Search results for "Stochastic Proce"
showing 10 items of 349 documents
Time operators, innovations and approximations
2003
Abstract We present a new approach to the spectral analysis and prediction of such complex systems for which the time evolution is described by a semigroup of operators. This approach is based on an extended concept of time operator and can be interpreted as a shift representation of dynamical systems. The time operator method includes the multiresolution analysis of wavelets as a particular case but can also be applied for a substantially larger class of dynamical systems. Among the examples where shift representation have been explicitly derived are exact endomorphisms, the diffusion equation, generalized shifts associated with the Haar or Faber–Schauder basis and some classes of stochast…
ESCAPE TIMES IN STOCK MARKETS
2005
We study the statistical properties of escape times for stock price returns in the Wall Street market. In particular we get the escape time distribution for real data from daily transactions and for three models: (i) the Wiener process with drift and a constant market volatility, (ii) Heston and (iii) GARCH models, where the volatility is a stochastic process. We find that the first model is unable to catch all the features of the escape time distribution of real data. Moreover, the Heston model describes the probability density function for both return and escape times better than the GARCH model.
Optimization of a Sea Wave Energy Harvesting Electromagnetic Device
2008
This paper presents the optimization of a permanent magnet linear generator directly coupled to sea waves. In order to maximize energy extraction, the stochastic features of the energy source is included in the mathematical model of the system in order to satisfactorily tackle the problem. An optimization procedure which includes the stochastic features of the model is presented and a machine built on the basis of the results of this procedure is shown.
Electromagnetic radiated field measurements for partial discharge diagnostic
2004
Recently, improvements have been made in the diagnostic of electrical insulation systems by means of electric Partial Discharge (PD) standard measurements through a stochastic approach in the treatment of the acquired data: in this way, the identification of the defects as well as the separation of multiple defects simultaneously active, have been successfully performed. However, the standard PD measurement process can be affected by the well-known parasitic effects due to conducted noise whose spectrum can have characteristics similar to those of the measured signal. Moreover, the classic PD measurement system have to be suitable assembled on the Device Under Test (DUT) so determining a co…
A multiphysics approach to the design of a seawave energy conversion system
2008
This paper presents a multiphysics approach to the design of a seawave energy conversion system which consists of a both a permanent magnet linear generator directly coupled to sea waves and the related power electronics conversion system. The thermal, electromagnetic and circuital aspects are included in the proposed approach. In order to maximize energy extraction, the stochastic features of the energy source is considered in the mathematical model of the whole system. An optimization procedures which includes the stochastic features of the model is presented and a machine built on the basis of the results of this procedure is shown.
A novel frequency domain method for predicting fatigue crack growth under wide band random loading
2007
This work deals with the evaluation of the fatigue crack growth rate of structural components subjected to uniaxial Gaussian stationary wide band random loading. In detail, a new frequency domain method that allows the user to estimate the expected crack growth rate directly from the PSD data is proposed. Using a stochastic mean function properly, introduced and described by simple closed form relationships implemented by systematic numerical simulations of a high number of wide band random processes, the proposed method permits to avoid the onerous time domain simulations and provides in general crack growth rate predictions in a good accordance with the so-called time domain method. Pract…
ECONOMIC-STATISTICAL DESIGN APPROACH FOR A VSSI X-BAR CHART CONSIDERING TAGUCHI LOSS FUNCTION AND RANDOM PROCESS SHIFTS
2014
Economic design approaches of control charts are commonly based on the assumption that various cost parameters values and the occurrence risk of assignable causes have to be a priori known with precision. However, in real operative contexts, such parameters can be really difficult to accurately estimate, especially considering costs arising from out-of-control conditions of the process. As consequence, pure economic design approaches can involve chart schemes with low statistical performance. To overcome such limitation, it is herein proposed a multi-objective economic-statistical design approach for an adaptive X-bar chart. In particular, such approach aims at the minimization of both the…
Influence of material properties variability on springback and thinning in sheet stamping processes: a stochastic analysis
2010
A very critical issue for stamping operations is the improvement of process robustness. The reliability of final results, in fact, strongly depends on the intrinsic variability due to stochastic behavior of many parameters, namely, operative ones and material properties. A given process performance may undergo a variation around the value which would be obtained neglecting stochastic behaviors of the operative or material parameters (i.e., considering a deterministic parameters behavior). Such variation introduces a significant source of uncertainty within the process design: a possible consequence may be the rejection of some stamped parts. In this paper, reliability analyses aimed to evid…
Contribution to the platoon distribution analysis in steady-state traffic conditions
2014
The traffic flow analysis and the relevant vehicle distribution (“free-moving” or “platooned” vehicles) on highway facilities at uninterrupted flow has always had fundamental importance in Highway Engineering, with special reference to topics like traffic operations, car accidents, road safety and air pollution emissions. In light of this, the study suggests a calculation algorithm as a random test generator to simulate a steady state traffic flow and to provide time headways. Thanks to the outcome produced by numerical simulations, we analysed platoon distributions within traffic flows in a steady-state regime and showed the results of numerical analyses carried out by traffic random proce…
Speed Stochastic Processes and Freeway Reliability Estimation: Evidence from the A22 Freeway, Italy
2013
In this paper, a criterion for predicting the reliability of freeway traffic flow is presented. The idea is based on an analysis of spot speed time series divided into sequences of events of random and homogeneous traffic processes. For each process, the flow rate and density were calculated; then the relationships between parameters of spot speed processes and vehicular density were obtained. Using these relationships and a simulation procedure for the spot speed process, a formulation for predicting the reliability of traffic flow moving along the offside lane on the freeway roadway was derived. Through this formulation and the measurements of flow rate and speed, the probability of insta…