Search results for "stochastic model"
showing 10 items of 109 documents
ORGANIZED LEARNING MODELS (PURSUER CONTROL OPTIMISATION)
1983
Abstract The concept of Organized Learning is defined, and some random models are presented. For Not Transferable Learning, it is necessary to start from an instantaneous learning; by a discrete way, we must form a stochastic model considering the probability of each path; with a continue aproximation, we can study the evolution of the internal state through to consider the relative and absolute probabilities, by means of differential equations systems. For Transferable Learning, the instantaneous learning give us directly the System evolution. So, the Algoritmes for the different models are compared.
Ambit processes and stochastic partial differential equations
2011
Ambit processes are general stochastic processes based on stochastic integrals with respect to Levy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection between ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Levy noise analysis.
Enhancement of the Lifetime of Metastable States in Er-Doped Si Nanocrystals by External Colored Noise
2015
The changes in the lifetime of a metastable energy level in Er-doped Si nanocrystals in the presence of an external source of colored noise are analyzed for different values of noise intensity and correlation time. Exciton dynamics is simulated by a set of phenomenological rate equations which take into account all the possible phenomena inherent in the energy states of Si nanocrystals and Er^{3+} ions in the host material of Si oxide. Electronic deexcitation is studied by examining the decay of the initial population of the Er atoms in the first excitation level 4I_{13/2} through fluorescence and cooperative energy transfer upconversion. Our results show that the deexcitation process of th…
Fluctuation-dissipation relations for Markov processes.
2005
The fluctuation-dissipation relation is calculated for stochastic models obeying a master equation with continuous time. In the general case of a nonstationary process, there appears to be no simple relation between the response and the correlation. Also, if one considers stationary processes, the linear response cannot be expressed via time-derivatives of the correlation function alone. In this case, an additional function, which has rarely been discussed previously, is required. This so-called asymmetry depends on the two times also relevant for the response and the correlation and it vanishes under equilibrium conditions. The asymmetry can be expressed in terms of the propagators and the…
Cost analysis of a vaccination strategy for respiratory syncytial virus (RSV) in a network model
2010
[EN] In this paper an age-structured mathematical model for respiratory syncytial virus (RSV) is proposed where children younger than one year old, who are the most affected by this illness, are specially considered. Real data of hospitalized children in the Spanish region of Valencia are used in order to determine some seasonal parameters of the model. Once the parameters are determined, we propose a complete stochastic network model to study the seasonal evolution of the respiratory syncytial virus (RSV) epidemics. In this model every susceptible individual can acquire the disease after a random encounter with any infected individual in the social network. The edges of a complete graph co…
MDA: a MATLAB-based program for morphospace-disparity analysis
2003
A MATLAB® program that examines patterns of state-space occupation is described. Four subroutines are available with which to visualize morphospace patterns: (i) in terms of their features such as dispersion, aggregation and location, thereby allowing users to extract complementary quantitative information about how the state-space is structured, and (ii) in terms of changes in those patterns that can be compared with other biotic (e.g., extinction, origination rates) or abiotic (e.g., environmental proxy) information. The program incorporates many of the latest and most widely used statistical parameters for describing multivariate spaces. The parameters are estimated on the basis of boots…
Multivariate Gaussian criteria in SMAA
2006
Abstract We consider stochastic multicriteria decision-making problems with multiple decision makers. In such problems, the uncertainty or inaccuracy of the criteria measurements and the partial or missing preference information can be represented through probability distributions. In many real-life problems the uncertainties of criteria measurements may be dependent. However, it is often difficult to quantify these dependencies. Also, most of the existing methods are unable to handle such dependency information. In this paper, we develop a method for handling dependent uncertainties in stochastic multicriteria group decision-making problems. We measure the criteria, their uncertainties and…
GW170817: Implications for the Stochastic Gravitational-Wave Background from Compact Binary Coalescences
2018
The LIGO Scientific and Virgo Collaborations have announced the first detection of gravitational waves from the coalescence of two neutron stars. The merger rate of binary neutron stars estimated from this event suggests that distant, unresolvable binary neutron stars create a significant astrophysical stochastic gravitational-wave background. The binary neutron star background will add to the background from binary black holes, increasing the amplitude of the total astrophysical background relative to previous expectations. In the Advanced LIGO-Virgo frequency band most sensitive to stochastic backgrounds (near 25 Hz), we predict a total astrophysical background with amplitude $\Omega_{\rm…
A critical view on temperature modelling for application in weather derivatives markets
2012
In this paper we present a stochastic model for daily average temperature. The model contains seasonality, a low-order autoregressive component and a variance describing the heteroskedastic residuals. The model is estimated on daily average temperature records from Stockholm (Sweden). By comparing the proposed model with the popular model of Campbell and Diebold (2005), we point out some important issues to be addressed when modelling the temperature for application in weather derivatives market.
A predictive maintenance policy with imperfect monitoring
2010
For many systems,failure is a very dangerous or costly event. To reduce the occurrence of this event,it is necessary to implement a preventive maintenance policy to replace the critical elements before failure.Since elements do not often exhibit incipient faults, they are replaced before a complete exploiting of their useful life.To conjugate the objective of exploiting elements for almost all their useful life with the objective to avoid failure,condition based and,more recently,predictive maintenance policies have been proposed.This paper deals with this topic and proposes a procedure for the computation of the maintenance time that minimizes the global maintenance cost.By adopting a stoc…