Search results for "stochastic modelling"
showing 10 items of 86 documents
Prediction of leukocyte counts during paediatric acute lymphoblastic leukaemia maintenance therapy
2019
Maintenance chemotherapy with oral 6-mercaptopurine and methotrexate remains a cornerstone of modern therapy for acute lymphoblastic leukaemia. The dosage and intensity of therapy are based on surrogate markers such as peripheral blood leukocyte and neutrophil counts. Dosage based leukocyte count predictions could provide support for dosage decisions clinicians face trying to find and maintain an appropriate dosage for the individual patient. We present two Bayesian nonlinear state space models for predicting patient leukocyte counts during the maintenance therapy. The models simplify some aspects of previously proposed models but allow for some extra flexibility. Our second model is an ext…
Stochastic resonance in a metal-oxide memristive device
2021
Abstract The stochastic resonance phenomenon has been studied experimentally and theoretically for a state-of-art metal-oxide memristive device based on yttria-stabilized zirconium dioxide and tantalum pentoxide, which exhibits bipolar filamentary resistive switching of anionic type. The effect of white Gaussian noise superimposed on the sub-threshold sinusoidal driving signal is analyzed through the time series statistics of the resistive switching parameters, the spectral response to a periodic perturbation and the signal-to-noise ratio at the output of the nonlinear system. The stabilized resistive switching and the increased memristance response are revealed in the observed regularities…
Stochastic reconstruction of sandstones
2000
A simulated annealing algorithm is employed to generate a stochastic model for a Berea and a Fontainebleau sandstone with prescribed two-point probability function, lineal path function, and ``pore size'' distribution function, respectively. We find that the temperature decrease of the annealing has to be rather quick to yield isotropic and percolating configurations. A comparison of simple morphological quantities indicates good agreement between the reconstructions and the original sandstones. Also, the mean survival time of a random walker in the pore space is reproduced with good accuracy. However, a more detailed investigation by means of local porosity theory shows that there may be s…
SMAA - Stochastic multiobjective acceptability analysis
1998
Stochastic multiobjective acceptability analysis (SMAA) is a multicriteria decision support technique for multiple decision makers based on exploring the weight space. Inaccurate or uncertain input data can be represented as probability distributions. In SMAA the decision makers need not express their preferences explicitly or implicitly; instead the technique analyses what kind of valuations would make each alternative the preferred one. The method produces for each alternative an acceptability index measuring the variety of different valuations that support that alternative, a central weight vector representing the typical valuations resulting in that decision, and a confidence factor mea…
A Stochastic Soft Constraints Fuzzy Model for a Portfolio Selection Problem
2006
The financial market behavior is affected by several non-probabilistic factors such as vagueness and ambiguity. In this paper we develop a multistage stochastic soft constraints fuzzy program with recourse in order to capture both uncertainty and imprecision as well as to solve a portfolio management problem. The results we obtained confirm the studies carried out in literature addressed to integrate stochastic and possibilistic programming.
Parasite population delay model of malaria type with stochastic perturbation and environmental criterion for limitation of disease
2009
AbstractWe present a stochastic delay model of an infectious disease (malaria) transmitted by a vectors (mosquitoes) after an incubation time. A criterion for limitation of disease is found.
Classifying efficient alternatives in SMAA using cross confidence factors
2006
Abstract Stochastic multicriteria acceptability analysis (SMAA) is a family of methods for aiding multicriteria group decision making. These methods are based on exploring the weight space in order to describe the preferences that make each alternative the most preferred one. The main results of the analysis are rank acceptability indices, central weight vectors and confidence factors for different alternatives. The rank acceptability indices describe the variety of different preferences resulting in a certain rank for an alternative; the central weight vectors represent the typical preferences favouring each alternative; and the confidence factors measure whether the criteria data are suff…
Stochastic model for electrical loads in Mediterranean residential building: validation and applications
2014
A major issue in modelling the electrical load of residential building is reproducing the variability between dwellings due to the stochastic use of different electrical equipment. In that sense and with the objective to reproduce this variability, a stochastic model to obtain load profiles of household electricity is developed. The model is based on a probabilistic approach and is developed using data from the Mediterranean region of Spain. A detailed validation of the model has been done, analysing and comparing the results with Spanish and European data. The results of the validation show that the model is able to reproduce the most important features of the residential electrical consum…
Wait-and-switch relaxation model: Relationship between nonexponential relaxation patterns and random local properties of a complex system
2006
The wait-and-switch stochastic model of relaxation is presented. Using the ``random-variable'' formalism of limit theorems of probability theory we explain the universality of the short- and long-time fractional-power laws in relaxation responses of complex systems. We show that the time evolution of the nonequilibrium state of a macroscopic system depends on two stochastic mechanisms: one, which determines the local statistical properties of the relaxing entities, and the other one, which determines the number (random or deterministic) of the microscopic and mesoscopic relaxation contributions. Within the proposed framework we derive the Havriliak-Negami and Kohlrausch-Williams-Watts funct…