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Big, or just rich?

The current focus on “big data” may be obscuring something more interesting: it’s often not the pure size of a dataset that’s important.

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What computer science can learn from finance

Science should be a two-way street. In the same way that we might view the financial system as a computational model that can be simulated, there are undoubtedly things that computing can learn from finance. In particular, a lot of financial instruments and techniques evolved because of uncertainty and risk: issues that are absolutely a part of computer science in general and of sensorised systems in particular. The financial crunch hasn’t invalidated the  significance that these techniques may have for computer science and systems architecture.

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Programming with limited certainty

Sensor networks are all about uncertainty: if the sensor says it’s 20°C  out there, then it might be 20°C plus-or-minus half a degree or so (limited precision); or it might be some different temperature, and the sensor’s just reported a duff value for some reason (limited accuracy). By contrast, computers most definitely aren’t about uncertainty, a fact enshrined in the famous maxim “garbage in, garbage out”. What does this mean for our ability to build really large, robust and flexible sensor networks?

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