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 42 for “"semi-Markov"”.
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A generalised semi-Markov reliability model.
The thesis reviews the history and literature of reliability theory. The implicit assumptions of the basic reliability model are identified and their potential for generalisation investigated. A generalised model of reliability is constructed, in which components and systems can take any values in …
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Tracking maneuvering targets via semi-Markov maneuver modeling
… maneuvers are modeled in a general manner by a semi-Markov process. The semi-Markov modeling is based on very intuitively appealing assumptions. Specifically, target maneuvers are randomly selected from a range (possibly infinite) of maneuver commands. The selected command is sustained for a …
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Solidarity and ergodic properties of semi-Markov transition probabilities
… chief purpose of this thesis is to establish for semi-Markov processes the same type of behaviour that is characteristic of the better-known Markov chains; this is achieved mainly through the use of Laplace and Laplace-Stieltjes transforms and a frequent appeal to renewal theory. The mathematical …
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Solidarity and ergodic properties of semi-Markov transition probabilities
… chief purpose of this thesis is to establish for semi-Markov processes the same type of behaviour that is characteristic of the better-known Markov chains; this is achieved mainly through the use of Laplace and Laplace-Stieltjes transforms and a frequent appeal to renewal theory. The mathematical …
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Approximate solution methods for partially observable Markov and semi-Markov decision processes
… infinite-horizon partially observable Markov and semi-Markov decision processes (POMDP and POSMDP). One of the main contributions of this thesis is a lower cost approximation method for finite-space POMDPs with the average cost criterion, and its extensions to semi-Markov partially …
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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 …
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Parameter estimation for a two-state semi-Markov model of a univariate point process.
… second-order interval properties of a two-state semi-Markov model for a univariate point process, an automated technique for the estimation of the parameters in the model was researched and discussed. The power spectral density of intervals was estimated by the periodogram and a …
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Gene prediction with conditional random fields
… this gap, but existing solutions based on hidden Markov models cannot easily incorporate diverse evidence to make more accurate predictions. In this thesis, I built upon the semi-Markov conditional random field framework created by DeCaprio et al. to predict protein-coding genes in DNA sequences. …
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Bayesian nonparametric learning with semi-Markovian dynamics
… in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the ubiquitous Hidden Markov Model for learning from sequential and time-series data. However, in many settings the HDP-HMM's strict Markovian constraints are undesirable, …
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The design and implementation of CHITRA92, a system to empirically model concurrent software performance
… the dynamic 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 …
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Semi-supervised learning for natural language
… using the Perception algorithm. We also compare Markov and semi-Markov models on the two segmentation tasks. Our results show that features derived from unlabeled data substantially improves performance, both in terms of reducing the amount of labeled data needed to achieve a certain performance …
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Continuous Time Multi-state Models for Survival Analysis
… time multi-state models. It explores homogeneous Markov models, homogeneous semi-Markov models, non-homogeneous Markov models, and general models. It also discusses the likelihoods, hazards, and probabilities for each model. This paper examines techniques that deal with right and interval …
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Unsupervised disaggregation of low frequency power measurements
… we consider variants of the factorial hidden Markov model. Our results indicate that a conditional factorial hidden semi-Markov model, which integrates additional features related to when and how appliances are used in the home and more accurately represents the power use of individual …
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Protocol engineering from Estelle specifications
… parts of the mathematics of discrete-time semi-Markov processes are presented to assist in understanding the approaches to performance evaluation described later. Not much work has been done to date in the area of performance prediction from specifications. The idea was first mooted by …
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Multiple model estimation for linear stochastic hybrid systems with non-homogeneous transition probabilities
… is relaxed. Recent work done in the area of non-Markov jump stochastic hybrid systems is explored, including semi- Markov systems, non-homogeneous transition probability matrices, and continuous-state-dependent mode transitions. Algorithms needed to develop linear multiple model based filters …
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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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Dynamic ship assignment problem with uncertain demands
… formulation of dynamic ship assignment as a semi-Markov average cost problem, attaining stationary policies. When profit margins are low, a stationary policy frequently rejects cargoes. Despite rejections, it yields the highest profit per cargo, compared to other methods. Such optimal …
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Problems in feedback queueing systems with symmetric queue disciplines
… the input and output processes. We determine the semi-Markov kernel of the internal flow processes and compute their stationary interval distributions and forward recurrence time distributions. For generally distributed service times, we analyze the output process using a continuous state Markov …
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