Multi-Signal Multifractal Detrended Fluctuation Analysis for Uncertain Systems —Application to the Energy Consumption of Software Programs in Microcontrollers
Abstract
:1. Introduction
2. Multi-Signal Multifractal Detrended Fluctuation Analysis, MS-MFDFA
2.1. Multifractal Detrended Fluctuation Analysis
- Step 1: Obtain the integrated time series of by means of subtracting the mean , to the accumulative sum of the time series. In this context, is the so-called “profile”:Notice that subtraction of the mean is optional, because it will be removed with the subsequent detrending in Step 3.
- Step 2: Divide the integrated time series into non-overlapping segments of identical length s. The set of s values correspond to the temporal scaling for the analysis. Since the length N of the time series is not usually a multiple of s, it is unavoidable that a short part at the end of the signal may be left out of the analysis. To entirely consider the signal, a identical dividing procedure is carried out from the opposite end of the integrated time series. Thus, divisions are obtained for each s value.
- Step 3: Compute the local trend for each of the segments. Then, detrending in is carried out by subtracting from in each segment v; being the polynomial fitting through the least squares method in segment v. The variance of the residual, , is calculated for each segment of length s, as follows:
- Step 4: Assemble the local variances in the qth order fluctuation function by averaging over all fluctuations for each time scale s. In this step, multifractal properties are assessed by adding to different q order moments, according toAs observed, q exponents magnify the local variances. Whereas positive q values emphasize large variances (large deviations from the polynomial fit), negative q values highlight small variances (small deviations from the corresponding fit). For the specific case, the exponent in Equation (4) diverges and may be estimated by means of a logarithmic averaging procedure, resulting inSteps 2–4 are then repeated for an sufficiently large set of values of s.MFDFA focuses on how the generalized q-dependent fluctuation functions depend on the time scales for different values of q. For (multi)-fractal time series, it is expected that increases for larger time scales s according to a power law. When this is trusted, the double logarithmic representation of the fluctuation functions versus the scaling s exhibits a linear relationship in one or several scaling ranges;
- Step 5: Determine the (multi)-fractal properties of the fluctuation functions according toOn the other hand, the value of provides useful information about the time series. Whereas for stationary signals is identical to the Hurst exponent H [39], for non-stationary signals, the Hurst exponent is defined as [40,41]. Additionally, indicates the long memory or persistency in the signal and short memory or anti-persistency. When , the signal is uncorrelated.
2.2. Multi-Signal Multifractal Detrended Fluctuation Analysis, MS-MFDFA
3. Experimental Settings
3.1. The Proposed Benchmark of Software Programs
3.2. Experimental Setup
3.3. Signal Pre-Processing
4. Results
5. Validation of the Proposed MS-MFDFA Methodology
6. MS-MFDFA Software
7. Conclusions and Future Work
Author Contributions
Funding
Data Availability Statement
Acknowledgments
Conflicts of Interest
References
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B1 IDLE-STATE | B2 UNROLL-SUM |
---|---|
loop: | loop: |
A[0] + B[0] + C[0] | |
sleep() | . |
. | |
A[512,000] + B[512,000] + C[0] | |
B3 ROLL-SUM | B4 UNROLL-PRODUCT |
loop: | loop: |
for i = 0 to N-1 | |
for j = 0 to N-1 | A[0] * B[0] * C[0] |
for k = 0 to N-1 | . |
A[i][k] + B[k][j] + C[i][j] | . |
end | . |
end | A[512,000] * B[512,000] * C[0] |
end | |
B5 ROLL-PRODUCT | B6 SAVE-ROLL-PRODUCT |
loop: | loop: |
for i = 0 to N-1 | for i = 0 to N-1 |
for j = 0 to N-1 | for j = 0 to N-1 |
for k = 0 to N-1 | for k = 0 to N-1 |
A[i][k] * B[k][j] * C[i][j] | C[i][j] <− A[i][k] * B[k][j] |
end | end |
end | end |
end | end |
Benchmark | Samples | Mean | std | Max | Min |
---|---|---|---|---|---|
B1 idle state | 25,000 | 8.230 | 0.068 | 8.625 | 7.722 |
B2 unroll sum | 85,000 | 39,606 | 0.046 | 39.845 | 39.320 |
B3 roll sum | 85,000 | 37.229 | 0.043 | 37.490 | 36.917 |
B4 unroll product | 85,000 | 39.612 | 0.046 | 39.845 | 39.320 |
B5 roll product | 85,000 | 37.233 | 0.043 | 37.466 | 36.941 |
B6 save roll product | 85,000 | 38.000 | 0.101 | 38.417 | 37.588 |
B7 nettle SHA256 | 43,466 | 29.818 | 2.856 | 37.400 | 21.262 |
B8 picojpeg | 62,169 | 29.084 | 2.678 | 36.100 | 21.054 |
Benchmark | Fit 1 | Fit 2 | Fit 3 | |||
---|---|---|---|---|---|---|
B1 idle state | 19 | 6637 | ||||
B2 unroll sum | 21 | 3957 | 3957 | 18,340 | ||
B3 roll sum | 21 | 1160 | 1160 | 18,340 | ||
B4 unroll product | 21 | 1576 | 1576 | 18,340 | ||
B5 roll product | 21 | 2142 | 2142 | 18,340 | ||
B7 nettle SHA256 | 20 | 148 | 148 | 10,507 | ||
B8 picojpeg | 20 | 143 | 143 | 14,144 | ||
B6 save roll product | 21 | 539 | 539 | 3957 | 3957 | 18,340 |
Bi | RMSE | RMSE | RMSE | RMSE | RMSE | |||||
---|---|---|---|---|---|---|---|---|---|---|
Assem B1 | 0.9993 | 0.0230 | 0.9996 | 0.0158 | 0.9997 | 0.0122 | 0.9998 | 0.0100 | 0.9998 | 0.0113 |
Fit 1 | 0.9938 | 0.0653 | 0.9950 | 0.0567 | 0.9951 | 0.0555 | 0.9944 | 0.0590 | 0.9917 | 0.0713 |
Assem B2 | 0.9987 | 0.03096 | 0.9980 | 0.0388 | 0.9972 | 0.0465 | 0.9963 | 0.0540 | 0.9954 | 0.0613 |
Fit 1 | 0.9970 | 0.0464 | 0.9969 | 0.0477 | 0.9961 | 0.0542 | 0.9949 | 0.0627 | 0.9927 | 0.0760 |
Assem B2 | 0.9986 | 0.0144 | 0.9985 | 0.0150 | 0.9985 | 0.0153 | 0.9985 | 0.0154 | 0.9982 | 0.0165 |
Fit 2 | 0.8761 | 0.1268 | 0.9058 | 0.1084 | 0.9134 | 0.1038 | 0.9008 | 0.1120 | 0.8502 | 0.1385 |
Assem B3 | 0.9992 | 0.0176 | 0.9997 | 0.0100 | 0.9996 | 0.0118 | 0.9993 | 0.0167 | 0.9986 | 0.0235 |
Fit 1 | 0.9983 | 0.0262 | 0.9990 | 0.0187 | 0.9989 | 0.0193 | 0.9984 | 0.0239 | 0.9968 | 0.0349 |
Assem B3 | 0.9967 | 0.0355 | 0.9976 | 0.0306 | 0.9979 | 0.0289 | 0.9983 | 0.0267 | 0.9987 | 0.0227 |
Fit 2 | 0.9688 | 0.1050 | 0.9778 | 0.0881 | 0.9788 | 0.0869 | 0.9749 | 0.0965 | 0.9613 | 0.1199 |
Assem B4 | 0.9993 | 0.0185 | 0.9994 | 0.0164 | 0.9989 | 0.0224 | 0.9982 | 0.0299 | 0.9970 | 0.0388 |
Fit 1 | 0.9981 | 0.02972 | 0.9986 | 0.0248 | 0.9982 | 0.0287 | 0.9973 | 0.0358 | 0.9953 | 0.0473 |
Assem B4 | 0.9974 | 0.02917 | 0.9982 | 0.0240 | 0.9985 | 0.0227 | 0.9985 | 0.0226 | 0.9984 | 0.02316 |
Fit 2 | 0.9452 | 0.1228 | 0.9637 | 0.1006 | 0.9690 | 0.0947 | 0.9655 | 0.1010 | 0.9496 | 0.1230 |
Assem B5 | 0.9993 | 0.0197 | 0.9992 | 0.0207 | 0.9987 | 0.0268 | 0.9979 | 0.0339 | 0.9968 | 0.0425 |
Fit 1 | 0.9980 | 0.0324 | 0.9983 | 0.0291 | 0.9978 | 0.0337 | 0.9969 | 0.0409 | 0.9949 | 0.0525 |
Assem B5 | 0.9976 | 0.02442 | 0.9983 | 0.0205 | 0.9984 | 0.0198 | 0.9985 | 0.0197 | 0.9985 | 0.0192 |
Fit 2 | 0.9383 | 0.1181 | 0.9529 | 0.1004 | 0.9552 | 0.0983 | 0.9462 | 0.1078 | 0.9154 | 0.1328 |
Assem B6 | 0.9766 | 0.0504 | 0.9670 | 0.0669 | 0.9469 | 0.1028 | 0.9254 | 0.1746 | 0.9733 | 0.1351 |
Fit 1 | 0.9753 | 0.0518 | 0.9661 | 0.0679 | 0.9463 | 0.1034 | 0.9252 | 0.1749 | 0.9727 | 0.1365 |
Assem B6 | 0.9159 | 0.3582 | 0.96549 | 0.2227 | 0.9941 | 0.0826 | 0.9965 | 0.0496 | 0.9977 | 0.0322 |
Fit 2 | 0.9109 | 0.3678 | 0.9635 | 0.2283 | 0.9937 | 0.0852 | 0.9962 | 0.0516 | 0.9971 | 0.0359 |
Assem B6 | 0.8833 | 0.0196 | 0.9014 | 0.0164 | 0.9149 | 0.0143 | 0.9270 | 0.0123 | 0.9355 | 0.0105 |
Fit 3 | 0.7798 | 0.0262 | 0.7755 | 0.0238 | 0.7664 | 0.0225 | 0.7472 | 0.0217 | 0.6886 | 0.0218 |
Assem B7 | 0.9691 | 0.0052 | 0.9532 | 0.0074 | 0.9450 | 0.0096 | 0.9435 | 0.0124 | 0.9690 | 0.0147 |
Fit 1 | 0.9509 | 0.0064 | 0.9320 | 0.0088 | 0.9179 | 0.0114 | 0.8985 | 0.0159 | 0.8054 | 0.0355 |
Assem B7 | 0.9626 | 0.0935 | 0.9721 | 0.0841 | 0.9775 | 0.0775 | 0.9822 | 0.0699 | 0.9855 | 0.0614 |
Fit 2 | 0.9372 | 0.1173 | 0.9522 | 0.1065 | 0.9580 | 0.1020 | 0.9579 | 0.1024 | 0.9314 | 0.1183 |
Assem B8 | 0.9789 | 0.0043 | 0.9655 | 0.0064 | 0.9567 | 0.0084 | 0.9520 | 0.0111 | 0.9716 | 0.0140 |
Fit 1 | 0.9671 | 0.0053 | 0.9519 | 0.0074 | 0.9402 | 0.0097 | 0.9266 | 0.0134 | 0.8577 | 0.0302 |
Assem B8 | 0.9691 | 0.0871 | 0.9788 | 0.0743 | 0.9848 | 0.0642 | 0.9899 | 0.0527 | 0.9940 | 0.0390 |
Fit 2 | 0.9525 | 0.1063 | 0.9648 | 0.0941 | 0.9701 | 0.0879 | 0.9712 | 0.0859 | 0.9523 | 0.1026 |
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de la Torre, J.C.; Pavón-Domínguez, P.; Dorronsoro, B.; Galindo, P.L.; Ruiz, P. Multi-Signal Multifractal Detrended Fluctuation Analysis for Uncertain Systems —Application to the Energy Consumption of Software Programs in Microcontrollers. Fractal Fract. 2023, 7, 794. https://doi.org/10.3390/fractalfract7110794
de la Torre JC, Pavón-Domínguez P, Dorronsoro B, Galindo PL, Ruiz P. Multi-Signal Multifractal Detrended Fluctuation Analysis for Uncertain Systems —Application to the Energy Consumption of Software Programs in Microcontrollers. Fractal and Fractional. 2023; 7(11):794. https://doi.org/10.3390/fractalfract7110794
Chicago/Turabian Stylede la Torre, Juan Carlos, Pablo Pavón-Domínguez, Bernabé Dorronsoro, Pedro L. Galindo, and Patricia Ruiz. 2023. "Multi-Signal Multifractal Detrended Fluctuation Analysis for Uncertain Systems —Application to the Energy Consumption of Software Programs in Microcontrollers" Fractal and Fractional 7, no. 11: 794. https://doi.org/10.3390/fractalfract7110794
APA Stylede la Torre, J. C., Pavón-Domínguez, P., Dorronsoro, B., Galindo, P. L., & Ruiz, P. (2023). Multi-Signal Multifractal Detrended Fluctuation Analysis for Uncertain Systems —Application to the Energy Consumption of Software Programs in Microcontrollers. Fractal and Fractional, 7(11), 794. https://doi.org/10.3390/fractalfract7110794