Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 5 of 5 for “"Semi-Markov Process"”.
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Three essays on long memory tests for persistence in volatility and structural vector autoregression modeling of real exchange rates
… Conditional Heteroskedasticity (ARCH), Markov Regime Switching ARCH, and long memory. The long memory series are simulated through a Semi-Markov process with Pareto waiting times and lognormal realizations. The persistence in volatility arising from transition waiting probabilities for a …
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Improving the efficiency of an automated manufacturing system through a tri-part approach
… multiple storage slots and with capability to process several jobs simultaneously. At the system level we undertake capacity planning and explore Work-in-Process (WIP) control. We build an Excel model to calculate the implied load of each station, applying the model to sensitivity analyses of …
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Tracking maneuvering targets via semi-Markov maneuver modeling
… systems with Gaussian disturbance and error processes. The maneuvering target tracking problem generally involves nonlinear system properties as well as non-Gaussian disturbance processes. The study presented here explores several solutions. to this problem. An adaptive state estimator …
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Quantitative probabilistic modeling of environmental control and life support System resilience for long-duration human spaceflight
… such as mass and cost early in the design process in order to select the optimal ECLSS design for a given mission. This thesis presents the use of semi-Markov process (SMP) models to quantify the resilience of long-duration ECLSS. An algorithm is defined to translate ECLSS design data - …
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Novel and faster ways for solving semi-markov processes: mathematical and numerical issues
Processos semi-Markovianos (SMP) contínuos no tempo são importantes ferramentas estocásticas para modelagem de métricas de confiabilidade ao longo do tempo para sistemas para os quais o comportamento futuro depende dos estados presente e seguinte assim como do tempo de residência. O método clássico …