Learning environment model at runtime for self-adaptive systems
Self-adaptive systems alter their behavior in response to environmental changes to continually satisfy their requirements. Self-adaptive systems employ an environment model, which should be updated during runtime to maintain consistency with the real environment. Although some techniques have been proposed to learn environment model based on execution traces at the design time, these techniques are time consuming and consequently inappropriate for runtime learning. Herein, a technique using a stochastic gradient descent and the difference in the data acquired during the runtime is proposed as an efficient learning environment model. The computational time and accuracy of our technique are verified through study.
We model cross-market Bitcoin prices as long-memory processes and study dynamic interdependence in a fractionally cointegrated VAR framework. We find long-memory in both the individual markets and the system of markets depicting non-homogeneous informational inefficiency. Moreover, Bitcoin markets are found to be fractionally cointegrated, where uncertainty negatively impacts this type of cointegration relationship.