Search results for "Markov"
showing 10 items of 628 documents
An AMI System for User Daily Routine Recognition and Prediction
2014
Ambient Intelligence (AmI) defines a scenario involving people living in a smart environment enriched by pervasive sensory devices with the goal of assisting them in a proactive way to satisfy their needs. In a home scenario, an AmI system controls the environment according to a user’s lifestyle and daily routine. To achieve this goal, one fundamental task is to recognize the user’s activities in order to generate his daily activities profile. In this chapter, we present a simple AMI system for a home scenario to recognize and predict users’ activities. With this predictive capability, it is possible to anticipate their actions and improve their quality of life. Our approach uses a Hidden M…
Statistical identification with hidden Markov models of large order splitting strategies in an equity market
2010
Large trades in a financial market are usually split into smaller parts and traded incrementally over extended periods of time. We address these large trades as hidden orders. In order to identify and characterize hidden orders we fit hidden Markov models to the time series of the sign of the tick by tick inventory variation of market members of the Spanish Stock Exchange. Our methodology probabilistically detects trading sequences, which are characterized by a net majority of buy or sell transactions. We interpret these patches of sequential buying or selling transactions as proxies of the traded hidden orders. We find that the time, volume and number of transactions size distributions of …
Multi-target QSPR assemble of a Complex Network for the distribution of chemicals to biphasic systems and biological tissues
2008
Abstract Chemometrics, that based prediction on the probability of chemical distribution to different systems, is highly important for physicochemical, environmental, and life sciences. However, the amount of information is huge and difficult to analyze. A multi-system partition Complex Network (MSP-CN) may be very useful in this sense. We define MSP-CNs as large graphs composed by nodes (chemicals) interconnected by arcs if a pair of chemicals have similar partition in a given system. Experimental quantification of partition in many systems is expensive, so we can use a Quantitative Structure–Partition Relationship (QSPR) model. Unfortunately, with classic QSPR we need to use one model for…
Extended GT-STAF information indices based on Markov approximation models
2013
Abstract A series of novel information theory-based molecular parameters derived from the insight of a molecular structure as a chemical communication system were recently presented and usefully employed in QSAR/QSPRs (J. Comp. Chem, 2013, 34, 259; SAR and QSAR in Environ. Res. 2013, 24). This approach permitted the application of Shannon’s source and channel coding entropic measures to a chemical information source comprised of molecular ‘fragments’, using the zero-order Markov approximation model (atom-based approach). This report covers the theoretical aspects of the extensions of this approach to higher-order models, introducing the first, second and generalized-order Markov approximati…
Unified Markov thermodynamics based on stochastic forms to classify drugs considering molecular structure, partition system, and biological species:
2005
Abstract To date, molecular descriptors do not commonly account for important information beyond chemical structure. The present work, attempts to extend, in this sense, the stochastic molecular descriptors (Gonzalez-Diaz, H. et al., J. Mol. Mod. 2002, 8, 237), incorporating information about the specific biphasic partition system, the biological species, and chemical structure inside the molecular descriptors. Consequently, MARCH-INSIDE molecular descriptors may be identified with time-dependent thermodynamic parameters (entropy and mean free energy) of partition process. A classification function was developed to classify data of 423 drugs and up to 14 different partition systems at the s…
Control of Open Quantum System : Examples & Methods for Non-Markovian Dynamics
2022
Usually open quantum systems are considered to be under the influence of noise and therefore faulty. On the other hand, a controlled system is regarded as something stable and predictable. It is often neglected, that the two aspects are very closely related. A perfectly isolated quantum system will not be subject to environmental influences, but this makes it also impossible to interact with it in any manner. Controlling and measuring such a system is impossible and therefore of no technical relevance.Every system used in any technological device therefore must be in contact with its environment. The question, which is the starting point of this thesis is whether it is possible to not only …
Fluctuation theorems for non-Markovian quantum processes
2013
Exploiting previous results on Markovian dynamics and fluctuation theorems, we study the consequences of memory effects on single realizations of nonequilibrium processes within an open system approach. The entropy production along single trajectories for forward and backward processes is obtained with the help of a recently proposed classical-like non-Markovian stochastic unravelling, which is demonstrated to lead to a correction of the standard entropic fluctuation theorem. This correction is interpreted as resulting from the interplay between the information extracted from the system through measurements and the flow of information from the environment to the open system: Due to memory e…
Memory Effects in High-Dimensional Systems Faithfully Identified by Hilbert–Schmidt Speed-Based Witness
2022
A witness of non-Markovianity based on the Hilbert–Schmidt speed (HSS), a special type of quantum statistical speed, has been recently introduced for low-dimensional quantum systems. Such a non-Markovianity witness is particularly useful, being easily computable since no diagonalization of the system density matrix is required. We investigate the sensitivity of this HSS-based witness to detect non-Markovianity in various high-dimensional and multipartite open quantum systems with finite Hilbert spaces. We find that the time behaviors of the HSS-based witness are always in agreement with those of quantum negativity or quantum correlation measure. These results show that the HSS-based witness…
Competition between memory-keeping and memory-erasing decoherence channels
2014
We study the competing effects of simultaneous Markovian and non-Markovian decoherence mechanisms acting on a single spin. We show the existence of a threshold in the relative strength of such mechanisms above which the spin dynamics becomes fully Markovian, as revealed by the use of several non-Markovianity measures. We identify a measure-dependent nested structure of such thresholds, hinting at a causality relationship among the various non-Markovianity witnesses used in our analysis. Our considerations are then used to argue the unavoidably non-Markovian evolution of a single-electron quantum dot exposed to both intrinsic and Markovian technical noise, the latter of arbitrary strength.
Quantum collision models: Open system dynamics from repeated interactions
2022
We present an extensive introduction to quantum collision models (CMs), also known as repeated interactions schemes: a class of microscopic system-bath models for investigating open quantum systems dynamics whose use is currently spreading in a number of research areas. Through dedicated sections and a pedagogical approach, we discuss the CMs definition and general properties, their use for the derivation of master equations, their connection with quantum trajectories, their application in non-equilibrium quantum thermodynamics, their non-Markovian generalizations, their emergence from conventional system-bath microscopic models and link to the input-output formalism. The state of the art o…