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 20 of 166 for “"Stochastic process"”.
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Time-series stochastic process and forecasting
Photocopy of typescript.
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Non-Gaussian Stochastic Process Priors for Learning
… such as finance, climate science, and signal processing, where extreme events and rare fluctuations play critical roles. A suitable generalisation of the well-known Brownian motion, which is a foundational tool in Gaussian modelling, is the family of L\'evy processes that display varying …
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A stochastic process model for transient trace data
… a sample realization of a non-stationary stochastic process, {X<sub>t</sub>}, such that random variables X<sub>t</sub> follow different probability distributions. To estimate the parameters for the model a Rate Evolution Graph (REG) is built from the trace data. The REG is a …
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Multi-resolution modeling of a discrete stochastic process identifies causes of cancer
… mutation rate, a highly non-stationary stochastic process, across regions of interest varying in size from one to millions of positions. Here, we present the split-Poisson-Gamma (SPG) distribution, an extension of the classical Poisson-Gamma formulation, to model a discrete stochastic …
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Carbothermic-vacuum reduction of chromium oxide in electrolytic chromium: a hybrid phenomenological-stochastic process simulation model
Includes bibliographical references (pages 179-180).
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Identification and evolution of quantities of interest for a stochastic process view of complex space system development
The objective of stochastic process design is to strategically identify, measure, and reduce sources of uncertainty to guide the development of complex systems. Fundamental to this design approach is the idea that system development is driven by measurable characteristics called quantities of …
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Estudio de la fiabilidad de sistemas con reparaciones pospuestas
In this work, it is presented and studied a new stochastic process called power process, which models operating and/or repair times of a system with damage. Also, it is dedicated to study a new maintenance policy for repairable systems, based on the concept of delayed repair.
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Point symmetry methods for Itô Stochastic Differential Equations (SDE) with a finite jump process
The mixture of Wiener and a Poisson processes are the primary tools used in creating jump-diffusion process which is very popular in mathematical modeling. In financial mathematics, they are used to describe the change of stock rates and bonanzas, and they are often used in mathematical biology …
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Exploring regularity and structure in travel behavior using Smart Card data
… The mobility of each individual is modeled as a stochastic process with memory, of which each new realization represents an activity or journey. Entropy rate, a measure of randomness in the stochastic process, is used to quantify repetition in the order of journeys and activities. This analysis …
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On *Categories of Cohesive, Active Sets and Other Dynamic Systems
… system is computed. A category composed of stochastic matrices is defined and some of its elementary properties are developed. A categorical variant of symbolic dynamics is applied to a finite stochastic process. Using point-wise Kan extension formulas, conditions ensuring existence of …
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Limit Theorems for Processes and Stopping Rules in Adaptive Sequential Estimation
… the limiting distribution of a closely related stochastic process and of ${\rm n\sp{1/2}\lbrack S\sbsp{n}{2}(\\alpha\sb{n}})-\sigma\sp2(\alpha\*)$) are derived. These results are of independent interest.
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AN APPROACH TO AUTOMATIC DETECTION of SUSPICIOUS INDIVIDUALS IN A CROWD
… to mobile visual search. In many cases, the process of building a hierarchical tree uses k-means clustering followed by geometric verification. However, the number of clusters is not known in advance, and sometimes it is randomly generated. This may lead to a congested clustering which can …
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Tuning complex computer codes to data and optimal designs
… computer simulation code as the realization of a stochastic process. This approach, design and analysis of computer experiments (DACE), provides a statistical basis for analysing computer data, for designing experiments for efficient prediction and for comparing computer-encoded theory to …
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Consistent anticipatory route guidance
… to a fixed point of a composite map. With stochastic maps, RGG model outputs are stochastic process realizations. In this case, the consistency fixed point corresponds to stationarity of the RGG solution process. Numerical methods for fixed point computation were examined, focusing on …
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Learning the magnitude and duration of influence of infections
… modeling incident infections using a Hawkes process, which is a self-exciting stochastic process, encoding the intuition that new infections trigger further infections. Using data from a large urban hospital, we demonstrate that our approach reveals different patterns of infection spread …
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Environmental thermal stresses as a first passage problem
… in structures. Two approaches based on the stochastic process theory are used to describe this phenomenon. The structure is idealized as a long hollow viscoelastic cylinder. Two sites are considered: Barrow (AK) and Yuma (AZ). First passage concepts are applied to characterize the …
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A discrete-time approach for valuing real options with underlying mean-reverting stochastic processes
… in many real valuation problems, underlying stochastic processes that are mean-reverting. Binomial lattices were first introduced to approximate stochastic processes for valuation of financial options, and they provide a convenient framework for numerical analysis. Unfortunately, the standard …
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P-Values For Multiple Testing Procedures
… condition will not be satisfied. In Chapter 2, a stochastic process framework is introduced that, with the aid of a uniform variate, admits P-value statistics to satisfy the uniformity condition even when test statistics have discrete distributions. This allows for nonparametric tests to be used …
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ΣΚΕΔΑΣΗ ΗΛΕΚΤΡΟΜΑΓΝΗΤΙΚΟΥ ΚΥΜΑΤΟΣ ΑΠΟ ΑΓΩΓΙΜΗ ΕΠΙΦΑΝΕΙΑ ΣΤΟΧΑΣΤΙΚΑ ΑΝΩΜΑΛΗ ΚΑΙ ΧΡΟΝΙΚΑ ΜΕΤΑΒΑΛΛΟΜΕΝΗ
… RANDOM ROUGH SURFACE IS EXAMINED. THE STOCHASTIC PROCESS, THAT DESCRIBES THE ELEVATION FROM ITS MEANPLANE, IS CONSIDERED NONSTATIONARY OR NONHOMOGENEOUS. USING THE BOUNDARY PERTURBATION APPROACH OR THE PHYSICAL OPTICS INTEGRAL ALONG WITH THE QUASI-STATIONARY APPROXIMATION, IT IS PROVEN …
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