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Title: A Stochastic Analysis of Queues with Customer Choice and Delayed Information
Many service systems provide queue length information to customers, thereby allowing customers to choose among many options of service. However, queue length information is often delayed, and it is often not provided in real time. Recent work by Dong et al. [Dong J, Yom-Tov E, Yom-Tov GB (2018) The impact of delay announcements on hospital network coordination and waiting times. Management Sci. 65(5):1969–1994.] explores the impact of these delays in an empirical study in U.S. hospitals. Work by Pender et al. [Pender J, Rand RH, Wesson E (2017) Queues with choice via delay differential equations. Internat. J. Bifurcation Chaos Appl. Sci. Engrg. 27(4):1730016-1–1730016-20.] uses a two-dimensional fluid model to study the impact of delayed information and determine the exact threshold under which delayed information can cause oscillations in the dynamics of the queue length. In this work, we confirm that the fluid model analyzed by Pender et al. [Pender J, Rand RH, Wesson E (2017) Queues with choice via delay differential equations. Internat. J. Bifurcation Chaos Appl. Sci. Engrg. 27(4):1730016-1–1730016-20.] can be rigorously obtained as a functional law of large numbers limit of a stochastic queueing process, and we generalize their threshold analysis to arbitrary dimensions. Moreover, we prove a more » functional central limit theorem for the queue length process and show that the scaled queue length converges to a stochastic delay differential equation. Thus, our analysis sheds new insight on how delayed information can produce unexpected system dynamics. « less
Authors:
; ;
Award ID(s):
1751975
Publication Date:
NSF-PAR ID:
10183676
Journal Name:
Mathematics of Operations Research
Volume:
45
Issue:
3
Page Range or eLocation-ID:
1104 to 1126
ISSN:
0364-765X
Sponsoring Org:
National Science Foundation
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  3. Obeid, Iyad Selesnick (Ed.)
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The main difference between an online versus offline system is that an online system should always be causal and has minimum latency which is often defined by domain experts. The offline system, shown in Figure 2, uses two phases of deep learning models with postprocessing [3]. The channel-based long short term memory (LSTM) model (Phase 1 or P1) processes linear frequency cepstral coefficients (LFCC) [6] features from each EEG channel separately. We use the hypotheses generated by the P1 model and create additional features that carry information about the detected events and their confidence. The P2 model uses these additional features and the LFCC features to learn the temporal and spatial aspects of the EEG signals using a hybrid convolutional neural network (CNN) and LSTM model. Finally, Phase 3 aggregates the results from both P1 and P2 before applying a final postprocessing step. The online system implements Phase 1 by taking advantage of the Linux piping mechanism, multithreading techniques, and multi-core processors. To convert Phase 1 into an online system, we divide the system into five major modules: signal preprocessor, feature extractor, event decoder, postprocessor, and visualizer. The system reads 0.1-second frames from each EEG channel and sends them to the feature extractor and the visualizer. The feature extractor generates LFCC features in real time from the streaming EEG signal. Next, the system computes seizure and background probabilities using a channel-based LSTM model and applies a postprocessor to aggregate the detected events across channels. The system then displays the EEG signal and the decisions simultaneously using a visualization module. The online system uses C++, Python, TensorFlow, and PyQtGraph in its implementation. The online system accepts streamed EEG data sampled at 250 Hz as input. The system begins processing the EEG signal by applying a TCP montage [8]. Depending on the type of the montage, the EEG signal can have either 22 or 20 channels. To enable the online operation, we send 0.1-second (25 samples) length frames from each channel of the streamed EEG signal to the feature extractor and the visualizer. Feature extraction is performed sequentially on each channel. The signal preprocessor writes the sample frames into two streams to facilitate these modules. In the first stream, the feature extractor receives the signals using stdin. In parallel, as a second stream, the visualizer shares a user-defined file with the signal preprocessor. This user-defined file holds raw signal information as a buffer for the visualizer. The signal preprocessor writes into the file while the visualizer reads from it. Reading and writing into the same file poses a challenge. The visualizer can start reading while the signal preprocessor is writing into it. To resolve this issue, we utilize a file locking mechanism in the signal preprocessor and visualizer. Each of the processes temporarily locks the file, performs its operation, releases the lock, and tries to obtain the lock after a waiting period. The file locking mechanism ensures that only one process can access the file by prohibiting other processes from reading or writing while one process is modifying the file [9]. The feature extractor uses circular buffers to save 0.3 seconds or 75 samples from each channel for extracting 0.2-second or 50-sample long center-aligned windows. The module generates 8 absolute LFCC features where the zeroth cepstral coefficient is replaced by a temporal domain energy term. For extracting the rest of the features, three pipelines are used. The differential energy feature is calculated in a 0.9-second absolute feature window with a frame size of 0.1 seconds. The difference between the maximum and minimum temporal energy terms is calculated in this range. Then, the first derivative or the delta features are calculated using another 0.9-second window. Finally, the second derivative or delta-delta features are calculated using a 0.3-second window [6]. The differential energy for the delta-delta features is not included. In total, we extract 26 features from the raw sample windows which add 1.1 seconds of delay to the system. We used the Temple University Hospital Seizure Database (TUSZ) v1.2.1 for developing the online system [10]. The statistics for this dataset are shown in Table 1. A channel-based LSTM model was trained using the features derived from the train set using the online feature extractor module. A window-based normalization technique was applied to those features. In the offline model, we scale features by normalizing using the maximum absolute value of a channel [11] before applying a sliding window approach. Since the online system has access to a limited amount of data, we normalize based on the observed window. The model uses the feature vectors with a frame size of 1 second and a window size of 7 seconds. We evaluated the model using the offline P1 postprocessor to determine the efficacy of the delayed features and the window-based normalization technique. As shown by the results of experiments 1 and 4 in Table 2, these changes give us a comparable performance to the offline model. The online event decoder module utilizes this trained model for computing probabilities for the seizure and background classes. These posteriors are then postprocessed to remove spurious detections. The online postprocessor receives and saves 8 seconds of class posteriors in a buffer for further processing. It applies multiple heuristic filters (e.g., probability threshold) to make an overall decision by combining events across the channels. These filters evaluate the average confidence, the duration of a seizure, and the channels where the seizures were observed. The postprocessor delivers the label and confidence to the visualizer. The visualizer starts to display the signal as soon as it gets access to the signal file, as shown in Figure 1 using the “Signal File” and “Visualizer” blocks. Once the visualizer receives the label and confidence for the latest epoch from the postprocessor, it overlays the decision and color codes that epoch. The visualizer uses red for seizure with the label SEIZ and green for the background class with the label BCKG. Once the streaming finishes, the system saves three files: a signal file in which the sample frames are saved in the order they were streamed, a time segmented event (TSE) file with the overall decisions and confidences, and a hypotheses (HYP) file that saves the label and confidence for each epoch. The user can plot the signal and decisions using the signal and HYP files with only the visualizer by enabling appropriate options. For comparing the performance of different stages of development, we used the test set of TUSZ v1.2.1 database. It contains 1015 EEG records of varying duration. The any-overlap performance [12] of the overall system shown in Figure 2 is 40.29% sensitivity with 5.77 FAs per 24 hours. For comparison, the previous state-of-the-art model developed on this database performed at 30.71% sensitivity with 6.77 FAs per 24 hours [3]. The individual performances of the deep learning phases are as follows: Phase 1’s (P1) performance is 39.46% sensitivity and 11.62 FAs per 24 hours, and Phase 2 detects seizures with 41.16% sensitivity and 11.69 FAs per 24 hours. We trained an LSTM model with the delayed features and the window-based normalization technique for developing the online system. Using the offline decoder and postprocessor, the model performed at 36.23% sensitivity with 9.52 FAs per 24 hours. The trained model was then evaluated with the online modules. The current performance of the overall online system is 45.80% sensitivity with 28.14 FAs per 24 hours. Table 2 summarizes the performances of these systems. The performance of the online system deviates from the offline P1 model because the online postprocessor fails to combine the events as the seizure probability fluctuates during an event. The modules in the online system add a total of 11.1 seconds of delay for processing each second of the data, as shown in Figure 3. In practice, we also count the time for loading the model and starting the visualizer block. When we consider these facts, the system consumes 15 seconds to display the first hypothesis. The system detects seizure onsets with an average latency of 15 seconds. Implementing an automatic seizure detection model in real time is not trivial. We used a variety of techniques such as the file locking mechanism, multithreading, circular buffers, real-time event decoding, and signal-decision plotting to realize the system. A video demonstrating the system is available at: https://www.isip.piconepress.com/projects/nsf_pfi_tt/resources/videos/realtime_eeg_analysis/v2.5.1/video_2.5.1.mp4. The final conference submission will include a more detailed analysis of the online performance of each module. ACKNOWLEDGMENTS Research reported in this publication was most recently supported by the National Science Foundation Partnership for Innovation award number IIP-1827565 and the Pennsylvania Commonwealth Universal Research Enhancement Program (PA CURE). Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the official views of any of these organizations. REFERENCES [1] A. Craik, Y. He, and J. L. Contreras-Vidal, “Deep learning for electroencephalogram (EEG) classification tasks: a review,” J. Neural Eng., vol. 16, no. 3, p. 031001, 2019. https://doi.org/10.1088/1741-2552/ab0ab5. [2] A. C. Bridi, T. Q. Louro, and R. C. L. Da Silva, “Clinical Alarms in intensive care: implications of alarm fatigue for the safety of patients,” Rev. Lat. Am. Enfermagem, vol. 22, no. 6, p. 1034, 2014. https://doi.org/10.1590/0104-1169.3488.2513. [3] M. Golmohammadi, V. Shah, I. Obeid, and J. Picone, “Deep Learning Approaches for Automatic Seizure Detection from Scalp Electroencephalograms,” in Signal Processing in Medicine and Biology: Emerging Trends in Research and Applications, 1st ed., I. Obeid, I. Selesnick, and J. Picone, Eds. New York, New York, USA: Springer, 2020, pp. 233–274. https://doi.org/10.1007/978-3-030-36844-9_8. [4] “CFM Olympic Brainz Monitor.” [Online]. Available: https://newborncare.natus.com/products-services/newborn-care-products/newborn-brain-injury/cfm-olympic-brainz-monitor. [Accessed: 17-Jul-2020]. [5] M. L. Scheuer, S. B. Wilson, A. Antony, G. Ghearing, A. Urban, and A. I. Bagic, “Seizure Detection: Interreader Agreement and Detection Algorithm Assessments Using a Large Dataset,” J. Clin. Neurophysiol., 2020. https://doi.org/10.1097/WNP.0000000000000709. [6] A. Harati, M. Golmohammadi, S. Lopez, I. Obeid, and J. Picone, “Improved EEG Event Classification Using Differential Energy,” in Proceedings of the IEEE Signal Processing in Medicine and Biology Symposium, 2015, pp. 1–4. https://doi.org/10.1109/SPMB.2015.7405421. [7] V. Shah, C. Campbell, I. Obeid, and J. Picone, “Improved Spatio-Temporal Modeling in Automated Seizure Detection using Channel-Dependent Posteriors,” Neurocomputing, 2021. [8] W. Tatum, A. Husain, S. Benbadis, and P. Kaplan, Handbook of EEG Interpretation. New York City, New York, USA: Demos Medical Publishing, 2007. [9] D. P. Bovet and C. Marco, Understanding the Linux Kernel, 3rd ed. O’Reilly Media, Inc., 2005. https://www.oreilly.com/library/view/understanding-the-linux/0596005652/. [10] V. Shah et al., “The Temple University Hospital Seizure Detection Corpus,” Front. Neuroinform., vol. 12, pp. 1–6, 2018. https://doi.org/10.3389/fninf.2018.00083. [11] F. Pedregosa et al., “Scikit-learn: Machine Learning in Python,” J. Mach. Learn. Res., vol. 12, pp. 2825–2830, 2011. https://dl.acm.org/doi/10.5555/1953048.2078195. [12] J. Gotman, D. Flanagan, J. Zhang, and B. Rosenblatt, “Automatic seizure detection in the newborn: Methods and initial evaluation,” Electroencephalogr. Clin. Neurophysiol., vol. 103, no. 3, pp. 356–362, 1997. https://doi.org/10.1016/S0013-4694(97)00003-9.« less
  4. Resonant tunneling diodes (RTDs) have come full-circle in the past 10 years after their demonstration in the early 1990s as the fastest room-temperature semiconductor oscillator, displaying experimental results up to 712 GHz and fmax values exceeding 1.0 THz [1]. Now the RTD is once again the preeminent electronic oscillator above 1.0 THz and is being implemented as a coherent source [2] and a self-oscillating mixer [3], amongst other applications. This paper concerns RTD electroluminescence – an effect that has been studied very little in the past 30+ years of RTD development, and not at room temperature. We present experiments andmore »modeling of an n-type In0.53Ga0.47As/AlAs double-barrier RTD operating as a cross-gap light emitter at ~300K. The MBE-growth stack is shown in Fig. 1(a). A 15-μm-diam-mesa device was defined by standard planar processing including a top annular ohmic contact with a 5-μm-diam pinhole in the center to couple out enough of the internal emission for accurate free-space power measurements [4]. The emission spectra have the behavior displayed in Fig. 1(b), parameterized by bias voltage (VB). The long wavelength emission edge is at  = 1684 nm - close to the In0.53Ga0.47As bandgap energy of Ug ≈ 0.75 eV at 300 K. The spectral peaks for VB = 2.8 and 3.0 V both occur around  = 1550 nm (h = 0.75 eV), so blue-shifted relative to the peak of the “ideal”, bulk InGaAs emission spectrum shown in Fig. 1(b) [5]. These results are consistent with the model displayed in Fig. 1(c), whereby the broad emission peak is attributed to the radiative recombination between electrons accumulated on the emitter side, and holes generated on the emitter side by interband tunneling with current density Jinter. The blue-shifted main peak is attributed to the quantum-size effect on the emitter side, which creates a radiative recombination rate RN,2 comparable to the band-edge cross-gap rate RN,1. Further support for this model is provided by the shorter wavelength and weaker emission peak shown in Fig. 1(b) around = 1148 nm. Our quantum mechanical calculations attribute this to radiative recombination RR,3 in the RTD quantum well between the electron ground-state level E1,e, and the hole level E1,h. To further test the model and estimate quantum efficiencies, we conducted optical power measurements using a large-area Ge photodiode located ≈3 mm away from the RTD pinhole, and having spectral response between 800 and 1800 nm with a peak responsivity of ≈0.85 A/W at  =1550 nm. Simultaneous I-V and L-V plots were obtained and are plotted in Fig. 2(a) with positive bias on the top contact (emitter on the bottom). The I-V curve displays a pronounced NDR region having a current peak-to-valley current ratio of 10.7 (typical for In0.53Ga0.47As RTDs). The external quantum efficiency (EQE) was calculated from EQE = e∙IP/(∙IE∙h) where IP is the photodiode dc current and IE the RTD current. The plot of EQE is shown in Fig. 2(b) where we see a very rapid rise with VB, but a maximum value (at VB= 3.0 V) of only ≈2×10-5. To extract the internal quantum efficiency (IQE), we use the expression EQE= c ∙i ∙r ≡ c∙IQE where ci, and r are the optical-coupling, electrical-injection, and radiative recombination efficiencies, respectively [6]. Our separate optical calculations yield c≈3.4×10-4 (limited primarily by the small pinhole) from which we obtain the curve of IQE plotted in Fig. 2(b) (right-hand scale). The maximum value of IQE (again at VB = 3.0 V) is 6.0%. From the implicit definition of IQE in terms of i and r given above, and the fact that the recombination efficiency in In0.53Ga0.47As is likely limited by Auger scattering, this result for IQE suggests that i might be significantly high. To estimate i, we have used the experimental total current of Fig. 2(a), the Kane two-band model of interband tunneling [7] computed in conjunction with a solution to Poisson’s equation across the entire structure, and a rate-equation model of Auger recombination on the emitter side [6] assuming a free-electron density of 2×1018 cm3. We focus on the high-bias regime above VB = 2.5 V of Fig. 2(a) where most of the interband tunneling should occur in the depletion region on the collector side [Jinter,2 in Fig. 1(c)]. And because of the high-quality of the InGaAs/AlAs heterostructure (very few traps or deep levels), most of the holes should reach the emitter side by some combination of drift, diffusion, and tunneling through the valence-band double barriers (Type-I offset) between InGaAs and AlAs. The computed interband current density Jinter is shown in Fig. 3(a) along with the total current density Jtot. At the maximum Jinter (at VB=3.0 V) of 7.4×102 A/cm2, we get i = Jinter/Jtot = 0.18, which is surprisingly high considering there is no p-type doping in the device. When combined with the Auger-limited r of 0.41 and c ≈ 3.4×10-4, we find a model value of IQE = 7.4% in good agreement with experiment. This leads to the model values for EQE plotted in Fig. 2(b) - also in good agreement with experiment. Finally, we address the high Jinter and consider a possible universal nature of the light-emission mechanism. Fig. 3(b) shows the tunneling probability T according to the Kane two-band model in the three materials, In0.53Ga0.47As, GaAs, and GaN, following our observation of a similar electroluminescence mechanism in GaN/AlN RTDs (due to strong polarization field of wurtzite structures) [8]. The expression is Tinter = (2/9)∙exp[(-2 ∙Ug 2 ∙me)/(2h∙P∙E)], where Ug is the bandgap energy, P is the valence-to-conduction-band momentum matrix element, and E is the electric field. Values for the highest calculated internal E fields for the InGaAs and GaN are also shown, indicating that Tinter in those structures approaches values of ~10-5. As shown, a GaAs RTD would require an internal field of ~6×105 V/cm, which is rarely realized in standard GaAs RTDs, perhaps explaining why there have been few if any reports of room-temperature electroluminescence in the GaAs devices. [1] E.R. Brown,et al., Appl. Phys. Lett., vol. 58, 2291, 1991. [5] S. Sze, Physics of Semiconductor Devices, 2nd Ed. 12.2.1 (Wiley, 1981). [2] M. Feiginov et al., Appl. Phys. Lett., 99, 233506, 2011. [6] L. Coldren, Diode Lasers and Photonic Integrated Circuits, (Wiley, 1995). [3] Y. Nishida et al., Nature Sci. Reports, 9, 18125, 2019. [7] E.O. Kane, J. of Appl. Phy 32, 83 (1961). [4] P. Fakhimi, et al., 2019 DRC Conference Digest. [8] T. Growden, et al., Nature Light: Science & Applications 7, 17150 (2018). [5] S. Sze, Physics of Semiconductor Devices, 2nd Ed. 12.2.1 (Wiley, 1981). [6] L. Coldren, Diode Lasers and Photonic Integrated Circuits, (Wiley, 1995). [7] E.O. Kane, J. of Appl. Phy 32, 83 (1961). [8] T. Growden, et al., Nature Light: Science & Applications 7, 17150 (2018).« less
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