Search results for "stochastic model"
showing 10 items of 109 documents
Magnetic Stochastic Resonance in systems described by Dynamic Preisach Model
2008
Stochastic resonance (SR) is generally considered as an enhancement of the system response for certain finite values of the noise strength. In particular the signal to noise ratio (SNR) and the signal amplification show a maximum as a function of the noise intensity. This effect has been experimentally observed in many physical systems and also in magnetic systems. However, as far as magnetic systems are concerned, the dynamic features of the systems have been neglected and it has been assumed that the typical relaxation time is negligible. However this is clearly a rough approximation. In order to clarify this relation, in this paper we numerically study magnetic stochastic resonance in se…
Determining the appropriate timing of the next forest inventory: incorporating forest owner risk preferences and the uncertainty of forest data quali…
2017
Key message The timing to conduct new forest inventories should be based on the requirements of the decision maker. Importance should be placed on the objectives of the decision maker and his/her risk preferences related to those objectives. Context The appropriate use of pertinent and available information is paramount in any decision-making process. Within forestry, a new forest inventory is typically conducted prior to creating a forest management plan. The acquisition of new forest inventory data is justified by the simple statement of “good decisions require good data.” Aims By integrating potential risk preferences, we examine the specific needs to collect new forest information. Meth…
Predicting the equilibrium bed slope in natural streams using a stochastic model for incipient sediment motion
2011
In this paper, a method to predict the equilibrium bed slope in natural streams based on the incipient motion criterion is proposed. The method is based on the criterion suggested by Gessler to simulate the grain size distribution of the armour coat using the concept of critical shear stress of a sediment mixture. In particular, a different expression of the probability for a single particle size to be part of the armour coat is firstly proposed; then, a simple two-steps criterion is suggested to estimate the safety factor required by the proposed approach. The method is applied in three different Italian regions (Calabria, Basilicata, and Tuscany) and required several field campaigns invol…
SINGLE FACTOR STOCHASTIC MODELS WITH SEASONALITY APPLIED TO UNDERLYING WEATHER DERIVATIVES VARIABLES
2003
This paper estimates single factor stochastic models describing daily air temperature behaviour. We modify classical financial models to reflect temperature seasonality and fit them to a time series representing temperatures in Spain. The estimated models are used in Montecarlo simulations to obtain heating and cooling degree-days, which are used as an underlying reference in weather derivatives. The final goal of this work is to obtain an insight into weather derivative valuation, and so making it easier to manage economic activity risks closely related to temperature (i.e. oil, gas and electricity prices and volumes). En este trabajo se estiman modelos estocásticos unifactoriales que desc…
An integrated fuzzy-stochastic model for revenue management: The hospitality industry case
2016
Revenue management aims at improving the performance of an organization by selling the right product/service to the right customer at the right time. This task is very dependent on uncontrollable external factors. In the hospitality industry, rooms of the hotel represent perishable assets and fixed capacities at the same time. Therefore, in the case of a stochastic process for customers calling in reservations prior to a particular booking date, a common problem for hotels is to devise a policy for maximizing the total expected profit conditional on the set of bookings. We propose a fuzzy model for the hotel revenue management under an uncertain and vague environment. Fuzziness of objectiv…
Stochastic Fatigue Models for Efficient Planning Inspections in Service of Aircraft Structures
2008
For important fatigue-sensitive structures of aircraft whose breakdowns cause serious accidents, it is required to keep their reliability extremely high. In this paper, we discuss inspection strategies for such important structures against fatigue failure. The focus is on the case when there are fatiguecracks unexpectedly detected in a fleet of aircraft within a warranty period (prior to the first inspection). The paper examines this case and proposes stochastic models for prediction of fatigue-crack growth to determine appropriate inspections intervals. We also do not assume known parameters of the underlying distributions, and the estimation of that is incorporated into the analysis and d…
Can a mathematical model of mass extinctions do without environmental noise?: Comment on "Knowledge gaps and missing links in understanding mass exti…
2023
No abstract available
DOSE DEPENDENT SURVIVAL RESPONSE IN CHRONIC MYELOID LEUKEMIA UNDER CONTINUOUS AND PULSED TARGETED THERAPY
2010
A simulative study of cancer growth dynamics in patients affected by Chronic Myeloid Leukemia (CML), under the effect of a targeted dosedependent continuous or pulsed therapy, is presented. We have developed a model for the dynamics of CML in which thestochastic evolution of white blood cell populations are simulated by adopting a Monte Carlo approach. Several scenarios in the evolutionary dynamics of white blood cells, as a consequence of the efficacy of the different modelled therapies, pulsed or continuous, are described. The best results, in terms of a permanent disappearance of the leukemic phenotype, are achieved with a continuous therapy and higher dosage. However, our findings demon…
Modeling of spanish household electrical consumptions: Simplified and detailed stochastic approach in trnsys environment
2013
The initial assessment of electric energy demands of a building is a key element in the design process, that should be integrated in the earlier stages of the design of a net zero energy building. The objective of the study is the creation of predictive models of household electrical consumptions in the Mediterranean/Spanish climate and its implementation in TRNSYS 17 environment. The models offer both a simplified level of analysis, based on average seasonal electrical consumptions trends and a stochastic in-depth level for the simulation of peak loads through the compiling of multiple TRNSYS types.
A stochastic dynamic model to evaluate the influence of economy and well-being on unemployment control
2018
[EN] This paper presents a stochastic dynamic mathematical model to study the evolution of the unemployment rate and other relevant related variables in a country. This model is composed by three basic interrelated subsystems: demographic, economic and wellbeing ones. A key aspect of this model is that it considers three UN well-being variables simultaneously: Human Development Index, Gender Empowerment Index and Gender Differentiation Index. These variables involve key concepts for human development, as Health, Education, Economy and Female Labor. With this model, the most outstanding variables found in the literature in relation with unemployment control can be used to design strategies a…