ◽  
Author(s):  
Ana Ferreira ◽  
Laurens de Haan
Keyword(s):  
Extreme Value Theory ◽  
Value Theory ◽  
Extreme Value ◽  
Block Maxima

An Overview of Worst-Case Execution Time Estimation for Embedded Programs

2014 ◽  
Vol 651-653 ◽  
pp. 624-629
Author(s):  
Liang Liang Kong ◽  
Lin Xiang Shi ◽  
Lin Chen
Keyword(s):  
Embedded Systems ◽  
Real Time ◽  
Execution Time ◽  
Time Estimation ◽  
Worst Case ◽  
Performance Metric ◽  
Worst Case Execution Time ◽  
Hard Real Time ◽  
Time Systems

Most embedded systems are real-time systems, so real-time is an important performance metric for embedded systems. The worst-case execution time (WCET) estimation for embedded programs could satisfy the requirement of hard real-time evaluation, so it is widely used in embedded systems evaluation. Based on sufficient survey on the progress of WCET estimation around the world, it proposes a new classification of WCET estimation. After introducing the principle of WCET estimation, it mainly demonstrates various types of technologies to estimate WCET and classifies them into two main streams, namely, static and dynamic WCET estimations. Finally, it shows the development of WCET analysis tools.

scholarly journals PBench: A Parallel, Real-Time Benchmark Suite

2018 ◽  
Vol 1 (1) ◽  
pp. 178-186 ◽  
Author(s):  
Sevil Serttaş ◽  
Veysel Harun Şahin
Keyword(s):  
Real Time ◽  
Execution Time ◽  
Matrix Multiplication ◽  
Multiprocessor Systems ◽  
Time Analysis ◽  
Worst Case ◽  
Analysis Methods ◽  
Worst Case Execution Time ◽  
Benchmark Suite ◽  
Time Systems

Real-time systems are widely used from the automotive industry to the aerospace industry. The scientists, researchers, and engineers who develop real-time platforms, worst-case execution time analysis methods and tools need to compare their solutions to alternatives. For this purpose, they use benchmark applications. Today many of our computing systems are multicore and/or multiprocessor systems. Therefore, to be able to compare the effectiveness of real-time platforms, worst-case execution time analysis methods and tools, the research community need multi-threaded benchmark applications which scale on multicore and/or multiprocessor systems. In this paper, we present the first version of PBench, a parallel, real-time benchmark suite. PBench includes different types of multi-threaded applications which implement various algorithms from searching to sorting, matrix multiplication to probability distribution calculation. In addition, PBench provides single-threaded versions of all programs to allow side by side comparisons.

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