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 50 for “"markov chain model"”.
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Flags of Caution for Future Downturns in the Housing Market Prediction Using the Markov Chain Model
… burst the real estate bubble. In this study the Markov Chain Model was used as a forecasting tool to evaluate the status of home mortgages and to demonstrate the capability to predict future housing economic crises. Statistical data from both eras were gathered and shown in a transition matrix.
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A bacterial algorithm for surface mapping using a Markov modulated Markov chain model of bacterial chemotaxis
… software agent (based on a low-level model of the biochemical network responsible for chemotaxis) on a surface or objective function. Towards that end, a discrete Markov modulated Markov chains model of the chemotaxis pathway is described and used. Results from simulations using one- …
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Modeling person-to-person contaminant transport in enclosed environments
… steady-state computational fluid dynamics (CFD) models. In the aircraft cabin, the transient particle concentrations were measured at the breathing zones of each passenger. The experimental data were used for evaluating the transient particle models in this study. ^ When applying the CFD models, …
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Exploring the Impact of Virtual Medicine on the Patient-Centered Medical Home
… Medical Home (PCMH) is a health care delivery model where a patient has an ongoing relationship with a personal physician who provides comprehensive and appropriate health care. Enhanced health care accessibility is one of the desired characteristics in a PCMH, which supports patient access to …
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The design and implementation of CHITRA92, a system to empirically model concurrent software performance
… activity of a program and produces a semi-Markov chain model of the program's behavior. This model can be parameterized to predict behavior of a program and identify the performance bottlenecks in the program. The important contributions of the CHITRA92 system are: • The dynamic activity of …
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The dynamics of global financial crises
This research aims to develop a Markov chain model of the transmission of financial crises. It uses a mathematical programming framework to determine the transition probabilities that describe the crisis dynamics. The framework allows for modelling and comparing various channels of contagion, such …
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The dynamics of global financial crises
This thesis presents a Markov chain model of the transmission of financial crises. Using bilateral trade data and a measure of exchange market pressure, it develops a method to determine a set of transition probabilities that describe the crisis transmission dynamics. The dynamics are characterized …
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Stochastic Dynamics of Cascading Failures in Electric-Cyber Infrastructures
… is to build a probabilistic framework for modeling cascading failures in power grids while capturing their interactions with the coupled communication systems so that the risk of cascading failures in the composite complex electric-cyber infrastructures can be examined, analyzed and …
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Modeling Transition Probabilities for Loan States Using a Bayesian Hierarchical Model
A Markov Chain model can be used to model loan defaults because loans move through delinquency states as the borrower fails to make monthly payments. The transition matrix contains in each location a probability that a borrower in a given state one month moves to the possible delinquency states the …
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Monitoring Markov Dependent Binary Observations with a Log-Likelihood Ratio Based CUSUM Control Chart
… work on this subject used the first-order Markov chain model for the data. Increasing the order of dependence above one by extending a standard Markov chain model entails an exponential increase of both the number of parameters and the dimension of the transition probability matrix. In this …
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Asymptotic Analysis of Some Stochastic Models from Population Dynamics and Population Genetics
… devised an elegant, mathematically tractable model of gene reproduction and replacement that laid the foundation for contemporary population genetics. The Wright-Fisher model and its extensions have given biologists powerful tools of statistical inference that enabled the quantification of …
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Hydrogeological engineering approaches to investigate and characterize heterogeneous aquifers
… as an example of a non-physically based modeling approach, albeit demonstrated on a non-hydrogeologically based application. Chapter 2 presents an inverse approach to decompose pumping influences from water-level fluctuations observed at a monitoring location. Chapter 3 presents an …
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Performance improvement in mobile ad-hoc networks.
… and hidden-node collisions. The analytical models based on Markov-chain model shows that the optimal fragmentation technique can effectively reduce the number of retransmissions caused by both collisions from hidden nodes and corrupted packets by random bit errors, and eventually improving …
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Melt Detection and Estimation in Greenland Using Tandem QuikSCAT and SeaWinds Scatterometers
… is performed using a layered electromagnetic model combined with a Markov chain model. The new melt detection method allows classification of the snow-pack into three states: melt, refreeze, and frozen. Melt severity and refreeze severity indexes are also developed. The melt detection methods …
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Data conditioned simulation and inference
… examples, a homogeneous mixing SIR epidemic model, a time inhomogeneous Markov chain model and the stochastic Ricker model. The implementation of the methodology is problem-specific and we demonstrate the benefits of our approach in all three examples.
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Analytical and simulation models for flexible, robotic automotive assembly lines
… We use discrete event simulation and analytical models to analyze the throughput of the new layout in a single band and two bands with a finite buffer. The simulation results show that the new layout achieves an average of 25.6% and 35.9% speed up over the conventional layout for the single band …
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A Markov chain approach for analyzing Palmer drought severity index
… depicts prolonged abnormal dryness or wetness. A Markov chain model was developed to analyze the likelihood of occurrences of the seven types of weather spells, defined by the National Oceanic and Atmospheric Administration (NOAA). The spells are classified, using the PDSI computed monthly by the …
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Risk-based facility management approach for building components using a discrete Markov process - predicting condition, reliability, and remaining service life
… The end result of this research provides a model for optimizing the selection and application of building work activities ranging from inspection to repair to replacement and recapitalization. Realizing the importance of physical condition in the determination of a building’s performance, a …
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An economic evaluation of variable sampling interval Shewhart control charts for means
A model is developed to describe the total expected cost per unit time of monitoring the mean of a production process with a Variable Sampling Interval control chart. This chart has the feature that the time delay between successive samples is not constant but depends on the result of the most …
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Analysis of Models for Longitudinal and Clustered Binary Data
<p>This dissertation deals with modeling and statistical analysis of longitudinal and clustered binary data. Such data consists of observations on a dichotomous response variable generated from multiple time or cluster points, that exhibit either decaying correlation or equi-correlated dependence. …
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