Search for: All records

WiFi is the dominant means for home Internet access, yet is frequently a performance bottleneck. Without reliable, satisfactory performance at the last hop, end-to-end quality of service (QoS) efforts will fail. Three major reasons for WiFi bottlenecking performance are its: 1) inherent wireless channel characteristics, 2) approach to access control of the shared broadcast channel, and 3) impact on transport layer protocols, such as TCP, that operate end-to-end, and over-react to the loss or delay caused by the single WiFi link. In this paper, we leverage the philosophy of centralization in modern networking and present our cross layer design to address the problem. Specifically, we introduce centralized control at the point of entry/egress into the WiFi network. Based on network conditions measured from buffer sizes, airtime and throughput, flows are scheduled to the optimal utility. Unlike most existing WiFi QoS approaches, {\em our design only relies on transparent modifications, requiring no changes to the network (including link layer) protocols, applications, or user intervention}. Through extensive experimental investigation, we show that our design significantly enhances the reliability and predictability of WiFi performance, providing a ``virtual wire''-like link to the targeted application. 

We propose an algorithm to impute and forecast a time series by transforming the observed time series into a matrix, utilizing matrix estimation to recover missing values and de-noise observed entries, and performing linear regression to make predictions. At the core of our analysis is a representation result, which states that for a large class of models, the transformed time series matrix is (approximately) low-rank. In effect, this generalizes the widely used Singular Spectrum Analysis (SSA) in the time series literature, and allows us to establish a rigorous link between time series analysis and matrix estimation. The key to establishing this link is constructing a Page matrix with non-overlapping entries rather than a Hankel matrix as is commonly done in the literature (e.g., SSA). This particular matrix structure allows us to provide finite sample analysis for imputation and prediction, and prove the asymptotic consistency of our method. Another salient feature of our algorithm is that it is model agnostic with respect to both the underlying time dynamics and the noise distribution in the observations. The noise agnostic property of our approach allows us to recover the latent states when only given access to noisy and partial observations a la a Hidden Markov Model; e.g., recovering the time-varying parameter of a Poisson process without knowing that the underlying process is Poisson. Furthermore, since our forecasting algorithm requires regression with noisy features, our approach suggests a matrix estimation based method-coupled with a novel, non-standard matrix estimation error metric-to solve the error-in-variable regression problem, which could be of interest in its own right. Through synthetic and real-world datasets, we demonstrate that our algorithm outperforms standard software packages (including R libraries) in the presence of missing data as well as high levels of noise.