On Transaction-Cost Models in Continuous-Time Markets

Directory of Open Access Journals (Sweden)

Thomas Poufinas

2015-04-01

Full Text Available Transaction-cost models in continuous-time markets are considered. Given that investors decide to buy or sell at certain time instants, we study the existence of trading strategies that reach a certain final wealth level in continuous-time markets, under the assumption that transaction costs, built in certain recommended ways, have to be paid. Markets prove to behave in manners that resemble those of complete ones for a wide variety of transaction-cost types. The results are important, but not exclusively, for the pricing of options with transaction costs.

Model checking conditional CSL for continuous-time Markov chains

DEFF Research Database (Denmark)

Gao, Yang; Xu, Ming; Zhan, Naijun

2013-01-01

In this paper, we consider the model-checking problem of continuous-time Markov chains (CTMCs) with respect to conditional logic. To the end, we extend Continuous Stochastic Logic introduced in Aziz et al. (2000) [1] to Conditional Continuous Stochastic Logic (CCSL) by introducing a conditional...

A Monte Carlo study of time-aggregation in continuous-time and discrete-time parametric hazard models.

NARCIS (Netherlands)

Hofstede, ter F.; Wedel, M.

1998-01-01

This study investigates the effects of time aggregation in discrete and continuous-time hazard models. A Monte Carlo study is conducted in which data are generated according to various continuous and discrete-time processes, and aggregated into daily, weekly and monthly intervals. These data are

A continuous-time neural model for sequential action.

Science.gov (United States)

Kachergis, George; Wyatte, Dean; O'Reilly, Randall C; de Kleijn, Roy; Hommel, Bernhard

2014-11-05

Action selection, planning and execution are continuous processes that evolve over time, responding to perceptual feedback as well as evolving top-down constraints. Existing models of routine sequential action (e.g. coffee- or pancake-making) generally fall into one of two classes: hierarchical models that include hand-built task representations, or heterarchical models that must learn to represent hierarchy via temporal context, but thus far lack goal-orientedness. We present a biologically motivated model of the latter class that, because it is situated in the Leabra neural architecture, affords an opportunity to include both unsupervised and goal-directed learning mechanisms. Moreover, we embed this neurocomputational model in the theoretical framework of the theory of event coding (TEC), which posits that actions and perceptions share a common representation with bidirectional associations between the two. Thus, in this view, not only does perception select actions (along with task context), but actions are also used to generate perceptions (i.e. intended effects). We propose a neural model that implements TEC to carry out sequential action control in hierarchically structured tasks such as coffee-making. Unlike traditional feedforward discrete-time neural network models, which use static percepts to generate static outputs, our biological model accepts continuous-time inputs and likewise generates non-stationary outputs, making short-timescale dynamic predictions. © 2014 The Author(s) Published by the Royal Society. All rights reserved.

A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects

DEFF Research Database (Denmark)

Bollerslev, Tim; Kretschmer, Uta; Pigorsch, Christian

We develop an empirically highly accurate discrete-time daily stochastic volatility model that explicitly distinguishes between the jump and continuoustime components of price movements using nonparametric realized variation and Bipower variation measures constructed from high-frequency intraday...... dependencies inherent in the high-frequency intraday data....

Continuous time modeling of panel data by means of SEM

NARCIS (Netherlands)

Oud, J.H.L.; Delsing, M.J.M.H.; Montfort, C.A.G.M.; Oud, J.H.L.; Satorra, A.

2010-01-01

After a brief history of continuous time modeling and its implementation in panel analysis by means of structural equation modeling (SEM), the problems of discrete time modeling are discussed in detail. This is done by means of the popular cross-lagged panel design. Next, the exact discrete model

Stability and the structure of continuous-time economic models

NARCIS (Netherlands)

Nieuwenhuis, H.J.; Schoonbeek, L.

In this paper we investigate the relationship between the stability of macroeconomic, or macroeconometric, continuous-time models and the structure of the matrices appearing in these models. In particular, we concentrate on dominant-diagonal structures. We derive general stability results for models

Exponential GARCH Modeling with Realized Measures of Volatility

DEFF Research Database (Denmark)

Hansen, Peter Reinhard; Huang, Zhuo

returns and volatility. We apply the model to DJIA stocks and an exchange traded fund that tracks the S&P 500 index and find that specifications with multiple realized measures dominate those that rely on a single realized measure. The empirical analysis suggests some convenient simplifications......We introduce the Realized Exponential GARCH model that can utilize multiple realized volatility measures for the modeling of a return series. The model specifies the dynamic properties of both returns and realized measures, and is characterized by a flexible modeling of the dependence between...

Generalized classes of continuous symmetries in two-mode Dicke models

Science.gov (United States)

Moodie, Ryan I.; Ballantine, Kyle E.; Keeling, Jonathan

2018-03-01

As recently realized experimentally [Nature (London) 543, 87 (2017), 10.1038/nature21067], one can engineer models with continuous symmetries by coupling two cavity modes to trapped atoms via a Raman pumping geometry. Considering specifically cases where internal states of the atoms couple to the cavity, we show an extended range of parameters for which continuous symmetry breaking can occur, and we classify the distinct steady states and time-dependent states that arise for different points in this extended parameter regime.

GPU Computing in Bayesian Inference of Realized Stochastic Volatility Model

International Nuclear Information System (INIS)

Takaishi, Tetsuya

2015-01-01

The realized stochastic volatility (RSV) model that utilizes the realized volatility as additional information has been proposed to infer volatility of financial time series. We consider the Bayesian inference of the RSV model by the Hybrid Monte Carlo (HMC) algorithm. The HMC algorithm can be parallelized and thus performed on the GPU for speedup. The GPU code is developed with CUDA Fortran. We compare the computational time in performing the HMC algorithm on GPU (GTX 760) and CPU (Intel i7-4770 3.4GHz) and find that the GPU can be up to 17 times faster than the CPU. We also code the program with OpenACC and find that appropriate coding can achieve the similar speedup with CUDA Fortran

Continuous time modelling with individually varying time intervals for oscillating and non-oscillating processes.

Science.gov (United States)

Voelkle, Manuel C; Oud, Johan H L

2013-02-01

When designing longitudinal studies, researchers often aim at equal intervals. In practice, however, this goal is hardly ever met, with different time intervals between assessment waves and different time intervals between individuals being more the rule than the exception. One of the reasons for the introduction of continuous time models by means of structural equation modelling has been to deal with irregularly spaced assessment waves (e.g., Oud & Delsing, 2010). In the present paper we extend the approach to individually varying time intervals for oscillating and non-oscillating processes. In addition, we show not only that equal intervals are unnecessary but also that it can be advantageous to use unequal sampling intervals, in particular when the sampling rate is low. Two examples are provided to support our arguments. In the first example we compare a continuous time model of a bivariate coupled process with varying time intervals to a standard discrete time model to illustrate the importance of accounting for the exact time intervals. In the second example the effect of different sampling intervals on estimating a damped linear oscillator is investigated by means of a Monte Carlo simulation. We conclude that it is important to account for individually varying time intervals, and encourage researchers to conceive of longitudinal studies with different time intervals within and between individuals as an opportunity rather than a problem. © 2012 The British Psychological Society.

Local and global dynamics of Ramsey model: From continuous to discrete time.

Science.gov (United States)

Guzowska, Malgorzata; Michetti, Elisabetta

2018-05-01

The choice of time as a discrete or continuous variable may radically affect equilibrium stability in an endogenous growth model with durable consumption. In the continuous-time Ramsey model [F. P. Ramsey, Econ. J. 38(152), 543-559 (1928)], the steady state is locally saddle-path stable with monotonic convergence. However, in the discrete-time version, the steady state may be unstable or saddle-path stable with monotonic or oscillatory convergence or periodic solutions [see R.-A. Dana et al., Handbook on Optimal Growth 1 (Springer, 2006) and G. Sorger, Working Paper No. 1505 (2015)]. When this occurs, the discrete-time counterpart of the continuous-time model is not consistent with the initial framework. In order to obtain a discrete-time Ramsey model preserving the main properties of the continuous-time counterpart, we use a general backward and forward discretisation as initially proposed by Bosi and Ragot [Theor. Econ. Lett. 2(1), 10-15 (2012)]. The main result of the study here presented is that, with this hybrid discretisation method, fixed points and local dynamics do not change. For what it concerns global dynamics, i.e., long-run behavior for initial conditions taken on the state space, we mainly perform numerical analysis with the main scope of comparing both qualitative and quantitative evolution of the two systems, also varying some parameters of interest.

A mathematical approach for evaluating Markov models in continuous time without discrete-event simulation.

Science.gov (United States)

van Rosmalen, Joost; Toy, Mehlika; O'Mahony, James F

2013-08-01

Markov models are a simple and powerful tool for analyzing the health and economic effects of health care interventions. These models are usually evaluated in discrete time using cohort analysis. The use of discrete time assumes that changes in health states occur only at the end of a cycle period. Discrete-time Markov models only approximate the process of disease progression, as clinical events typically occur in continuous time. The approximation can yield biased cost-effectiveness estimates for Markov models with long cycle periods and if no half-cycle correction is made. The purpose of this article is to present an overview of methods for evaluating Markov models in continuous time. These methods use mathematical results from stochastic process theory and control theory. The methods are illustrated using an applied example on the cost-effectiveness of antiviral therapy for chronic hepatitis B. The main result is a mathematical solution for the expected time spent in each state in a continuous-time Markov model. It is shown how this solution can account for age-dependent transition rates and discounting of costs and health effects, and how the concept of tunnel states can be used to account for transition rates that depend on the time spent in a state. The applied example shows that the continuous-time model yields more accurate results than the discrete-time model but does not require much computation time and is easily implemented. In conclusion, continuous-time Markov models are a feasible alternative to cohort analysis and can offer several theoretical and practical advantages.

Integrating Continuous-Time and Discrete-Event Concepts in Process Modelling, Simulation and Control

NARCIS (Netherlands)

Beek, van D.A.; Gordijn, S.H.F.; Rooda, J.E.; Ertas, A.

1995-01-01

Currently, modelling of systems in the process industry requires the use of different specification languages for the specification of the discrete-event and continuous-time subsystems. In this way, models are restricted to individual subsystems of either a continuous-time or discrete-event nature.

Measuring and modelling occupancy time in NHS continuing healthcare

Directory of Open Access Journals (Sweden)

Millard Peter H

2011-06-01

Full Text Available Abstract Background Due to increasing demand and financial constraints, NHS continuing healthcare systems seek to find better ways of forecasting demand and budgeting for care. This paper investigates two areas of concern, namely, how long existing patients stay in service and the number of patients that are likely to be still in care after a period of time. Methods An anonymised dataset containing information for all funded admissions to placement and home care in the NHS continuing healthcare system was provided by 26 (out of 31 London primary care trusts. The data related to 11289 patients staying in placement and home care between 1 April 2005 and 31 May 2008 were first analysed. Using a methodology based on length of stay (LoS modelling, we captured the distribution of LoS of patients to estimate the probability of a patient staying in care over a period of time. Using the estimated probabilities we forecasted the number of patients that are likely to be still in care after a period of time (e.g. monthly. Results We noticed that within the NHS continuing healthcare system there are three main categories of patients. Some patients are discharged after a short stay (few days, some others staying for few months and the third category of patients staying for a long period of time (years. Some variations in proportions of discharge and transition between types of care as well as between care groups (e.g. palliative, functional mental health were observed. A close agreement of the observed and the expected numbers of patients suggests a good prediction model. Conclusions The model was tested for care groups within the NHS continuing healthcare system in London to support Primary Care Trusts in budget planning and improve their responsiveness to meet the increasing demand under limited availability of resources. Its applicability can be extended to other types of care, such as hospital care and re-ablement. Further work will be geared towards

Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions

DEFF Research Database (Denmark)

Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier

We propose a new framework for modeling and forecasting common financial risks based on (un)reliable realized covariance measures constructed from high-frequency intraday data. Our new approach explicitly incorporates the effect of measurement errors and time-varying attenuation biases into the c......We propose a new framework for modeling and forecasting common financial risks based on (un)reliable realized covariance measures constructed from high-frequency intraday data. Our new approach explicitly incorporates the effect of measurement errors and time-varying attenuation biases...

Martingale Regressions for a Continuous Time Model of Exchange Rates

OpenAIRE

Guo, Zi-Yi

2017-01-01

One of the daunting problems in international finance is the weak explanatory power of existing theories of the nominal exchange rates, the so-called “foreign exchange rate determination puzzle”. We propose a continuous-time model to study the impact of order flow on foreign exchange rates. The model is estimated by a newly developed econometric tool based on a time-change sampling from calendar to volatility time. The estimation results indicate that the effect of order flow on exchange rate...

Continuous time modelling of dynamical spatial lattice data observed at sparsely distributed times

DEFF Research Database (Denmark)

Rasmussen, Jakob Gulddahl; Møller, Jesper

2007-01-01

Summary. We consider statistical and computational aspects of simulation-based Bayesian inference for a spatial-temporal model based on a multivariate point process which is only observed at sparsely distributed times. The point processes are indexed by the sites of a spatial lattice......, and they exhibit spatial interaction. For specificity we consider a particular dynamical spatial lattice data set which has previously been analysed by a discrete time model involving unknown normalizing constants. We discuss the advantages and disadvantages of using continuous time processes compared...... with discrete time processes in the setting of the present paper as well as other spatial-temporal situations....

Time inconsistency and reputation in monetary policy: a strategic model in continuous time

OpenAIRE

Li, Jingyuan; Tian, Guoqiang

2005-01-01

This article develops a model to examine the equilibrium behavior of the time inconsistency problem in a continuous time economy with stochastic and endogenized dis- tortion. First, the authors introduce the notion of sequentially rational equilibrium, and show that the time inconsistency problem may be solved with trigger reputation strategies for stochastic setting. The conditions for the existence of sequentially rational equilibrium are provided. Then, the concept of sequen...

Realization of process improvement at a diagnostic radiology department with aid of simulation modeling.

Science.gov (United States)

Oh, Hong-Choon; Toh, Hong-Guan; Giap Cheong, Eddy Seng

2011-11-01

Using the classical process improvement framework of Plan-Do-Study-Act (PDSA), the diagnostic radiology department of a tertiary hospital identified several patient cycle time reduction strategies. Experimentation of these strategies (which included procurement of new machines, hiring of new staff, redesign of queue system, etc.) through pilot scale implementation was impractical because it might incur substantial expenditure or be operationally disruptive. With this in mind, simulation modeling was used to test these strategies via performance of "what if" analyses. Using the output generated by the simulation model, the team was able to identify a cost-free cycle time reduction strategy, which subsequently led to a reduction of patient cycle time and achievement of a management-defined performance target. As healthcare professionals work continually to improve healthcare operational efficiency in response to rising healthcare costs and patient expectation, simulation modeling offers an effective scientific framework that can complement established process improvement framework like PDSA to realize healthcare process enhancement. © 2011 National Association for Healthcare Quality.

Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility

DEFF Research Database (Denmark)

Hansen, Peter Reinhard; Lunde, Asger; Voev, Valeri

We introduce a multivariate GARCH model that utilizes and models realized measures of volatility and covolatility. The realized measures extract information contained in high-frequency data that is particularly beneficial during periods with variation in volatility and covolatility. Applying the ...

Distributed synthesis in continuous time

DEFF Research Database (Denmark)

Hermanns, Holger; Krčál, Jan; Vester, Steen

2016-01-01

We introduce a formalism modelling communication of distributed agents strictly in continuous-time. Within this framework, we study the problem of synthesising local strategies for individual agents such that a specified set of goal states is reached, or reached with at least a given probability....... The flow of time is modelled explicitly based on continuous-time randomness, with two natural implications: First, the non-determinism stemming from interleaving disappears. Second, when we restrict to a subclass of non-urgent models, the quantitative value problem for two players can be solved in EXPTIME....... Indeed, the explicit continuous time enables players to communicate their states by delaying synchronisation (which is unrestricted for non-urgent models). In general, the problems are undecidable already for two players in the quantitative case and three players in the qualitative case. The qualitative...

Modeling of water treatment plant using timed continuous Petri nets

Science.gov (United States)

Nurul Fuady Adhalia, H.; Subiono, Adzkiya, Dieky

2017-08-01

Petri nets represent graphically certain conditions and rules. In this paper, we construct a model of the Water Treatment Plant (WTP) using timed continuous Petri nets. Specifically, we consider that (1) the water pump always active and (2) the water source is always available. After obtaining the model, the flow through the transitions and token conservation laws are calculated.

Continuous time Boolean modeling for biological signaling: application of Gillespie algorithm.

Science.gov (United States)

Stoll, Gautier; Viara, Eric; Barillot, Emmanuel; Calzone, Laurence

2012-08-29

Mathematical modeling is used as a Systems Biology tool to answer biological questions, and more precisely, to validate a network that describes biological observations and predict the effect of perturbations. This article presents an algorithm for modeling biological networks in a discrete framework with continuous time. There exist two major types of mathematical modeling approaches: (1) quantitative modeling, representing various chemical species concentrations by real numbers, mainly based on differential equations and chemical kinetics formalism; (2) and qualitative modeling, representing chemical species concentrations or activities by a finite set of discrete values. Both approaches answer particular (and often different) biological questions. Qualitative modeling approach permits a simple and less detailed description of the biological systems, efficiently describes stable state identification but remains inconvenient in describing the transient kinetics leading to these states. In this context, time is represented by discrete steps. Quantitative modeling, on the other hand, can describe more accurately the dynamical behavior of biological processes as it follows the evolution of concentration or activities of chemical species as a function of time, but requires an important amount of information on the parameters difficult to find in the literature. Here, we propose a modeling framework based on a qualitative approach that is intrinsically continuous in time. The algorithm presented in this article fills the gap between qualitative and quantitative modeling. It is based on continuous time Markov process applied on a Boolean state space. In order to describe the temporal evolution of the biological process we wish to model, we explicitly specify the transition rates for each node. For that purpose, we built a language that can be seen as a generalization of Boolean equations. Mathematically, this approach can be translated in a set of ordinary differential

The modular modality frame model: continuous body state estimation and plausibility-weighted information fusion.

Science.gov (United States)

Ehrenfeld, Stephan; Butz, Martin V

2013-02-01

Humans show admirable capabilities in movement planning and execution. They can perform complex tasks in various contexts, using the available sensory information very effectively. Body models and continuous body state estimations appear necessary to realize such capabilities. We introduce the Modular Modality Frame (MMF) model, which maintains a highly distributed, modularized body model continuously updating, modularized probabilistic body state estimations over time. Modularization is realized with respect to modality frames, that is, sensory modalities in particular frames of reference and with respect to particular body parts. We evaluate MMF performance on a simulated, nine degree of freedom arm in 3D space. The results show that MMF is able to maintain accurate body state estimations despite high sensor and motor noise. Moreover, by comparing the sensory information available in different modality frames, MMF can identify faulty sensory measurements on the fly. In the near future, applications to lightweight robot control should be pursued. Moreover, MMF may be enhanced with neural encodings by introducing neural population codes and learning techniques. Finally, more dexterous goal-directed behavior should be realized by exploiting the available redundant state representations.

Continuous Spatial Process Models for Spatial Extreme Values

KAUST Repository

Sang, Huiyan; Gelfand, Alan E.

2010-01-01

process model for extreme values that provides mean square continuous realizations, where the behavior of the surface is driven by the spatial dependence which is unexplained under the latent spatio-temporal specification for the GEV parameters

Continuous time Boolean modeling for biological signaling: application of Gillespie algorithm.

OpenAIRE

Stoll, Gautier; Viara, Eric; Barillot, Emmanuel; Calzone, Laurence

2012-01-01

Abstract Mathematical modeling is used as a Systems Biology tool to answer biological questions, and more precisely, to validate a network that describes biological observations and predict the effect of perturbations. This article presents an algorithm for modeling biological networks in a discrete framework with continuous time. Background There exist two major types of mathematical modeling approaches: (1) quantitative modeling, representing various chemical species concentrations by real...

Numerical solution of continuous-time DSGE models under Poisson uncertainty

DEFF Research Database (Denmark)

Posch, Olaf; Trimborn, Timo

We propose a simple and powerful method for determining the transition process in continuous-time DSGE models under Poisson uncertainty numerically. The idea is to transform the system of stochastic differential equations into a system of functional differential equations of the retarded type. We...... classes of models. We illustrate the algorithm simulating both the stochastic neoclassical growth model and the Lucas model under Poisson uncertainty which is motivated by the Barro-Rietz rare disaster hypothesis. We find that, even for non-linear policy functions, the maximum (absolute) error is very...

Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns

DEFF Research Database (Denmark)

Andersen, Torben G.; Bollerslev, Tim; Frederiksen, Per Houmann

arrival process. On applying our sequential test procedure to the thirty individual stocks in the Dow Jones Industrial Average index, the data suggest that it is important to allow for both time-varying diffusive volatility, jumps, and leverage effects in order to satisfactorily describe the daily stock...

Assistance for design and realization of real-time safety critical applications according to Oasis

International Nuclear Information System (INIS)

Aussagues, Ch.; Cordonnier, Ch.; Quetueil, I.; David, V.

1998-01-01

Assistance for design and realization is all the more essential when safety-critical, real-time and complex applications are considered. When developing such applications, real-time and dependability features should be managed as soon as possible. Then, since the design phase, programmers have to strive even more than with common applications. In the context of the OASIS approach, assistance for design and realization is based on some intrinsic properties of the model, i.e. determinism, behavior independence and timeliness. The assistance, that may be furnished in the OASIS approach, has three complementary components that constitute the focus of this article. (authors)

Coaction versus reciprocity in continuous-time models of cooperation.

Science.gov (United States)

van Doorn, G Sander; Riebli, Thomas; Taborsky, Michael

2014-09-07

Cooperating animals frequently show closely coordinated behaviours organized by a continuous flow of information between interacting partners. Such real-time coaction is not captured by the iterated prisoner's dilemma and other discrete-time reciprocal cooperation games, which inherently feature a delay in information exchange. Here, we study the evolution of cooperation when individuals can dynamically respond to each other's actions. We develop continuous-time analogues of iterated-game models and describe their dynamics in terms of two variables, the propensity of individuals to initiate cooperation (altruism) and their tendency to mirror their partner's actions (coordination). These components of cooperation stabilize at an evolutionary equilibrium or show oscillations, depending on the chosen payoff parameters. Unlike reciprocal altruism, cooperation by coaction does not require that those willing to initiate cooperation pay in advance for uncertain future benefits. Correspondingly, we show that introducing a delay to information transfer between players is equivalent to increasing the cost of cooperation. Cooperative coaction can therefore evolve much more easily than reciprocal cooperation. When delays entirely prevent coordination, we recover results from the discrete-time alternating prisoner's dilemma, indicating that coaction and reciprocity are connected by a continuum of opportunities for real-time information exchange. Copyright © 2014 Elsevier Ltd. All rights reserved.

Continuous Spatial Process Models for Spatial Extreme Values

KAUST Repository

Sang, Huiyan

2010-01-28

We propose a hierarchical modeling approach for explaining a collection of point-referenced extreme values. In particular, annual maxima over space and time are assumed to follow generalized extreme value (GEV) distributions, with parameters μ, σ, and ξ specified in the latent stage to reflect underlying spatio-temporal structure. The novelty here is that we relax the conditionally independence assumption in the first stage of the hierarchial model, an assumption which has been adopted in previous work. This assumption implies that realizations of the the surface of spatial maxima will be everywhere discontinuous. For many phenomena including, e. g., temperature and precipitation, this behavior is inappropriate. Instead, we offer a spatial process model for extreme values that provides mean square continuous realizations, where the behavior of the surface is driven by the spatial dependence which is unexplained under the latent spatio-temporal specification for the GEV parameters. In this sense, the first stage smoothing is viewed as fine scale or short range smoothing while the larger scale smoothing will be captured in the second stage of the modeling. In addition, as would be desired, we are able to implement spatial interpolation for extreme values based on this model. A simulation study and a study on actual annual maximum rainfall for a region in South Africa are used to illustrate the performance of the model. © 2009 International Biometric Society.

Realization of parking task based on affine system modeling

International Nuclear Information System (INIS)

Kim, Young Woo; Narikiyo, Tatsuo

2007-01-01

This paper presents a motion control system of an unmanned vehicle, where parallel parking task is realized based on a self-organizing affine system modeling and a quadratic programming based robust controller. Because of non-linearity of the vehicle system and complexity of the task to realize, control objective is not always realized with a single algorithm or control mode. This paper presents a hybrid model for parallel parking task in which seven modes for describing sub-tasks constitute an entire model

Estimation of Continuous Time Models in Economics: an Overview

OpenAIRE

Clifford R. Wymer

2009-01-01

The dynamics of economic behaviour is often developed in theory as a continuous time system. Rigorous estimation and testing of such systems, and the analysis of some aspects of their properties, is of particular importance in distinguishing between competing hypotheses and the resulting models. The consequences for the international economy during the past eighteen months of failures in the financial sector, and particularly the banking sector, make it essential that the dynamics of financia...

Assessment of realizability constraints in v2-f turbulence models

International Nuclear Information System (INIS)

Sveningsson, A.; Davidson, L.

2004-01-01

The use of the realizability constraint in v 2 -f turbulence models is assessed by computing a stator vane passage flow. In this flow the stagnation region is large and it is shown that the time scale bound suggested by [Int. J. Heat Fluid Flow 17 (1995) 89] is well suited to prevent unphysical growth of turbulence kinetic energy. However, this constraint causes numerical instabilities when used in the equation for the relaxation parameter, f. It is also shown that the standard use of the realizability constraint in the v 2 -f model is inconsistent and some modifications are suggested. These changes of the v 2 -f model are examined and shown to have negligible effect on the overall performance of the v 2 -f model. In this work two different versions of the v 2 -f model are investigated and the results obtained are compared with experimental data. The model on a form similar to that originally suggested by Durbin (e.g. [AIAA J. 33 (1995) 659]) produced the overall best agreement with stator vane heat transfer data

Vibration analysis diagnostics by continuous-time models: A case study

International Nuclear Information System (INIS)

Pedregal, Diego J.; Carmen Carnero, Ma.

2009-01-01

In this paper a forecasting system in condition monitoring is developed based on vibration signals in order to improve the diagnosis of a certain critical equipment at an industrial plant. The system is based on statistical models capable of forecasting the state of the equipment combined with a cost model consisting of defining the time of preventive replacement when the minimum of the expected cost per unit of time is reached in the future. The most relevant features of the system are that (i) it is developed for bivariate signals; (ii) the statistical models are set up in a continuous-time framework, due to the specific nature of the data; and (iii) it has been developed from scratch for a real case study and may be generalised to other pieces of equipment. The system is thoroughly tested on the equipment available, showing its correctness with the data in a statistical sense and its capability of producing sensible results for the condition monitoring programme

Vibration analysis diagnostics by continuous-time models: A case study

Energy Technology Data Exchange (ETDEWEB)

Pedregal, Diego J. [Escuela Tecnica Superior de Ingenieros Industriales, Universidad de Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: Diego.Pedregal@uclm.es; Carmen Carnero, Ma. [Escuela Tecnica Superior de Ingenieros Industriales, Universidad de Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: Carmen.Carnero@uclm.es

2009-02-15

In this paper a forecasting system in condition monitoring is developed based on vibration signals in order to improve the diagnosis of a certain critical equipment at an industrial plant. The system is based on statistical models capable of forecasting the state of the equipment combined with a cost model consisting of defining the time of preventive replacement when the minimum of the expected cost per unit of time is reached in the future. The most relevant features of the system are that (i) it is developed for bivariate signals; (ii) the statistical models are set up in a continuous-time framework, due to the specific nature of the data; and (iii) it has been developed from scratch for a real case study and may be generalised to other pieces of equipment. The system is thoroughly tested on the equipment available, showing its correctness with the data in a statistical sense and its capability of producing sensible results for the condition monitoring programme.

A continuous time model of the bandwagon effect in collective action

OpenAIRE

Arieh Gavious; Shlomo Mizrahi

2001-01-01

The paper offers a complex and systematic model of the bandwagon effect in collective action using continuous time equations. The model treats the bandwagon effect as a process influenced by ratio between the mobilization efforts of social activists and the resources invested by the government to counteract this activity. The complex modeling approach makes it possible to identify the conditions for specific types of the bandwagon effect, and determines the scope of that effect. Relying on ce...

Asymmetric Realized Volatility Risk

Directory of Open Access Journals (Sweden)

David E. Allen

2014-06-01

Full Text Available In this paper, we document that realized variation measures constructed from high-frequency returns reveal a large degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which forecasting errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation measures are nearly Gaussian, this unpredictability brings considerably more uncertainty to the empirically relevant ex ante distribution of returns. Explicitly modeling this volatility risk is fundamental. We propose a dually asymmetric realized volatility model, which incorporates the fact that realized volatility series are systematically more volatile in high volatility periods. Returns in this framework display time varying volatility, skewness and kurtosis. We provide a detailed account of the empirical advantages of the model using data on the S&P 500 index and eight other indexes and stocks.

Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility

Czech Academy of Sciences Publication Activity Database

Baruník, Jozef; Kukačka, Jiří

2015-01-01

Roč. 15, č. 6 (2015), s. 959-973 ISSN 1469-7688 R&D Projects: GA ČR GA402/09/0965; GA ČR GA13-32263S EU Projects: European Commission 612955 - FINMAP Institutional support: RVO:67985556 Keywords : Stochastic cusp catastrophe model * Realized volatility * Bifurcations * Stock market crash Subject RIV: AH - Economics Impact factor: 0.794, year: 2015 http://library.utia.cas.cz/separaty/2014/E/barunik-0434202.pdf

A New Continuous-Time Equality-Constrained Optimization to Avoid Singularity.

Science.gov (United States)

Quan, Quan; Cai, Kai-Yuan

2016-02-01

In equality-constrained optimization, a standard regularity assumption is often associated with feasible point methods, namely, that the gradients of constraints are linearly independent. In practice, the regularity assumption may be violated. In order to avoid such a singularity, a new projection matrix is proposed based on which a feasible point method to continuous-time, equality-constrained optimization is developed. First, the equality constraint is transformed into a continuous-time dynamical system with solutions that always satisfy the equality constraint. Second, a new projection matrix without singularity is proposed to realize the transformation. An update (or say a controller) is subsequently designed to decrease the objective function along the solutions of the transformed continuous-time dynamical system. The invariance principle is then applied to analyze the behavior of the solution. Furthermore, the proposed method is modified to address cases in which solutions do not satisfy the equality constraint. Finally, the proposed optimization approach is applied to three examples to demonstrate its effectiveness.

Modelling and Forecasting Multivariate Realized Volatility

DEFF Research Database (Denmark)

Halbleib, Roxana; Voev, Valeri

2011-01-01

This paper proposes a methodology for dynamic modelling and forecasting of realized covariance matrices based on fractionally integrated processes. The approach allows for flexible dependence patterns and automatically guarantees positive definiteness of the forecast. We provide an empirical appl...

Discrete- vs. Continuous-Time Modeling of Unequally Spaced Experience Sampling Method Data

Directory of Open Access Journals (Sweden)

Silvia de Haan-Rietdijk

2017-10-01

Full Text Available The Experience Sampling Method is a common approach in psychological research for collecting intensive longitudinal data with high ecological validity. One characteristic of ESM data is that it is often unequally spaced, because the measurement intervals within a day are deliberately varied, and measurement continues over several days. This poses a problem for discrete-time (DT modeling approaches, which are based on the assumption that all measurements are equally spaced. Nevertheless, DT approaches such as (vector autoregressive modeling are often used to analyze ESM data, for instance in the context of affective dynamics research. There are equivalent continuous-time (CT models, but they are more difficult to implement. In this paper we take a pragmatic approach and evaluate the practical relevance of the violated model assumption in DT AR(1 and VAR(1 models, for the N = 1 case. We use simulated data under an ESM measurement design to investigate the bias in the parameters of interest under four different model implementations, ranging from the true CT model that accounts for all the exact measurement times, to the crudest possible DT model implementation, where even the nighttime is treated as a regular interval. An analysis of empirical affect data illustrates how the differences between DT and CT modeling can play out in practice. We find that the size and the direction of the bias in DT (VAR models for unequally spaced ESM data depend quite strongly on the true parameter in addition to data characteristics. Our recommendation is to use CT modeling whenever possible, especially now that new software implementations have become available.

A Continuous-Time Model for Valuing Foreign Exchange Options

Directory of Open Access Journals (Sweden)

James J. Kung

2013-01-01

Full Text Available This paper makes use of stochastic calculus to develop a continuous-time model for valuing European options on foreign exchange (FX when both domestic and foreign spot rates follow a generalized Wiener process. Using the dollar/euro exchange rate as input for parameter estimation and employing our FX option model as a yardstick, we find that the traditional Garman-Kohlhagen FX option model, which assumes constant spot rates, values incorrectly calls and puts for different values of the ratio of exchange rate to exercise price. Specifically, it undervalues calls when the ratio is between 0.70 and 1.08, and it overvalues calls when the ratio is between 1.18 and 1.30, whereas it overvalues puts when the ratio is between 0.70 and 0.82, and it undervalues puts when the ratio is between 0.86 and 1.30.

Continuous time random walk model with asymptotical probability density of waiting times via inverse Mittag-Leffler function

Science.gov (United States)

Liang, Yingjie; Chen, Wen

2018-04-01

The mean squared displacement (MSD) of the traditional ultraslow diffusion is a logarithmic function of time. Recently, the continuous time random walk model is employed to characterize this ultraslow diffusion dynamics by connecting the heavy-tailed logarithmic function and its variation as the asymptotical waiting time density. In this study we investigate the limiting waiting time density of a general ultraslow diffusion model via the inverse Mittag-Leffler function, whose special case includes the traditional logarithmic ultraslow diffusion model. The MSD of the general ultraslow diffusion model is analytically derived as an inverse Mittag-Leffler function, and is observed to increase even more slowly than that of the logarithmic function model. The occurrence of very long waiting time in the case of the inverse Mittag-Leffler function has the largest probability compared with the power law model and the logarithmic function model. The Monte Carlo simulations of one dimensional sample path of a single particle are also performed. The results show that the inverse Mittag-Leffler waiting time density is effective in depicting the general ultraslow random motion.

An Expectation Maximization Algorithm to Model Failure Times by Continuous-Time Markov Chains

Directory of Open Access Journals (Sweden)

Qihong Duan

2010-01-01

Full Text Available In many applications, the failure rate function may present a bathtub shape curve. In this paper, an expectation maximization algorithm is proposed to construct a suitable continuous-time Markov chain which models the failure time data by the first time reaching the absorbing state. Assume that a system is described by methods of supplementary variables, the device of stage, and so on. Given a data set, the maximum likelihood estimators of the initial distribution and the infinitesimal transition rates of the Markov chain can be obtained by our novel algorithm. Suppose that there are m transient states in the system and that there are n failure time data. The devised algorithm only needs to compute the exponential of m×m upper triangular matrices for O(nm2 times in each iteration. Finally, the algorithm is applied to two real data sets, which indicates the practicality and efficiency of our algorithm.

Learning a Continuous-Time Streaming Video QoE Model.

Science.gov (United States)

Ghadiyaram, Deepti; Pan, Janice; Bovik, Alan C

2018-05-01

Over-the-top adaptive video streaming services are frequently impacted by fluctuating network conditions that can lead to rebuffering events (stalling events) and sudden bitrate changes. These events visually impact video consumers' quality of experience (QoE) and can lead to consumer churn. The development of models that can accurately predict viewers' instantaneous subjective QoE under such volatile network conditions could potentially enable the more efficient design of quality-control protocols for media-driven services, such as YouTube, Amazon, Netflix, and so on. However, most existing models only predict a single overall QoE score on a given video and are based on simple global video features, without accounting for relevant aspects of human perception and behavior. We have created a QoE evaluator, called the time-varying QoE Indexer, that accounts for interactions between stalling events, analyzes the spatial and temporal content of a video, predicts the perceptual video quality, models the state of the client-side data buffer, and consequently predicts continuous-time quality scores that agree quite well with human opinion scores. The new QoE predictor also embeds the impact of relevant human cognitive factors, such as memory and recency, and their complex interactions with the video content being viewed. We evaluated the proposed model on three different video databases and attained standout QoE prediction performance.

A lattice-model representation of continuous-time random walks

International Nuclear Information System (INIS)

Campos, Daniel; Mendez, Vicenc

2008-01-01

We report some ideas for constructing lattice models (LMs) as a discrete approach to the reaction-dispersal (RD) or reaction-random walks (RRW) models. The analysis of a rather general class of Markovian and non-Markovian processes, from the point of view of their wavefront solutions, let us show that in some regimes their macroscopic dynamics (front speed) turns out to be different from that by classical reaction-diffusion equations, which are often used as a mean-field approximation to the problem. So, the convenience of a more general framework as that given by the continuous-time random walks (CTRW) is claimed. Here we use LMs as a numerical approach in order to support that idea, while in previous works our discussion was restricted to analytical models. For the two specific cases studied here, we derive and analyze the mean-field expressions for our LMs. As a result, we are able to provide some links between the numerical and analytical approaches studied

A lattice-model representation of continuous-time random walks

Energy Technology Data Exchange (ETDEWEB)

Campos, Daniel [School of Mathematics, Department of Applied Mathematics, University of Manchester, Manchester M60 1QD (United Kingdom); Mendez, Vicenc [Grup de Fisica Estadistica, Departament de Fisica, Universitat Autonoma de Barcelona, 08193 Bellaterra (Barcelona) (Spain)], E-mail: daniel.campos@uab.es, E-mail: vicenc.mendez@uab.es

2008-02-29

We report some ideas for constructing lattice models (LMs) as a discrete approach to the reaction-dispersal (RD) or reaction-random walks (RRW) models. The analysis of a rather general class of Markovian and non-Markovian processes, from the point of view of their wavefront solutions, let us show that in some regimes their macroscopic dynamics (front speed) turns out to be different from that by classical reaction-diffusion equations, which are often used as a mean-field approximation to the problem. So, the convenience of a more general framework as that given by the continuous-time random walks (CTRW) is claimed. Here we use LMs as a numerical approach in order to support that idea, while in previous works our discussion was restricted to analytical models. For the two specific cases studied here, we derive and analyze the mean-field expressions for our LMs. As a result, we are able to provide some links between the numerical and analytical approaches studied.

A Continuous-Time Agency Model of Optimal Contracting and Capital Structure

OpenAIRE

Peter M. DeMarzo; Yuliy Sannikov

2004-01-01

We consider a principal-agent model in which the agent needs to raise capital from the principal to finance a project. Our model is based on DeMarzo and Fishman (2003), except that the agent's cash flows are given by a Brownian motion with drift in continuous time. The difficulty in writing an appropriate financial contract in this setting is that the agent can conceal and divert cash flows for his own consumption rather than pay back the principal. Alternatively, the agent may reduce the mea...

Modeling commodity salam contract between two parties for discrete and continuous time series

Science.gov (United States)

Hisham, Azie Farhani Badrol; Jaffar, Maheran Mohd

2017-08-01

In order for Islamic finance to remain competitive as the conventional, there needs a new development of Islamic compliance product such as Islamic derivative that can be used to manage the risk. However, under syariah principles and regulations, all financial instruments must not be conflicting with five syariah elements which are riba (interest paid), rishwah (corruption), gharar (uncertainty or unnecessary risk), maysir (speculation or gambling) and jahl (taking advantage of the counterparty's ignorance). This study has proposed a traditional Islamic contract namely salam that can be built as an Islamic derivative product. Although a lot of studies has been done on discussing and proposing the implementation of salam contract as the Islamic product however they are more into qualitative and law issues. Since there is lack of quantitative study of salam contract being developed, this study introduces mathematical models that can value the appropriate salam price for a commodity salam contract between two parties. In modeling the commodity salam contract, this study has modified the existing conventional derivative model and come out with some adjustments to comply with syariah rules and regulations. The cost of carry model has been chosen as the foundation to develop the commodity salam model between two parties for discrete and continuous time series. However, the conventional time value of money results from the concept of interest that is prohibited in Islam. Therefore, this study has adopted the idea of Islamic time value of money which is known as the positive time preference, in modeling the commodity salam contract between two parties for discrete and continuous time series.

The realization problem for positive and fractional systems

CERN Document Server

Kaczorek, Tadeusz

2014-01-01

This book addresses the realization problem of positive and fractional continuous-time and discrete-time linear systems. Roughly speaking the essence of the realization problem can be stated as follows: Find the matrices of the state space equations of linear systems for given their transfer matrices. This first book on this topic shows how many well-known classical approaches have been extended to the new classes of positive and fractional linear systems. The modified Gilbert method for multi-input multi-output linear systems, the method for determination of realizations in the controller canonical forms and in observer canonical forms are presented. The realization problem for linear systems described by differential operators, the realization problem in the Weierstrass canonical forms and of the descriptor linear systems for given Markov parameters are addressed. The book also presents a method for the determination of minimal realizations of descriptor linear systems and an extension for cone linear syste...

A comparison of numerical methods for the solution of continuous-time DSGE models

DEFF Research Database (Denmark)

Parra-Alvarez, Juan Carlos

This paper evaluates the accuracy of a set of techniques that approximate the solution of continuous-time DSGE models. Using the neoclassical growth model I compare linear-quadratic, perturbation and projection methods. All techniques are applied to the HJB equation and the optimality conditions...... parameters of the model and suggest the use of projection methods when a high degree of accuracy is required....

Design and realization on function of pre-forming and continuous winding for HT-7U special winding machine

International Nuclear Information System (INIS)

Yu Jie; Gao Daming; Wen Jun; Zhu Wenhua; Cheng Leping; Tao Yuming

2000-05-01

The winding machine is one of the critical facilities for R and D of HT-7U construction. The machine mainly consists of five parts, CICC pay-off spool, a four-rollers straightening assembly, a four-roller forming/bending assembly, continuous winding structure and CNC control system with three-axis CNC control. The facility is needed for CICC magnet fabrication of HT-7U. The main requirements of the winding machine are: continuous winding to reduce number of joints inside the coils; pre-forming CICC conductor to avoid winding with tension; suitable for all TF and PF coils within the scope of various coil shape and dimension limit; improving the configuration tolerance, specially flatness of the CICC conductor. The author emphasizes on the design and realization on function of Pre-forming and Continuous Winding for HT-7U special winding machine. The winding machine with high accuracy has just been developed and applied to the construction of HT-7U model coils

[Design and implementation of real-time continuous glucose monitoring instrument].

Science.gov (United States)

Huang, Yonghong; Liu, Hongying; Tian, Senfu; Jia, Ziru; Wang, Zi; Pi, Xitian

2017-12-01

Real-time continuous glucose monitoring can help diabetics to control blood sugar levels within the normal range. However, in the process of practical monitoring, the output of real-time continuous glucose monitoring system is susceptible to glucose sensor and environment noise, which will influence the measurement accuracy of the system. Aiming at this problem, a dual-calibration algorithm for the moving-window double-layer filtering algorithm combined with real-time self-compensation calibration algorithm is proposed in this paper, which can realize the signal drift compensation for current data. And a real-time continuous glucose monitoring instrument based on this study was designed. This real-time continuous glucose monitoring instrument consisted of an adjustable excitation voltage module, a current-voltage converter module, a microprocessor and a wireless transceiver module. For portability, the size of the device was only 40 mm × 30 mm × 5 mm and its weight was only 30 g. In addition, a communication command code algorithm was designed to ensure the security and integrity of data transmission in this study. Results of experiments in vitro showed that current detection of the device worked effectively. A 5-hour monitoring of blood glucose level in vivo showed that the device could continuously monitor blood glucose in real time. The relative error of monitoring results of the designed device ranged from 2.22% to 7.17% when comparing to a portable blood meter.

Fitting and interpreting continuous-time latent Markov models for panel data.

Science.gov (United States)

Lange, Jane M; Minin, Vladimir N

2013-11-20

Multistate models characterize disease processes within an individual. Clinical studies often observe the disease status of individuals at discrete time points, making exact times of transitions between disease states unknown. Such panel data pose considerable modeling challenges. Assuming the disease process progresses accordingly, a standard continuous-time Markov chain (CTMC) yields tractable likelihoods, but the assumption of exponential sojourn time distributions is typically unrealistic. More flexible semi-Markov models permit generic sojourn distributions yet yield intractable likelihoods for panel data in the presence of reversible transitions. One attractive alternative is to assume that the disease process is characterized by an underlying latent CTMC, with multiple latent states mapping to each disease state. These models retain analytic tractability due to the CTMC framework but allow for flexible, duration-dependent disease state sojourn distributions. We have developed a robust and efficient expectation-maximization algorithm in this context. Our complete data state space consists of the observed data and the underlying latent trajectory, yielding computationally efficient expectation and maximization steps. Our algorithm outperforms alternative methods measured in terms of time to convergence and robustness. We also examine the frequentist performance of latent CTMC point and interval estimates of disease process functionals based on simulated data. The performance of estimates depends on time, functional, and data-generating scenario. Finally, we illustrate the interpretive power of latent CTMC models for describing disease processes on a dataset of lung transplant patients. We hope our work will encourage wider use of these models in the biomedical setting. Copyright © 2013 John Wiley & Sons, Ltd.

Realization of Cohen-Glashow very special relativity on noncommutative space-time.

Science.gov (United States)

Sheikh-Jabbari, M M; Tureanu, A

2008-12-31

We show that the Cohen-Glashow very special relativity (VSR) theory [A. G. Cohen and S. L. Glashow, Phys. Rev. Lett. 97, 021601 (2006)] can be realized as the part of the Poincaré symmetry preserved on a noncommutative Moyal plane with lightlike noncommutativity. Moreover, we show that the three subgroups relevant to VSR can also be realized in the noncommutative space-time setting. For all of these three cases, the noncommutativity parameter theta(mu upsilon) should be lightlike (theta(mu upsilon) theta mu upsilon = 0). We discuss some physical implications of this realization of the Cohen-Glashow VSR.

Exploratory Study for Continuous-time Parameter Estimation of Ankle Dynamics

Science.gov (United States)

Kukreja, Sunil L.; Boyle, Richard D.

2014-01-01

Recently, a parallel pathway model to describe ankle dynamics was proposed. This model provides a relationship between ankle angle and net ankle torque as the sum of a linear and nonlinear contribution. A technique to identify parameters of this model in discrete-time has been developed. However, these parameters are a nonlinear combination of the continuous-time physiology, making insight into the underlying physiology impossible. The stable and accurate estimation of continuous-time parameters is critical for accurate disease modeling, clinical diagnosis, robotic control strategies, development of optimal exercise protocols for longterm space exploration, sports medicine, etc. This paper explores the development of a system identification technique to estimate the continuous-time parameters of ankle dynamics. The effectiveness of this approach is assessed via simulation of a continuous-time model of ankle dynamics with typical parameters found in clinical studies. The results show that although this technique improves estimates, it does not provide robust estimates of continuous-time parameters of ankle dynamics. Due to this we conclude that alternative modeling strategies and more advanced estimation techniques be considered for future work.

Could We Realize the Fully Flexible System by Real-Time Computing with Thin-Film Transistors?

Directory of Open Access Journals (Sweden)

Qin Li

2017-11-01

Full Text Available Flexible electronic devices, such as the typical thin-film transistors, are widely adopted in the area of sensors, displayers, wearable equipment, and such large-area applications, for their features of bending and stretching; additionally, in some applications of lower-resolution data converters recently, where a trend appears that implementing more parts of system with flexible devices to realize the fully flexible system. Nevertheless, relatively fewer works on the computation parts with flexible electronic devices are reported, due to their poor carrier mobility, which blocks the way to realize the fully flexible systems with uniform manufacturing process. In this paper, a novel circuit architecture for image processing accelerator using Oxide Thin-film transistor (TFT, which could realize real-time image pre-processing and classification in the analog domain, is proposed, where the performance and fault-tolerance of image signal processing is exploited. All of the computation is done in the analog signal domain and no clock signal is needed. Therefore, certain weaknesses of flexible electronic devices, such as low carrier mobility, could be remedied dramatically. In this paper, Simulations based on Oxide TFT device model have demonstrated that the flexible computing parts could perform 5 × 5 Gaussian convolution operation at a speed of 3.3 MOPS/s with the energy efficiency of 1.83 TOPS/J, and realize image classification at a speed of 10 k fps, with the energy efficiency of 5.25 GOPS/J, which means that the potential applications to realize real-time computing parts of complex algorithms with flexible electronic devices, as well as the future fully flexible systems containing sensors, data converters, energy suppliers, and real-time signal processing modules, all with flexible devices.

Continuous-time modeling of cell fate determination in Arabidopsis flowers

Directory of Open Access Journals (Sweden)

Angenent Gerco C

2010-07-01

Full Text Available Abstract Background The genetic control of floral organ specification is currently being investigated by various approaches, both experimentally and through modeling. Models and simulations have mostly involved boolean or related methods, and so far a quantitative, continuous-time approach has not been explored. Results We propose an ordinary differential equation (ODE model that describes the gene expression dynamics of a gene regulatory network that controls floral organ formation in the model plant Arabidopsis thaliana. In this model, the dimerization of MADS-box transcription factors is incorporated explicitly. The unknown parameters are estimated from (known experimental expression data. The model is validated by simulation studies of known mutant plants. Conclusions The proposed model gives realistic predictions with respect to independent mutation data. A simulation study is carried out to predict the effects of a new type of mutation that has so far not been made in Arabidopsis, but that could be used as a severe test of the validity of the model. According to our predictions, the role of dimers is surprisingly important. Moreover, the functional loss of any dimer leads to one or more phenotypic alterations.

Modelling and real-time simulation of continuous-discrete systems in mechatronics

Energy Technology Data Exchange (ETDEWEB)

Lindow, H. [Rostocker, Magdeburg (Germany)

1996-12-31

This work presents a methodology for simulation and modelling of systems with continuous - discrete dynamics. It derives hybrid discrete event models from Lagrange`s equations of motion. This method combines continuous mechanical, electrical and thermodynamical submodels on one hand with discrete event models an the other hand into a hybrid discrete event model. This straight forward software development avoids numeric overhead.

A hierarchical model for estimating the spatial distribution and abundance of animals detected by continuous-time recorders.

Directory of Open Access Journals (Sweden)

Robert M Dorazio

Full Text Available Several spatial capture-recapture (SCR models have been developed to estimate animal abundance by analyzing the detections of individuals in a spatial array of traps. Most of these models do not use the actual dates and times of detection, even though this information is readily available when using continuous-time recorders, such as microphones or motion-activated cameras. Instead most SCR models either partition the period of trap operation into a set of subjectively chosen discrete intervals and ignore multiple detections of the same individual within each interval, or they simply use the frequency of detections during the period of trap operation and ignore the observed times of detection. Both practices make inefficient use of potentially important information in the data.We developed a hierarchical SCR model to estimate the spatial distribution and abundance of animals detected with continuous-time recorders. Our model includes two kinds of point processes: a spatial process to specify the distribution of latent activity centers of individuals within the region of sampling and a temporal process to specify temporal patterns in the detections of individuals. We illustrated this SCR model by analyzing spatial and temporal patterns evident in the camera-trap detections of tigers living in and around the Nagarahole Tiger Reserve in India. We also conducted a simulation study to examine the performance of our model when analyzing data sets of greater complexity than the tiger data.Our approach provides three important benefits: First, it exploits all of the information in SCR data obtained using continuous-time recorders. Second, it is sufficiently versatile to allow the effects of both space use and behavior of animals to be specified as functions of covariates that vary over space and time. Third, it allows both the spatial distribution and abundance of individuals to be estimated, effectively providing a species distribution model, even in

Separation of enantiomers by continuous preferential crystallization: Experimental realization using a coupled crystallizer configuration

DEFF Research Database (Denmark)

Chaaban, Joussef Hussein; Dam-Johansen, Kim; Kiil, Søren

2013-01-01

The experimental realization of a continuous preferential crystallization process, consisting of two mixed-flow crystallizers coupled via crystal-free liquid exchange streams and with only the liquid phases operating continuously, is addressed. Experiments in triplicate, using the conglomerate....... Successful enantioseparation by crystal growth, with the repeatability being within ±10% deviation, was obtained. However, slow crystal growth, due to a low surface integration rate, led to a negligible consumption of the desired enantiomer added in the feed solution, resulting in low productivities....... Productivities, yields, and purities of solid products were influenced by the morphological differences in the seed crystals. Due to irregularly shaped seed crystals, increase in the productivities and yields were achieved in the L-Tank. Lower purities of solid products from the L-Tank compared to purities...

Linear system identification via backward-time observer models

Science.gov (United States)

Juang, Jer-Nan; Phan, Minh

1993-01-01

This paper presents an algorithm to identify a state-space model of a linear system using a backward-time approach. The procedure consists of three basic steps. First, the Markov parameters of a backward-time observer are computed from experimental input-output data. Second, the backward-time observer Markov parameters are decomposed to obtain the backward-time system Markov parameters (backward-time pulse response samples) from which a backward-time state-space model is realized using the Eigensystem Realization Algorithm. Third, the obtained backward-time state space model is converted to the usual forward-time representation. Stochastic properties of this approach will be discussed. Experimental results are given to illustrate when and to what extent this concept works.

Pseudo-Hermitian continuous-time quantum walks

Energy Technology Data Exchange (ETDEWEB)

Salimi, S; Sorouri, A, E-mail: shsalimi@uok.ac.i, E-mail: a.sorouri@uok.ac.i [Department of Physics, University of Kurdistan, PO Box 66177-15175, Sanandaj (Iran, Islamic Republic of)

2010-07-09

In this paper we present a model exhibiting a new type of continuous-time quantum walk (as a quantum-mechanical transport process) on networks, which is described by a non-Hermitian Hamiltonian possessing a real spectrum. We call it pseudo-Hermitian continuous-time quantum walk. We introduce a method to obtain the probability distribution of walk on any vertex and then study a specific system. We observe that the probability distribution on certain vertices increases compared to that of the Hermitian case. This formalism makes the transport process faster and can be useful for search algorithms.

Analysis of a turbulent buoyant confined jet modeled using realizable k-ε model

KAUST Repository

El-Amin, Mohamed; Sun, Shuyu; Heidemann, Wolfgang; Mü ller-Steinhagen, Hans M.

2010-01-01

Through this paper, analyses of components of the unheated/heated turbulent confined jet are introduced and some models to describe them are developed. Turbulence realizable k-ε model is used to model the turbulence of this problem. Numerical

Accurate Lithium-ion battery parameter estimation with continuous-time system identification methods

International Nuclear Information System (INIS)

Xia, Bing; Zhao, Xin; Callafon, Raymond de; Garnier, Hugues; Nguyen, Truong; Mi, Chris

2016-01-01

Highlights: • Continuous-time system identification is applied in Lithium-ion battery modeling. • Continuous-time and discrete-time identification methods are compared in detail. • The instrumental variable method is employed to further improve the estimation. • Simulations and experiments validate the advantages of continuous-time methods. - Abstract: The modeling of Lithium-ion batteries usually utilizes discrete-time system identification methods to estimate parameters of discrete models. However, in real applications, there is a fundamental limitation of the discrete-time methods in dealing with sensitivity when the system is stiff and the storage resolutions are limited. To overcome this problem, this paper adopts direct continuous-time system identification methods to estimate the parameters of equivalent circuit models for Lithium-ion batteries. Compared with discrete-time system identification methods, the continuous-time system identification methods provide more accurate estimates to both fast and slow dynamics in battery systems and are less sensitive to disturbances. A case of a 2"n"d-order equivalent circuit model is studied which shows that the continuous-time estimates are more robust to high sampling rates, measurement noises and rounding errors. In addition, the estimation by the conventional continuous-time least squares method is further improved in the case of noisy output measurement by introducing the instrumental variable method. Simulation and experiment results validate the analysis and demonstrate the advantages of the continuous-time system identification methods in battery applications.

Bayesian estimation of realized stochastic volatility model by Hybrid Monte Carlo algorithm

International Nuclear Information System (INIS)

Takaishi, Tetsuya

2014-01-01

The hybrid Monte Carlo algorithm (HMCA) is applied for Bayesian parameter estimation of the realized stochastic volatility (RSV) model. Using the 2nd order minimum norm integrator (2MNI) for the molecular dynamics (MD) simulation in the HMCA, we find that the 2MNI is more efficient than the conventional leapfrog integrator. We also find that the autocorrelation time of the volatility variables sampled by the HMCA is very short. Thus it is concluded that the HMCA with the 2MNI is an efficient algorithm for parameter estimations of the RSV model

Discounting Models for Outcomes over Continuous Time

DEFF Research Database (Denmark)

Harvey, Charles M.; Østerdal, Lars Peter

Events that occur over a period of time can be described either as sequences of outcomes at discrete times or as functions of outcomes in an interval of time. This paper presents discounting models for events of the latter type. Conditions on preferences are shown to be satisfied if and only if t...... if the preferences are represented by a function that is an integral of a discounting function times a scale defined on outcomes at instants of time....

Heterogeneous continuous-time random walks

Science.gov (United States)

Grebenkov, Denis S.; Tupikina, Liubov

2018-01-01

We introduce a heterogeneous continuous-time random walk (HCTRW) model as a versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as porous or disordered media, multiscale or crowded environments, weighted graphs or networks. We derive the exact form of the propagator and investigate the effects of spatiotemporal heterogeneities onto the diffusive dynamics via the spectral properties of the generalized transition matrix. In particular, we show how the distribution of first-passage times changes due to local and global heterogeneities of the medium. The HCTRW formalism offers a unified mathematical language to address various diffusion-reaction problems, with numerous applications in material sciences, physics, chemistry, biology, and social sciences.

Electronic realization of the fractional-order systems

Directory of Open Access Journals (Sweden)

Františka Dorčáková

2007-10-01

Full Text Available This article is devoted to the electronic (analogue realization of the fractional-order systems – controllers or controlled objects whose we earlier used, identified, and analyzed as a mathematical models only ��� namely a fractional-order differential equation, and solved numerically using a method based on the truncated version of the Grunwald - Letnikov formula for fractional derivative. The electronic realization of the fractional derivative is based on the continued fraction expansion of the rational approximation of the fractional differentiator from which we obtained the values of the resistors and capacitors of the electronic circuit. Along with the mathematical description are presented also simulation and measurement results.

CONTINUITY OF THE MEANINGS AND FORMS OF PATRIOTISM IN THE CONTEXT OF SOCIAL TIME STUDY

Directory of Open Access Journals (Sweden)

Olga Valerjevna Kashirina

2017-06-01

Full Text Available Purpose. The work objective is to identify the focus of the meanings’ continuity and forms of patriotism in patriotic choice as the frame meaning of main life strategy that each civilized subject has- an individual, a social community of any size. The choice truthfulness is defined by presence of the meaning time continuity and approach of its structure to «the right rate». Methodology. The problem analysis is carried out on the basis of transdisciplinary dialectical and trialectical method of distinction and meaning-making with respect to intellectual technology of civilized and noospheric patriotism continuity. Results. The article regards to the continuity of meanings and forms of patriotism in the context of social time study and searches for the solution to the problem of patriotism in three lines: 1 as the problem of civilized patriotism of Great and Small Motherland, 2 as the problem of noospheric patriotism, 3 as the problem of the continuity of the meanings between them. It highlights the solution flexibility of patriotism problem that is related to the fact that social time study considers patriotism as the culture phenomenon that has the dialectical «nature of existence», and at the same time, it has three way model of civilized reality «existence» meanings – entirety of present, continuity of past and reasonability of future. The article says that the dynamic balance of meanings of civilized and noospheric patriotism in the identity culture of a civilized subject making the culture of his/her behavior and activity provides formation and stability of moral and spiritual immunity that appears by virtue of them in the semantic field of patriotism. Practical implications. The practical implication of the research is in its usability to work out courses on philosophy, culture philosophy, etc. Social time study theory can be realized in teaching practice of the new course unit «The basics of social time study» as a humanity

Continuous and Discrete-Time Optimal Controls for an Isolated Signalized Intersection

Directory of Open Access Journals (Sweden)

Jiyuan Tan

2017-01-01

Full Text Available A classical control problem for an isolated oversaturated intersection is revisited with a focus on the optimal control policy to minimize total delay. The difference and connection between existing continuous-time planning models and recently proposed discrete-time planning models are studied. A gradient descent algorithm is proposed to convert the optimal control plan of the continuous-time model to the plan of the discrete-time model in many cases. Analytic proof and numerical tests for the algorithm are also presented. The findings shed light on the links between two kinds of models.

An introduction to continuous-time stochastic processes theory, models, and applications to finance, biology, and medicine

CERN Document Server

Capasso, Vincenzo

2015-01-01

This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics include: * Markov processes * Stochastic differential equations * Arbitrage-free markets and financial derivatives * Insurance risk * Population dynamics, and epidemics * Agent-based models New to the Third Edition: * Infinitely divisible distributions * Random measures * Levy processes * Fractional Brownian motion * Ergodic theory * Karhunen-Loeve expansion * Additional applications * Additional  exercises * Smoluchowski  approximation of  Langevin systems An Introduction to Continuous-Time Stochastic Processes, Third Editio...

Stability of continuous-time quantum filters with measurement imperfections

Science.gov (United States)

Amini, H.; Pellegrini, C.; Rouchon, P.

2014-07-01

The fidelity between the state of a continuously observed quantum system and the state of its associated quantum filter, is shown to be always a submartingale. The observed system is assumed to be governed by a continuous-time Stochastic Master Equation (SME), driven simultaneously by Wiener and Poisson processes and that takes into account incompleteness and errors in measurements. This stability result is the continuous-time counterpart of a similar stability result already established for discrete-time quantum systems and where the measurement imperfections are modelled by a left stochastic matrix.

Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice

NARCIS (Netherlands)

Callot, Laurent A.F.; Kock, Anders B.; Medeiros, Marcelo C.

2017-01-01

We consider modeling and forecasting large realized covariance matrices by penalized vector autoregressive models. We consider Lasso-type estimators to reduce the dimensionality and provide strong theoretical guarantees on the forecast capability of our procedure. We show that we can forecast

A joint logistic regression and covariate-adjusted continuous-time Markov chain model.

Science.gov (United States)

Rubin, Maria Laura; Chan, Wenyaw; Yamal, Jose-Miguel; Robertson, Claudia Sue

2017-12-10

The use of longitudinal measurements to predict a categorical outcome is an increasingly common goal in research studies. Joint models are commonly used to describe two or more models simultaneously by considering the correlated nature of their outcomes and the random error present in the longitudinal measurements. However, there is limited research on joint models with longitudinal predictors and categorical cross-sectional outcomes. Perhaps the most challenging task is how to model the longitudinal predictor process such that it represents the true biological mechanism that dictates the association with the categorical response. We propose a joint logistic regression and Markov chain model to describe a binary cross-sectional response, where the unobserved transition rates of a two-state continuous-time Markov chain are included as covariates. We use the method of maximum likelihood to estimate the parameters of our model. In a simulation study, coverage probabilities of about 95%, standard deviations close to standard errors, and low biases for the parameter values show that our estimation method is adequate. We apply the proposed joint model to a dataset of patients with traumatic brain injury to describe and predict a 6-month outcome based on physiological data collected post-injury and admission characteristics. Our analysis indicates that the information provided by physiological changes over time may help improve prediction of long-term functional status of these severely ill subjects. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

STATISTICAL ANALYSIS OF NOTATIONAL AFL DATA USING CONTINUOUS TIME MARKOV CHAINS

Directory of Open Access Journals (Sweden)

Denny Meyer

2006-12-01

Full Text Available Animal biologists commonly use continuous time Markov chain models to describe patterns of animal behaviour. In this paper we consider the use of these models for describing AFL football. In particular we test the assumptions for continuous time Markov chain models (CTMCs, with time, distance and speed values associated with each transition. Using a simple event categorisation it is found that a semi-Markov chain model is appropriate for this data. This validates the use of Markov Chains for future studies in which the outcomes of AFL matches are simulated

Application of continuous-time random walk to statistical arbitrage

Directory of Open Access Journals (Sweden)

Sergey Osmekhin

2015-01-01

Full Text Available An analytical statistical arbitrage strategy is proposed, where the distribution of the spread is modelled as a continuous-time random walk. Optimal boundaries, computed as a function of the mean and variance of the firstpassage time ofthe spread,maximises an objective function. The predictability of the trading strategy is analysed and contrasted for two forms of continuous-time random walk processes. We found that the waiting-time distribution has a significant impact on the prediction of the expected profit for intraday trading

Continuous-Time Semi-Markov Models in Health Economic Decision Making : An Illustrative Example in Heart Failure Disease Management

NARCIS (Netherlands)

Cao, Qi; Buskens, Erik; Feenstra, Talitha; Jaarsma, Tiny; Hillege, Hans; Postmus, Douwe

Continuous-time state transition models may end up having large unwieldy structures when trying to represent all relevant stages of clinical disease processes by means of a standard Markov model. In such situations, a more parsimonious, and therefore easier-to-grasp, model of a patient's disease

SIMULATION FROM ENDPOINT-CONDITIONED, CONTINUOUS-TIME MARKOV CHAINS ON A FINITE STATE SPACE, WITH APPLICATIONS TO MOLECULAR EVOLUTION.

Science.gov (United States)

Hobolth, Asger; Stone, Eric A

2009-09-01

Analyses of serially-sampled data often begin with the assumption that the observations represent discrete samples from a latent continuous-time stochastic process. The continuous-time Markov chain (CTMC) is one such generative model whose popularity extends to a variety of disciplines ranging from computational finance to human genetics and genomics. A common theme among these diverse applications is the need to simulate sample paths of a CTMC conditional on realized data that is discretely observed. Here we present a general solution to this sampling problem when the CTMC is defined on a discrete and finite state space. Specifically, we consider the generation of sample paths, including intermediate states and times of transition, from a CTMC whose beginning and ending states are known across a time interval of length T. We first unify the literature through a discussion of the three predominant approaches: (1) modified rejection sampling, (2) direct sampling, and (3) uniformization. We then give analytical results for the complexity and efficiency of each method in terms of the instantaneous transition rate matrix Q of the CTMC, its beginning and ending states, and the length of sampling time T. In doing so, we show that no method dominates the others across all model specifications, and we give explicit proof of which method prevails for any given Q, T, and endpoints. Finally, we introduce and compare three applications of CTMCs to demonstrate the pitfalls of choosing an inefficient sampler.

Nuclide transport of decay chain in the fractured rock medium: a model using continuous time Markov process

International Nuclear Information System (INIS)

Younmyoung Lee; Kunjai Lee

1995-01-01

A model using continuous time Markov process for nuclide transport of decay chain of arbitrary length in the fractured rock medium has been developed. Considering the fracture in the rock matrix as a finite number of compartments, the transition probability for nuclide from the transition intensity between and out of the compartments is represented utilizing Chapman-Kolmogorov equation, with which the expectation and the variance of nuclide distribution for the fractured rock medium could be obtained. A comparison between continuous time Markov process model and available analytical solutions for the nuclide transport of three decay chains without rock matrix diffusion has been made showing comparatively good agreement. Fittings with experimental breakthrough curves obtained with nonsorbing materials such as NaLS and uranine in the artificial fractured rock are also made. (author)

NONLINEAR PLANT PIECEWISE-CONTINUOUS MODEL MATRIX PARAMETERS ESTIMATION

Directory of Open Access Journals (Sweden)

Roman L. Leibov

2017-09-01

Full Text Available This paper presents a nonlinear plant piecewise-continuous model matrix parameters estimation technique using nonlinear model time responses and random search method. One of piecewise-continuous model application areas is defined. The results of proposed approach application for aircraft turbofan engine piecewisecontinuous model formation are presented

Stylised facts of financial time series and hidden Markov models in continuous time

DEFF Research Database (Denmark)

Nystrup, Peter; Madsen, Henrik; Lindström, Erik

2015-01-01

presents an extension to continuous time where it is possible to increase the number of states with a linear rather than quadratic growth in the number of parameters. The possibility of increasing the number of states leads to a better fit to both the distributional and temporal properties of daily returns....

Continuous-time interval model identification of blood glucose dynamics for type 1 diabetes

Science.gov (United States)

Kirchsteiger, Harald; Johansson, Rolf; Renard, Eric; del Re, Luigi

2014-07-01

While good physiological models of the glucose metabolism in type 1 diabetic patients are well known, their parameterisation is difficult. The high intra-patient variability observed is a further major obstacle. This holds for data-based models too, so that no good patient-specific models are available. Against this background, this paper proposes the use of interval models to cover the different metabolic conditions. The control-oriented models contain a carbohydrate and insulin sensitivity factor to be used for insulin bolus calculators directly. Available clinical measurements were sampled on an irregular schedule which prompts the use of continuous-time identification, also for the direct estimation of the clinically interpretable factors mentioned above. An identification method is derived and applied to real data from 28 diabetic patients. Model estimation was done on a clinical data-set, whereas validation results shown were done on an out-of-clinic, everyday life data-set. The results show that the interval model approach allows a much more regular estimation of the parameters and avoids physiologically incompatible parameter estimates.

A METHODOLOGY FOR THE CHOICE OF THE BEST FITTING CONTINUOUS-TIME STOCHASTIC MODELS OF CRUDE OIL PRICE: THE CASE OF RUSSIA

Directory of Open Access Journals (Sweden)

Hamidreza Mostafaei

2013-01-01

Full Text Available In this study, it has been attempted to select the best continuous- time stochastic model, in order to describe and forecast the oil price of Russia, by information and statistics about oil price that has been available for oil price in the past. For this purpose, method of The Maximum Likelihood Estimation is implemented for estimation of the parameters of continuous-time stochastic processes. The result of unit root test with a structural break, reveals that time series of the crude oil price is a stationary series. The simulation of continuous-time stochastic processes and the mean square error between the simulated prices and the market ones shows that the Geometric Brownian Motion is the best model for the Russian crude oil price.

Bias correction in the realized stochastic volatility model for daily volatility on the Tokyo Stock Exchange

Science.gov (United States)

Takaishi, Tetsuya

2018-06-01

The realized stochastic volatility model has been introduced to estimate more accurate volatility by using both daily returns and realized volatility. The main advantage of the model is that no special bias-correction factor for the realized volatility is required a priori. Instead, the model introduces a bias-correction parameter responsible for the bias hidden in realized volatility. We empirically investigate the bias-correction parameter for realized volatilities calculated at various sampling frequencies for six stocks on the Tokyo Stock Exchange, and then show that the dynamic behavior of the bias-correction parameter as a function of sampling frequency is qualitatively similar to that of the Hansen-Lunde bias-correction factor although their values are substantially different. Under the stochastic diffusion assumption of the return dynamics, we investigate the accuracy of estimated volatilities by examining the standardized returns. We find that while the moments of the standardized returns from low-frequency realized volatilities are consistent with the expectation from the Gaussian variables, the deviation from the expectation becomes considerably large at high frequencies. This indicates that the realized stochastic volatility model itself cannot completely remove bias at high frequencies.

Research and realization of key technology in HILS interactive system

Science.gov (United States)

Liu, Che; Lu, Huiming; Wang, Fankai

2018-03-01

This paper designed HILS (Hardware In the Loop Simulation) interactive system based on xPC platform . Through the interface between C++ and MATLAB engine, establish the seamless data connection between Simulink and interactive system, complete data interaction between system and Simulink, realize the function development of model configuration, parameter modification and off line simulation. We establish the data communication between host and target machine through TCP/IP protocol to realize the model download and real-time simulation. Use database to store simulation data, implement real-time simulation monitoring and simulation data management. Realize system function integration by Qt graphic interface library and dynamic link library. At last, take the typical control system as an example to verify the feasibility of HILS interactive system.

Offset-Free Direct Power Control of DFIG Under Continuous-Time Model Predictive Control

DEFF Research Database (Denmark)

Errouissi, Rachid; Al-Durra, Ahmed; Muyeen, S.M.

2017-01-01

This paper presents a robust continuous-time model predictive direct power control for doubly fed induction generator (DFIG). The proposed approach uses Taylor series expansion to predict the stator current in the synchronous reference frame over a finite time horizon. The predicted stator current...... is directly used to compute the required rotor voltage in order to minimize the difference between the actual stator currents and their references over the predictive time. However, as the proposed strategy is sensitive to parameter variations and external disturbances, a disturbance observer is embedded...... into the control loop to remove the steady-state error of the stator current. It turns out that the steady-state and the transient performances can be identified by simple design parameters. In this paper, the reference of the stator current is directly calculated from the desired stator active and reactive powers...

Adaptive modification of the delayed feedback control algorithm with a continuously varying time delay

International Nuclear Information System (INIS)

Pyragas, V.; Pyragas, K.

2011-01-01

We propose a simple adaptive delayed feedback control algorithm for stabilization of unstable periodic orbits with unknown periods. The state dependent time delay is varied continuously towards the period of controlled orbit according to a gradient-descent method realized through three simple ordinary differential equations. We demonstrate the efficiency of the algorithm with the Roessler and Mackey-Glass chaotic systems. The stability of the controlled orbits is proven by computation of the Lyapunov exponents of linearized equations. -- Highlights: → A simple adaptive modification of the delayed feedback control algorithm is proposed. → It enables the control of unstable periodic orbits with unknown periods. → The delay time is varied continuously according to a gradient descend method. → The algorithm is embodied by three simple ordinary differential equations. → The validity of the algorithm is proven by computation of the Lyapunov exponents.

A latent class multiple constraint multiple discrete-continuous extreme value model of time use and goods consumption.

Science.gov (United States)

2016-06-01

This paper develops a microeconomic theory-based multiple discrete continuous choice model that considers: (a) that both goods consumption and time allocations (to work and non-work activities) enter separately as decision variables in the utility fu...

Global dissipativity of continuous-time recurrent neural networks with time delay

International Nuclear Information System (INIS)

Liao Xiaoxin; Wang Jun

2003-01-01

This paper addresses the global dissipativity of a general class of continuous-time recurrent neural networks. First, the concepts of global dissipation and global exponential dissipation are defined and elaborated. Next, the sets of global dissipativity and global exponentially dissipativity are characterized using the parameters of recurrent neural network models. In particular, it is shown that the Hopfield network and cellular neural networks with or without time delays are dissipative systems

Continuous-time quantum Monte Carlo impurity solvers

Science.gov (United States)

Gull, Emanuel; Werner, Philipp; Fuchs, Sebastian; Surer, Brigitte; Pruschke, Thomas; Troyer, Matthias

2011-04-01

Continuous-time quantum Monte Carlo impurity solvers are algorithms that sample the partition function of an impurity model using diagrammatic Monte Carlo techniques. The present paper describes codes that implement the interaction expansion algorithm originally developed by Rubtsov, Savkin, and Lichtenstein, as well as the hybridization expansion method developed by Werner, Millis, Troyer, et al. These impurity solvers are part of the ALPS-DMFT application package and are accompanied by an implementation of dynamical mean-field self-consistency equations for (single orbital single site) dynamical mean-field problems with arbitrary densities of states. Program summaryProgram title: dmft Catalogue identifier: AEIL_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEIL_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: ALPS LIBRARY LICENSE version 1.1 No. of lines in distributed program, including test data, etc.: 899 806 No. of bytes in distributed program, including test data, etc.: 32 153 916 Distribution format: tar.gz Programming language: C++ Operating system: The ALPS libraries have been tested on the following platforms and compilers: Linux with GNU Compiler Collection (g++ version 3.1 and higher), and Intel C++ Compiler (icc version 7.0 and higher) MacOS X with GNU Compiler (g++ Apple-version 3.1, 3.3 and 4.0) IBM AIX with Visual Age C++ (xlC version 6.0) and GNU (g++ version 3.1 and higher) compilers Compaq Tru64 UNIX with Compq C++ Compiler (cxx) SGI IRIX with MIPSpro C++ Compiler (CC) HP-UX with HP C++ Compiler (aCC) Windows with Cygwin or coLinux platforms and GNU Compiler Collection (g++ version 3.1 and higher) RAM: 10 MB-1 GB Classification: 7.3 External routines: ALPS [1], BLAS/LAPACK, HDF5 Nature of problem: (See [2].) Quantum impurity models describe an atom or molecule embedded in a host material with which it can exchange electrons. They are basic to nanoscience as

Linear discrete-time state space realization of a modified quadruple tank system with state estimation using Kalman filter

DEFF Research Database (Denmark)

Mohd. Azam, Sazuan Nazrah

2017-01-01

In this paper, we used the modified quadruple tank system that represents a multi-input-multi-output (MIMO) system as an example to present the realization of a linear discrete-time state space model and to obtain the state estimation using Kalman filter in a methodical mannered. First, an existing...... part of the Kalman filter is used to estimates the current state, based on the model and the measurements. The static and dynamic Kalman filter is compared and all results is demonstrated through simulations....

A continuous time delay-difference type model (CTDDM) applied to stock assessment of the southern Atlantic albacore Thunnus alalunga

Institute of Scientific and Technical Information of China (English)

LIAO Baochao; LIU Qun; ZHANG Kui; Abdul BASET; Aamir Mahmood MEMON; Khadim Hussain MEMON; HAN Yanan

2016-01-01

A continuous time delay-difference model (CTDDM) has been established that considers continuous time delays of biological processes.The southern Atlantic albacore (Thunnus alalunga) stock is the one of the commercially important tuna population in the marine world.The age structured production model (ASPM) and the surplus production model (SPM) have already been used to assess the albacore stock.However,the ASPM requires detailed biological information and the SPM lacks the biological realism.In this study,we focus on applying a CTDDM to the southern Atlantic albacore (T.alalunga) species,which provides an alternative method to assess this fishery.It is the first time that CTDDM has been provided for assessing the Atlantic albacore (T.alalunga) fishery.CTDDM obtained the 80％ confidence interval of MSY (maximum sustainable yield) of(21510 t,23118 t).The catch in 2011 (24100 t) is higher than the MSY values and the relative fishing mortality ratio (F2011/FMSY) is higher than 1.0.The results of CTDDM were analyzed to verify the proposed methodology and provide reference information for the sustainable management of the southern Atlantic albacore stock.The CTDDM treats the recruitment,the growth,and the mortality rates as all varying continuously over time and fills gaps between ASPM and SPM in this stock assessment.

Simulating continuous-time Hamiltonian dynamics by way of a discrete-time quantum walk

International Nuclear Information System (INIS)

Schmitz, A.T.; Schwalm, W.A.

2016-01-01

Much effort has been made to connect the continuous-time and discrete-time quantum walks. We present a method for making that connection for a general graph Hamiltonian on a bigraph. Furthermore, such a scheme may be adapted for simulating discretized quantum models on a quantum computer. A coin operator is found for the discrete-time quantum walk which exhibits the same dynamics as the continuous-time evolution. Given the spectral decomposition of the graph Hamiltonian and certain restrictions, the discrete-time evolution is solved for explicitly and understood at or near important values of the parameters. Finally, this scheme is connected to past results for the 1D chain. - Highlights: • A discrete-time quantum walk is purposed which approximates a continuous-time quantum walk. • The purposed quantum walk could be used to simulate Hamiltonian dynamics on a quantum computer. • Given the spectra decomposition of the Hamiltonian, the quantum walk is solved explicitly. • The method is demonstrated and connected to previous work done on the 1D chain.

Estimation of non-linear continuous time models for the heat exchange dynamics of building integrated photovoltaic modules

DEFF Research Database (Denmark)

Jimenez, M.J.; Madsen, Henrik; Bloem, J.J.

2008-01-01

This paper focuses on a method for linear or non-linear continuous time modelling of physical systems using discrete time data. This approach facilitates a more appropriate modelling of more realistic non-linear systems. Particularly concerning advanced building components, convective and radiati...... that a description of the non-linear heat transfer is essential. The resulting model is a non-linear first order stochastic differential equation for the heat transfer of the PV component....... heat interchanges are non-linear effects and represent significant contributions in a variety of components such as photovoltaic integrated facades or roofs and those using these effects as passive cooling strategies, etc. Since models are approximations of the physical system and data is encumbered...

Realized range-based estimation of integrated variance

DEFF Research Database (Denmark)

Christensen, Kim; Podolskij, Mark

2007-01-01

We provide a set of probabilistic laws for estimating the quadratic variation of continuous semimartingales with the realized range-based variance-a statistic that replaces every squared return of the realized variance with a normalized squared range. If the entire sample path of the process is a...

Chemical Continuous Time Random Walks

Science.gov (United States)

Aquino, T.; Dentz, M.

2017-12-01

Traditional methods for modeling solute transport through heterogeneous media employ Eulerian schemes to solve for solute concentration. More recently, Lagrangian methods have removed the need for spatial discretization through the use of Monte Carlo implementations of Langevin equations for solute particle motions. While there have been recent advances in modeling chemically reactive transport with recourse to Lagrangian methods, these remain less developed than their Eulerian counterparts, and many open problems such as efficient convergence and reconstruction of the concentration field remain. We explore a different avenue and consider the question: In heterogeneous chemically reactive systems, is it possible to describe the evolution of macroscopic reactant concentrations without explicitly resolving the spatial transport? Traditional Kinetic Monte Carlo methods, such as the Gillespie algorithm, model chemical reactions as random walks in particle number space, without the introduction of spatial coordinates. The inter-reaction times are exponentially distributed under the assumption that the system is well mixed. In real systems, transport limitations lead to incomplete mixing and decreased reaction efficiency. We introduce an arbitrary inter-reaction time distribution, which may account for the impact of incomplete mixing. This process defines an inhomogeneous continuous time random walk in particle number space, from which we derive a generalized chemical Master equation and formulate a generalized Gillespie algorithm. We then determine the modified chemical rate laws for different inter-reaction time distributions. We trace Michaelis-Menten-type kinetics back to finite-mean delay times, and predict time-nonlocal macroscopic reaction kinetics as a consequence of broadly distributed delays. Non-Markovian kinetics exhibit weak ergodicity breaking and show key features of reactions under local non-equilibrium.

Mixed Hitting-Time Models

NARCIS (Netherlands)

Abbring, J.H.

2009-01-01

We study mixed hitting-time models, which specify durations as the first time a Levy process (a continuous-time process with stationary and independent increments) crosses a heterogeneous threshold. Such models of substantial interest because they can be reduced from optimal-stopping models with

Real-time GIS data model and sensor web service platform for environmental data management.

Science.gov (United States)

Gong, Jianya; Geng, Jing; Chen, Zeqiang

2015-01-09

Effective environmental data management is meaningful for human health. In the past, environmental data management involved developing a specific environmental data management system, but this method often lacks real-time data retrieving and sharing/interoperating capability. With the development of information technology, a Geospatial Service Web method is proposed that can be employed for environmental data management. The purpose of this study is to determine a method to realize environmental data management under the Geospatial Service Web framework. A real-time GIS (Geographic Information System) data model and a Sensor Web service platform to realize environmental data management under the Geospatial Service Web framework are proposed in this study. The real-time GIS data model manages real-time data. The Sensor Web service platform is applied to support the realization of the real-time GIS data model based on the Sensor Web technologies. To support the realization of the proposed real-time GIS data model, a Sensor Web service platform is implemented. Real-time environmental data, such as meteorological data, air quality data, soil moisture data, soil temperature data, and landslide data, are managed in the Sensor Web service platform. In addition, two use cases of real-time air quality monitoring and real-time soil moisture monitoring based on the real-time GIS data model in the Sensor Web service platform are realized and demonstrated. The total time efficiency of the two experiments is 3.7 s and 9.2 s. The experimental results show that the method integrating real-time GIS data model and Sensor Web Service Platform is an effective way to manage environmental data under the Geospatial Service Web framework.

Occupation times and ergodicity breaking in biased continuous time random walks

International Nuclear Information System (INIS)

Bel, Golan; Barkai, Eli

2005-01-01

Continuous time random walk (CTRW) models are widely used to model diffusion in condensed matter. There are two classes of such models, distinguished by the convergence or divergence of the mean waiting time. Systems with finite average sojourn time are ergodic and thus Boltzmann-Gibbs statistics can be applied. We investigate the statistical properties of CTRW models with infinite average sojourn time; in particular, the occupation time probability density function is obtained. It is shown that in the non-ergodic phase the distribution of the occupation time of the particle on a given lattice point exhibits bimodal U or trimodal W shape, related to the arcsine law. The key points are as follows. (a) In a CTRW with finite or infinite mean waiting time, the distribution of the number of visits on a lattice point is determined by the probability that a member of an ensemble of particles in equilibrium occupies the lattice point. (b) The asymmetry parameter of the probability distribution function of occupation times is related to the Boltzmann probability and to the partition function. (c) The ensemble average is given by Boltzmann-Gibbs statistics for either finite or infinite mean sojourn time, when detailed balance conditions hold. (d) A non-ergodic generalization of the Boltzmann-Gibbs statistical mechanics for systems with infinite mean sojourn time is found

Continuous-time random-walk model for anomalous diffusion in expanding media

Science.gov (United States)

Le Vot, F.; Abad, E.; Yuste, S. B.

2017-09-01

Expanding media are typical in many different fields, e.g., in biology and cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties such as the set of positional moments and the Green's function. Here, we focus on the characterization of such effects when the diffusion process is described by the continuous-time random-walk (CTRW) model. As is well known, when the medium is static this model yields anomalous diffusion for a proper choice of the probability density function (pdf) for the jump length and the waiting time, but the behavior may change drastically if a medium expansion is superimposed on the intrinsic random motion of the diffusing particle. For the case where the jump length and the waiting time pdfs are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including Lévy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Green's function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. In the specific case of a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This "big crunch" effect, totally absent in the case of normal diffusion, stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model in an expanding medium

Continuous-time random-walk model for anomalous diffusion in expanding media.

Science.gov (United States)

Le Vot, F; Abad, E; Yuste, S B

2017-09-01

Expanding media are typical in many different fields, e.g., in biology and cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties such as the set of positional moments and the Green's function. Here, we focus on the characterization of such effects when the diffusion process is described by the continuous-time random-walk (CTRW) model. As is well known, when the medium is static this model yields anomalous diffusion for a proper choice of the probability density function (pdf) for the jump length and the waiting time, but the behavior may change drastically if a medium expansion is superimposed on the intrinsic random motion of the diffusing particle. For the case where the jump length and the waiting time pdfs are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including Lévy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Green's function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. In the specific case of a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This "big crunch" effect, totally absent in the case of normal diffusion, stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model in an expanding medium

Continuous measurement of an atomic current

Science.gov (United States)

Laflamme, C.; Yang, D.; Zoller, P.

2017-04-01

We are interested in dynamics of quantum many-body systems under continuous observation, and its physical realizations involving cold atoms in lattices. In the present work we focus on continuous measurement of atomic currents in lattice models, including the Hubbard model. We describe a Cavity QED setup, where measurement of a homodyne current provides a faithful representation of the atomic current as a function of time. We employ the quantum optical description in terms of a diffusive stochastic Schrödinger equation to follow the time evolution of the atomic system conditional to observing a given homodyne current trajectory, thus accounting for the competition between the Hamiltonian evolution and measurement back action. As an illustration, we discuss minimal models of atomic dynamics and continuous current measurement on rings with synthetic gauge fields, involving both real space and synthetic dimension lattices (represented by internal atomic states). Finally, by "not reading" the current measurements the time evolution of the atomic system is governed by a master equation, where—depending on the microscopic details of our CQED setups—we effectively engineer a current coupling of our system to a quantum reservoir. This provides interesting scenarios of dissipative dynamics generating "dark" pure quantum many-body states.

Detectability of Granger causality for subsampled continuous-time neurophysiological processes.

Science.gov (United States)

Barnett, Lionel; Seth, Anil K

2017-01-01

Granger causality is well established within the neurosciences for inference of directed functional connectivity from neurophysiological data. These data usually consist of time series which subsample a continuous-time biophysiological process. While it is well known that subsampling can lead to imputation of spurious causal connections where none exist, less is known about the effects of subsampling on the ability to reliably detect causal connections which do exist. We present a theoretical analysis of the effects of subsampling on Granger-causal inference. Neurophysiological processes typically feature signal propagation delays on multiple time scales; accordingly, we base our analysis on a distributed-lag, continuous-time stochastic model, and consider Granger causality in continuous time at finite prediction horizons. Via exact analytical solutions, we identify relationships among sampling frequency, underlying causal time scales and detectability of causalities. We reveal complex interactions between the time scale(s) of neural signal propagation and sampling frequency. We demonstrate that detectability decays exponentially as the sample time interval increases beyond causal delay times, identify detectability "black spots" and "sweet spots", and show that downsampling may potentially improve detectability. We also demonstrate that the invariance of Granger causality under causal, invertible filtering fails at finite prediction horizons, with particular implications for inference of Granger causality from fMRI data. Our analysis emphasises that sampling rates for causal analysis of neurophysiological time series should be informed by domain-specific time scales, and that state-space modelling should be preferred to purely autoregressive modelling. On the basis of a very general model that captures the structure of neurophysiological processes, we are able to help identify confounds, and offer practical insights, for successful detection of causal connectivity

Optimal batch production strategies under continuous price decrease and time discounting

Directory of Open Access Journals (Sweden)

Mandal S.

2007-01-01

Full Text Available Single price discount in unit cost for bulk purchasing is quite common in reality as well as in inventory literature. However, in today's high-tech industries such as personal computers and mobile industries, continuous decrease in unit cost is a regular phenomenon. In the present paper, an attempt has been made to investigate the effects of continuous price decrease and time-value of money on optimal decisions for inventoried goods having time-dependent demand and production rates. The proposed models are developed over a finite time horizon considering both shortages and without shortages in inventory. Numerical examples are taken to illustrate the developed models and to examine the sensitivity of model parameters.

Exploring heterogeneous market hypothesis using realized volatility

Science.gov (United States)

Chin, Wen Cheong; Isa, Zaidi; Mohd Nor, Abu Hassan Shaari

2013-04-01

This study investigates the heterogeneous market hypothesis using high frequency data. The cascaded heterogeneous trading activities with different time durations are modelled by the heterogeneous autoregressive framework. The empirical study indicated the presence of long memory behaviour and predictability elements in the financial time series which supported heterogeneous market hypothesis. Besides the common sum-of-square intraday realized volatility, we also advocated two power variation realized volatilities in forecast evaluation and risk measurement in order to overcome the possible abrupt jumps during the credit crisis. Finally, the empirical results are used in determining the market risk using the value-at-risk approach. The findings of this study have implications for informationally market efficiency analysis, portfolio strategies and risk managements.

Design and realization of the real-time spectrograph controller for LAMOST based on FPGA

Science.gov (United States)

Wang, Jianing; Wu, Liyan; Zeng, Yizhong; Dai, Songxin; Hu, Zhongwen; Zhu, Yongtian; Wang, Lei; Wu, Zhen; Chen, Yi

2008-08-01

A large Schmitt reflector telescope, Large Sky Area Multi-Object Fiber Spectroscopic Telescope(LAMOST), is being built in China, which has effective aperture of 4 meters and can observe the spectra of as many as 4000 objects simultaneously. To fit such a large amount of observational objects, the dispersion part is composed of a set of 16 multipurpose fiber-fed double-beam Schmidt spectrographs, of which each has about ten of moveable components realtimely accommodated and manipulated by a controller. An industrial Ethernet network connects those 16 spectrograph controllers. The light from stars is fed to the entrance slits of the spectrographs with optical fibers. In this paper, we mainly introduce the design and realization of our real-time controller for the spectrograph, our design using the technique of System On Programmable Chip (SOPC) based on Field Programmable Gate Array (FPGA) and then realizing the control of the spectrographs through NIOSII Soft Core Embedded Processor. We seal the stepper motor controller as intellectual property (IP) cores and reuse it, greatly simplifying the design process and then shortening the development time. Under the embedded operating system μC/OS-II, a multi-tasks control program has been well written to realize the real-time control of the moveable parts of the spectrographs. At present, a number of such controllers have been applied in the spectrograph of LAMOST.

Generating Li–Yorke chaos in a stable continuous-time T–S fuzzy model via time-delay feedback control

International Nuclear Information System (INIS)

Qiu-Ye, Sun; Hua-Guang, Zhang; Yan, Zhao

2010-01-01

This paper investigates the chaotification problem of a stable continuous-time T–S fuzzy system. A simple nonlinear state time-delay feedback controller is designed by parallel distributed compensation technique. Then, the asymptotically approximate relationship between the controlled continuous-time T–S fuzzy system with time-delay and a discrete-time T–S fuzzy system is established. Based on the discrete-time T–S fuzzy system, it proves that the chaos in the discrete-time T–S fuzzy system satisfies the Li–Yorke definition by choosing appropriate controller parameters via the revised Marotto theorem. Finally, the effectiveness of the proposed chaotic anticontrol method is verified by a practical example. (general)

CONTINUOUS MODELING OF FOREIGN EXCHANGE RATE OF USD VERSUS TRY

Directory of Open Access Journals (Sweden)

Yakup Arı

2011-01-01

Full Text Available This study aims to construct continuous-time autoregressive (CAR model and continuous-time GARCH (COGARCH model from discrete time data of foreign exchange rate of United States Dollar (USD versus Turkish Lira (TRY. These processes are solutions to stochastic differential equation Lévy-driven processes. We have shown that CAR(1 and COGARCH(1,1 processes are proper models to represent foreign exchange rate of USD and TRY for different periods of time February 2002- June 2010.

Superior memory efficiency of quantum devices for the simulation of continuous-time stochastic processes

Science.gov (United States)

Elliott, Thomas J.; Gu, Mile

2018-03-01

Continuous-time stochastic processes pervade everyday experience, and the simulation of models of these processes is of great utility. Classical models of systems operating in continuous-time must typically track an unbounded amount of information about past behaviour, even for relatively simple models, enforcing limits on precision due to the finite memory of the machine. However, quantum machines can require less information about the past than even their optimal classical counterparts to simulate the future of discrete-time processes, and we demonstrate that this advantage extends to the continuous-time regime. Moreover, we show that this reduction in the memory requirement can be unboundedly large, allowing for arbitrary precision even with a finite quantum memory. We provide a systematic method for finding superior quantum constructions, and a protocol for analogue simulation of continuous-time renewal processes with a quantum machine.

Realizing three generations of the Standard Model fermions in the type IIB matrix model

International Nuclear Information System (INIS)

Aoki, Hajime; Nishimura, Jun; Tsuchiya, Asato

2014-01-01

We discuss how the Standard Model particles appear from the type IIB matrix model, which is considered to be a nonperturbative formulation of superstring theory. In particular, we are concerned with a constructive definition of the theory, in which we start with finite-N matrices and take the large-N limit afterwards. In that case, it was pointed out recently that realizing chiral fermions in the model is more difficult than it had been thought from formal arguments at N=∞ and that introduction of a matrix version of the warp factor is necessary. Based on this new insight, we show that two generations of the Standard Model fermions can be realized by considering a rather generic configuration of fuzzy S"2 and fuzzy S"2×S"2 in the extra dimensions. We also show that three generations can be obtained by squashing one of the S"2’s that appear in the configuration. Chiral fermions appear at the intersections of the fuzzy manifolds with nontrivial Yukawa couplings to the Higgs field, which can be calculated from the overlap of their wave functions.

A continuous time Cournot duopoly with delays

International Nuclear Information System (INIS)

Gori, Luca; Guerrini, Luca; Sodini, Mauro

2015-01-01

This paper extends the classical repeated duopoly model with quantity-setting firms of Bischi et al. (1998) by assuming that production of goods is subject to some gestation lags but exchanges take place continuously in the market. The model is expressed in the form of differential equations with discrete delays. By using some recent mathematical techniques and numerical experiments, results show some dynamic phenomena that cannot be observed when delays are absent. In addition, depending on the extent of time delays and inertia, synchronisation failure can arise even in the event of homogeneous firms.

Stochastic volatility of volatility in continuous time

DEFF Research Database (Denmark)

Barndorff-Nielsen, Ole; Veraart, Almut

This paper introduces the concept of stochastic volatility of volatility in continuous time and, hence, extends standard stochastic volatility (SV) models to allow for an additional source of randomness associated with greater variability in the data. We discuss how stochastic volatility...... of volatility can be defined both non-parametrically, where we link it to the quadratic variation of the stochastic variance process, and parametrically, where we propose two new SV models which allow for stochastic volatility of volatility. In addition, we show that volatility of volatility can be estimated...

Identification of continuous-time systems from samples of input ...

Indian Academy of Sciences (India)

Abstract. This paper presents an introductory survey of the methods that have been developed for identification of continuous-time systems from samples of input±output data. The two basic approaches may be described as (i) the indirect method, where first a discrete-time model is estimated from the sampled data and then ...

IGBT Switching Characteristic Curve Embedded Half-Bridge MMC Modelling and Real Time Simulation Realization

Science.gov (United States)

Zhengang, Lu; Hongyang, Yu; Xi, Yang

2017-05-01

The Modular Multilevel Converter (MMC) is one of the most attractive topologies in recent years for medium or high voltage industrial applications, such as high voltage dc transmission (HVDC) and medium voltage varying speed motor drive. The wide adoption of MMCs in industry is mainly due to its flexible expandability, transformer-less configuration, common dc bus, high reliability from redundancy, and so on. But, when the sub module number of MMC is more, the test of MMC controller will cost more time and effort. Hardware in the loop test based on real time simulator will save a lot of time and money caused by the MMC test. And due to the flexible of HIL, it becomes more and more popular in the industry area. The MMC modelling method remains an important issue for the MMC HIL test. Specifically, the VSC model should realistically reflect the nonlinear device switching characteristics, switching and conduction losses, tailing current, and diode reverse recovery behaviour of a realistic converter. In this paper, an IGBT switching characteristic curve embedded half-bridge MMC modelling method is proposed. This method is based on the switching curve referring and sample circuit calculation, and it is sample for implementation. Based on the proposed method, a FPGA real time simulation is carried out with 200ns sample time. The real time simulation results show the proposed method is correct.

Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors

DEFF Research Database (Denmark)

Halbleib, Roxana; Voev, Valeri

2011-01-01

This paper analyzes the forecast accuracy of the multivariate realized volatility model introduced by Chiriac and Voev (2010), subject to different degrees of model parametrization and economic evaluation criteria. Bymodelling the Cholesky factors of the covariancematrices, the model generates......, regardless of the type of utility function or return distribution, would be better-off from using this model than from using some standard approaches....

A Hybrid Secure Scheme for Wireless Sensor Networks against Timing Attacks Using Continuous-Time Markov Chain and Queueing Model.

Science.gov (United States)

Meng, Tianhui; Li, Xiaofan; Zhang, Sha; Zhao, Yubin

2016-09-28

Wireless sensor networks (WSNs) have recently gained popularity for a wide spectrum of applications. Monitoring tasks can be performed in various environments. This may be beneficial in many scenarios, but it certainly exhibits new challenges in terms of security due to increased data transmission over the wireless channel with potentially unknown threats. Among possible security issues are timing attacks, which are not prevented by traditional cryptographic security. Moreover, the limited energy and memory resources prohibit the use of complex security mechanisms in such systems. Therefore, balancing between security and the associated energy consumption becomes a crucial challenge. This paper proposes a secure scheme for WSNs while maintaining the requirement of the security-performance tradeoff. In order to proceed to a quantitative treatment of this problem, a hybrid continuous-time Markov chain (CTMC) and queueing model are put forward, and the tradeoff analysis of the security and performance attributes is carried out. By extending and transforming this model, the mean time to security attributes failure is evaluated. Through tradeoff analysis, we show that our scheme can enhance the security of WSNs, and the optimal rekeying rate of the performance and security tradeoff can be obtained.

Active Tension Network model reveals an exotic mechanical state realized in epithelial tissues

Science.gov (United States)

Noll, Nicholas; Mani, Madhav; Heemskerk, Idse; Streicha, Sebastian; Shraiman, Boris

Mechanical interactions play a crucial role in epithelial morphogenesis, yet understanding the complex mechanisms through which stress and deformation affect cell behavior remains an open problem. Here we formulate and analyze the Active Tension Network (ATN) model, which assumes that mechanical balance of cells is dominated by cortical tension and introduces tension dependent active remodeling of the cortex. We find that ATNs exhibit unusual mechanical properties: i) ATN behaves as a fluid at short times, but at long times it supports external tension, like a solid; ii) its mechanical equilibrium state has extensive degeneracy associated with a discrete conformal - ''isogonal'' - deformation of cells. ATN model predicts a constraint on equilibrium cell geometry, which we demonstrate to hold in certain epithelial tissues. We further show that isogonal modes are observed in a fruit fly embryo, accounting for the striking variability of apical area of ventral cells and helping understand the early phase of gastrulation. Living matter realizes new and exotic mechanical states, understanding which helps understand biological phenomena.

Language Emptiness of Continuous-Time Parametric Timed Automata

DEFF Research Database (Denmark)

Benes, Nikola; Bezdek, Peter; Larsen, Kim Guldstrand

2015-01-01

Parametric timed automata extend the standard timed automata with the possibility to use parameters in the clock guards. In general, if the parameters are real-valued, the problem of language emptiness of such automata is undecidable even for various restricted subclasses. We thus focus on the case...... where parameters are assumed to be integer-valued, while the time still remains continuous. On the one hand, we show that the problem remains undecidable for parametric timed automata with three clocks and one parameter. On the other hand, for the case with arbitrary many clocks where only one......-time semantics only. To the best of our knowledge, this is the first positive result in the case of continuous-time and unbounded integer parameters, except for the rather simple case of single-clock automata....

The Simulation Realization of Pavement Roughness in the Time Domain

Science.gov (United States)

XU, H. L.; He, L.; An, D.

2017-10-01

As the needs for the dynamic study on the vehicle-pavement system and the simulated vibration table test, how to simulate the pavement roughness actually is important guarantee for whether calculation and test can reflect the actual situation or not. Using the power spectral density function, the simulation of pavement roughness can be realized by Fourier inverse transform. The main idea of this method was that the spectrum amplitude and random phase were obtained separately according to the power spectrum, and then the simulation of pavement roughness was obtained in the time domain through the Fourier inverse transform (IFFT). In the process, the sampling interval (Δl) was 0.1m, and the sampling points(N) was 4096, which satisfied the accuracy requirements. Using this method, the simulate results of pavement roughness (A~H grades) were obtain in the time domain.

Continuous Competence Development Model for Teacher Teams

DEFF Research Database (Denmark)

Weitze, Charlotte Lærke

2014-01-01

"This paper presents the development of the IT‐Pedagogical Think Tank for Teacher Teams (ITP4T), a continuous competence development model. The model was co‐designed following a design‐based research approach with teachers from VUC Storstrøm’s (VUC) Global Classroom (GC), an innovative hybrid...... to create their own continuous competence development. This article describes how and why the different components of the model were developed in response to the teachers’ challenges. Such challenges included lack of time, competence and support from the educational organisation to innovate learning design...

Correlated continuous time random walk and option pricing

Science.gov (United States)

Lv, Longjin; Xiao, Jianbin; Fan, Liangzhong; Ren, Fuyao

2016-04-01

In this paper, we study a correlated continuous time random walk (CCTRW) with averaged waiting time, whose probability density function (PDF) is proved to follow stretched Gaussian distribution. Then, we apply this process into option pricing problem. Supposing the price of the underlying is driven by this CCTRW, we find this model captures the subdiffusive characteristic of financial markets. By using the mean self-financing hedging strategy, we obtain the closed-form pricing formulas for a European option with and without transaction costs, respectively. At last, comparing the obtained model with the classical Black-Scholes model, we find the price obtained in this paper is higher than that obtained from the Black-Scholes model. A empirical analysis is also introduced to confirm the obtained results can fit the real data well.

Nonlinear realizations and effective Lagrangian densities for nonlinear σ-models

International Nuclear Information System (INIS)

Hamilton-Charlton, Jason Dominic

2003-01-01

Nonlinear realizations of the groups SU(N), SO(m) and SO(t,s) are analysed, described by the coset spaces SU(N) / SU(N-1) x U(1), SO(m) / SO(m-1), SO(1,m-1) / SO(1,m-2) and SO(m) / SO(m-2 x SO(2). The analysis consists of determining the transformation properties of the Goldstone Bosons, constructing the most general possible Lagrangian for the realizations, and as a result identifying the coset space metric. We view the λ matrices of SU(N) as being the basis of an (N 2 - 1) dimensional real vector space, and from this we learn how to construct the basis of a Cartan Subspace associated with a vector. This results in a mathematical structure which allows us to find expressions for coset representative elements used in the analysis. This structure is not only relevant to SU(N) breaking models, but may also be used to find results in SO(m) and SO(1,m - 1) breaking models. (author)

SELF-REALIZATION IS INSEPARABLE FROM SELF-ACTUALIZATION OF A PERSONALITY

Directory of Open Access Journals (Sweden)

Irina Ivanovna Vitkovskaya

2016-02-01

Full Text Available The article considers the issues of a personality’s self-realization and self-actualization under current educational standards required in the time of impetuous development in informative technologies. The practical aspect of the article describes self-realization and self-actualization of a person as their social and useful activity, interdiscipline approach, it is characterised by interdependence of an individual and their social environment apart with the self-realization of a personality in educational process. Evidently, being a substantial ca-tegory of vital «self-assertion», it should be thought over in categories of self-actualization and self-realization. So, self-realization is considered to be a social process which continues all conscientious life. In pedagogics of our country, labour and professional activity were the spheres of self-actualization therefore, it should be taken into account external factors for self-realization and self-actualization of a person. If socio-pedagogic conditions presuppose having good teachers, what conditions should be created in an individual’s micro-groups and in particular, in the family and kind of values shoud an individual get through the process of socialization. Thus, technological project of self-realization of a personality has to assume that there is the strive for self-perfection and interrelation of ways of self-realization, self-education, and adaptation. The correlation of these ways in a specific educational field is the purpose of the article.

A continuous-time/discrete-time mixed audio-band sigma delta ADC

International Nuclear Information System (INIS)

Liu Yan; Hua Siliang; Wang Donghui; Hou Chaohuan

2011-01-01

This paper introduces a mixed continuous-time/discrete-time, single-loop, fourth-order, 4-bit audio-band sigma delta ADC that combines the benefits of continuous-time and discrete-time circuits, while mitigating the challenges associated with continuous-time design. Measurement results show that the peak SNR of this ADC reaches 100 dB and the total power consumption is less than 30 mW. (semiconductor integrated circuits)

THE MODELLING OF ORGANIZATIONAL STRUCTURES OF MANAGEMENT BY REALIZING INVESTMENT CONSTRUCTION PROJECTS

Directory of Open Access Journals (Sweden)

Олег Александрович КУЧМА

2016-03-01

Full Text Available The authors consider the modeling of organizational structures by virtue of interaction between the basic participants by realizing of investment construction projects. This process is directed at the complex analysis of a problem of quality management by creating of building goods taking into account modern project management tendencies. The topicality of problem is obvious as by realizing of investment construction projects there is a liberal share of uncompleted projects, and in the completed projects actual values considerably exceed budgeted capital expenditures. The introduced model allows managing the project per quality system in all phases of the investment construction project‘s life cycle. It promotes refinement of building goods, improves the rate of successfully completed projects with actual values near budgeted.

A composite model of the space-time and 'colors'

International Nuclear Information System (INIS)

Terazawa, Hidezumi.

1987-03-01

A pregeometric and pregauge model of the space-time and ''colors'' in which the space-time metric and ''color'' gauge fields are both composite is presented. By the non-triviality of the model, the number of space-time dimensions is restricted to be not larger than the number of ''colors''. The long conjectured space-color correspondence is realized in the model action of the Nambu-Goto type which is invariant under both general-coordinate and local-gauge transformations. (author)

An approach to the drone fleet survivability assessment based on a stochastic continues-time model

Science.gov (United States)

Kharchenko, Vyacheslav; Fesenko, Herman; Doukas, Nikos

2017-09-01

An approach and the algorithm to the drone fleet survivability assessment based on a stochastic continues-time model are proposed. The input data are the number of the drones, the drone fleet redundancy coefficient, the drone stability and restoration rate, the limit deviation from the norms of the drone fleet recovery, the drone fleet operational availability coefficient, the probability of the drone failure-free operation, time needed for performing the required tasks by the drone fleet. The ways for improving the recoverable drone fleet survivability taking into account amazing factors of system accident are suggested. Dependencies of the drone fleet survivability rate both on the drone stability and the number of the drones are analysed.

Stabilization of Continuous-Time Random Switching Systems via a Fault-Tolerant Controller

Directory of Open Access Journals (Sweden)

Guoliang Wang

2017-01-01

Full Text Available This paper focuses on the stabilization problem of continuous-time random switching systems via exploiting a fault-tolerant controller, where the dwell time of each subsystem consists of a fixed part and random part. It is known from the traditional design methods that the computational complexity of LMIs related to the quantity of fault combination is very large; particularly system dimension or amount of subsystems is large. In order to reduce the number of the used fault combinations, new sufficient LMI conditions for designing such a controller are established by a robust approach, which are fault-free and could be solved directly. Moreover, the fault-tolerant stabilization realized by a mode-independent controller is considered and suitably applied to a practical case without mode information. Finally, a numerical example is used to demonstrate the effectiveness and superiority of the proposed methods.

Dynamic large eddy simulation: Stability via realizability

Science.gov (United States)

Mokhtarpoor, Reza; Heinz, Stefan

2017-10-01

The concept of dynamic large eddy simulation (LES) is highly attractive: such methods can dynamically adjust to changing flow conditions, which is known to be highly beneficial. For example, this avoids the use of empirical, case dependent approximations (like damping functions). Ideally, dynamic LES should be local in physical space (without involving artificial clipping parameters), and it should be stable for a wide range of simulation time steps, Reynolds numbers, and numerical schemes. These properties are not trivial, but dynamic LES suffers from such problems over decades. We address these questions by performing dynamic LES of periodic hill flow including separation at a high Reynolds number Re = 37 000. For the case considered, the main result of our studies is that it is possible to design LES that has the desired properties. It requires physical consistency: a PDF-realizable and stress-realizable LES model, which requires the inclusion of the turbulent kinetic energy in the LES calculation. LES models that do not honor such physical consistency can become unstable. We do not find support for the previous assumption that long-term correlations of negative dynamic model parameters are responsible for instability. Instead, we concluded that instability is caused by the stable spatial organization of significant unphysical states, which are represented by wall-type gradient streaks of the standard deviation of the dynamic model parameter. The applicability of our realizability stabilization to other dynamic models (including the dynamic Smagorinsky model) is discussed.

Low-sensitivity active filter realization using a complex all-pass filter

Science.gov (United States)

Regalia, Phillip A.; Mitra, Sanjit K.

1987-04-01

A wide class of continuous-time transfer functions may be implemented as the parallel combination of two all-pass filters, including Butterworth, Chebyshev, and elliptic low-pass approximations of odd order. Here, the realization of even-order low-pass classical approximations is considered, and it is shown that they may be decomposed in terms of complex all-pass functions. A systematic realization approach, based on scattering domain simulation (i.e., wave active filters), allows for a low-sensitivity active filter implementation. Further insight into the low-sensitivity property is gained by connecting the insertion loss of doubly terminated antimetric networks with the imaginary return loss of complex lossless networks.

Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models

DEFF Research Database (Denmark)

Hillebrand, Eric Tobias; Medeiros, Marcelo C.

We study the simultaneous occurrence of long memory and nonlinear effects, such as parameter changes and threshold effects, in ARMA time series models and apply our modeling framework to daily realized volatility. Asymptotic theory for parameter estimation is developed and two model building...

Continuous time quantum random walks in free space

Science.gov (United States)

Eichelkraut, Toni; Vetter, Christian; Perez-Leija, Armando; Christodoulides, Demetrios; Szameit, Alexander

2014-05-01

We show theoretically and experimentally that two-dimensional continuous time coherent random walks are possible in free space, that is, in the absence of any external potential, by properly tailoring the associated initial wave function. These effects are experimentally demonstrated using classical paraxial light. Evidently, the usage of classical beams to explore the dynamics of point-like quantum particles is possible since both phenomena are mathematically equivalent. This in turn makes our approach suitable for the realization of random walks using different quantum particles, including electrons and photons. To study the spatial evolution of a wavefunction theoretically, we consider the one-dimensional paraxial wave equation (i∂z +1/2 ∂x2) Ψ = 0 . Starting with the initially localized wavefunction Ψ (x , 0) = exp [ -x2 / 2σ2 ] J0 (αx) , one can show that the evolution of such Gaussian-apodized Bessel envelopes within a region of validity resembles the probability pattern of a quantum walker traversing a uniform lattice. In order to generate the desired input-field in our experimental setting we shape the amplitude and phase of a collimated light beam originating from a classical HeNe-Laser (633 nm) utilizing a spatial light modulator.

Application of Stochastic Automata Networks for Creation of Continuous Time Markov Chain Models of Voltage Gating of Gap Junction Channels

Directory of Open Access Journals (Sweden)

Mindaugas Snipas

2015-01-01

Full Text Available The primary goal of this work was to study advantages of numerical methods used for the creation of continuous time Markov chain models (CTMC of voltage gating of gap junction (GJ channels composed of connexin protein. This task was accomplished by describing gating of GJs using the formalism of the stochastic automata networks (SANs, which allowed for very efficient building and storing of infinitesimal generator of the CTMC that allowed to produce matrices of the models containing a distinct block structure. All of that allowed us to develop efficient numerical methods for a steady-state solution of CTMC models. This allowed us to accelerate CPU time, which is necessary to solve CTMC models, ∼20 times.

Application of Stochastic Automata Networks for Creation of Continuous Time Markov Chain Models of Voltage Gating of Gap Junction Channels

Science.gov (United States)

Pranevicius, Henrikas; Pranevicius, Mindaugas; Pranevicius, Osvaldas; Bukauskas, Feliksas F.

2015-01-01

The primary goal of this work was to study advantages of numerical methods used for the creation of continuous time Markov chain models (CTMC) of voltage gating of gap junction (GJ) channels composed of connexin protein. This task was accomplished by describing gating of GJs using the formalism of the stochastic automata networks (SANs), which allowed for very efficient building and storing of infinitesimal generator of the CTMC that allowed to produce matrices of the models containing a distinct block structure. All of that allowed us to develop efficient numerical methods for a steady-state solution of CTMC models. This allowed us to accelerate CPU time, which is necessary to solve CTMC models, ∼20 times. PMID:25705700

Interaction model of steel ladle of continuous caster in steel works

Directory of Open Access Journals (Sweden)

Huang Bang Fu

2016-01-01

Full Text Available For further research on the precondition and interoperability model of interaction ladles among continuous caster, this article takes steel ladle of Y steel works as the object of research. On the basis of turnover number calculation model of single cast steel ladle, the relationship between cast number and the turnover number and turnover times and last turnover number are further analyzed. The simulation of steel ladle turnover rules was taken on the 2 continuous casters with Gantt chart. After that, the relationships between turnover number and last turnover number and non-turnover number are researched deeply. Combining with the Gantt chart, the expressions of start casting time and empty ladle ending time and heavy ladle starting time were put forward. The precondition of steel ladle interaction is obtained, which means the exchange ladle should not undertaking transport task in first stop continuous caster, and the empty ladle end time of exchange ladle of first stop continuous caster should early than the heavy ladle start time of last stop continuous caster. After applying the model to practice, 3 steel ladles of No.2 continuous caster can be reduced. This research results is supplying theoretical basis for steel ladle controlling and production organization optimization, and enriches the theory and method of metallurgical process integration.

Continuous-time quantum walks on star graphs

International Nuclear Information System (INIS)

Salimi, S.

2009-01-01

In this paper, we investigate continuous-time quantum walk on star graphs. It is shown that quantum central limit theorem for a continuous-time quantum walk on star graphs for N-fold star power graph, which are invariant under the quantum component of adjacency matrix, converges to continuous-time quantum walk on K 2 graphs (complete graph with two vertices) and the probability of observing walk tends to the uniform distribution.

Active tension network model suggests an exotic mechanical state realized in epithelial tissues

Science.gov (United States)

Noll, Nicholas; Mani, Madhav; Heemskerk, Idse; Streichan, Sebastian J.; Shraiman, Boris I.

2017-12-01

Mechanical interactions play a crucial role in epithelial morphogenesis, yet understanding the complex mechanisms through which stress and deformation affect cell behaviour remains an open problem. Here we formulate and analyse the active tension network (ATN) model, which assumes that the mechanical balance of cells within a tissue is dominated by cortical tension and introduces tension-dependent active remodelling of the cortex. We find that ATNs exhibit unusual mechanical properties. Specifically, an ATN behaves as a fluid at short times, but at long times supports external tension like a solid. Furthermore, an ATN has an extensively degenerate equilibrium mechanical state associated with a discrete conformal--`isogonal'--deformation of cells. The ATN model predicts a constraint on equilibrium cell geometries, which we demonstrate to approximately hold in certain epithelial tissues. We further show that isogonal modes are observed in the fruit fly embryo, accounting for the striking variability of apical areas of ventral cells and helping understand the early phase of gastrulation. Living matter realizes new and exotic mechanical states, the study of which helps to understand biological phenomena.

The cascade model of teachers’ continuing professional development in Kenya: A time for change?

Directory of Open Access Journals (Sweden)

Harry Kipkemoi Bett

2016-12-01

Full Text Available Kenya is one of the countries whose teachers the UNESCO (2015 report cited as lacking curriculum support in the classroom. As is the case in many African countries, a large portion of teachers in Kenya enter the teaching profession when inadequately prepared, while those already in the field receive insufficient support in their professional lives. The cascade model has often been utilized in the country whenever need for teachers’ continuing professional development (TCPD has arisen, especially on a large scale. The preference for the model is due to, among others, its cost effectiveness and ability to reach out to many teachers within a short period of time. Many researchers have however cast aspersions with this model for its glaring shortcomings. On the contrary, TCPD programmes that are collaborative in nature and based on teachers’ contexts have been found to be more effective than those that are not. This paper briefly examines cases of the cascade model in Kenya, the challenges associated with this model and proposes the adoption of collaborative and institution-based models to mitigate these challenges. The education sectors in many nations in Africa, and those in the developing world will find the discussions here relevant.

Coupled continuous time-random walks in quenched random environment

Science.gov (United States)

Magdziarz, M.; Szczotka, W.

2018-02-01

We introduce a coupled continuous-time random walk with coupling which is characteristic for Lévy walks. Additionally we assume that the walker moves in a quenched random environment, i.e. the site disorder at each lattice point is fixed in time. We analyze the scaling limit of such a random walk. We show that for large times the behaviour of the analyzed process is exactly the same as in the case of uncoupled quenched trap model for Lévy flights.

Development Concept of Guaranteed Verification Electric Power System Simulation Tools and Its Realization

Directory of Open Access Journals (Sweden)

Gusev Alexander

2015-01-01

Full Text Available The analysis of existing problem reliability and verification of widespread electric power systems (EPS simulation tools is presented in this article. Everything simulation tools are based on the using of numerical methods for ordinary differential equations. Described the concept of guaranteed verification EPS simulation tools and the structure of its realization are based using the Simulator having properties of continuous , without decomposition three-phase EPS simulation in real time and on an unlimited range with guaranteed accuracy. The information from the Simulator can be verified by using data only quasi-steady-state regime received from the SCADA and such Simulator can be applied as the standard model for verification any EPS simulation tools.

Finite-Time H∞ Filtering for Linear Continuous Time-Varying Systems with Uncertain Observations

Directory of Open Access Journals (Sweden)

Huihong Zhao

2012-01-01

Full Text Available This paper is concerned with the finite-time H∞ filtering problem for linear continuous time-varying systems with uncertain observations and ℒ2-norm bounded noise. The design of finite-time H∞ filter is equivalent to the problem that a certain indefinite quadratic form has a minimum and the filter is such that the minimum is positive. The quadratic form is related to a Krein state-space model according to the Krein space linear estimation theory. By using the projection theory in Krein space, the finite-time H∞ filtering problem is solved. A numerical example is given to illustrate the performance of the H∞ filter.

Sampling returns for realized variance calculations: tick time or transaction time?

NARCIS (Netherlands)

Griffin, J.E.; Oomen, R.C.A.

2008-01-01

This article introduces a new model for transaction prices in the presence of market microstructure noise in order to study the properties of the price process on two different time scales, namely, transaction time where prices are sampled with every transaction and tick time where prices are

A study on the stochastic model for nuclide transport in the fractured porous rock using continuous time Markov process

International Nuclear Information System (INIS)

Lee, Youn Myoung

1995-02-01

As a newly approaching model, a stochastic model using continuous time Markov process for nuclide decay chain transport of arbitrary length in the fractured porous rock medium has been proposed, by which the need for solving a set of partial differential equations corresponding to various sets of side conditions can be avoided. Once the single planar fracture in the rock matrix is represented by a series of finite number of compartments having region wise constant parameter values in them, the medium is continuous in view of various processes associated with nuclide transport but discrete in medium space and such geologic system is assumed to have Markov property, since the Markov process requires that only the present value of the time dependent random variable be known to determine the future value of random variable, nuclide transport in the medium can then be modeled as a continuous time Markov process. Processes that are involved in nuclide transport are advective transport due to groundwater flow, diffusion into the rock matrix, adsorption onto the wall of the fracture and within the pores in the rock matrix, and radioactive decay chain. The transition probabilities for nuclide from the transition intensities between and out of the compartments are represented utilizing Chapman-Kolmogorov equation, through which the expectation and the variance of nuclide distribution for each compartment or the fractured rock medium can be obtained. Some comparisons between Markov process model developed in this work and available analytical solutions for one-dimensional layered porous medium, fractured medium with rock matrix diffusion, and porous medium considering three member nuclide decay chain without rock matrix diffusion have been made showing comparatively good agreement for all cases. To verify the model developed in this work another comparative study was also made by fitting the experimental data obtained with NaLS and uranine running in the artificial fractured

Price discovery in a continuous-time setting

DEFF Research Database (Denmark)

Dias, Gustavo Fruet; Fernandes, Marcelo; Scherrer, Cristina

We formulate a continuous-time price discovery model in which the price discovery measure varies (stochastically) at daily frequency. We estimate daily measures of price discovery using a kernel-based OLS estimator instead of running separate daily VECM regressions as standard in the literature. We...... show that our estimator is not only consistent, but also outperforms the standard daily VECM in finite samples. We illustrate our theoretical findings by studying the price discovery process of 10 actively traded stocks in the U.S. from 2007 to 2013....

Summary statistics for end-point conditioned continuous-time Markov chains

DEFF Research Database (Denmark)

Hobolth, Asger; Jensen, Jens Ledet

Continuous-time Markov chains are a widely used modelling tool. Applications include DNA sequence evolution, ion channel gating behavior and mathematical finance. We consider the problem of calculating properties of summary statistics (e.g. mean time spent in a state, mean number of jumps between...... two states and the distribution of the total number of jumps) for discretely observed continuous time Markov chains. Three alternative methods for calculating properties of summary statistics are described and the pros and cons of the methods are discussed. The methods are based on (i) an eigenvalue...... decomposition of the rate matrix, (ii) the uniformization method, and (iii) integrals of matrix exponentials. In particular we develop a framework that allows for analyses of rather general summary statistics using the uniformization method....

Model documentation for relations between continuous real-time and discrete water-quality constituents in Cheney Reservoir near Cheney, Kansas, 2001--2009

Science.gov (United States)

Stone, Mandy L.; Graham, Jennifer L.; Gatotho, Jackline W.

2013-01-01

Cheney Reservoir, located in south-central Kansas, is one of the primary water supplies for the city of Wichita, Kansas. The U.S. Geological Survey has operated a continuous real-time water-quality monitoring station in Cheney Reservoir since 2001; continuously measured physicochemical properties include specific conductance, pH, water temperature, dissolved oxygen, turbidity, fluorescence (wavelength range 650 to 700 nanometers; estimate of total chlorophyll), and reservoir elevation. Discrete water-quality samples were collected during 2001 through 2009 and analyzed for sediment, nutrients, taste-and-odor compounds, cyanotoxins, phytoplankton community composition, actinomycetes bacteria, and other water-quality measures. Regression models were developed to establish relations between discretely sampled constituent concentrations and continuously measured physicochemical properties to compute concentrations of constituents that are not easily measured in real time. The water-quality information in this report is important to the city of Wichita because it allows quantification and characterization of potential constituents of concern in Cheney Reservoir. This report updates linear regression models published in 2006 that were based on data collected during 2001 through 2003. The update uses discrete and continuous data collected during May 2001 through December 2009. Updated models to compute dissolved solids, sodium, chloride, and suspended solids were similar to previously published models. However, several other updated models changed substantially from previously published models. In addition to updating relations that were previously developed, models also were developed for four new constituents, including magnesium, dissolved phosphorus, actinomycetes bacteria, and the cyanotoxin microcystin. In addition, a conversion factor of 0.74 was established to convert the Yellow Springs Instruments (YSI) model 6026 turbidity sensor measurements to the newer YSI

Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance

NARCIS (Netherlands)

M. Asai (Manabu); M.J. McAleer (Michael)

2014-01-01

markdownabstract__Abstract__ Modelling covariance structures is known to suffer from the curse of dimensionality. In order to avoid this problem for forecasting, the authors propose a new factor multivariate stochastic volatility (fMSV) model for realized covariance measures that accommodates

Realization theory for rational systems: Minimal rational realizations

NARCIS (Netherlands)

J. Nemcová (Jana); J.H. van Schuppen (Jan)

2010-01-01

htmlabstractThe study of realizations of response maps is a topic of control and system theory. Realization theory is used in system identification and control synthesis. A minimal rational realization of a given response map p is a rational realization of p such that the dimension of its state

Nonlinear symmetry realizations and the generalized CP sup(n-1) model

International Nuclear Information System (INIS)

Santos, T.A.

1982-01-01

The genralized CP sup(n-1) model having U(p) as Gauge group in the two-dimension Euclidean space in the several existing formulations is presented. Such a model is described as a nonlinear symmetry realization which becames linear when restricted to a determined sub-groups treating therefore of fields which have values in the quocient space G/H. Classical instanton and meron solutions for this model are presented and the existence of a mechanism to generate a family of non auto-dual solutions with finite action, taking as starting point the instanton solutions, is demonstrated. (L.C.) [pt

Full-model wavenumber inversion: An emphasis on the appropriate wavenumber continuation

KAUST Repository

Alkhalifah, Tariq Ali

2016-04-06

A model of the earth can be described using a Fourier basis represented by its wavenumber content. In full-waveform inversion (FWI), the wavenumber description of the model is natural because our Born-approximation-based velocity updates are made up of wavefields. Our objective in FWI is to access all the model wavenumbers available in our limited aperture and bandwidth recorded data that are not yet accurately present in the initial velocity model. To invert for those model wavenumbers, we need to locate their imprint in the data. Thus, I review the relation between the model wavenumber buildup and the inversion process. Specifically, I emphasize a focus on the model wavenumber components and identified their individual influence on the data. Missing the energy for a single vertical low-model wavenumber from the residual between the true Marmousi model and some initial linearly increasing velocity model produced a worse least-squares fit to the data than the initial model itself, in which all the residual model wavenumbers were missing. This stern realization validated the importance of wavenumber continuation, specifically starting from the low-model wavenumbers, to higher (resolution) wavenumbers, especially those attained in an order dictated by the scattering angle filter. A numerical Marmousi example determined the important role that the scattering angle filter played in managing the wavenumber continuation from low to high. An application on the SEG2014 blind test data set with frequencies lower than 7 Hz muted out further validated the versatility of the scattering angle filtering.

Full-model wavenumber inversion: An emphasis on the appropriate wavenumber continuation

KAUST Repository

Alkhalifah, Tariq Ali

2016-01-01

A model of the earth can be described using a Fourier basis represented by its wavenumber content. In full-waveform inversion (FWI), the wavenumber description of the model is natural because our Born-approximation-based velocity updates are made up of wavefields. Our objective in FWI is to access all the model wavenumbers available in our limited aperture and bandwidth recorded data that are not yet accurately present in the initial velocity model. To invert for those model wavenumbers, we need to locate their imprint in the data. Thus, I review the relation between the model wavenumber buildup and the inversion process. Specifically, I emphasize a focus on the model wavenumber components and identified their individual influence on the data. Missing the energy for a single vertical low-model wavenumber from the residual between the true Marmousi model and some initial linearly increasing velocity model produced a worse least-squares fit to the data than the initial model itself, in which all the residual model wavenumbers were missing. This stern realization validated the importance of wavenumber continuation, specifically starting from the low-model wavenumbers, to higher (resolution) wavenumbers, especially those attained in an order dictated by the scattering angle filter. A numerical Marmousi example determined the important role that the scattering angle filter played in managing the wavenumber continuation from low to high. An application on the SEG2014 blind test data set with frequencies lower than 7 Hz muted out further validated the versatility of the scattering angle filtering.

Lyapunov stability robust analysis and robustness design for linear continuous-time systems

NARCIS (Netherlands)

Luo, J.S.; Johnson, A.; Bosch, van den P.P.J.

1995-01-01

The linear continuous-time systems to be discussed are described by state space models with structured time-varying uncertainties. First, the explicit maximal perturbation bound for maintaining quadratic Lyapunov stability of the closed-loop systems is presented. Then, a robust design method is

Reinforcement learning using a continuous time actor-critic framework with spiking neurons.

Directory of Open Access Journals (Sweden)

Nicolas Frémaux

2013-04-01

Full Text Available Animals repeat rewarded behaviors, but the physiological basis of reward-based learning has only been partially elucidated. On one hand, experimental evidence shows that the neuromodulator dopamine carries information about rewards and affects synaptic plasticity. On the other hand, the theory of reinforcement learning provides a framework for reward-based learning. Recent models of reward-modulated spike-timing-dependent plasticity have made first steps towards bridging the gap between the two approaches, but faced two problems. First, reinforcement learning is typically formulated in a discrete framework, ill-adapted to the description of natural situations. Second, biologically plausible models of reward-modulated spike-timing-dependent plasticity require precise calculation of the reward prediction error, yet it remains to be shown how this can be computed by neurons. Here we propose a solution to these problems by extending the continuous temporal difference (TD learning of Doya (2000 to the case of spiking neurons in an actor-critic network operating in continuous time, and with continuous state and action representations. In our model, the critic learns to predict expected future rewards in real time. Its activity, together with actual rewards, conditions the delivery of a neuromodulatory TD signal to itself and to the actor, which is responsible for action choice. In simulations, we show that such an architecture can solve a Morris water-maze-like navigation task, in a number of trials consistent with reported animal performance. We also use our model to solve the acrobot and the cartpole problems, two complex motor control tasks. Our model provides a plausible way of computing reward prediction error in the brain. Moreover, the analytically derived learning rule is consistent with experimental evidence for dopamine-modulated spike-timing-dependent plasticity.

Time-Weighted Balanced Stochastic Model Reduction

DEFF Research Database (Denmark)

Tahavori, Maryamsadat; Shaker, Hamid Reza

2011-01-01

A new relative error model reduction technique for linear time invariant (LTI) systems is proposed in this paper. Both continuous and discrete time systems can be reduced within this framework. The proposed model reduction method is mainly based upon time-weighted balanced truncation and a recently...

Backward jump continuous-time random walk: An application to market trading

Science.gov (United States)

Gubiec, Tomasz; Kutner, Ryszard

2010-10-01

The backward jump modification of the continuous-time random walk model or the version of the model driven by the negative feedback was herein derived for spatiotemporal continuum in the context of a share price evolution on a stock exchange. In the frame of the model, we described stochastic evolution of a typical share price on a stock exchange with a moderate liquidity within a high-frequency time scale. The model was validated by satisfactory agreement of the theoretical velocity autocorrelation function with its empirical counterpart obtained for the continuous quotation. This agreement is mainly a result of a sharp backward correlation found and considered in this article. This correlation is a reminiscence of such a bid-ask bounce phenomenon where backward price jump has the same or almost the same length as preceding jump. We suggested that this correlation dominated the dynamics of the stock market with moderate liquidity. Although assumptions of the model were inspired by the market high-frequency empirical data, its potential applications extend beyond the financial market, for instance, to the field covered by the Le Chatelier-Braun principle of contrariness.

Relative entropy and waiting time for continuous-time Markov processes

NARCIS (Netherlands)

Chazottes, J.R.; Giardinà, C.; Redig, F.H.J.

2006-01-01

For discrete-time stochastic processes, there is a close connection between return (resp. waiting) times and entropy (resp. relative entropy). Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one needs a reference measure on

Diffusion of epicenters of earthquake aftershocks, Omori's law, and generalized continuous-time random walk models

International Nuclear Information System (INIS)

Helmstetter, A.; Sornette, D.

2002-01-01

The epidemic-type aftershock sequence (ETAS) model is a simple stochastic process modeling seismicity, based on the two best-established empirical laws, the Omori law (power-law decay ∼1/t 1+θ of seismicity after an earthquake) and Gutenberg-Richter law (power-law distribution of earthquake energies). In order to describe also the space distribution of seismicity, we use in addition a power-law distribution ∼1/r 1+μ of distances between triggered and triggering earthquakes. The ETAS model has been studied for the last two decades to model real seismicity catalogs and to obtain short-term probabilistic forecasts. Here, we present a mapping between the ETAS model and a class of CTRW (continuous time random walk) models, based on the identification of their corresponding master equations. This mapping allows us to use the wealth of results previously obtained on anomalous diffusion of CTRW. After translating into the relevant variable for the ETAS model, we provide a classification of the different regimes of diffusion of seismic activity triggered by a mainshock. Specifically, we derive the relation between the average distance between aftershocks and the mainshock as a function of the time from the mainshock and of the joint probability distribution of the times and locations of the aftershocks. The different regimes are fully characterized by the two exponents θ and μ. Our predictions are checked by careful numerical simulations. We stress the distinction between the 'bare' Omori law describing the seismic rate activated directly by a mainshock and the 'renormalized' Omori law taking into account all possible cascades from mainshocks to aftershocks of aftershock of aftershock, and so on. In particular, we predict that seismic diffusion or subdiffusion occurs and should be observable only when the observed Omori exponent is less than 1, because this signals the operation of the renormalization of the bare Omori law, also at the origin of seismic diffusion in

Mapping of uncertainty relations between continuous and discrete time.

Science.gov (United States)

Chiuchiù, Davide; Pigolotti, Simone

2018-03-01

Lower bounds on fluctuations of thermodynamic currents depend on the nature of time, discrete or continuous. To understand the physical reason, we compare current fluctuations in discrete-time Markov chains and continuous-time master equations. We prove that current fluctuations in the master equations are always more likely, due to random timings of transitions. This comparison leads to a mapping of the moments of a current between discrete and continuous time. We exploit this mapping to obtain uncertainty bounds. Our results reduce the quests for uncertainty bounds in discrete and continuous time to a single problem.

Model of Risk Forewarn and Investment Decision in Stock Markets and Its Realization

Institute of Scientific and Technical Information of China (English)

ZOU Hui-wen; TANG Bing-yong; WANG Li-ping; XU Guang-wei

2004-01-01

Based on the discussion of characteristic and mechanism of the stock prices volatility in Chinese emerging stock markets, this research designs an index system for risk forewarn, and builds up an investment decision model based on the forewarn of the market risk signal. Then, on probing into the structure and function of the realization of the model, the paper presents the method of data interface.

Hardware Realization of Chaos Based Symmetric Image Encryption

KAUST Repository

Barakat, Mohamed L.

2012-01-01

This thesis presents a novel work on hardware realization of symmetric image encryption utilizing chaos based continuous systems as pseudo random number generators. Digital implementation of chaotic systems results in serious degradations

Modelling snow accumulation and snow melt in a continuous hydrological model for real-time flood forecasting

International Nuclear Information System (INIS)

Stanzel, Ph; Haberl, U; Nachtnebel, H P

2008-01-01

Hydrological models for flood forecasting in Alpine basins need accurate representation of snow accumulation and snow melt processes. A continuous, semi-distributed rainfall-runoff model with snow modelling procedures using only precipitation and temperature as input is presented. Simulation results from an application in an Alpine Danube tributary watershed are shown and evaluated with snow depth measurements and MODIS remote sensing snow cover information. Seasonal variations of runoff due to snow melt were simulated accurately. Evaluation of simulated snow depth and snow covered area showed strengths and limitations of the model and allowed an assessment of input data quality. MODIS snow cover images were found to be valuable sources of information for hydrological modelling in alpine areas, where ground observations are scarce.

Modelling snow accumulation and snow melt in a continuous hydrological model for real-time flood forecasting

Energy Technology Data Exchange (ETDEWEB)

Stanzel, Ph; Haberl, U; Nachtnebel, H P [Institute of Water Management, Hydrology and Hydraulic Engineering, University of Natural Resources and Applied Life Sciences, Muthgasse 18, 1190 Vienna (Austria)], E-mail: philipp.stanzel@boku.ac.at

2008-11-01

Hydrological models for flood forecasting in Alpine basins need accurate representation of snow accumulation and snow melt processes. A continuous, semi-distributed rainfall-runoff model with snow modelling procedures using only precipitation and temperature as input is presented. Simulation results from an application in an Alpine Danube tributary watershed are shown and evaluated with snow depth measurements and MODIS remote sensing snow cover information. Seasonal variations of runoff due to snow melt were simulated accurately. Evaluation of simulated snow depth and snow covered area showed strengths and limitations of the model and allowed an assessment of input data quality. MODIS snow cover images were found to be valuable sources of information for hydrological modelling in alpine areas, where ground observations are scarce.

Finite time convergent learning law for continuous neural networks.

Science.gov (United States)

Chairez, Isaac

2014-02-01

This paper addresses the design of a discontinuous finite time convergent learning law for neural networks with continuous dynamics. The neural network was used here to obtain a non-parametric model for uncertain systems described by a set of ordinary differential equations. The source of uncertainties was the presence of some external perturbations and poor knowledge of the nonlinear function describing the system dynamics. A new adaptive algorithm based on discontinuous algorithms was used to adjust the weights of the neural network. The adaptive algorithm was derived by means of a non-standard Lyapunov function that is lower semi-continuous and differentiable in almost the whole space. A compensator term was included in the identifier to reject some specific perturbations using a nonlinear robust algorithm. Two numerical examples demonstrated the improvements achieved by the learning algorithm introduced in this paper compared to classical schemes with continuous learning methods. The first one dealt with a benchmark problem used in the paper to explain how the discontinuous learning law works. The second one used the methane production model to show the benefits in engineering applications of the learning law proposed in this paper. Copyright © 2013 Elsevier Ltd. All rights reserved.

Assistance for design and realization of real-time safety critical applications according to Oasis; Aide a la conception et a la realisation d'applications temps-reel critiques selon OASIS

Energy Technology Data Exchange (ETDEWEB)

Aussagues, Ch.; Cordonnier, Ch.; Quetueil, I.; David, V

1998-07-01

Assistance for design and realization is all the more essential when safety-critical, real-time and complex applications are considered. When developing such applications, real-time and dependability features should be managed as soon as possible. Then, since the design phase, programmers have to strive even more than with common applications. In the context of the OASIS approach, assistance for design and realization is based on some intrinsic properties of the model, i.e. determinism, behavior independence and timeliness. The assistance, that may be furnished in the OASIS approach, has three complementary components that constitute the focus of this article. (authors)

Continuous modelling study of numerical volumes - Applications to the visualization of anatomical structures

International Nuclear Information System (INIS)

Goret, C.

1990-12-01

Several technics of imaging (IRM, image scanners, tomoscintigraphy, echography) give numerical informations presented by means of a stack of parallel cross-sectional images. Since many years, 3-D mathematical tools have been developed and allow the 3 D images synthesis of surfaces. In first part, we give the technics of numerical volume exploitation and their medical applications to diagnosis and therapy. The second part is about a continuous modelling of the volume with a tensor product of cubic splines. We study the characteristics of this representation and its clinical validation. Finally, we treat of the problem of surface visualization of objects contained in the volume. The results show the interest of this model and allow to propose specifications for 3-D workstation realization [fr

Hierarchical Hidden Markov Models for Multivariate Integer-Valued Time-Series

DEFF Research Database (Denmark)

Catania, Leopoldo; Di Mari, Roberto

2018-01-01

We propose a new flexible dynamic model for multivariate nonnegative integer-valued time-series. Observations are assumed to depend on the realization of two additional unobserved integer-valued stochastic variables which control for the time-and cross-dependence of the data. An Expectation......-Maximization algorithm for maximum likelihood estimation of the model's parameters is derived. We provide conditional and unconditional (cross)-moments implied by the model, as well as the limiting distribution of the series. A Monte Carlo experiment investigates the finite sample properties of our estimation...

Hardware Realization of Chaos-based Symmetric Video Encryption

KAUST Repository

Ibrahim, Mohamad A.

2013-01-01

This thesis reports original work on hardware realization of symmetric video encryption using chaos-based continuous systems as pseudo-random number generators. The thesis also presents some of the serious degradations caused by digitally

Dynamics of continuous-time bidirectional associative memory neural networks with impulses and their discrete counterparts

International Nuclear Information System (INIS)

Huo Haifeng; Li Wantong

2009-01-01

This paper is concerned with the global stability characteristics of a system of equations modelling the dynamics of continuous-time bidirectional associative memory neural networks with impulses. Sufficient conditions which guarantee the existence of a unique equilibrium and its exponential stability of the networks are obtained. For the goal of computation, discrete-time analogues of the corresponding continuous-time bidirectional associative memory neural networks with impulses are also formulated and studied. Our results show that the above continuous-time and discrete-time systems with impulses preserve the dynamics of the networks without impulses when we make some modifications and impose some additional conditions on the systems, the convergence characteristics dynamics of the networks are preserved by both continuous-time and discrete-time systems with some restriction imposed on the impulse effect.

RADON CONCENTRATION TIME SERIES MODELING AND APPLICATION DISCUSSION.

Science.gov (United States)

Stránský, V; Thinová, L

2017-11-01

In the year 2010 a continual radon measurement was established at Mladeč Caves in the Czech Republic using a continual radon monitor RADIM3A. In order to model radon time series in the years 2010-15, the Box-Jenkins Methodology, often used in econometrics, was applied. Because of the behavior of radon concentrations (RCs), a seasonal integrated, autoregressive moving averages model with exogenous variables (SARIMAX) has been chosen to model the measured time series. This model uses the time series seasonality, previously acquired values and delayed atmospheric parameters, to forecast RC. The developed model for RC time series is called regARIMA(5,1,3). Model residuals could be retrospectively compared with seismic evidence of local or global earthquakes, which occurred during the RCs measurement. This technique enables us to asses if continuously measured RC could serve an earthquake precursor. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Continuous-time quantum random walks require discrete space

International Nuclear Information System (INIS)

Manouchehri, K; Wang, J B

2007-01-01

Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks

Continuous-time quantum random walks require discrete space

Science.gov (United States)

Manouchehri, K.; Wang, J. B.

2007-11-01

Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks.

Abstract probabilistic CNOT gate model based on double encoding: study of the errors and physical realizability

Science.gov (United States)

Gueddana, Amor; Attia, Moez; Chatta, Rihab

2015-03-01

In this work, we study the error sources standing behind the non-perfect linear optical quantum components composing a non-deterministic quantum CNOT gate model, which performs the CNOT function with a success probability of 4/27 and uses a double encoding technique to represent photonic qubits at the control and the target. We generalize this model to an abstract probabilistic CNOT version and determine the realizability limits depending on a realistic range of the errors. Finally, we discuss physical constraints allowing the implementation of the Asymmetric Partially Polarizing Beam Splitter (APPBS), which is at the heart of correctly realizing the CNOT function.

Continuous-Time Semi-Markov Models in Health Economic Decision Making: An Illustrative Example in Heart Failure Disease Management.

Science.gov (United States)

Cao, Qi; Buskens, Erik; Feenstra, Talitha; Jaarsma, Tiny; Hillege, Hans; Postmus, Douwe

2016-01-01

Continuous-time state transition models may end up having large unwieldy structures when trying to represent all relevant stages of clinical disease processes by means of a standard Markov model. In such situations, a more parsimonious, and therefore easier-to-grasp, model of a patient's disease progression can often be obtained by assuming that the future state transitions do not depend only on the present state (Markov assumption) but also on the past through time since entry in the present state. Despite that these so-called semi-Markov models are still relatively straightforward to specify and implement, they are not yet routinely applied in health economic evaluation to assess the cost-effectiveness of alternative interventions. To facilitate a better understanding of this type of model among applied health economic analysts, the first part of this article provides a detailed discussion of what the semi-Markov model entails and how such models can be specified in an intuitive way by adopting an approach called vertical modeling. In the second part of the article, we use this approach to construct a semi-Markov model for assessing the long-term cost-effectiveness of 3 disease management programs for heart failure. Compared with a standard Markov model with the same disease states, our proposed semi-Markov model fitted the observed data much better. When subsequently extrapolating beyond the clinical trial period, these relatively large differences in goodness-of-fit translated into almost a doubling in mean total cost and a 60-d decrease in mean survival time when using the Markov model instead of the semi-Markov model. For the disease process considered in our case study, the semi-Markov model thus provided a sensible balance between model parsimoniousness and computational complexity. © The Author(s) 2015.

A continuous time random walk model for Darcy-scale anomalous transport in heterogeneous porous media.

Science.gov (United States)

Comolli, Alessandro; Hakoun, Vivien; Dentz, Marco

2017-04-01

Achieving the understanding of the process of solute transport in heterogeneous porous media is of crucial importance for several environmental and social purposes, ranging from aquifers contamination and remediation, to risk assessment in nuclear waste repositories. The complexity of this aim is mainly ascribable to the heterogeneity of natural media, which can be observed at all the scales of interest, from pore scale to catchment scale. In fact, the intrinsic heterogeneity of porous media is responsible for the arising of the well-known non-Fickian footprints of transport, including heavy-tailed breakthrough curves, non-Gaussian spatial density profiles and the non-linear growth of the mean squared displacement. Several studies investigated the processes through which heterogeneity impacts the transport properties, which include local modifications to the advective-dispersive motion of solutes, mass exchanges between some mobile and immobile phases (e.g. sorption/desorption reactions or diffusion into solid matrix) and spatial correlation of the flow field. In the last decades, the continuous time random walk (CTRW) model has often been used to describe solute transport in heterogenous conditions and to quantify the impact of point heterogeneity, spatial correlation and mass transfer on the average transport properties [1]. Open issues regarding this approach are the possibility to relate measurable properties of the medium to the parameters of the model, as well as its capability to provide predictive information. In a recent work [2] the authors have shed new light on understanding the relationship between Lagrangian and Eulerian dynamics as well as on their evolution from arbitrary initial conditions. On the basis of these results, we derive a CTRW model for the description of Darcy-scale transport in d-dimensional media characterized by spatially random permeability fields. The CTRW approach models particle velocities as a spatial Markov process, which is

Analytical Call Center Model with Voice Response Unit and Wrap-Up Time

Directory of Open Access Journals (Sweden)

Petr Hampl

2015-01-01

Full Text Available The last twenty years of computer integration significantly changed the process of service in a call center service systems. Basic building modules of classical call centers – a switching system and a group of humans agents – was extended with other special modules such as skills-based routing module, automatic call distribution module, interactive voice response module and others to minimize the customer waiting time and wage costs. A calling customer of a modern call center is served in the first stage by the interactive voice response module without any human interaction. If the customer requirements are not satisfied in the first stage, the service continues to the second stage realized by the group of human agents. The service time of second stage – the average handle time – is divided into a conversation time and wrap-up time. During the conversation time, the agent answers customer questions and collects its requirements and during the wrap-up time (administrative time the agent completes the task without any customer interaction. The analytical model presented in this contribution is solved under the condition of statistical equilibrium and takes into account the interactive voice response module service time, the conversation time and the wrap-up time.

Parameter Estimation in Continuous Time Domain

Directory of Open Access Journals (Sweden)

Gabriela M. ATANASIU

2016-12-01

Full Text Available This paper will aim to presents the applications of a continuous-time parameter estimation method for estimating structural parameters of a real bridge structure. For the purpose of illustrating this method two case studies of a bridge pile located in a highly seismic risk area are considered, for which the structural parameters for the mass, damping and stiffness are estimated. The estimation process is followed by the validation of the analytical results and comparison with them to the measurement data. Further benefits and applications for the continuous-time parameter estimation method in civil engineering are presented in the final part of this paper.

A two-dimensional adaptive numerical grids generation method and its realization

International Nuclear Information System (INIS)

Xu Tao; Shui Hongshou

1998-12-01

A two-dimensional adaptive numerical grids generation method and its particular realization is discussed. This method is effective and easy to realize if the control functions are given continuously, and the grids for some regions is showed in this case. For Computational Fluid Dynamics, because the control values of adaptive grids-numerical solution is given in dispersed form, it is needed to interpolate these values to get the continuous control functions. These interpolation techniques are discussed, and some efficient adaptive grids are given. A two-dimensional fluid dynamics example was also given

Anticontrol of chaos in continuous-time systems via time-delay feedback.

Science.gov (United States)

Wang, Xiao Fan; Chen, Guanrong; Yu, Xinghuo

2000-12-01

In this paper, a systematic design approach based on time-delay feedback is developed for anticontrol of chaos in a continuous-time system. This anticontrol method can drive a finite-dimensional, continuous-time, autonomous system from nonchaotic to chaotic, and can also enhance the existing chaos of an originally chaotic system. Asymptotic analysis is used to establish an approximate relationship between a time-delay differential equation and a discrete map. Anticontrol of chaos is then accomplished based on this relationship and the differential-geometry control theory. Several examples are given to verify the effectiveness of the methodology and to illustrate the systematic design procedure. (c) 2000 American Institute of Physics.

Continuous-Time Random Walk with multi-step memory: an application to market dynamics

Science.gov (United States)

Gubiec, Tomasz; Kutner, Ryszard

2017-11-01

An extended version of the Continuous-Time Random Walk (CTRW) model with memory is herein developed. This memory involves the dependence between arbitrary number of successive jumps of the process while waiting times between jumps are considered as i.i.d. random variables. This dependence was established analyzing empirical histograms for the stochastic process of a single share price on a market within the high frequency time scale. Then, it was justified theoretically by considering bid-ask bounce mechanism containing some delay characteristic for any double-auction market. Our model appeared exactly analytically solvable. Therefore, it enables a direct comparison of its predictions with their empirical counterparts, for instance, with empirical velocity autocorrelation function. Thus, the present research significantly extends capabilities of the CTRW formalism. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

Fermion bag approach to Hamiltonian lattice field theories in continuous time

Science.gov (United States)

Huffman, Emilie; Chandrasekharan, Shailesh

2017-12-01

We extend the idea of fermion bags to Hamiltonian lattice field theories in the continuous time formulation. Using a class of models we argue that the temperature is a parameter that splits the fermion dynamics into small spatial regions that can be used to identify fermion bags. Using this idea we construct a continuous time quantum Monte Carlo algorithm and compute critical exponents in the 3 d Ising Gross-Neveu universality class using a single flavor of massless Hamiltonian staggered fermions. We find η =0.54 (6 ) and ν =0.88 (2 ) using lattices up to N =2304 sites. We argue that even sizes up to N =10 ,000 sites should be accessible with supercomputers available today.

Continuity of Local Time: An applied perspective

OpenAIRE

Ramirez, Jorge M.; Waymire, Edward C.; Thomann, Enrique A.

2015-01-01

Continuity of local time for Brownian motion ranks among the most notable mathematical results in the theory of stochastic processes. This article addresses its implications from the point of view of applications. In particular an extension of previous results on an explicit role of continuity of (natural) local time is obtained for applications to recent classes of problems in physics, biology and finance involving discontinuities in a dispersion coefficient. The main theorem and its corolla...

Analysis of a turbulent buoyant confined jet modeled using realizable k-ε model

KAUST Repository

El-Amin, Mohamed

2010-06-13

Through this paper, analyses of components of the unheated/heated turbulent confined jet are introduced and some models to describe them are developed. Turbulence realizable k-ε model is used to model the turbulence of this problem. Numerical simulations of 2D axisymmetric vertical hot water confined jet into a cylindrical tank have been done. Solutions are obtained for unsteady flow while velocity, pressure, temperature and turbulence distributions inside the water tank are analyzed. For seeking verification, an experiment was conducted for measuring of the temperature of the same system, and comparison between the measured and simulated temperature shows a good agreement. Using the simulated results, some models are developed to describe axial velocity, centerline velocity, radial velocity, dynamic pressure, mass flux, momentum flux and buoyancy flux for both unheated (non-buoyant) and heated (buoyant) jet. Finally, the dynamics of the heated jet in terms of the plume function which is a universal quantity and the source parameter are studied and therefore the maximum velocity can be predicted theoretically. © 2010 Springer-Verlag.

Computer Aided Continuous Time Stochastic Process Modelling

DEFF Research Database (Denmark)

Kristensen, N.R.; Madsen, Henrik; Jørgensen, Sten Bay

2001-01-01

A grey-box approach to process modelling that combines deterministic and stochastic modelling is advocated for identification of models for model-based control of batch and semi-batch processes. A computer-aided tool designed for supporting decision-making within the corresponding modelling cycle...

Continuous hydrological modelling in the context of real time flood forecasting in alpine Danube tributary catchments

International Nuclear Information System (INIS)

Stanzel, Ph; Kahl, B; Haberl, U; Herrnegger, M; Nachtnebel, H P

2008-01-01

A hydrological modelling framework applied within operational flood forecasting systems in three alpine Danube tributary basins, Traisen, Salzach and Enns, is presented. A continuous, semi-distributed rainfall-runoff model, accounting for the main hydrological processes of snow accumulation and melt, interception, evapotranspiration, infiltration, runoff generation and routing is set up. Spatial discretization relies on the division of watersheds into subbasins and subsequently into hydrologic response units based on spatial information on soil types, land cover and elevation bands. The hydrological models are calibrated with meteorological ground measurements and with meteorological analyses incorporating radar information. Operationally, each forecasting sequence starts with the re-calculation of the last 24 to 48 hours. Errors between simulated and observed runoff are minimized by optimizing a correction factor for the input to provide improved system states. For the hydrological forecast quantitative 48 or 72 hour forecast grids of temperature and precipitation - deterministic and probabilistic - are used as input. The forecasted hydrograph is corrected with an autoregressive model. The forecasting sequences are repeated each 15 minutes. First evaluations of resulting hydrological forecasts are presented and reliability of forecasts with different lead times is discussed.

Interaction-aided continuous time quantum search

International Nuclear Information System (INIS)

Bae, Joonwoo; Kwon, Younghun; Baek, Inchan; Yoon, Dalsun

2005-01-01

The continuous quantum search algorithm (based on the Farhi-Gutmann Hamiltonian evolution) is known to be analogous to the Grover (or discrete time quantum) algorithm. Any errors introduced in Grover algorithm are fatal to its success. In the same way the Farhi-Gutmann Hamiltonian algorithm has a severe difficulty when the Hamiltonian is perturbed. In this letter we will show that the interaction term in quantum search Hamiltonian (actually which is in the generalized quantum search Hamiltonian) can save the perturbed Farhi-Gutmann Hamiltonian that should otherwise fail. We note that this fact is quite remarkable since it implies that introduction of interaction can be a way to correct some errors on the continuous time quantum search

Aspect-Oriented Change Realizations and Their Interaction

DEFF Research Database (Denmark)

Vranić, Valentino; Menkyna, Radoslav; Bebjak, Michal

2009-01-01

With aspect-oriented programming, changes can be treated explicitly and directly at the programming language level. An approach to aspect-oriented change realization based on a two-level change type model is presented in this paper. In this approach, aspect-oriented change realizations are mainly...

Large Time Asymptotics for a Continuous Coagulation-Fragmentation Model with Degenerate Size-Dependent Diffusion

KAUST Repository

Desvillettes, Laurent; Fellner, Klemens

2010-01-01

We study a continuous coagulation-fragmentation model with constant kernels for reacting polymers (see [M. Aizenman and T. Bak, Comm. Math. Phys., 65 (1979), pp. 203-230]). The polymers are set to diffuse within a smooth bounded one

Exactly soluble local bosonic cocycle models, statistical transmutation, and simplest time-reversal symmetric topological orders in 3+1 dimensions

Science.gov (United States)

Wen, Xiao-Gang

2017-05-01

We propose a generic construction of exactly soluble local bosonic models that realize various topological orders with gappable boundaries. In particular, we construct an exactly soluble bosonic model that realizes a (3+1)-dimensional [(3+1)D] Z2-gauge theory with emergent fermionic Kramers doublet. We show that the emergence of such a fermion will cause the nucleation of certain topological excitations in space-time without pin+ structure. The exactly soluble model also leads to a statistical transmutation in (3+1)D. In addition, we construct exactly soluble bosonic models that realize 2 types of time-reversal symmetry-enriched Z2 topological orders in 2+1 dimensions, and 20 types of simplest time-reversal symmetry-enriched topological (SET) orders which have only one nontrivial pointlike and stringlike topological excitation. Many physical properties of those topological states are calculated using the exactly soluble models. We find that some time-reversal SET orders have pointlike excitations that carry Kramers doublet, a fractionalized time-reversal symmetry. We also find that some Z2 SET orders have stringlike excitations that carry anomalous (nononsite) Z2 symmetry, which can be viewed as a fractionalization of Z2 symmetry on strings. Our construction is based on cochains and cocycles in algebraic topology, which is very versatile. In principle, it can also realize emergent topological field theory beyond the twisted gauge theory.

On discrete models of space-time

International Nuclear Information System (INIS)

Horzela, A.; Kempczynski, J.; Kapuscik, E.; Georgia Univ., Athens, GA; Uzes, Ch.

1992-02-01

Analyzing the Einstein radiolocation method we come to the conclusion that results of any measurement of space-time coordinates should be expressed in terms of rational numbers. We show that this property is Lorentz invariant and may be used in the construction of discrete models of space-time different from the models of the lattice type constructed in the process of discretization of continuous models. (author)

28 CFR 301.204 - Continuation of lost-time wages.

Science.gov (United States)

2010-07-01

... 28 Judicial Administration 2 2010-07-01 2010-07-01 false Continuation of lost-time wages. 301.204... ACCIDENT COMPENSATION Lost-Time Wages § 301.204 Continuation of lost-time wages. (a) Once approved, the inmate shall receive lost-time wages until the inmate: (1) Is released; (2) Is transferred to another...

Analysis of transtheoretical model of health behavioral changes in a nutrition intervention study--a continuous time Markov chain model with Bayesian approach.

Science.gov (United States)

Ma, Junsheng; Chan, Wenyaw; Tsai, Chu-Lin; Xiong, Momiao; Tilley, Barbara C

2015-11-30

Continuous time Markov chain (CTMC) models are often used to study the progression of chronic diseases in medical research but rarely applied to studies of the process of behavioral change. In studies of interventions to modify behaviors, a widely used psychosocial model is based on the transtheoretical model that often has more than three states (representing stages of change) and conceptually permits all possible instantaneous transitions. Very little attention is given to the study of the relationships between a CTMC model and associated covariates under the framework of transtheoretical model. We developed a Bayesian approach to evaluate the covariate effects on a CTMC model through a log-linear regression link. A simulation study of this approach showed that model parameters were accurately and precisely estimated. We analyzed an existing data set on stages of change in dietary intake from the Next Step Trial using the proposed method and the generalized multinomial logit model. We found that the generalized multinomial logit model was not suitable for these data because it ignores the unbalanced data structure and temporal correlation between successive measurements. Our analysis not only confirms that the nutrition intervention was effective but also provides information on how the intervention affected the transitions among the stages of change. We found that, compared with the control group, subjects in the intervention group, on average, spent substantively less time in the precontemplation stage and were more/less likely to move from an unhealthy/healthy state to a healthy/unhealthy state. Copyright © 2015 John Wiley & Sons, Ltd.

A continuous-time adaptive particle filter for estimations under measurement time uncertainties with an application to a plasma-leucine mixed effects model.

Science.gov (United States)

Krengel, Annette; Hauth, Jan; Taskinen, Marja-Riitta; Adiels, Martin; Jirstrand, Mats

2013-01-19

When mathematical modelling is applied to many different application areas, a common task is the estimation of states and parameters based on measurements. With this kind of inference making, uncertainties in the time when the measurements have been taken are often neglected, but especially in applications taken from the life sciences, this kind of errors can considerably influence the estimation results. As an example in the context of personalized medicine, the model-based assessment of the effectiveness of drugs is becoming to play an important role. Systems biology may help here by providing good pharmacokinetic and pharmacodynamic (PK/PD) models. Inference on these systems based on data gained from clinical studies with several patient groups becomes a major challenge. Particle filters are a promising approach to tackle these difficulties but are by itself not ready to handle uncertainties in measurement times. In this article, we describe a variant of the standard particle filter (PF) algorithm which allows state and parameter estimation with the inclusion of measurement time uncertainties (MTU). The modified particle filter, which we call MTU-PF, also allows the application of an adaptive stepsize choice in the time-continuous case to avoid degeneracy problems. The modification is based on the model assumption of uncertain measurement times. While the assumption of randomness in the measurements themselves is common, the corresponding measurement times are generally taken as deterministic and exactly known. Especially in cases where the data are gained from measurements on blood or tissue samples, a relatively high uncertainty in the true measurement time seems to be a natural assumption. Our method is appropriate in cases where relatively few data are used from a relatively large number of groups or individuals, which introduce mixed effects in the model. This is a typical setting of clinical studies. We demonstrate the method on a small artificial example

Modeling discrete time-to-event data

CERN Document Server

Tutz, Gerhard

2016-01-01

This book focuses on statistical methods for the analysis of discrete failure times. Failure time analysis is one of the most important fields in statistical research, with applications affecting a wide range of disciplines, in particular, demography, econometrics, epidemiology and clinical research. Although there are a large variety of statistical methods for failure time analysis, many techniques are designed for failure times that are measured on a continuous scale. In empirical studies, however, failure times are often discrete, either because they have been measured in intervals (e.g., quarterly or yearly) or because they have been rounded or grouped. The book covers well-established methods like life-table analysis and discrete hazard regression models, but also introduces state-of-the art techniques for model evaluation, nonparametric estimation and variable selection. Throughout, the methods are illustrated by real life applications, and relationships to survival analysis in continuous time are expla...

A first theoretical realization of honeycomb topological magnon insulator.

Science.gov (United States)

Owerre, S A

2016-09-28

It has been recently shown that in the Heisenberg (anti)ferromagnet on the honeycomb lattice, the magnons (spin wave quasipacticles) realize a massless two-dimensional (2D) Dirac-like Hamiltonian. It was shown that the Dirac magnon Hamiltonian preserves time-reversal symmetry defined with the sublattice pseudo spins and the Dirac points are robust against magnon-magnon interactions. The Dirac points also occur at nonzero energy. In this paper, we propose a simple realization of nontrivial topology (magnon edge states) in this system. We show that the Dirac points are gapped when the inversion symmetry of the lattice is broken by introducing a next-nearest neighbour Dzyaloshinskii-Moriya (DM) interaction. Thus, the system realizes magnon edge states similar to the Haldane model for quantum anomalous Hall effect in electronic systems. However, in contrast to electronic spin current where dissipation can be very large due to Ohmic heating, noninteracting topological magnons can propagate for a long time without dissipation as magnons are uncharged particles. We observe the same magnon edge states for the XY model on the honeycomb lattice. Remarkably, in this case the model maps to interacting hardcore bosons on the honeycomb lattice. Quantum magnetic systems with nontrivial magnon edge states are called topological magnon insulators. They have been studied theoretically on the kagome lattice and recently observed experimentally on the kagome magnet Cu(1-3, bdc) with three magnon bulk bands. Our results for the honeycomb lattice suggests an experimental procedure to search for honeycomb topological magnon insulators within a class of 2D quantum magnets and ultracold atoms trapped in honeycomb optical lattices. In 3D lattices, Dirac and Weyl points were recently studied theoretically, however, the criteria that give rise to them were not well-understood. We argue that the low-energy Hamiltonian near the Weyl points should break time-reversal symmetry of the pseudo spins

Exponential stability of continuous-time and discrete-time bidirectional associative memory networks with delays

International Nuclear Information System (INIS)

Liang Jinling; Cao Jinde

2004-01-01

First, convergence of continuous-time Bidirectional Associative Memory (BAM) neural networks are studied. By using Lyapunov functionals and some analysis technique, the delay-independent sufficient conditions are obtained for the networks to converge exponentially toward the equilibrium associated with the constant input sources. Second, discrete-time analogues of the continuous-time BAM networks are formulated and studied. It is shown that the convergence characteristics of the continuous-time systems are preserved by the discrete-time analogues without any restriction imposed on the uniform discretionary step size. An illustrative example is given to demonstrate the effectiveness of the obtained results

Segmenting Continuous Motions with Hidden Semi-markov Models and Gaussian Processes

Directory of Open Access Journals (Sweden)

Tomoaki Nakamura

2017-12-01

Full Text Available Humans divide perceived continuous information into segments to facilitate recognition. For example, humans can segment speech waves into recognizable morphemes. Analogously, continuous motions are segmented into recognizable unit actions. People can divide continuous information into segments without using explicit segment points. This capacity for unsupervised segmentation is also useful for robots, because it enables them to flexibly learn languages, gestures, and actions. In this paper, we propose a Gaussian process-hidden semi-Markov model (GP-HSMM that can divide continuous time series data into segments in an unsupervised manner. Our proposed method consists of a generative model based on the hidden semi-Markov model (HSMM, the emission distributions of which are Gaussian processes (GPs. Continuous time series data is generated by connecting segments generated by the GP. Segmentation can be achieved by using forward filtering-backward sampling to estimate the model's parameters, including the lengths and classes of the segments. In an experiment using the CMU motion capture dataset, we tested GP-HSMM with motion capture data containing simple exercise motions; the results of this experiment showed that the proposed GP-HSMM was comparable with other methods. We also conducted an experiment using karate motion capture data, which is more complex than exercise motion capture data; in this experiment, the segmentation accuracy of GP-HSMM was 0.92, which outperformed other methods.

The continuous similarity model of bulk soil-water evaporation

Science.gov (United States)

Clapp, R. B.

1983-01-01

The continuous similarity model of evaporation is described. In it, evaporation is conceptualized as a two stage process. For an initially moist soil, evaporation is first climate limited, but later it becomes soil limited. During the latter stage, the evaporation rate is termed evaporability, and mathematically it is inversely proportional to the evaporation deficit. A functional approximation of the moisture distribution within the soil column is also included in the model. The model was tested using data from four experiments conducted near Phoenix, Arizona; and there was excellent agreement between the simulated and observed evaporation. The model also predicted the time of transition to the soil limited stage reasonably well. For one of the experiments, a third stage of evaporation, when vapor diffusion predominates, was observed. The occurrence of this stage was related to the decrease in moisture at the surface of the soil. The continuous similarity model does not account for vapor flow. The results show that climate, through the potential evaporation rate, has a strong influence on the time of transition to the soil limited stage. After this transition, however, bulk evaporation is independent of climate until the effects of vapor flow within the soil predominate.

Quantization of a non-linearly realized supersymmetric theory

International Nuclear Information System (INIS)

Shima, Kazunari

1976-01-01

The two-dimensional version of the Volkov-Akulov's Lagrngian, where the super-symmetry is realized non-linearly by means of a single Majorana spinor psi(x), is quantized. The equal time anti-commutators for the field are not c-numbers but functions of the field itself. By the explicite calculation we shall show that supersymmetry charges of the model form the supersymmetry algebra(the graded Lie algebra) and the supersymmetry charges exactly generate a constant translation of psi(x) in the spinor space. In this work we restrict our investigation to the two-dimensional space-time for the sake of simplicity. (auth.)

How to connect time-lapse recorded trajectories of motile microorganisms with dynamical models in continuous time

DEFF Research Database (Denmark)

Pedersen, Jonas Nyvold; Li, Liang; Gradinaru, Cristian

2016-01-01

We provide a tool for data-driven modeling of motility, data being time-lapse recorded trajectories. Several mathematical properties of a model to be found can be gleaned from appropriate model-independent experimental statistics, if one understands how such statistics are distorted by the finite...... of these effects that are valid for any reasonable model for persistent random motion. Our findings are illustrated with experimental data and Monte Carlo simulations....

Bi-Criteria System Optimum Traffic Assignment in Networks With Continuous Value of Time

Directory of Open Access Journals (Sweden)

Xin Wang

2013-04-01

Full Text Available For an elastic demand transportation network with continuously distributed value of time, the system disutility can be measured either in time units or in cost units. The user equilibrium model and the system optimization model are each formulated in two different criteria. The conditions required for making the system optimum link flow pattern equivalent to the user equilibrium link flow pattern are derived. Furthermore, a bi-objective model has been developed which minimizes simultaneously the system travel time and the system travel cost. The existence of a pricing scheme with anonymous link tolls which can decentralize a Pareto system optimum into the user equilibrium has been investigated.

Minimal-memory realization of pearl-necklace encoders of general quantum convolutional codes

International Nuclear Information System (INIS)

Houshmand, Monireh; Hosseini-Khayat, Saied

2011-01-01

Quantum convolutional codes, like their classical counterparts, promise to offer higher error correction performance than block codes of equivalent encoding complexity, and are expected to find important applications in reliable quantum communication where a continuous stream of qubits is transmitted. Grassl and Roetteler devised an algorithm to encode a quantum convolutional code with a ''pearl-necklace'' encoder. Despite their algorithm's theoretical significance as a neat way of representing quantum convolutional codes, it is not well suited to practical realization. In fact, there is no straightforward way to implement any given pearl-necklace structure. This paper closes the gap between theoretical representation and practical implementation. In our previous work, we presented an efficient algorithm to find a minimal-memory realization of a pearl-necklace encoder for Calderbank-Shor-Steane (CSS) convolutional codes. This work is an extension of our previous work and presents an algorithm for turning a pearl-necklace encoder for a general (non-CSS) quantum convolutional code into a realizable quantum convolutional encoder. We show that a minimal-memory realization depends on the commutativity relations between the gate strings in the pearl-necklace encoder. We find a realization by means of a weighted graph which details the noncommutative paths through the pearl necklace. The weight of the longest path in this graph is equal to the minimal amount of memory needed to implement the encoder. The algorithm has a polynomial-time complexity in the number of gate strings in the pearl-necklace encoder.

"A space-time ensemble Kalman filter for state and parameter estimation of groundwater transport models"

Science.gov (United States)

Briseño, Jessica; Herrera, Graciela S.

2010-05-01

Herrera (1998) proposed a method for the optimal design of groundwater quality monitoring networks that involves space and time in a combined form. The method was applied later by Herrera et al (2001) and by Herrera and Pinder (2005). To get the estimates of the contaminant concentration being analyzed, this method uses a space-time ensemble Kalman filter, based on a stochastic flow and transport model. When the method is applied, it is important that the characteristics of the stochastic model be congruent with field data, but, in general, it is laborious to manually achieve a good match between them. For this reason, the main objective of this work is to extend the space-time ensemble Kalman filter proposed by Herrera, to estimate the hydraulic conductivity, together with hydraulic head and contaminant concentration, and its application in a synthetic example. The method has three steps: 1) Given the mean and the semivariogram of the natural logarithm of hydraulic conductivity (ln K), random realizations of this parameter are obtained through two alternatives: Gaussian simulation (SGSim) and Latin Hypercube Sampling method (LHC). 2) The stochastic model is used to produce hydraulic head (h) and contaminant (C) realizations, for each one of the conductivity realizations. With these realization the mean of ln K, h and C are obtained, for h and C, the mean is calculated in space and time, and also the cross covariance matrix h-ln K-C in space and time. The covariance matrix is obtained averaging products of the ln K, h and C realizations on the estimation points and times, and the positions and times with data of the analyzed variables. The estimation points are the positions at which estimates of ln K, h or C are gathered. In an analogous way, the estimation times are those at which estimates of any of the three variables are gathered. 3) Finally the ln K, h and C estimate are obtained using the space-time ensemble Kalman filter. The realization mean for each one

Correlated continuous-time random walks—scaling limits and Langevin picture

International Nuclear Information System (INIS)

Magdziarz, Marcin; Metzler, Ralf; Szczotka, Wladyslaw; Zebrowski, Piotr

2012-01-01

In this paper we analyze correlated continuous-time random walks introduced recently by Tejedor and Metzler (2010 J. Phys. A: Math. Theor. 43 082002). We obtain the Langevin equations associated with this process and the corresponding scaling limits of their solutions. We prove that the limit processes are self-similar and display anomalous dynamics. Moreover, we extend the model to include external forces. Our results are confirmed by Monte Carlo simulations

Stability Analysis of Continuous-Time and Discrete-Time Quaternion-Valued Neural Networks With Linear Threshold Neurons.

Science.gov (United States)

Chen, Xiaofeng; Song, Qiankun; Li, Zhongshan; Zhao, Zhenjiang; Liu, Yurong

2018-07-01

This paper addresses the problem of stability for continuous-time and discrete-time quaternion-valued neural networks (QVNNs) with linear threshold neurons. Applying the semidiscretization technique to the continuous-time QVNNs, the discrete-time analogs are obtained, which preserve the dynamical characteristics of their continuous-time counterparts. Via the plural decomposition method of quaternion, homeomorphic mapping theorem, as well as Lyapunov theorem, some sufficient conditions on the existence, uniqueness, and global asymptotical stability of the equilibrium point are derived for the continuous-time QVNNs and their discrete-time analogs, respectively. Furthermore, a uniform sufficient condition on the existence, uniqueness, and global asymptotical stability of the equilibrium point is obtained for both continuous-time QVNNs and their discrete-time version. Finally, two numerical examples are provided to substantiate the effectiveness of the proposed results.

White paper on continuous bioprocessing. May 20-21, 2014 Continuous Manufacturing Symposium.

Science.gov (United States)

Konstantinov, Konstantin B; Cooney, Charles L

2015-03-01

There is a growing interest in realizing the benefits of continuous processing in biologics manufacturing, which is reflected by the significant number of industrial and academic researchers who are actively involved in the development of continuous bioprocessing systems. These efforts are further encouraged by guidance expressed in recent US FDA conference presentations. The advantages of continuous manufacturing include sustained operation with consistent product quality, reduced equipment size, high-volumetric productivity, streamlined process flow, low-process cycle times, and reduced capital and operating cost. This technology, however, poses challenges, which need to be addressed before routine implementation is considered. This paper, which is based on the available literature and input from a large number of reviewers, is intended to provide a consensus of the opportunities, technical needs, and strategic directions for continuous bioprocessing. The discussion is supported by several examples illustrating various architectures of continuous bioprocessing systems. © 2014 Wiley Periodicals, Inc. and the American Pharmacists Association.

On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets

International Nuclear Information System (INIS)

Benth, Fred Espen; Taib, Che Mohd Imran Che

2013-01-01

We extend the concept of half life of an Ornstein–Uhlenbeck process to Lévy-driven continuous-time autoregressive moving average processes with stochastic volatility. The half life becomes state dependent, and we analyze its properties in terms of the characteristics of the process. An empirical example based on daily temperatures observed in Petaling Jaya, Malaysia, is presented, where the proposed model is estimated and the distribution of the half life is simulated. The stationarity of the dynamics yield futures prices which asymptotically tend to constant at an exponential rate when time to maturity goes to infinity. The rate is characterized by the eigenvalues of the dynamics. An alternative description of this convergence can be given in terms of our concept of half life. - Highlights: • The concept of half life is extended to Levy-driven continuous time autoregressive moving average processes • The dynamics of Malaysian temperatures are modeled using a continuous time autoregressive model with stochastic volatility • Forward prices on temperature become constant when time to maturity tends to infinity • Convergence in time to maturity is at an exponential rate given by the eigenvalues of the model temperature model

State-space prediction model for chaotic time series

Science.gov (United States)

Alparslan, A. K.; Sayar, M.; Atilgan, A. R.

1998-08-01

A simple method for predicting the continuation of scalar chaotic time series ahead in time is proposed. The false nearest neighbors technique in connection with the time-delayed embedding is employed so as to reconstruct the state space. A local forecasting model based upon the time evolution of the topological neighboring in the reconstructed phase space is suggested. A moving root-mean-square error is utilized in order to monitor the error along the prediction horizon. The model is tested for the convection amplitude of the Lorenz model. The results indicate that for approximately 100 cycles of the training data, the prediction follows the actual continuation very closely about six cycles. The proposed model, like other state-space forecasting models, captures the long-term behavior of the system due to the use of spatial neighbors in the state space.

Impulsive Control for Continuous-Time Markov Decision Processes: A Linear Programming Approach

Energy Technology Data Exchange (ETDEWEB)

Dufour, F., E-mail: dufour@math.u-bordeaux1.fr [Bordeaux INP, IMB, UMR CNRS 5251 (France); Piunovskiy, A. B., E-mail: piunov@liv.ac.uk [University of Liverpool, Department of Mathematical Sciences (United Kingdom)

2016-08-15

In this paper, we investigate an optimization problem for continuous-time Markov decision processes with both impulsive and continuous controls. We consider the so-called constrained problem where the objective of the controller is to minimize a total expected discounted optimality criterion associated with a cost rate function while keeping other performance criteria of the same form, but associated with different cost rate functions, below some given bounds. Our model allows multiple impulses at the same time moment. The main objective of this work is to study the associated linear program defined on a space of measures including the occupation measures of the controlled process and to provide sufficient conditions to ensure the existence of an optimal control.

A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures

DEFF Research Database (Denmark)

Andersen, Torben G.; Bollerslev, Tim; Huang, Xin

Building on realized variance and bi-power variation measures constructed from high-frequency financial prices, we propose a simple reduced form framework for effectively incorporating intraday data into the modeling of daily return volatility. We decompose the total daily return variability...

Continuous-Time Mean-Variance Portfolio Selection under the CEV Process

OpenAIRE

Ma, Hui-qiang

2014-01-01

We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV) process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier. The mean-variance portfolio selection problem is formulated as a linearly constrained convex program problem. By employing the Lagrange multiplier method and stochastic optimal control theory, we obtain the optimal portfolio strategy and mean-variance effici...

Time-delay analyzer with continuous discretization

International Nuclear Information System (INIS)

Bayatyan, G.L.; Darbinyan, K.T.; Mkrtchyan, K.K.; Stepanyan, S.S.

1988-01-01

A time-delay analyzer is described which when triggered by a start pulse of adjustable duration performs continuous discretization of the analyzed signal within nearly 22 ns time intervals, the recording in a memory unit with following slow read-out of the information to the computer and its processing. The time-delay analyzer consists of four CAMAC-VECTOR systems of unit width. With its help one can separate comparatively short, small-amplitude rare signals against the background of quasistationary noise processes. 4 refs.; 3 figs

Multi-valued and Fuzzy Logic Realization using TaOx Memristive Devices.

Science.gov (United States)

Bhattacharjee, Debjyoti; Kim, Wonjoo; Chattopadhyay, Anupam; Waser, Rainer; Rana, Vikas

2018-01-08

Among emerging non-volatile storage technologies, redox-based resistive switching Random Access Memory (ReRAM) is a prominent one. The realization of Boolean logic functionalities using ReRAM adds an extra edge to this technology. Recently, 7-state ReRAM devices were used to realize ternary arithmetic circuits, which opens up the computing space beyond traditional binary values. In this manuscript, we report realization of multi-valued and fuzzy logic operators with a representative application using ReRAM devices. Multi-valued logic (MVL), such as Łukasiewicz logic generalizes Boolean logic by allowing more than two truth values. MVL also permits operations on fuzzy sets, where, in contrast to standard crisp logic, an element is permitted to have a degree of membership to a given set. Fuzzy operations generally model human reasoning better than Boolean logic operations, which is predominant in current computing technologies. When the available information for the modelling of a system is imprecise and incomplete, fuzzy logic provides an excellent framework for the system design. Practical applications of fuzzy logic include, industrial control systems, robotics, and in general, design of expert systems through knowledge-based reasoning. Our experimental results show, for the first time, that it is possible to model fuzzy logic natively using multi-state memristive devices.

A continuous time formulation of the Regge calculus

International Nuclear Information System (INIS)

Brewin, Leo

1988-01-01

A complete continuous time formulation of the Regge calculus is presented by developing the associated continuous time Regge action. It is shown that the time constraint is, by way of the Bianchi identities conserved by the evolution equations. This analysis leads to an explicit first integral for each of the evolution equations. The dynamical equations of the theory are therefore reduced to a set of first-order differential equations. In this formalism the time constraints reduce to a simple sum of the integration constants. This result is unique to the Regge calculus-there does not appear to be a complete set of first integrals available for the vacuum Einstein equations. (author)

Big data or bust: realizing the microbial genomics revolution.

Science.gov (United States)

Raza, Sobia; Luheshi, Leila

2016-02-01

Pathogen genomics has the potential to transform the clinical and public health management of infectious diseases through improved diagnosis, detection and tracking of antimicrobial resistance and outbreak control. However, the wide-ranging benefits of this technology can only fully be realized through the timely collation, integration and sharing of genomic and clinical/epidemiological metadata by all those involved in the delivery of genomic-informed services. As part of our review on bringing pathogen genomics into 'health-service' practice, we undertook extensive stakeholder consultation to examine the factors integral to achieving effective data sharing and integration. Infrastructure tailored to the needs of clinical users, as well as practical support and policies to facilitate the timely and responsible sharing of data with relevant health authorities and beyond, are all essential. We propose a tiered data sharing and integration model to maximize the immediate and longer term utility of microbial genomics in healthcare. Realizing this model at the scale and sophistication necessary to support national and international infection management services is not uncomplicated. Yet the establishment of a clear data strategy is paramount if failures in containing disease spread due to inadequate knowledge sharing are to be averted, and substantial progress made in tackling the dangers posed by infectious diseases.

Non-linear realization of α0 -extended supersymmetry

International Nuclear Information System (INIS)

Nishino, Hitoshi

2000-01-01

As generalizations of the original Volkov-Akulov action in four-dimensions, actions are found for all space-time dimensions D invariant under N non-linear realized global supersymmetries. We also give other such actions invariant under the global non-linear supersymmetry. As an interesting consequence, we find a non-linear supersymmetric Born-Infeld action for a non-Abelian gauge group for arbitrary D and N , which coincides with the linearly supersymmetric Born-Infeld action in D=10 at the lowest order. For the gauge group U(N) for M(atrix)-theory, this model has N 2 -extended non-linear supersymmetries, so that its large N limit corresponds to the infinitely many (α 0 ) supersymmetries. We also perform a duality transformation from F μν into its Hodge dual N μ 1 ctdot μD-2 . We next point out that any Chern-Simons action for any (super)groups has the non-linear supersymmetry as a hidden symmetry. Subsequently, we present a superspace formulation for the component results. We further find that as long as superspace supergravity is consistent, this generalized Volkov-Akulov action can further accommodate such curved superspace backgrounds with local supersymmetry, as a super p -brane action with fermionic kappa-symmetry. We further elaborate these results to what we call 'simplified' (Supersymmetry) 2 -models, with both linear and non-linear representations of supersymmetries in superspace at the same time. Our result gives a proof that there is no restriction on D or N for global non-linear supersymmetry. We also see that the non-linear realization of supersymmetry in 'curved' space-time can be interpreted as 'non-perturbative' effect starting with the 'flat' space-time

Impulsive control of a continuous-culture and flocculation harvest chemostat model

Science.gov (United States)

Zhang, Tongqian; Ma, Wanbiao; Meng, Xinzhu

2017-12-01

In this paper, a new mathematical model describing the process of continuous culture and harvest of microalgaes is proposed. By inputting medium and flocculant at two different fixed moments periodically, continuous culture and harvest of microalgaes is implemented. The mathematical analysis is conducted and the whole dynamics of model is investigated by using theory of impulsive differential equations. We find that the model has a microalgaes-extinction periodic solution and it is globally asymptotically stable when some certain threshold value is less than the unit. And the model is permanent when some certain threshold value is larger than the unit. Then, according to the threshold, the control strategies of continuous culture and harvest of microalgaes are discussed. The results show that continuous culture and harvest of microalgaes can be archived by adjusting suitable input time, input amount of medium or flocculant. Finally, some numerical simulations are carried out to verify the control strategy.

A test on analytic continuation of thermal imaginary-time data

International Nuclear Information System (INIS)

Burnier, Y.; Laine, M.; Mether, L.

2011-01-01

Some time ago, Cuniberti et al. have proposed a novel method for analytically continuing thermal imaginary-time correlators to real time, which requires no model input and should be applicable with finite-precision data as well. Given that these assertions go against common wisdom, we report on a naive test of the method with an idealized example. We do encounter two problems, which we spell out in detail; this implies that systematic errors are difficult to quantify. On a more positive note, the method is simple to implement and allows for an empirical recipe by which a reasonable qualitative estimate for some transport coefficient may be obtained, if statistical errors of an ultraviolet-subtracted imaginary-time measurement can be reduced to roughly below the per mille level. (orig.)

A miniature CSTR cascade for continuous flow of reactions containing solids

OpenAIRE

Mo, Yiming; Jensen, Klavs F

2016-01-01

Continuous handling of solids creates challenges for realizing continuous production of pharmaceuticals and fine chemicals. We present a new miniature continuous stirred-tank reactor (CSTR) cascade to handle solid-forming reactions in flow. Single-phase residence time distribution (RTD) measurements of the CSTR cascade reveal nearly ideal CSTR mixing behavior of the individual units. Consistency of experimental and predicted conversions of a Diels–Alder reaction further confirms the CSTR perf...

Stability of the Zagreb realization of the Carnegie-Mellon-Berkeley coupled-channels unitary model

International Nuclear Information System (INIS)

Osmanovic, H.; Hadzimehmedovic, M.; Stahov, J.; Ceci, S.; Svarc, A.

2011-01-01

In Hadzimehmedovicet al.[Phys. Rev. C 84, 035204 (2011)] we have used the Zagreb realization of Carnegie-Melon-Berkeley coupled-channel, unitary model as a tool for extracting pole positions from the world collection of partial-wave data, with the aim of eliminating model dependence in pole-search procedures. In order that the method is sensible, we in this paper discuss the stability of the method with respect to the strong variation of different model ingredients. We show that the Zagreb CMB procedure is very stable with strong variation of the model assumptions and that it can reliably predict the pole positions of the fitted partial-wave amplitudes.

Does Realized Skewness Predict the Cross-Section of Equity Returns?

DEFF Research Database (Denmark)

Amaya, Diego; Christoffersen, Peter; Jacobs, Kris

2015-01-01

We use intraday data to compute weekly realized moments for equity returns and study their time-series and cross-sectional properties. Buying stocks in the lowest realized skewness decile and selling stocks in the highest realized skewness decile generates an average return of 19 basis points...

An efficient realization of frequency dependent boundary conditions in an acoustic finite-difference time-domain model

DEFF Research Database (Denmark)

Escolano-Carrasco, José; Jacobsen, Finn; López, J.J.

2008-01-01

The finite-difference time-domain (FDTD) method provides a simple and accurate way of solving initial boundary value problems. However, most acoustic problems involve frequency dependent boundary conditions, and it is not easy to include such boundary conditions in an FDTD model. Although solutions...... to this problem exist, most of them have high computational costs, and stability cannot always be ensured. In this work, a solution is proposed based on "mixing modelling strategies"; this involves separating the FDTD mesh and the boundary conditions (a digital filter representation of the impedance...

New techniques used to realize silicon photocells

International Nuclear Information System (INIS)

Siffert, P.

1978-01-01

The techniques used to realize the terrestrial silicon solar cells being considered the possible improvements of these methods are discussed. The various approaches under development to prepare silicon sheets in a continuous way are considered for both self-supporting or substrate deposited layers. Finally, the various methods used or under investigation to obtain the surface potential barrier are considered; MIS, heterojunction and ion implantation [fr

Does Realized Skewness Predict the Cross-Section of Equity Returns?

DEFF Research Database (Denmark)

Amaya, Diego; Christoffersen, Peter; Jacobs, Kris

We use intraday data to compute weekly realized variance, skewness, and kurtosis for equity returns and study the realized moments’ time-series and cross-sectional properties. We investigate if this week’'s realized moments are informative for the cross-section of next week'’s stock returns. We...

Recommender engine for continuous-time quantum Monte Carlo methods

Science.gov (United States)

Huang, Li; Yang, Yi-feng; Wang, Lei

2017-03-01

Recommender systems play an essential role in the modern business world. They recommend favorable items such as books, movies, and search queries to users based on their past preferences. Applying similar ideas and techniques to Monte Carlo simulations of physical systems boosts their efficiency without sacrificing accuracy. Exploiting the quantum to classical mapping inherent in the continuous-time quantum Monte Carlo methods, we construct a classical molecular gas model to reproduce the quantum distributions. We then utilize powerful molecular simulation techniques to propose efficient quantum Monte Carlo updates. The recommender engine approach provides a general way to speed up the quantum impurity solvers.

The Relationships between Individualism, Nationalism, Ethnocentrism, and Authoritarianism in Flanders: A Continuous Time-Structural Equation Modeling Approach.

Science.gov (United States)

Angraini, Yenni; Toharudin, Toni; Folmer, Henk; Oud, Johan H L

2014-01-01

This article analyzes the relationships among nationalism (N), individualism (I), ethnocentrism (E), and authoritarianism (A) in continuous time (CT), estimated as a structural equation model. The analysis is based on the General Election Study for Flanders, Belgium, for 1991, 1995, and 1999. We find reciprocal effects between A and E and between E and I as well as a unidirectional effect from A on I. We furthermore find relatively small, but significant, effects from both I and E on N but no effect from A on N or from N on any of the other variables. Because of its central role in the N-I-E-A complex, mitigation of authoritarianism has the largest potential to reduce the spread of nationalism, ethnocentrism, and racism in Flanders.

Data on copula modeling of mixed discrete and continuous neural time series.

Science.gov (United States)

Hu, Meng; Li, Mingyao; Li, Wu; Liang, Hualou

2016-06-01

Copula is an important tool for modeling neural dependence. Recent work on copula has been expanded to jointly model mixed time series in neuroscience ("Hu et al., 2016, Joint Analysis of Spikes and Local Field Potentials using Copula" [1]). Here we present further data for joint analysis of spike and local field potential (LFP) with copula modeling. In particular, the details of different model orders and the influence of possible spike contamination in LFP data from the same and different electrode recordings are presented. To further facilitate the use of our copula model for the analysis of mixed data, we provide the Matlab codes, together with example data.

Hardware Realization of Chaos Based Symmetric Image Encryption

KAUST Repository

Barakat, Mohamed L.

2012-06-01

This thesis presents a novel work on hardware realization of symmetric image encryption utilizing chaos based continuous systems as pseudo random number generators. Digital implementation of chaotic systems results in serious degradations in the dynamics of the system. Such defects are illuminated through a new technique of generalized post proceeding with very low hardware cost. The thesis further discusses two encryption algorithms designed and implemented as a block cipher and a stream cipher. The security of both systems is thoroughly analyzed and the performance is compared with other reported systems showing a superior results. Both systems are realized on Xilinx Vetrix-4 FPGA with a hardware and throughput performance surpassing known encryption systems.

Identification of parameters of discrete-continuous models

International Nuclear Information System (INIS)

Cekus, Dawid; Warys, Pawel

2015-01-01

In the paper, the parameters of a discrete-continuous model have been identified on the basis of experimental investigations and formulation of optimization problem. The discrete-continuous model represents a cantilever stepped Timoshenko beam. The mathematical model has been formulated and solved according to the Lagrange multiplier formalism. Optimization has been based on the genetic algorithm. The presented proceeding’s stages make the identification of any parameters of discrete-continuous systems possible

Identification of parameters of discrete-continuous models

Energy Technology Data Exchange (ETDEWEB)

Cekus, Dawid, E-mail: cekus@imipkm.pcz.pl; Warys, Pawel, E-mail: warys@imipkm.pcz.pl [Institute of Mechanics and Machine Design Foundations, Czestochowa University of Technology, Dabrowskiego 73, 42-201 Czestochowa (Poland)

2015-03-10

In the paper, the parameters of a discrete-continuous model have been identified on the basis of experimental investigations and formulation of optimization problem. The discrete-continuous model represents a cantilever stepped Timoshenko beam. The mathematical model has been formulated and solved according to the Lagrange multiplier formalism. Optimization has been based on the genetic algorithm. The presented proceeding’s stages make the identification of any parameters of discrete-continuous systems possible.

CMOS continuous-time adaptive equalizers for high-speed serial links

CERN Document Server

Gimeno Gasca, Cecilia; Aldea Chagoyen, Concepción

2015-01-01

This book introduces readers to the design of adaptive equalization solutions integrated in standard CMOS technology for high-speed serial links. Since continuous-time equalizers offer various advantages as an alternative to discrete-time equalizers at multi-gigabit rates, this book provides a detailed description of continuous-time adaptive equalizers design - both at transistor and system levels-, their main characteristics and performances. The authors begin with a complete review and analysis of the state of the art of equalizers for wireline applications, describing why they are necessary, their types, and their main applications. Next, theoretical fundamentals of continuous-time adaptive equalizers are explored. Then, new structures are proposed to implement the different building blocks of the adaptive equalizer: line equalizer, loop-filters, power comparator, etc.  The authors demonstrate the design of a complete low-power, low-voltage, high-speed, continuous-time adaptive equalizer. Finally, a cost-...

An Improved Continuous-Time Model Predictive Control of Permanent Magnetic Synchronous Motors for a Wide-Speed Range

Directory of Open Access Journals (Sweden)

Dandan Su

2017-12-01

Full Text Available This paper proposes an improved continuous-time model predictive control (CTMPC of permanent magnetic synchronous motors (PMSMs for a wide-speed range, including the constant torque region and the flux-weakening (FW region. In the constant torque region, the mathematic models of PMSMs in dq-axes are decoupled without the limitation of DC-link voltage. However, in the FW region, the mathematic models of PMSMs in dq-axes are cross-coupled together with the limitation of DC-link voltage. A nonlinear PMSMs mathematic model in the FW region is presented based on the voltage angle. The solving of the nonlinear mathematic model of PMSMs in FW region will lead to heavy computation load for digital signal processing (DSP. To overcome such a problem, a linearization method of the voltage angle is also proposed to reduce the computation load. The selection of transiting points between the constant torque region and FW regions is researched to improve the performance of the driven system. Compared with the proportional integral (PI controller, the proposed CTMPC has obvious advantages in dealing with systems’ nonlinear constraints and improving system performance by restraining overshoot current under step torque changing. Both simulation and experimental results confirm the effectiveness of the proposed method in achieving good steady-state performance and smooth switching between the constant torque and FW regions.

Stability of the Zagreb realization of the Carnegie-Mellon-Berkeley coupled-channels unitary model

Science.gov (United States)

Osmanović, H.; Ceci, S.; Švarc, A.; Hadžimehmedović, M.; Stahov, J.

2011-09-01

In Hadžimehmedović [Phys. Rev. CPRVCAN0556-281310.1103/PhysRevC.84.035204 84, 035204 (2011)] we have used the Zagreb realization of Carnegie-Melon-Berkeley coupled-channel, unitary model as a tool for extracting pole positions from the world collection of partial-wave data, with the aim of eliminating model dependence in pole-search procedures. In order that the method is sensible, we in this paper discuss the stability of the method with respect to the strong variation of different model ingredients. We show that the Zagreb CMB procedure is very stable with strong variation of the model assumptions and that it can reliably predict the pole positions of the fitted partial-wave amplitudes.

Pharmacokinetic-pharmacodynamic modeling of activity of ceftazidime during continuous and intermittent infusion

NARCIS (Netherlands)

J.W. Mouton (Johan); A.A. Vinks; N.C. Punt

1997-01-01

textabstractWe developed and applied pharmacokinetic-pharmacodynamic (PK-PD) models to characterize in vitro bacterial rate of killing as a function of ceftazidime concentrations over time. For PK-PD modeling, data obtained during continuous and intermittent infusion of

SDG Fermion-Pair Algebraic SO(12) and Sp(10) Models and Their Boson Realizations

Science.gov (United States)

Navratil, P.; Geyer, H. B.; Dobes, J.; Dobaczewski, J.

1995-11-01

It is shown how the boson mapping formalism may be applied as a useful many-body tool to solve a fermion problem. This is done in the context of generalized Ginocchio models for which we introduce S-, D-, and G-pairs of fermions and subsequently construct the sdg-boson realizations of the generalized Dyson type. The constructed SO(12) and Sp(10) fermion models are solved beyond the explicit symmetry limits. Phase transitions to rotational structures are obtained also in situations where there is no underlying SU(3) symmetry.

Single realization stochastic FDTD for weak scattering waves in biological random media.

Science.gov (United States)

Tan, Tengmeng; Taflove, Allen; Backman, Vadim

2013-02-01

This paper introduces an iterative scheme to overcome the unresolved issues presented in S-FDTD (stochastic finite-difference time-domain) for obtaining ensemble average field values recently reported by Smith and Furse in an attempt to replace the brute force multiple-realization also known as Monte-Carlo approach with a single-realization scheme. Our formulation is particularly useful for studying light interactions with biological cells and tissues having sub-wavelength scale features. Numerical results demonstrate that such a small scale variation can be effectively modeled with a random medium problem which when simulated with the proposed S-FDTD indeed produces a very accurate result.

Inverse Higgs effect in nonlinear realizations

International Nuclear Information System (INIS)

Ivanov, E.A.; Ogievetskij, V.I.

1975-01-01

In theories with nonlinearly realized symmetry it is possible in a number of cases to eliminate some initial Goldstone and gauge fields by means of putting appropriate Cartan forms equal to zero. This is called the inverse Higgs phenomenon. We give a general treatment of the inverse Higgs phenomenon for gauge and space-time symmetries and consider four instructive examples which are the elimination of unessential gauge fields in chiral symmetry and in non-linearly realized supersymmetry and also the elimination of unessential Goldstone fields in the spontaneously broken conformal and projective symmetries

Unraveling the sub-processes of selective attention: insights from dynamic modeling and continuous behavior.

Science.gov (United States)

Frisch, Simon; Dshemuchadse, Maja; Görner, Max; Goschke, Thomas; Scherbaum, Stefan

2015-11-01

Selective attention biases information processing toward stimuli that are relevant for achieving our goals. However, the nature of this bias is under debate: Does it solely rely on the amplification of goal-relevant information or is there a need for additional inhibitory processes that selectively suppress currently distracting information? Here, we explored the processes underlying selective attention with a dynamic, modeling-based approach that focuses on the continuous evolution of behavior over time. We present two dynamic neural field models incorporating the diverging theoretical assumptions. Simulations with both models showed that they make similar predictions with regard to response times but differ markedly with regard to their continuous behavior. Human data observed via mouse tracking as a continuous measure of performance revealed evidence for the model solely based on amplification but no indication of persisting selective distracter inhibition.

Hybrid Modeling and Optimization of Yogurt Starter Culture Continuous Fermentation

Directory of Open Access Journals (Sweden)

Silviya Popova

2009-10-01

Full Text Available The present paper presents a hybrid model of yogurt starter mixed culture fermentation. The main nonlinearities within a classical structure of continuous process model are replaced by neural networks. The new hybrid model accounts for the dependence of the two microorganisms' kinetics from the on-line measured characteristics of the culture medium - pH. Then the model was used further for calculation of the optimal time profile of pH. The obtained results are with agreement with the experimental once.

Level Shifts in Volatility and the Implied-Realized Volatility Relation

DEFF Research Database (Denmark)

Christensen, Bent Jesper; de Magistris, Paolo Santucci

We propose a simple model in which realized stock market return volatility and implied volatility backed out of option prices are subject to common level shifts corresponding to movements between bull and bear markets. The model is estimated using the Kalman filter in a generalization to the mult......We propose a simple model in which realized stock market return volatility and implied volatility backed out of option prices are subject to common level shifts corresponding to movements between bull and bear markets. The model is estimated using the Kalman filter in a generalization...... to the multivariate case of the univariate level shift technique by Lu and Perron (2008). An application to the S&P500 index and a simulation experiment show that the recently documented empirical properties of strong persistence in volatility and forecastability of future realized volatility from current implied...... volatility, which have been interpreted as long memory (or fractional integration) in volatility and fractional cointegration between implied and realized volatility, are accounted for by occasional common level shifts....

Multifractality, imperfect scaling and hydrological properties of rainfall time series simulated by continuous universal multifractal and discrete random cascade models

Directory of Open Access Journals (Sweden)

F. Serinaldi

2010-12-01

Full Text Available Discrete multiplicative random cascade (MRC models were extensively studied and applied to disaggregate rainfall data, thanks to their formal simplicity and the small number of involved parameters. Focusing on temporal disaggregation, the rationale of these models is based on multiplying the value assumed by a physical attribute (e.g., rainfall intensity at a given time scale L, by a suitable number b of random weights, to obtain b attribute values corresponding to statistically plausible observations at a smaller L/b time resolution. In the original formulation of the MRC models, the random weights were assumed to be independent and identically distributed. However, for several studies this hypothesis did not appear to be realistic for the observed rainfall series as the distribution of the weights was shown to depend on the space-time scale and rainfall intensity. Since these findings contrast with the scale invariance assumption behind the MRC models and impact on the applicability of these models, it is worth studying their nature. This study explores the possible presence of dependence of the parameters of two discrete MRC models on rainfall intensity and time scale, by analyzing point rainfall series with 5-min time resolution. Taking into account a discrete microcanonical (MC model based on beta distribution and a discrete canonical beta-logstable (BLS, the analysis points out that the relations between the parameters and rainfall intensity across the time scales are detectable and can be modeled by a set of simple functions accounting for the parameter-rainfall intensity relationship, and another set describing the link between the parameters and the time scale. Therefore, MC and BLS models were modified to explicitly account for these relationships and compared with the continuous in scale universal multifractal (CUM model, which is used as a physically based benchmark model. Monte Carlo simulations point out

Modeling Suspension and Continuation of a Process

Directory of Open Access Journals (Sweden)

Oleg Svatos

2012-04-01

Full Text Available This work focuses on difficulties an analyst encounters when modeling suspension and continuation of a process in contemporary process modeling languages. As a basis there is introduced general lifecycle of an activity which is then compared to activity lifecycles supported by individual process modeling languages. The comparison shows that the contemporary process modeling languages cover the defined general lifecycle of an activity only partially. There are picked two popular process modeling languages and there is modeled real example, which reviews how the modeling languages can get along with their lack of native support of suspension and continuation of an activity. Upon the unsatisfying results of the contemporary process modeling languages in the modeled example, there is presented a new process modeling language which, as demonstrated, is capable of capturing suspension and continuation of an activity in much simpler and precise way.

OPTIMAL STRATEGIES FOR CONTINUOUS GRAVITATIONAL WAVE DETECTION IN PULSAR TIMING ARRAYS

International Nuclear Information System (INIS)

Ellis, J. A.; Siemens, X.; Creighton, J. D. E.

2012-01-01

Supermassive black hole binaries (SMBHBs) are expected to emit a continuous gravitational wave signal in the pulsar timing array (PTA) frequency band (10 –9 to 10 –7 Hz). The development of data analysis techniques aimed at efficient detection and characterization of these signals is critical to the gravitational wave detection effort. In this paper, we leverage methods developed for LIGO continuous wave gravitational searches and explore the use of the F-statistic for such searches in pulsar timing data. Babak and Sesana have used this approach in the context of PTAs to show that one can resolve multiple SMBHB sources in the sky. Our work improves on several aspects of prior continuous wave search methods developed for PTA data analysis. The algorithm is implemented fully in the time domain, which naturally deals with the irregular sampling typical of PTA data and avoids spectral leakage problems associated with frequency domain methods. We take into account the fitting of the timing model and have generalized our approach to deal with both correlated and uncorrelated colored noise sources. We also develop an incoherent detection statistic that maximizes over all pulsar-dependent contributions to the likelihood. To test the effectiveness and sensitivity of our detection statistics, we perform a number of Monte Carlo simulations. We produce sensitivity curves for PTAs of various configurations and outline an implementation of a fully functional data analysis pipeline. Finally, we present a derivation of the likelihood maximized over the gravitational wave phases at the pulsar locations, which results in a vast reduction of the search parameter space.

Field-theoretical investigations in nonlinear realizations of gauge symmetry

International Nuclear Information System (INIS)

Lee, Chenhan.

1989-01-01

A review of both linear realization and non-linear realization of gauge symmetries is given and the connection between the two recipes is carefully examined. The author then constructs both linear and non-linear realizations for of supersymmetric theories. The supermultiplets of the Goldstone modes contain Goldstone bosons, quasi-Goldstone bosons and quasi-Goldstone fermions. He makes an attempt to construct a specific model of a supersymmetric non-linear realization for the Nambu-Goldstone superfields and the quasi-Goldstone fermions are identified with the quarks and leptons. Further, he discusses a mechanism by which the components of the Nambu-Goldstone supermultiplets are given non-zero mass splittings by the coupling to a hidden sector. Next, he turns to anti-symmetric tensor gauge theories, which are shown to be classically equivalent to the non-linear models describing the complete symmetry breakdown. To study the quantum mechanical equivalence of these two models, he carries out the tensor gauge fixing and the quantization procedures for the anti-symmetric tensor theories and establish the global symmetry currents which connect the two models. He then builds the supersymmetric extensions of the anti-symmetric tensor gauge theories in both abelian and non-abelian versions. Such super-tensor gauge theories are shown, by using the superfield equations of motion, to be equivalent to the fully doubled supersymmetric non-linear models of complete symmetry breakdown

Quantization of a nonlinearly realized supersymmetric theory

International Nuclear Information System (INIS)

Shima, K.

1977-01-01

The two-dimensional version of the Volkov-Akulov Lagrangian, where the supersymmetry is realized nonlinearly by means of a single Majorana spinor psi (x), is quantized. The equal-time anticommutators for the field are not c numbers but are functions of the field itself. By explicit calculation we shall show that the supersymmetry charges of the model form the supersymmetry algebra (the graded Lie algebra); therefore the Hamiltonian of the system P 0 is written as a bilinear sum of products of supersymmetry charges. We shall also show that the supersymmetry charges exactly generate a constant translation of psi (x) in the spinor space

Real-time sensor failure detection by dynamic modelling of a PWR plant

International Nuclear Information System (INIS)

Turkcan, E.; Ciftcioglu, O.

1992-06-01

Signal validation and sensor failure detection is an important problem in real-time nuclear power plant (NPP) surveillance. Although conventional sensor redundancy, in a way, is a solution, identification of faulty sensor is necessary for further preventive actions to be taken. A comprehensive solution for the system so that any sensory reading is verified by its model based estimated counterpart, in real-time. Such a realization is accomplished by means of dynamic system's states estimation methodology using Kalman filter modelling technique. The method is investigated by means of real-time data of the steam generator of Borssele nuclear power plant and the method has proved to be satisfactory for real-time sensor failure detection as well as model validation verification. (author). 5 refs.; 6 figs.; 1 tab

On properties of continuous-time random walks with non-Poissonian jump-times

International Nuclear Information System (INIS)

Villarroel, Javier; Montero, Miquel

2009-01-01

The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equations for the propagator and mean escape times have been derived. We generalize these results to the case when the present is an arbitrary time by recourse to renewal theory. The case of Erlang distributed times is analyzed in detail. Several concrete examples are considered.

THE MODEL OF REALIZATION OF INTEGRATIVE APPROACH TO THE WORK WITH PEDAGOGICALLY GIFTED STUDENTS

Directory of Open Access Journals (Sweden)

Golubova Anna Vasilievna

2013-05-01

Full Text Available The article examines the components and criteria of pedagogical giftedness of students; the levels of formedness and pedagogical conditions of its development are identified. Purpose: to describe the model of realization of integrative approach to the work with pedagogically gifted students in educational space of university. Methodology: theoretical level methods of pedagogical phenomena learning, methods of empirical level (observation, interviewing, questionnaires, conversations, psychological tests etc.. The results of the research proved that phased realization of integrative approach to the work with pedagogically gifted students in educational space of university provides the rising of pedagogically giftedness formation level. The next pedagogical conditions of pedagogically giftedness formation are described: the creation of pedagogically-oriented creative environment; promotion of positive motivational setting for future professional and educational activities; attracting future teachers to the creative professional-oriented learning and cognitive activity. Practical implications: the educational process of higher pedagogical educational institutions.

A New Approach to Rational Discrete-Time Approximations to Continuous-Time Fractional-Order Systems

OpenAIRE

Matos , Carlos; Ortigueira , Manuel ,

2012-01-01

Part 10: Signal Processing; International audience; In this paper a new approach to rational discrete-time approximations to continuous fractional-order systems of the form 1/(sα+p) is proposed. We will show that such fractional-order LTI system can be decomposed into sub-systems. One has the classic behavior and the other is similar to a Finite Impulse Response (FIR) system. The conversion from continuous-time to discrete-time systems will be done using the Laplace transform inversion integr...

Heterarcical market: Dynamical interplay between time and space in the continuous interaction in a market model

Science.gov (United States)

Sasai, Kazuto; Gunji, Yukio-Pegio; Kinoshita, Tetsuo

2017-07-01

Multi-agent models of robust open systems such as natural systems are the important theme in the literature of systems science. Heterarchy, which means dynamical hierarchy, is a structural model, which includes the dynamical interplay between different levels. However, it is not easy to build a formal model of a heterarchical system because the interplay between different levels lead a self-referential paradox. In this paper, we propose an continuous double auction model, which includes a formal model of conitnuous transaction. We encode the model into a restriction rule of the order submittion. The proposed model shows a critical behavior of the actual markets, and it can have the relationship with the behaviors of natural systems.

Modeling of Ship Collision Risk Index Based on Complex Plane and Its Realization

Directory of Open Access Journals (Sweden)

Xiaoqin Xu

2016-07-01

Full Text Available Ship collision risk index is the basic and important concept in the domain of ship collision avoidance. In this paper, the advantages and deficiencies of the various calculation methods of ship collision risk index are pointed out. Then the ship collision risk model based on complex plane, which can well make up for the deficiencies of the widely-used evaluation model proposed by Kearon.J and Liu ruru is proposed. On this basis, the calculation method of collision risk index under the encountering situation of multi-ships is constructed, then the three-dimensional image and spatial curve of the risk index are figured out. Finally, single chip microcomputer is used to realize the model. And attaching this single chip microcomputer to ARPA is helpful to the decision-making of the marine navigators.

Monitoring and modelling of a continuous from-powder-to-tablet process line

DEFF Research Database (Denmark)

Mortier, Séverine T.F.C.; Nopens, Ingmar; De Beer, Thomas

2014-01-01

-time adjustment of critical input variables to ensure that the process stays within the Design Space. Mechanistic models are very useful for this purpose as, once validated, several tools can be applied to gain further process knowledge, for example uncertainty and sensitivity analysis. In addition, several......The intention to shift from batch to continuous production processes within the pharmaceutical industry enhances the need to monitor and control the process in-line and real-time to continuously guarantee the end-product quality. Mass and energy balances have been successfully applied to a drying...... process which is part of a continuous from-powder-to-tablet manufacturing line to calculate the residual moisture content of granules leaving the drying unit on the basis of continuously generated data from univariate sensors. Next to monitoring, the application of continuous processes demands also real...

SDG fermion-pair algebraic SO(12) and Sp(10) models and their boson realizations

International Nuclear Information System (INIS)

Navatil, P.; Geyer, H.B.; Dobes, J.

1995-01-01

It is shown how the boson mapping formalism may be applied as a useful many-body tool to solve a fermion problem. This is done in the context of generalized Ginocchio models for which the authors introduce S-, D-, and G-pairs of fermions and subsequently construct the sdg-boson realizations of the generalized Dyson type. The constructed SO(12) and Sp(10) fermion models are solved beyond the explicit symmetry limits. Phase transitions to rotational structures are obtained also in situations where there is no underlying SU(3) symmetry. 34 refs., 5 figs., 2 tabs

GRAPHIC REALIZATION FOUNDATIONS OF LOGIC-SEMANTIC MODELING IN DIDACTICS

Directory of Open Access Journals (Sweden)

V. E. Steinberg

2017-01-01

Full Text Available Introduction. Nowadays, there are not a lot of works devoted to a graphic method of logic-semantic modeling of knowledge. Meanwhile, an interest towards this method increases due to the fact of essential increase of the content of visual component in information and educational sources. The present publication is the authors’ contribution into the solution of the problem of search of new forms and means convenient for visual and logic perception of a training material, its assimilation, operating by elements of knowledge and their transformations.The aim of the research is to justify graphical implementation of the method of logic-semantic modeling of knowledge, presented by a natural language (training language and to show the possibilities of application of figurative and conceptual models in student teaching.Methodology and research methods. The research methodology is based on the specified activity-regulatory, system-multi-dimensional and structural-invariant approach and the principle of multidimensionality. The methodology the graphic realization of the logic-semantic models in learning technologies is based on didactic design using computer training programs.Results and scientific novelty. Social and anthropological-cultural adaptation bases of the method of logical-semantic knowledge modeling to the problems of didactics are established and reasoned: coordinate-invariant matrix structure is presented as the basis of logical-semantic models of figurative and conceptual nature; the possibilities of using such models as multifunctional didactic regulators – support schemes, navigation in the content of the educational material, educational activities carried out by navigators, etc., are shown. The characteristics of new teaching tools as objects of semiotics and didactic of regulators are considered; their place and role in the structure of the external and internal training curricula learning activities are pointed out

Continuous-time quantum algorithms for unstructured problems

International Nuclear Information System (INIS)

Hen, Itay

2014-01-01

We consider a family of unstructured optimization problems, for which we propose a method for constructing analogue, continuous-time (not necessarily adiabatic) quantum algorithms that are faster than their classical counterparts. In this family of problems, which we refer to as ‘scrambled input’ problems, one has to find a minimum-cost configuration of a given integer-valued n-bit black-box function whose input values have been scrambled in some unknown way. Special cases within this set of problems are Grover’s search problem of finding a marked item in an unstructured database, certain random energy models, and the functions of the Deutsch–Josza problem. We consider a couple of examples in detail. In the first, we provide an O(1) deterministic analogue quantum algorithm to solve the seminal problem of Deutsch and Josza, in which one has to determine whether an n-bit boolean function is constant (gives 0 on all inputs or 1 on all inputs) or balanced (returns 0 on half the input states and 1 on the other half). We also study one variant of the random energy model, and show that, as one might expect, its minimum energy configuration can be found quadratically faster with a quantum adiabatic algorithm than with classical algorithms. (paper)

Path probabilities of continuous time random walks

International Nuclear Information System (INIS)

Eule, Stephan; Friedrich, Rudolf

2014-01-01

Employing the path integral formulation of a broad class of anomalous diffusion processes, we derive the exact relations for the path probability densities of these processes. In particular, we obtain a closed analytical solution for the path probability distribution of a Continuous Time Random Walk (CTRW) process. This solution is given in terms of its waiting time distribution and short time propagator of the corresponding random walk as a solution of a Dyson equation. Applying our analytical solution we derive generalized Feynman–Kac formulae. (paper)

Introducing the Dimensional Continuous Space-Time Theory

International Nuclear Information System (INIS)

Martini, Luiz Cesar

2013-01-01

This article is an introduction to a new theory. The name of the theory is justified by the dimensional description of the continuous space-time of the matter, energy and empty space, that gathers all the real things that exists in the universe. The theory presents itself as the consolidation of the classical, quantum and relativity theories. A basic equation that describes the formation of the Universe, relating time, space, matter, energy and movement, is deduced. The four fundamentals physics constants, light speed in empty space, gravitational constant, Boltzmann's constant and Planck's constant and also the fundamentals particles mass, the electrical charges, the energies, the empty space and time are also obtained from this basic equation. This theory provides a new vision of the Big-Bang and how the galaxies, stars, black holes and planets were formed. Based on it, is possible to have a perfect comprehension of the duality between wave-particle, which is an intrinsic characteristic of the matter and energy. It will be possible to comprehend the formation of orbitals and get the equationing of atomics orbits. It presents a singular comprehension of the mass relativity, length and time. It is demonstrated that the continuous space-time is tridimensional, inelastic and temporally instantaneous, eliminating the possibility of spatial fold, slot space, worm hole, time travels and parallel universes. It is shown that many concepts, like dark matter and strong forces, that hypothetically keep the cohesion of the atomics nucleons, are without sense.

Zero-intelligence realized variance estimation

NARCIS (Netherlands)

Gatheral, J.; Oomen, R.C.A.

2010-01-01

Given a time series of intra-day tick-by-tick price data, how can realized variance be estimated? The obvious estimator—the sum of squared returns between trades—is biased by microstructure effects such as bid-ask bounce and so in the past, practitioners were advised to drop most of the data and

Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.

Science.gov (United States)

Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi

2015-02-01

We present a class of Bayesian copula models whose major components are the marginal (limiting) distribution of a stationary time series and the internal dynamics of the series. We argue that these are the two features with which an analyst is typically most familiar, and hence that these are natural components with which to work. For the marginal distribution, we use a nonparametric Bayesian prior distribution along with a cdf-inverse cdf transformation to obtain large support. For the internal dynamics, we rely on the traditionally successful techniques of normal-theory time series. Coupling the two components gives us a family of (Gaussian) copula transformed autoregressive models. The models provide coherent adjustments of time scales and are compatible with many extensions, including changes in volatility of the series. We describe basic properties of the models, show their ability to recover non-Gaussian marginal distributions, and use a GARCH modification of the basic model to analyze stock index return series. The models are found to provide better fit and improved short-range and long-range predictions than Gaussian competitors. The models are extensible to a large variety of fields, including continuous time models, spatial models, models for multiple series, models driven by external covariate streams, and non-stationary models.

Management of purchase process in realization of building investment

Directory of Open Access Journals (Sweden)

M. Radoń

2010-07-01

Full Text Available In building companies process of product and service purchase is one of the main processes of quality management system [1]. Because ofshort time-limits of contract realization, high specialization of works, necessity of fulfillment of high quality requirements and assurance of profitable financial effects the management of purchase process becomes very important element of work of the building company. The serious problem in creating and keeping the efficient system of purchase management is special type of purchase in building companies. Particular investments are realized in different country regions, objects are built based on the individual design documentations and each building becomes independent organization unit that organize purchase necessary for investment realization.An example of the management system of purchase process in building company is described in the paper. Just In Time system is widelyused during the realization of building investment. This system is especially useful in buildings because some investments, especially inbig cities, are characterized by restriction in building site. This makes impossible storing the products. In such cases close synchronization between times of delivery and requirements of purchase schedule and schedule of building realization is very important. Criteria of supplier selection as well as the methods of choosing the supplier are also presented in the paper. Special attention is paid to necessity of valuation of the purchase efficiency and the purchase risk. Basic coefficients of purchase efficiency are also described in the paper.

Discrete event simulation tool for analysis of qualitative models of continuous processing systems

Science.gov (United States)

Malin, Jane T. (Inventor); Basham, Bryan D. (Inventor); Harris, Richard A. (Inventor)

1990-01-01

An artificial intelligence design and qualitative modeling tool is disclosed for creating computer models and simulating continuous activities, functions, and/or behavior using developed discrete event techniques. Conveniently, the tool is organized in four modules: library design module, model construction module, simulation module, and experimentation and analysis. The library design module supports the building of library knowledge including component classes and elements pertinent to a particular domain of continuous activities, functions, and behavior being modeled. The continuous behavior is defined discretely with respect to invocation statements, effect statements, and time delays. The functionality of the components is defined in terms of variable cluster instances, independent processes, and modes, further defined in terms of mode transition processes and mode dependent processes. Model construction utilizes the hierarchy of libraries and connects them with appropriate relations. The simulation executes a specialized initialization routine and executes events in a manner that includes selective inherency of characteristics through a time and event schema until the event queue in the simulator is emptied. The experimentation and analysis module supports analysis through the generation of appropriate log files and graphics developments and includes the ability of log file comparisons.

A Random Parameter Model for Continuous-Time Mean-Variance Asset-Liability Management

Directory of Open Access Journals (Sweden)

Hui-qiang Ma

2015-01-01

Full Text Available We consider a continuous-time mean-variance asset-liability management problem in a market with random market parameters; that is, interest rate, appreciation rates, and volatility rates are considered to be stochastic processes. By using the theories of stochastic linear-quadratic (LQ optimal control and backward stochastic differential equations (BSDEs, we tackle this problem and derive optimal investment strategies as well as the mean-variance efficient frontier analytically in terms of the solution of BSDEs. We find that the efficient frontier is still a parabola in a market with random parameters. Comparing with the existing results, we also find that the liability does not affect the feasibility of the mean-variance portfolio selection problem. However, in an incomplete market with random parameters, the liability can not be fully hedged.

Asymptotic absolute continuity for perturbed time-dependent ...

Indian Academy of Sciences (India)

R. Narasimhan (Krishtel eMaging) 1461 1996 Oct 15 13:05:22

We study the notion of asymptotic velocity for a class of perturbed time- ... for Mathematical Physics and Stochastics, funded by a grant from the Danish National Research Foun- .... Using (2.4) we can readily continue α(t) to the whole half-axis.

Ordering dynamics of microscopic models with nonconserved order parameter of continuous symmetry

DEFF Research Database (Denmark)

Zhang, Z.; Mouritsen, Ole G.; Zuckermann, Martin J.

1993-01-01

crystals. For both models, which have a nonconserved order parameter, it is found that the linear scale, R(t), of the evolving order, following quenches to below the transition temperature, grows at late times in an effectively algebraic fashion, R(t)∼tn, with exponent values which are strongly temperature......Numerical Monte Carlo temperature-quenching experiments have been performed on two three-dimensional classical lattice models with continuous ordering symmetry: the Lebwohl-Lasher model [Phys. Rev. A 6, 426 (1972)] and the ferromagnetic isotropic Heisenberg model. Both models describe a transition...... from a disordered phase to an orientationally ordered phase of continuous symmetry. The Lebwohl-Lasher model accounts for the orientational ordering properties of the nematic-isotropic transition in liquid crystals and the Heisenberg model for the ferromagnetic-paramagnetic transition in magnetic...

A dynamic control water distribution model of steel in continuous casting

International Nuclear Information System (INIS)

Fu Jianxun; Hwang, Weng-Sing; Tsai, De-Chang; Tsai, Ming Hsiu; Wang, Chien-Hsun

2012-01-01

After investigation in many continuous casting shop of steel, a dynamic water distribution model is proposed for flexible control on secondary cooling in continuous casting. In this model, the water cooling intensity is determined by the model casting speed instead of the real casting speed. When the casting speed is steady, the model casting speed is equal to the real casting speed. When the real casting speed is changing, the model casting speed according to calculating algorithm to adjust and approaches to the real one, but there is a time delay between them, so it can avoid the slab surface temperature fluctuated due to casting speed changes. The secondary cooling can be dynamically controlled by monitoring the model casting speed. The compare of the simulation results and the measured results reveals that the temperature field and thickness of slab shell in simulations agree very well with the real production situations.

LMI-based stability and performance conditions for continuous-time nonlinear systems in Takagi-Sugeno's form.

Science.gov (United States)

Lam, H K; Leung, Frank H F

2007-10-01

This correspondence presents the stability analysis and performance design of the continuous-time fuzzy-model-based control systems. The idea of the nonparallel-distributed-compensation (non-PDC) control laws is extended to the continuous-time fuzzy-model-based control systems. A nonlinear controller with non-PDC control laws is proposed to stabilize the continuous-time nonlinear systems in Takagi-Sugeno's form. To produce the stability-analysis result, a parameter-dependent Lyapunov function (PDLF) is employed. However, two difficulties are usually encountered: 1) the time-derivative terms produced by the PDLF will complicate the stability analysis and 2) the stability conditions are not in the form of linear-matrix inequalities (LMIs) that aid the design of feedback gains. To tackle the first difficulty, the time-derivative terms are represented by some weighted-sum terms in some existing approaches, which will increase the number of stability conditions significantly. In view of the second difficulty, some positive-definitive terms are added in order to cast the stability conditions into LMIs. In this correspondence, the favorable properties of the membership functions and nonlinear control laws, which allow the introduction of some free matrices, are employed to alleviate the two difficulties while retaining the favorable properties of PDLF-based approach. LMI-based stability conditions are derived to ensure the system stability. Furthermore, based on a common scalar performance index, LMI-based performance conditions are derived to guarantee the system performance. Simulation examples are given to illustrate the effectiveness of the proposed approach.

Bayesian Model Selection under Time Constraints

Science.gov (United States)

Hoege, M.; Nowak, W.; Illman, W. A.

2017-12-01

Bayesian model selection (BMS) provides a consistent framework for rating and comparing models in multi-model inference. In cases where models of vastly different complexity compete with each other, we also face vastly different computational runtimes of such models. For instance, time series of a quantity of interest can be simulated by an autoregressive process model that takes even less than a second for one run, or by a partial differential equations-based model with runtimes up to several hours or even days. The classical BMS is based on a quantity called Bayesian model evidence (BME). It determines the model weights in the selection process and resembles a trade-off between bias of a model and its complexity. However, in practice, the runtime of models is another weight relevant factor for model selection. Hence, we believe that it should be included, leading to an overall trade-off problem between bias, variance and computing effort. We approach this triple trade-off from the viewpoint of our ability to generate realizations of the models under a given computational budget. One way to obtain BME values is through sampling-based integration techniques. We argue with the fact that more expensive models can be sampled much less under time constraints than faster models (in straight proportion to their runtime). The computed evidence in favor of a more expensive model is statistically less significant than the evidence computed in favor of a faster model, since sampling-based strategies are always subject to statistical sampling error. We present a straightforward way to include this misbalance into the model weights that are the basis for model selection. Our approach follows directly from the idea of insufficient significance. It is based on a computationally cheap bootstrapping error estimate of model evidence and is easy to implement. The approach is illustrated in a small synthetic modeling study.

Research and Realization of the HJ-1C Real-time Software Frame Synchronization Algorithm

OpenAIRE

Hou Yang-shuan; Shi Tao; Hu Yu-xin

2014-01-01

Conventional software frame synchronization methods are inefficient in processing huge continuous data without synchronization words. To improve the processing speed, a real-time synchronization algorithm is proposed based on reverse searching. Satellite data are grouped and searched in the reverse direction to avoid searching for synchronization words in huge continuous invalid data; thus, the frame synchronization speed is improved enormously. The fastest processing speed is up to 15445.9 M...

Learning, Realizability and Games in Classical Arithmetic

Science.gov (United States)

Aschieri, Federico

2010-12-01

In this dissertation we provide mathematical evidence that the concept of learning can be used to give a new and intuitive computational semantics of classical proofs in various fragments of Predicative Arithmetic. First, we extend Kreisel modified realizability to a classical fragment of first order Arithmetic, Heyting Arithmetic plus EM1 (Excluded middle axiom restricted to Sigma^0_1 formulas). We introduce a new realizability semantics we call "Interactive Learning-Based Realizability". Our realizers are self-correcting programs, which learn from their errors and evolve through time. Secondly, we extend the class of learning based realizers to a classical version PCFclass of PCF and, then, compare the resulting notion of realizability with Coquand game semantics and prove a full soundness and completeness result. In particular, we show there is a one-to-one correspondence between realizers and recursive winning strategies in the 1-Backtracking version of Tarski games. Third, we provide a complete and fully detailed constructive analysis of learning as it arises in learning based realizability for HA+EM1, Avigad's update procedures and epsilon substitution method for Peano Arithmetic PA. We present new constructive techniques to bound the length of learning processes and we apply them to reprove - by means of our theory - the classic result of Godel that provably total functions of PA can be represented in Godel's system T. Last, we give an axiomatization of the kind of learning that is needed to computationally interpret Predicative classical second order Arithmetic. Our work is an extension of Avigad's and generalizes the concept of update procedure to the transfinite case. Transfinite update procedures have to learn values of transfinite sequences of non computable functions in order to extract witnesses from classical proofs.

Time, physics, and the paradoxes of continuity

CERN Document Server

Steinberg, D A

2003-01-01

A recent article in this journal proposes a radical reformulation of classical and quantum dynamics based on a perceived deficiency in current definitions of time. The argument is incorrect but the errors highlight aspects of the foundations of mathematics and physics that are commonly confused and misunderstood. For this reason, the article provides an important and heuristic opportunity to reexamine the types of time and non-standard analysis. This paper will discuss the differences between physical time and experiential time and explain how an expanded system of real analysis containing infinitesimals can resolve the paradoxes of continuity without sacrificing the modern edifice of mathematical physics.

Beyond ROC Curvature: Strength Effects and Response Time Data Support Continuous-Evidence Models of Recognition Memory

Science.gov (United States)

Dube, Chad; Starns, Jeffrey J.; Rotello, Caren M.; Ratcliff, Roger

2012-01-01

A classic question in the recognition memory literature is whether retrieval is best described as a continuous-evidence process consistent with signal detection theory (SDT), or a threshold process consistent with many multinomial processing tree (MPT) models. Because receiver operating characteristics (ROCs) based on confidence ratings are…

The mathematical model of the task of compiling the time-table

Directory of Open Access Journals (Sweden)

О.Є. Литвиненко

2004-01-01

Full Text Available  The mathematical model of the task of compiling the time-table in High-school has been carried out.  It has been showed, that the task may be reduced to canonical form of extrimal combinatorial tasks with unlinear structure after identical transformations. The algorithm of the task’s decision for realizing the scheme of the directed sorting of variants is indicated.

Discrete time and continuous time dynamic mean-variance analysis

OpenAIRE

Reiss, Ariane

1999-01-01

Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...

Elastic LiDAR Fusion: Dense Map-Centric Continuous-Time SLAM

OpenAIRE

Park, Chanoh; Moghadam, Peyman; Kim, Soohwan; Elfes, Alberto; Fookes, Clinton; Sridharan, Sridha

2017-01-01

The concept of continuous-time trajectory representation has brought increased accuracy and efficiency to multi-modal sensor fusion in modern SLAM. However, regardless of these advantages, its offline property caused by the requirement of global batch optimization is critically hindering its relevance for real-time and life-long applications. In this paper, we present a dense map-centric SLAM method based on a continuous-time trajectory to cope with this problem. The proposed system locally f...

Forecasting the Global Mean Sea Level, a Continuous-Time State-Space Approach

DEFF Research Database (Denmark)

Boldrini, Lorenzo

In this paper we propose a continuous-time, Gaussian, linear, state-space system to model the relation between global mean sea level (GMSL) and the global mean temperature (GMT), with the aim of making long-term projections for the GMSL. We provide a justification for the model specification based......) and the temperature reconstruction from Hansen et al. (2010). We compare the forecasting performance of the proposed specification to the procedures developed in Rahmstorf (2007b) and Vermeer and Rahmstorf (2009). Finally, we compute projections for the sea-level rise conditional on the 21st century SRES temperature...

Realizing the Living Paper using the ProvONE Model for Reproducible Research

Science.gov (United States)

Jones, M. B.; Jones, C. S.; Ludäscher, B.; Missier, P.; Walker, L.; Slaughter, P.; Schildhauer, M.; Cuevas-Vicenttín, V.

2015-12-01

Science has advanced through traditional publications that codify research results as a permenant part of the scientific record. But because publications are static and atomic, researchers can only cite and reference a whole work when building on prior work of colleagues. The open source software model has demonstrated a new approach in which strong version control in an open environment can nurture an open ecosystem of software. Developers now commonly fork and extend software giving proper credit, with less repetition, and with confidence in the relationship to original software. Through initiatives like 'Beyond the PDF', an analogous model has been imagined for open science, in which software, data, analyses, and derived products become first class objects within a publishing ecosystem that has evolved to be finer-grained and is realized through a web of linked open data. We have prototyped a Living Paper concept by developing the ProvONE provenance model for scientific workflows, with prototype deployments in DataONE. ProvONE promotes transparency and openness by describing the authenticity, origin, structure, and processing history of research artifacts and by detailing the steps in computational workflows that produce derived products. To realize the Living Paper, we decompose scientific papers into their constituent products and publish these as compound objects in the DataONE federation of archival repositories. Each individual finding and sub-product of a reseach project (such as a derived data table, a workflow or script, a figure, an image, or a finding) can be independently stored, versioned, and cited. ProvONE provenance traces link these fine-grained products within and across versions of a paper, and across related papers that extend an original analysis. This allows for open scientific publishing in which researchers extend and modify findings, creating a dynamic, evolving web of results that collectively represent the scientific enterprise. The

Realized Volatility Risk

NARCIS (Netherlands)

D.E. Allen (David); M.J. McAleer (Michael); M. Scharth (Marcel)

2013-01-01

textabstractIn this paper we document that realized variation measures constructed from highfrequency returns reveal a large degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which forecasting errors in realized volatility are substantive.

Continuous Modeling Technique of Fiber Pullout from a Cement Matrix with Different Interface Mechanical Properties Using Finite Element Program

Directory of Open Access Journals (Sweden)

Leandro Ferreira Friedrich

Full Text Available Abstract Fiber-matrix interface performance has a great influence on the mechanical properties of fiber reinforced composite. This influence is mainly presented during fiber pullout from the matrix. As fiber pullout process consists of fiber debonding stage and pullout stage which involve complex contact problem, numerical modeling is a best way to investigate the interface influence. Although many numerical research works have been conducted, practical and effective technique suitable for continuous modeling of fiber pullout process is still scarce. The reason is in that numerical divergence frequently happens, leading to the modeling interruption. By interacting the popular finite element program ANSYS with the MATLAB, we proposed continuous modeling technique and realized modeling of fiber pullout from cement matrix with desired interface mechanical performance. For debonding process, we used interface elements with cohesive surface traction and exponential failure behavior. For pullout process, we switched interface elements to spring elements with variable stiffness, which is related to the interface shear stress as a function of the interface slip displacement. For both processes, the results obtained are very good in comparison with other numerical or analytical models and experimental tests. We suggest using the present technique to model toughening achieved by randomly distributed fibers.

Logistic and linear regression model documentation for statistical relations between continuous real-time and discrete water-quality constituents in the Kansas River, Kansas, July 2012 through June 2015

Science.gov (United States)

Foster, Guy M.; Graham, Jennifer L.

2016-04-06

The Kansas River is a primary source of drinking water for about 800,000 people in northeastern Kansas. Source-water supplies are treated by a combination of chemical and physical processes to remove contaminants before distribution. Advanced notification of changing water-quality conditions and cyanobacteria and associated toxin and taste-and-odor compounds provides drinking-water treatment facilities time to develop and implement adequate treatment strategies. The U.S. Geological Survey (USGS), in cooperation with the Kansas Water Office (funded in part through the Kansas State Water Plan Fund), and the City of Lawrence, the City of Topeka, the City of Olathe, and Johnson County Water One, began a study in July 2012 to develop statistical models at two Kansas River sites located upstream from drinking-water intakes. Continuous water-quality monitors have been operated and discrete-water quality samples have been collected on the Kansas River at Wamego (USGS site number 06887500) and De Soto (USGS site number 06892350) since July 2012. Continuous and discrete water-quality data collected during July 2012 through June 2015 were used to develop statistical models for constituents of interest at the Wamego and De Soto sites. Logistic models to continuously estimate the probability of occurrence above selected thresholds were developed for cyanobacteria, microcystin, and geosmin. Linear regression models to continuously estimate constituent concentrations were developed for major ions, dissolved solids, alkalinity, nutrients (nitrogen and phosphorus species), suspended sediment, indicator bacteria (Escherichia coli, fecal coliform, and enterococci), and actinomycetes bacteria. These models will be used to provide real-time estimates of the probability that cyanobacteria and associated compounds exceed thresholds and of the concentrations of other water-quality constituents in the Kansas River. The models documented in this report are useful for characterizing changes

Hofstadter butterflies in nonlinear Harper lattices, and their optical realizations

International Nuclear Information System (INIS)

Manela, Ofer; Segev, Mordechai; Christodoulides, Demetrios N; Kip, Detlef

2010-01-01

The ubiquitous Hofstadter butterfly describes a variety of systems characterized by incommensurable periodicities, ranging from Bloch electrons in magnetic fields and the quantum Hall effect to cold atoms in optical lattices and more. Here, we introduce nonlinearity into the underlying (Harper) model and study the nonlinear spectra and the corresponding extended eigenmodes of nonlinear quasiperiodic systems. We show that the spectra of the nonlinear eigenmodes form deformed versions of the Hofstadter butterfly and demonstrate that the modes can be classified into two families: nonlinear modes that are a 'continuation' of the linear modes of the system and new nonlinear modes that have no counterparts in the linear spectrum. Finally, we propose an optical realization of the linear and nonlinear Harper models in transversely modulated waveguide arrays, where these Hofstadter butterflies can be observed. This work is relevant to a variety of other branches of physics beyond optics, such as disorder-induced localization in ultracold bosonic gases, localization transition processes in disordered lattices, and more.

Hofstadter butterflies in nonlinear Harper lattices, and their optical realizations

Energy Technology Data Exchange (ETDEWEB)

Manela, Ofer; Segev, Mordechai [Department of Physics and Solid State Institute, Technion, Haifa 32000 (Israel); Christodoulides, Demetrios N [College of Optics/CREOL, University of Central Florida, FL 32816-2700 (United States); Kip, Detlef, E-mail: msegev@tx.technion.ac.i [Department of Electrical Engineering, Helmut Schmidt University, 22043 Hamburg (Germany)

2010-05-15

The ubiquitous Hofstadter butterfly describes a variety of systems characterized by incommensurable periodicities, ranging from Bloch electrons in magnetic fields and the quantum Hall effect to cold atoms in optical lattices and more. Here, we introduce nonlinearity into the underlying (Harper) model and study the nonlinear spectra and the corresponding extended eigenmodes of nonlinear quasiperiodic systems. We show that the spectra of the nonlinear eigenmodes form deformed versions of the Hofstadter butterfly and demonstrate that the modes can be classified into two families: nonlinear modes that are a 'continuation' of the linear modes of the system and new nonlinear modes that have no counterparts in the linear spectrum. Finally, we propose an optical realization of the linear and nonlinear Harper models in transversely modulated waveguide arrays, where these Hofstadter butterflies can be observed. This work is relevant to a variety of other branches of physics beyond optics, such as disorder-induced localization in ultracold bosonic gases, localization transition processes in disordered lattices, and more.

A queueing theory based model for business continuity in hospitals.

Science.gov (United States)

Miniati, R; Cecconi, G; Dori, F; Frosini, F; Iadanza, E; Biffi Gentili, G; Niccolini, F; Gusinu, R

2013-01-01

Clinical activities can be seen as results of precise and defined events' succession where every single phase is characterized by a waiting time which includes working duration and possible delay. Technology makes part of this process. For a proper business continuity management, planning the minimum number of devices according to the working load only is not enough. A risk analysis on the whole process should be carried out in order to define which interventions and extra purchase have to be made. Markov models and reliability engineering approaches can be used for evaluating the possible interventions and to protect the whole system from technology failures. The following paper reports a case study on the application of the proposed integrated model, including risk analysis approach and queuing theory model, for defining the proper number of device which are essential to guarantee medical activity and comply the business continuity management requirements in hospitals.

Time limit and time at VO2max' during a continuous and an intermittent run.

Science.gov (United States)

Demarie, S; Koralsztein, J P; Billat, V

2000-06-01

The purpose of this study was to verify, by track field tests, whether sub-elite runners (n=15) could (i) reach their VO2max while running at v50%delta, i.e. midway between the speed associated with lactate threshold (vLAT) and that associated with maximal aerobic power (vVO2max), and (ii) if an intermittent exercise provokes a maximal and/or supra maximal oxygen consumption longer than a continuous one. Within three days, subjects underwent a multistage incremental test during which their vVO2max and vLAT were determined; they then performed two additional testing sessions, where continuous and intermittent running exercises at v50%delta were performed up to exhaustion. Subject's gas exchange and heart rate were continuously recorded by means of a telemetric apparatus. Blood samples were taken from fingertip and analysed for blood lactate concentration. In the continuous and the intermittent tests peak VO2 exceeded VO2max values, as determined during the incremental test. However in the intermittent exercise, peak VO2, time to exhaustion and time at VO2max reached significantly higher values, while blood lactate accumulation showed significantly lower values than in the continuous one. The v50%delta is sufficient to stimulate VO2max in both intermittent and continuous running. The intermittent exercise results better than the continuous one in increasing maximal aerobic power, allowing longer time at VO2max and obtaining higher peak VO2 with lower lactate accumulation.

Analysis of discrete and continuous distributions of ventilatory time constants from dynamic computed tomography

International Nuclear Information System (INIS)

Doebrich, Marcus; Markstaller, Klaus; Karmrodt, Jens; Kauczor, Hans-Ulrich; Eberle, Balthasar; Weiler, Norbert; Thelen, Manfred; Schreiber, Wolfgang G

2005-01-01

In this study, an algorithm was developed to measure the distribution of pulmonary time constants (TCs) from dynamic computed tomography (CT) data sets during a sudden airway pressure step up. Simulations with synthetic data were performed to test the methodology as well as the influence of experimental noise. Furthermore the algorithm was applied to in vivo data. In five pigs sudden changes in airway pressure were imposed during dynamic CT acquisition in healthy lungs and in a saline lavage ARDS model. The fractional gas content in the imaged slice (FGC) was calculated by density measurements for each CT image. Temporal variations of the FGC were analysed assuming a model with a continuous distribution of exponentially decaying time constants. The simulations proved the feasibility of the method. The influence of experimental noise could be well evaluated. Analysis of the in vivo data showed that in healthy lungs ventilation processes can be more likely characterized by discrete TCs whereas in ARDS lungs continuous distributions of TCs are observed. The temporal behaviour of lung inflation and deflation can be characterized objectively using the described new methodology. This study indicates that continuous distributions of TCs reflect lung ventilation mechanics more accurately compared to discrete TCs

Product Realization | College of Engineering & Applied Science

Science.gov (United States)

Olympiad Girls Who Code Club FIRST Tech Challenge NSF I-Corps Site of Southeastern Wisconsin UW-Milwaukee Product Realization Course Companies need time and talent to develop new product prototypes. Students need

Distributed Optimization Design of Continuous-Time Multiagent Systems With Unknown-Frequency Disturbances.

Science.gov (United States)

Wang, Xinghu; Hong, Yiguang; Yi, Peng; Ji, Haibo; Kang, Yu

2017-05-24

In this paper, a distributed optimization problem is studied for continuous-time multiagent systems with unknown-frequency disturbances. A distributed gradient-based control is proposed for the agents to achieve the optimal consensus with estimating unknown frequencies and rejecting the bounded disturbance in the semi-global sense. Based on convex optimization analysis and adaptive internal model approach, the exact optimization solution can be obtained for the multiagent system disturbed by exogenous disturbances with uncertain parameters.

Fitting timeseries by continuous-time Markov chains: A quadratic programming approach

International Nuclear Information System (INIS)

Crommelin, D.T.; Vanden-Eijnden, E.

2006-01-01

Construction of stochastic models that describe the effective dynamics of observables of interest is an useful instrument in various fields of application, such as physics, climate science, and finance. We present a new technique for the construction of such models. From the timeseries of an observable, we construct a discrete-in-time Markov chain and calculate the eigenspectrum of its transition probability (or stochastic) matrix. As a next step we aim to find the generator of a continuous-time Markov chain whose eigenspectrum resembles the observed eigenspectrum as closely as possible, using an appropriate norm. The generator is found by solving a minimization problem: the norm is chosen such that the object function is quadratic and convex, so that the minimization problem can be solved using quadratic programming techniques. The technique is illustrated on various toy problems as well as on datasets stemming from simulations of molecular dynamics and of atmospheric flows

SEM Based CARMA Time Series Modeling for Arbitrary N.

Science.gov (United States)

Oud, Johan H L; Voelkle, Manuel C; Driver, Charles C

2018-01-01

This article explains in detail the state space specification and estimation of first and higher-order autoregressive moving-average models in continuous time (CARMA) in an extended structural equation modeling (SEM) context for N = 1 as well as N > 1. To illustrate the approach, simulations will be presented in which a single panel model (T = 41 time points) is estimated for a sample of N = 1,000 individuals as well as for samples of N = 100 and N = 50 individuals, followed by estimating 100 separate models for each of the one-hundred N = 1 cases in the N = 100 sample. Furthermore, we will demonstrate how to test the difference between the full panel model and each N = 1 model by means of a subject-group-reproducibility test. Finally, the proposed analyses will be applied in an empirical example, in which the relationships between mood at work and mood at home are studied in a sample of N = 55 women. All analyses are carried out by ctsem, an R-package for continuous time modeling, interfacing to OpenMx.

Generalized Jaynes-Cummings model as a quantum search algorithm

International Nuclear Information System (INIS)

Romanelli, A.

2009-01-01

We propose a continuous time quantum search algorithm using a generalization of the Jaynes-Cummings model. In this model the states of the atom are the elements among which the algorithm realizes the search, exciting resonances between the initial and the searched states. This algorithm behaves like Grover's algorithm; the optimal search time is proportional to the square root of the size of the search set and the probability to find the searched state oscillates periodically in time. In this frame, it is possible to reinterpret the usual Jaynes-Cummings model as a trivial case of the quantum search algorithm.

Model-predictive control and real-time optimization of a cat cracker unit

Directory of Open Access Journals (Sweden)

Stig Strand

1997-04-01

Full Text Available A project for control and optimization of the Residual Catalytic Cracking Process at the Mongstad refinery is near completion. Four model-predictive control applications have been successfully implemented, using the IDCOM control software from Setpoint Inc. The most attractive feature of the controller is the well-defined control prioritizing hierarchy, and the linear impulse-response models have proved to give satisfactory performance on this process. Excitation and identification of the dynamic models proved to be a difficult task, and careful design and monitoring of the tests was mandatory in order to produce good results. Multi-variable Pseudo Random Binary Test Sequences were used for the excitation. Technical performance and operator acceptance of the new control functions have been good, but it is realized that a continuing effort is needed to fine-tune and maintain such functions.

Measuring patient-centered medical home access and continuity in clinics with part-time clinicians.

Science.gov (United States)

Rosland, Ann-Marie; Krein, Sarah L; Kim, Hyunglin Myra; Greenstone, Clinton L; Tremblay, Adam; Ratz, David; Saffar, Darcy; Kerr, Eve A

2015-05-01

Common patient-centered medical home (PCMH) performance measures value access to a single primary care provider (PCP), which may have unintended consequences for clinics that rely on part-time PCPs and team-based care. Retrospective analysis of 110,454 primary care visits from 2 Veterans Health Administration clinics from 2010 to 2012. Multi-level models examined associations between PCP availability in clinic, and performance on access and continuity measures. Patient experiences with access and continuity were compared using 2012 patient survey data (N = 2881). Patients of PCPs with fewer half-day clinic sessions per week were significantly less likely to get a requested same-day appointment with their usual PCP (predicted probability 17% for PCPs with 2 sessions/week, 20% for 5 sessions/week, and 26% for 10 sessions/week). Among requests that did not result in a same-day appointment with the usual PCP, there were no significant differences in same-day access to a different PCP, or access within 2 to 7 days with patients' usual PCP. Overall, patients had >92% continuity with their usual PCP at the hospital-based site regardless of PCP sessions/week. Patients of full-time PCPs reported timely appointments for urgent needs more often than patients of part-time PCPs (82% vs 71%; P Part-time PCP performance appeared worse when using measures focused on same-day access to patients' usual PCP. However, clinic-level same-day access, same-week access to the usual PCP, and overall continuity were similar for patients of part-time and full-time PCPs. Measures of in-person access to a usual PCP do not capture alternate access approaches encouraged by PCMH, and often used by part-time providers, such as team-based or non-face-to-face care.

Continuation-like semantics for modeling structural process anomalies

Directory of Open Access Journals (Sweden)

Grewe Niels

2012-09-01

Full Text Available Abstract Background Biomedical ontologies usually encode knowledge that applies always or at least most of the time, that is in normal circumstances. But for some applications like phenotype ontologies it is becoming increasingly important to represent information about aberrations from a norm. These aberrations may be modifications of physiological structures, but also modifications of biological processes. Methods To facilitate precise definitions of process-related phenotypes, such as delayed eruption of the primary teeth or disrupted ocular pursuit movements, I introduce a modeling approach that draws inspiration from the use of continuations in the analysis of programming languages and apply a similar idea to ontological modeling. This approach characterises processes by describing their outcome up to a certain point and the way they will continue in the canonical case. Definitions of process types are then given in terms of their continuations and anomalous phenotypes are defined by their differences to the canonical definitions. Results The resulting model is capable of accurately representing structural process anomalies. It allows distinguishing between different anomaly kinds (delays, interruptions, gives identity criteria for interrupted processes, and explains why normal and anomalous process instances can be subsumed under a common type, thus establishing the connection between canonical and anomalous process-related phenotypes. Conclusion This paper shows how to to give semantically rich definitions of process-related phenotypes. These allow to expand the application areas of phenotype ontologies beyond literature annotation and establishment of genotype-phenotype associations to the detection of anomalies in suitably encoded datasets.

Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework

International Nuclear Information System (INIS)

Zhou, X.Y.; Li, D.

2000-01-01

This paper is concerned with a continuous-time mean-variance portfolio selection model that is formulated as a bicriteria optimization problem. The objective is to maximize the expected terminal return and minimize the variance of the terminal wealth. By putting weights on the two criteria one obtains a single objective stochastic control problem which is however not in the standard form due to the variance term involved. It is shown that this nonstandard problem can be 'embedded' into a class of auxiliary stochastic linear-quadratic (LQ) problems. The stochastic LQ control model proves to be an appropriate and effective framework to study the mean-variance problem in light of the recent development on general stochastic LQ problems with indefinite control weighting matrices. This gives rise to the efficient frontier in a closed form for the original portfolio selection problem

Realizing steady-state tokamak operation for fusion energy

International Nuclear Information System (INIS)

Luce, T. C.

2011-01-01

Continuous operation of a tokamak for fusion energy has clear engineering advantages but requires conditions beyond those sufficient for a burning plasma. The fusion reactions and external sources must support both the pressure and the current equilibrium without inductive current drive, leading to demands on stability, confinement, current drive, and plasma-wall interactions that exceed those for pulsed tokamaks. These conditions have been met individually, and significant progress has been made in the past decade to realize scenarios where the required conditions are obtained simultaneously. Tokamaks are operated routinely without disruptions near pressure limits, as needed for steady-state operation. Fully noninductive sustainment with more than half of the current from intrinsic currents has been obtained for a resistive time with normalized pressure and confinement approaching those needed for steady-state conditions. One remaining challenge is handling the heat and particle fluxes expected in a steady-state tokamak without compromising the core plasma performance.

Time response model of ER fluids for precision control of motors

Energy Technology Data Exchange (ETDEWEB)

Koyanagi, Ken' ichi [Toyama Prefectural University, 5180 Kurokawa, Imizu, Toyama (Japan)], E-mail: koyanagi@pu-toyama.ac.jp

2009-02-01

For improvement of control performance or new control demands of mechatronics devices using particle type ER fluids, it will be needed to further investigate a response time of the fluids. It is commonly said around 5-mili seconds, however, the formula structure of that delay has not been clear. This study aims to develop a functional damper (attenuators), that can control its viscous characteristics in real time using ER fluids as its working fluid. ER dampers are useful to accomplish high precision positioning not to prevent high speed movement of the motor. To realize the functional damper that can be manipulated according to situations or tasks, the modeling and control of ER fluids are necessary. This paper investigates time delay affects of ER fluids and makes an in-depth dynamic model of the fluid by utilizing simulation and experiment. The mathematical model has a dead-time and first ordered delays of the fluid and the high voltage amplifier for the fluid.

Models for S&P500 Dynamics: Evidence from Realized Volatility, Daily Returns, and Option Prices

DEFF Research Database (Denmark)

Christoffersen, Peter; Jacobs, Kris; Mimouni, Karim

in the search for alternative specifications. We then estimate the models using maximum likelihood on S&P500 returns. Finally, we employ nonlinear least squares on a panel of option data. In comparison with earlier studies that explicitly solve the filtering problem, we analyze a more comprehensive option data......Most recent empirical option valuation studies build on the affine square root (SQR) stochastic volatility model. The SQR model is a convenient choice, because it yields closed-form solutions for option prices. However, relatively little is known about the resulting biases. We investigate...... alternatives to the SQR model, by comparing its empirical performance with that of five different but equally parsimonious stochastic volatility models. We provide empirical evidence from three different sources. We first use realized volatilities to assess the properties of the SQR model and to guide us...

Continuous-time model of structural balance.

Science.gov (United States)

Marvel, Seth A; Kleinberg, Jon; Kleinberg, Robert D; Strogatz, Steven H

2011-02-01

It is not uncommon for certain social networks to divide into two opposing camps in response to stress. This happens, for example, in networks of political parties during winner-takes-all elections, in networks of companies competing to establish technical standards, and in networks of nations faced with mounting threats of war. A simple model for these two-sided separations is the dynamical system dX/dt = X(2), where X is a matrix of the friendliness or unfriendliness between pairs of nodes in the network. Previous simulations suggested that only two types of behavior were possible for this system: Either all relationships become friendly or two hostile factions emerge. Here we prove that for generic initial conditions, these are indeed the only possible outcomes. Our analysis yields a closed-form expression for faction membership as a function of the initial conditions and implies that the initial amount of friendliness in large social networks (started from random initial conditions) determines whether they will end up in intractable conflict or global harmony.

Physical time scale in kinetic Monte Carlo simulations of continuous-time Markov chains.

Science.gov (United States)

Serebrinsky, Santiago A

2011-03-01

We rigorously establish a physical time scale for a general class of kinetic Monte Carlo algorithms for the simulation of continuous-time Markov chains. This class of algorithms encompasses rejection-free (or BKL) and rejection (or "standard") algorithms. For rejection algorithms, it was formerly considered that the availability of a physical time scale (instead of Monte Carlo steps) was empirical, at best. Use of Monte Carlo steps as a time unit now becomes completely unnecessary.

Coset realization of unifying W-algebras

International Nuclear Information System (INIS)

Blumenhagen, R.; Huebel, R.

1994-06-01

We construct several quantum coset W-algebras, e.g. sl(2,R)/U(1) and sl(2,R)+sl(2,R)/sl(2,R), and argue that they are finitely nonfreely generated. Furthermore, we discuss in detail their role as unifying W-algebras of Casimir W-algebras. We show that it is possible to give coset realizations of various types of unifying W-algebras, e.g. the diagonal cosets based on the symplectic Lie algebras sp(2n) realize the unifying W-algebras which have previously been introduced as 'WD -n '. In addition, minimal models of WD -n are studied. The coset realizations provide a generalization of level-rank-duality of dual coset pairs. As further examples of finitely nonfreely generated quantum W-algebras we discuss orbifolding of W-algebras which on the quantum level has different properties than in the classical case. We demonstrate in some examples that the classical limit according to Bowcock and Watts of these nonfreely finitely generated quantum W-algebras probably yields infinitely nonfreely generated classical W-algebras. (orig.)

ANALYSIS OF RELIABILITY OF THE PERIODICALLY AND CONTINUOUSLY CONTROLLED QUEUING SYSTEM WITH TIME REDUNDANCY

International Nuclear Information System (INIS)

Mikadze, I.; Namchevadze, T.; Gobiani, I.

2007-01-01

There is proposed a generalized mathematical model of the queuing system with time redundancy without preliminary checking of the queuing system at transition from the free state into the engaged one. The model accounts for various failures of the queuing system detected by continuous instrument control, periodic control, control during recovery and the failures revealed immediately after accumulation of a certain number of failures. The generating function of queue length in both stationary and nonstationary modes was determined. (author)

Integrating continuous stocks and flows into state-and-transition simulation models of landscape change

Science.gov (United States)

Daniel, Colin J.; Sleeter, Benjamin M.; Frid, Leonardo; Fortin, Marie-Josée

2018-01-01

State-and-transition simulation models (STSMs) provide a general framework for forecasting landscape dynamics, including projections of both vegetation and land-use/land-cover (LULC) change. The STSM method divides a landscape into spatially-referenced cells and then simulates the state of each cell forward in time, as a discrete-time stochastic process using a Monte Carlo approach, in response to any number of possible transitions. A current limitation of the STSM method, however, is that all of the state variables must be discrete.Here we present a new approach for extending a STSM, in order to account for continuous state variables, called a state-and-transition simulation model with stocks and flows (STSM-SF). The STSM-SF method allows for any number of continuous stocks to be defined for every spatial cell in the STSM, along with a suite of continuous flows specifying the rates at which stock levels change over time. The change in the level of each stock is then simulated forward in time, for each spatial cell, as a discrete-time stochastic process. The method differs from the traditional systems dynamics approach to stock-flow modelling in that the stocks and flows can be spatially-explicit, and the flows can be expressed as a function of the STSM states and transitions.We demonstrate the STSM-SF method by integrating a spatially-explicit carbon (C) budget model with a STSM of LULC change for the state of Hawai'i, USA. In this example, continuous stocks are pools of terrestrial C, while the flows are the possible fluxes of C between these pools. Importantly, several of these C fluxes are triggered by corresponding LULC transitions in the STSM. Model outputs include changes in the spatial and temporal distribution of C pools and fluxes across the landscape in response to projected future changes in LULC over the next 50 years.The new STSM-SF method allows both discrete and continuous state variables to be integrated into a STSM, including interactions between

Continuous real-time water information: an important Kansas resource

Science.gov (United States)

Loving, Brian L.; Putnam, James E.; Turk, Donita M.

2014-01-01

Continuous real-time information on streams, lakes, and groundwater is an important Kansas resource that can safeguard lives and property, and ensure adequate water resources for a healthy State economy. The U.S. Geological Survey (USGS) operates approximately 230 water-monitoring stations at Kansas streams, lakes, and groundwater sites. Most of these stations are funded cooperatively in partnerships with local, tribal, State, or other Federal agencies. The USGS real-time water-monitoring network provides long-term, accurate, and objective information that meets the needs of many customers. Whether the customer is a water-management or water-quality agency, an emergency planner, a power or navigational official, a farmer, a canoeist, or a fisherman, all can benefit from the continuous real-time water information gathered by the USGS.

The design and realization of calibration apparatus for measuring the concentration of radon in three models

Energy Technology Data Exchange (ETDEWEB)

Huiping, Guo [The Second Artillery Engineering College, Xi' an (China)

2007-06-15

For satisfying calibration request of radon measure in the laboratory, the calibration apparatus for radon activity measure is designed and realized. The calibration apparatus can auto-control and auto-measure in three models. sequent mode, pulse mode and constant mode. The stability and reliability of the calibration apparatus was tested under the three models. The experimental result shows that the apparatus can provides an adjustable and steady radon activity concentration environment for the research of radon and its progeny and for the calibration of its measure. (authors)

Real time wave forecasting using wind time history and numerical model

Science.gov (United States)

Jain, Pooja; Deo, M. C.; Latha, G.; Rajendran, V.

Operational activities in the ocean like planning for structural repairs or fishing expeditions require real time prediction of waves over typical time duration of say a few hours. Such predictions can be made by using a numerical model or a time series model employing continuously recorded waves. This paper presents another option to do so and it is based on a different time series approach in which the input is in the form of preceding wind speed and wind direction observations. This would be useful for those stations where the costly wave buoys are not deployed and instead only meteorological buoys measuring wind are moored. The technique employs alternative artificial intelligence approaches of an artificial neural network (ANN), genetic programming (GP) and model tree (MT) to carry out the time series modeling of wind to obtain waves. Wind observations at four offshore sites along the east coast of India were used. For calibration purpose the wave data was generated using a numerical model. The predicted waves obtained using the proposed time series models when compared with the numerically generated waves showed good resemblance in terms of the selected error criteria. Large differences across the chosen techniques of ANN, GP, MT were not noticed. Wave hindcasting at the same time step and the predictions over shorter lead times were better than the predictions over longer lead times. The proposed method is a cost effective and convenient option when a site-specific information is desired.

A Model-free Approach to Fault Detection of Continuous-time Systems Based on Time Domain Data

Institute of Scientific and Technical Information of China (English)

Ping Zhang; Steven X. Ding

2007-01-01

In this paper, a model-free approach is presented to design an observer-based fault detection system of linear continuoustime systems based on input and output data in the time domain. The core of the approach is to directly identify parameters of the observer-based residual generator based on a numerically reliable data equation obtained by filtering and sampling the input and output signals.

Simulation realization of 2-D wavelength/time system utilizing MDW code for OCDMA system

Science.gov (United States)

Azura, M. S. A.; Rashidi, C. B. M.; Aljunid, S. A.; Endut, R.; Ali, N.

2017-11-01

This paper presents a realization of Wavelength/Time (W/T) Two-Dimensional Modified Double Weight (2-D MDW) code for Optical Code Division Multiple Access (OCDMA) system based on Spectral Amplitude Coding (SAC) approach. The MDW code has the capability to suppress Phase-Induce Intensity Noise (PIIN) and minimizing the Multiple Access Interference (MAI) noises. At the permissible BER 10-9, the 2-D MDW (APD) had shown minimum effective received power (Psr) = -71 dBm that can be obtained at the receiver side as compared to 2-D MDW (PIN) only received -61 dBm. The results show that 2-D MDW (APD) has better performance in achieving same BER with longer optical fiber length and with less received power (Psr). Also, the BER from the result shows that MDW code has the capability to suppress PIIN ad MAI.

Simulation realization of 2-D wavelength/time system utilizing MDW code for OCDMA system

Directory of Open Access Journals (Sweden)

Azura M. S. A.

2017-01-01

Full Text Available This paper presents a realization of Wavelength/Time (W/T Two-Dimensional Modified Double Weight (2-D MDW code for Optical Code Division Multiple Access (OCDMA system based on Spectral Amplitude Coding (SAC approach. The MDW code has the capability to suppress Phase-Induce Intensity Noise (PIIN and minimizing the Multiple Access Interference (MAI noises. At the permissible BER 10-9, the 2-D MDW (APD had shown minimum effective received power (Psr = -71 dBm that can be obtained at the receiver side as compared to 2-D MDW (PIN only received -61 dBm. The results show that 2-D MDW (APD has better performance in achieving same BER with longer optical fiber length and with less received power (Psr. Also, the BER from the result shows that MDW code has the capability to suppress PIIN ad MAI.

Continuous-time Markov decision processes theory and applications

CERN Document Server

Guo, Xianping

2009-01-01

This volume provides the first book entirely devoted to recent developments on the theory and applications of continuous-time Markov decision processes (MDPs). The MDPs presented here include most of the cases that arise in applications.

Distinct timing mechanisms produce discrete and continuous movements.

Directory of Open Access Journals (Sweden)

Raoul Huys

2008-04-01

Full Text Available The differentiation of discrete and continuous movement is one of the pillars of motor behavior classification. Discrete movements have a definite beginning and end, whereas continuous movements do not have such discriminable end points. In the past decade there has been vigorous debate whether this classification implies different control processes. This debate up until the present has been empirically based. Here, we present an unambiguous non-empirical classification based on theorems in dynamical system theory that sets discrete and continuous movements apart. Through computational simulations of representative modes of each class and topological analysis of the flow in state space, we show that distinct control mechanisms underwrite discrete and fast rhythmic movements. In particular, we demonstrate that discrete movements require a time keeper while fast rhythmic movements do not. We validate our computational findings experimentally using a behavioral paradigm in which human participants performed finger flexion-extension movements at various movement paces and under different instructions. Our results demonstrate that the human motor system employs different timing control mechanisms (presumably via differential recruitment of neural subsystems to accomplish varying behavioral functions such as speed constraints.

Learning of temporal motor patterns: An analysis of continuous vs. reset timing

Directory of Open Access Journals (Sweden)

Rodrigo eLaje

2011-10-01

Full Text Available Our ability to generate well-timed sequences of movements is critical to an array of behaviors, including the ability to play a musical instrument or a video game. Here we address two questions relating to timing with the goal of better understanding the neural mechanisms underlying temporal processing. First, how does accuracy and variance change over the course of learning of complex spatiotemporal patterns? Second, is the timing of sequential responses most consistent with starting and stopping an internal timer at each interval or with continuous timing?To address these questions we used a psychophysical task in which subjects learned to reproduce a sequence of finger taps in the correct order and at the correct times—much like playing a melody at the piano. This task allowed us to calculate the variance of the responses at different time points using data from the same trials. Our results show that while standard Weber’s law is clearly violated, variance does increase as a function of time squared, as expected according to the generalized form of Weber’s law—which separates the source of variance into time-dependent and time-independent components. Over the course of learning, both the time-independent variance and the coefficient of the time-dependent term decrease. Our analyses also suggest that timing of sequential events does not rely on the resetting of an internal timer at each event.We describe and interpret our results in the context of computer simulations that capture some of our psychophysical findings. Specifically, we show that continuous timing, as opposed to reset timing, is expected from population clock models in which timing emerges from the internal dynamics of recurrent neural networks.

Hardware Realization of Chaos-based Symmetric Video Encryption

KAUST Repository

Ibrahim, Mohamad A.

2013-05-01

This thesis reports original work on hardware realization of symmetric video encryption using chaos-based continuous systems as pseudo-random number generators. The thesis also presents some of the serious degradations caused by digitally implementing chaotic systems. Subsequently, some techniques to eliminate such defects, including the ultimately adopted scheme are listed and explained in detail. Moreover, the thesis describes original work on the design of an encryption system to encrypt MPEG-2 video streams. Information about the MPEG-2 standard that fits this design context is presented. Then, the security of the proposed system is exhaustively analyzed and the performance is compared with other reported systems, showing superiority in performance and security. The thesis focuses more on the hardware and the circuit aspect of the system’s design. The system is realized on Xilinx Vetrix-4 FPGA with hardware parameters and throughput performance surpassing conventional encryption systems.

Patients report better satisfaction with part-time primary care physicians, despite less continuity of care and access.

Science.gov (United States)

Panattoni, Laura; Stone, Ashley; Chung, Sukyung; Tai-Seale, Ming

2015-03-01

The growing number of primary care physicians (PCPs) reducing their clinical work hours has raised concerns about meeting the future demand for services and fulfilling the continuity and access mandates for patient-centered care. However, the patient's experience of care with part-time physicians is relatively unknown, and may be mediated by continuity and access to care outcomes. We aimed to examine the relationships between a physicians' clinical full-time equivalent (FTE), continuity of care, access to care, and patient satisfaction with the physician. We used a multi-level structural equation estimation, with continuity and access modeled as mediators, for a cross-section in 2010. The study included family medicine (n = 104) and internal medicine (n = 101) physicians in a multi-specialty group practice, along with their patient satisfaction survey responses (n = 12,688). Physician level FTE, continuity of care received by patients, continuity of care provided by physician, and a Press Ganey patient satisfaction with the physician score, on a 0-100 % scale, were measured. Access to care was measured as days to the third next-available appointment. Physician FTE was directly associated with better continuity of care received (0.172% per FTE, p part-time PCPs in practice redesign efforts and initiatives to meet the demand for primary care services.

IDC Re-Engineering Phase 2 Iteration E1 Use Case Realizations version 1.2.

Energy Technology Data Exchange (ETDEWEB)

Hamlet, Benjamin R. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Harris, James M. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Burns, John F. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Montoya, Mark Sinclair [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Sandoval, Rudy Daniel [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

2016-12-01

This document contains 4 use case realizations generated from the model contained in Rational Software Architect. These use case realizations are the current versions of the realizations originally delivered in Elaboration Iteration 1.

IDC Re-Engineering Phase 2 Iteration E3 Use Case Realizations Version 1.2

International Nuclear Information System (INIS)

Hamlet, Benjamin R.; Harris, James M.; Burns, John F.

2017-01-01

This document contains 4 use case realizations generated from the model contained in Rational Software Architect. These use case realizations are the current versions of the realizations originally delivered in Elaboration Iteration 3.

IDC Re-Engineering Phase 2 Iteration E2 Use Case Realizations Version 1.2.

Energy Technology Data Exchange (ETDEWEB)

Hamlet, Benjamin R. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Harris, James M. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Burns, John F. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Lober, Randall R. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Vickers, James Wallace [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

2016-12-01

This document contains 4 use case realizations generated from the model contained in Rational Software Architect. These use case realizations are the current versions of the realizations originally delivered in Elaboration Iteration 2.

Expectation propagation for continuous time stochastic processes

International Nuclear Information System (INIS)

Cseke, Botond; Schnoerr, David; Sanguinetti, Guido; Opper, Manfred

2016-01-01

We consider the inverse problem of reconstructing the posterior measure over the trajectories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive approximations to the posterior distributions of single time marginals using variational approximate inference, giving rise to an expectation propagation type algorithm. For non-linear diffusion processes, this is achieved by leveraging moment closure approximations. We then show how the approximation can be extended to a wide class of discrete-state Markov jump processes by making use of the chemical Langevin equation. Our empirical results show that the proposed method is computationally efficient and provides good approximations for these classes of inverse problems. (paper)

Model Selection in Continuous Test Norming With GAMLSS.

Science.gov (United States)

Voncken, Lieke; Albers, Casper J; Timmerman, Marieke E

2017-06-01

To compute norms from reference group test scores, continuous norming is preferred over traditional norming. A suitable continuous norming approach for continuous data is the use of the Box-Cox Power Exponential model, which is found in the generalized additive models for location, scale, and shape. Applying the Box-Cox Power Exponential model for test norming requires model selection, but it is unknown how well this can be done with an automatic selection procedure. In a simulation study, we compared the performance of two stepwise model selection procedures combined with four model-fit criteria (Akaike information criterion, Bayesian information criterion, generalized Akaike information criterion (3), cross-validation), varying data complexity, sampling design, and sample size in a fully crossed design. The new procedure combined with one of the generalized Akaike information criterion was the most efficient model selection procedure (i.e., required the smallest sample size). The advocated model selection procedure is illustrated with norming data of an intelligence test.

Theoretical pattern of supporting continuity in physical education of students' personality.

Directory of Open Access Journals (Sweden)

Vovk V.M.

2011-04-01

Full Text Available Methodological approaches and principles on which theoretical pattern of supporting of continuity in physical education of senior pupil and students' personality are considered. It is proved that effective process of continuity in physical education is impossible without construction of patterns. It is ascertained that continuity is a condition and mechanism of realization for others principles in teaching process that represent itself as major factors in realization of continuity in physical education.

Continuous time random walk: Galilei invariance and relation for the nth moment

International Nuclear Information System (INIS)

Fa, Kwok Sau

2011-01-01

We consider a decoupled continuous time random walk model with a generic waiting time probability density function (PDF). For the force-free case we derive an integro-differential diffusion equation which is related to the Galilei invariance for the probability density. We also derive a general relation which connects the nth moment in the presence of any external force to the second moment without external force, i.e. it is valid for any waiting time PDF. This general relation includes the generalized second Einstein relation, which connects the first moment in the presence of any external force to the second moment without any external force. These expressions for the first two moments are verified by using several kinds of the waiting time PDF. Moreover, we present new anomalous diffusion behaviours for a waiting time PDF given by a product of power-law and exponential function.

The continuous fuel cycle model and the gas cooled fast reactor

International Nuclear Information System (INIS)

Christie, Stuart; Lathouwers, Danny; Kloosterman, Jan Leen; Hagen, Tim van der

2011-01-01

The gas cooled fast reactor (GFR) is one of the generation IV designs currently being evaluated for future use. It is intended to behave as an isobreeder, producing the same amount of fuel as it consumes during operation. The actinides in the fuel will be recycled repeatedly in order to minimise the waste output to fission products only. Striking the balance of the fissioning of various actinides against transmutation and decay to achieve these goals is a complex problem. This is compounded by the time required for burn-up modelling, which can be considerable for a single cycle, and even longer for studies of fuel evolution over many cycles. The continuous fuel cycle model approximates the discrete steps of loading, operating and unloading a reactor as continuous processes. This simplifies the calculations involved in simulating the behaviour of the fuel, reducing the time needed to model the changes to the fuel composition over many cycles. This method is used to study the behaviour of GFR fuel over many cycles and compared to results obtained from direct calculations. The effects of varying fuel cycle properties such as feed material, recycling of additional actinides and reprocessing losses are also investigated. (author)

Proposal of Realization Restricted Quantum Game with Linear Optic Method

International Nuclear Information System (INIS)

Zhao Haijun; Fang Ximing

2006-01-01

We present a quantum game with the restricted strategic space and its realization with linear optical system, which can be played by two players who are separated remotely. This game can also be realized on any other quantum computers. We find that the constraint brings some interesting properties that are useful for making game models.

Anomalous transport in turbulent plasmas and continuous time random walks

International Nuclear Information System (INIS)

Balescu, R.

1995-01-01

The possibility of a model of anomalous transport problems in a turbulent plasma by a purely stochastic process is investigated. The theory of continuous time random walks (CTRW's) is briefly reviewed. It is shown that a particular class, called the standard long tail CTRW's is of special interest for the description of subdiffusive transport. Its evolution is described by a non-Markovian diffusion equation that is constructed in such a way as to yield exact values for all the moments of the density profile. The concept of a CTRW model is compared to an exact solution of a simple test problem: transport of charged particles in a fluctuating magnetic field in the limit of infinite perpendicular correlation length. Although the well-known behavior of the mean square displacement proportional to t 1/2 is easily recovered, the exact density profile cannot be modeled by a CTRW. However, the quasilinear approximation of the kinetic equation has the form of a non-Markovian diffusion equation and can thus be generated by a CTRW

The effect of large decoherence on mixing time in continuous-time quantum walks on long-range interacting cycles

Energy Technology Data Exchange (ETDEWEB)

Salimi, S; Radgohar, R, E-mail: shsalimi@uok.ac.i, E-mail: r.radgohar@uok.ac.i [Faculty of Science, Department of Physics, University of Kurdistan, Pasdaran Ave, Sanandaj (Iran, Islamic Republic of)

2010-01-28

In this paper, we consider decoherence in continuous-time quantum walks on long-range interacting cycles (LRICs), which are the extensions of the cycle graphs. For this purpose, we use Gurvitz's model and assume that every node is monitored by the corresponding point-contact induced by the decoherence process. Then, we focus on large rates of decoherence and calculate the probability distribution analytically and obtain the lower and upper bounds of the mixing time. Our results prove that the mixing time is proportional to the rate of decoherence and the inverse of the square of the distance parameter (m). This shows that the mixing time decreases with increasing range of interaction. Also, what we obtain for m = 0 is in agreement with Fedichkin, Solenov and Tamon's results [48] for cycle, and we see that the mixing time of CTQWs on cycle improves with adding interacting edges.

Verification of Continuous Dynamical Systems by Timed Automata

DEFF Research Database (Denmark)

Sloth, Christoffer; Wisniewski, Rafael

2011-01-01

This paper presents a method for abstracting continuous dynamical systems by timed automata. The abstraction is based on partitioning the state space of a dynamical system using positive invariant sets, which form cells that represent locations of a timed automaton. The abstraction is intended......, which is generated utilizing sub-level sets of Lyapunov functions, as they are positive invariant sets. It is shown that this partition generates sound and complete abstractions. Furthermore, the complete abstractions can be composed of multiple timed automata, allowing parallelization...

Finite-Time Stability and Controller Design of Continuous-Time Polynomial Fuzzy Systems

Directory of Open Access Journals (Sweden)

Xiaoxing Chen

2017-01-01

Full Text Available Finite-time stability and stabilization problem is first investigated for continuous-time polynomial fuzzy systems. The concept of finite-time stability and stabilization is given for polynomial fuzzy systems based on the idea of classical references. A sum-of-squares- (SOS- based approach is used to obtain the finite-time stability and stabilization conditions, which include some classical results as special cases. The proposed conditions can be solved with the help of powerful Matlab toolbox SOSTOOLS and a semidefinite-program (SDP solver. Finally, two numerical examples and one practical example are employed to illustrate the validity and effectiveness of the provided conditions.

A novel approach of modeling continuous dark hydrogen fermentation.

Science.gov (United States)

Alexandropoulou, Maria; Antonopoulou, Georgia; Lyberatos, Gerasimos

2018-02-01

In this study a novel modeling approach for describing fermentative hydrogen production in a continuous stirred tank reactor (CSTR) was developed, using the Aquasim modeling platform. This model accounts for the key metabolic reactions taking place in a fermentative hydrogen producing reactor, using fixed stoichiometry but different reaction rates. Biomass yields are determined based on bioenergetics. The model is capable of describing very well the variation in the distribution of metabolic products for a wide range of hydraulic retention times (HRT). The modeling approach is demonstrated using the experimental data obtained from a CSTR, fed with food industry waste (FIW), operating at different HRTs. The kinetic parameters were estimated through fitting to the experimental results. Hydrogen and total biogas production rates were predicted very well by the model, validating the basic assumptions regarding the implicated stoichiometric biochemical reactions and their kinetic rates. Copyright © 2017 Elsevier Ltd. All rights reserved.

Stochastic calculus for uncoupled continuous-time random walks.

Science.gov (United States)

Germano, Guido; Politi, Mauro; Scalas, Enrico; Schilling, René L

2009-06-01

The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications not only in physics but also in insurance, finance, and economics. A definition is given for a class of stochastic integrals driven by a CTRW, which includes the Itō and Stratonovich cases. An uncoupled CTRW with zero-mean jumps is a martingale. It is proved that, as a consequence of the martingale transform theorem, if the CTRW is a martingale, the Itō integral is a martingale too. It is shown how the definition of the stochastic integrals can be used to easily compute them by Monte Carlo simulation. The relations between a CTRW, its quadratic variation, its Stratonovich integral, and its Itō integral are highlighted by numerical calculations when the jumps in space of the CTRW have a symmetric Lévy alpha -stable distribution and its waiting times have a one-parameter Mittag-Leffler distribution. Remarkably, these distributions have fat tails and an unbounded quadratic variation. In the diffusive limit of vanishing scale parameters, the probability density of this kind of CTRW satisfies the space-time fractional diffusion equation (FDE) or more in general the fractional Fokker-Planck equation, which generalizes the standard diffusion equation, solved by the probability density of the Wiener process, and thus provides a phenomenologic model of anomalous diffusion. We also provide an analytic expression for the quadratic variation of the stochastic process described by the FDE and check it by Monte Carlo.

Markov Chain Modelling for Short-Term NDVI Time Series Forecasting

Directory of Open Access Journals (Sweden)

Stepčenko Artūrs

2016-12-01

Full Text Available In this paper, the NDVI time series forecasting model has been developed based on the use of discrete time, continuous state Markov chain of suitable order. The normalised difference vegetation index (NDVI is an indicator that describes the amount of chlorophyll (the green mass and shows the relative density and health of vegetation; therefore, it is an important variable for vegetation forecasting. A Markov chain is a stochastic process that consists of a state space. This stochastic process undergoes transitions from one state to another in the state space with some probabilities. A Markov chain forecast model is flexible in accommodating various forecast assumptions and structures. The present paper discusses the considerations and techniques in building a Markov chain forecast model at each step. Continuous state Markov chain model is analytically described. Finally, the application of the proposed Markov chain model is illustrated with reference to a set of NDVI time series data.

Dynamical continuous time random Lévy flights

Science.gov (United States)

Liu, Jian; Chen, Xiaosong

2016-03-01

The Lévy flights' diffusive behavior is studied within the framework of the dynamical continuous time random walk (DCTRW) method, while the nonlinear friction is introduced in each step. Through the DCTRW method, Lévy random walker in each step flies by obeying the Newton's Second Law while the nonlinear friction f(v) = - γ0v - γ2v3 being considered instead of Stokes friction. It is shown that after introducing the nonlinear friction, the superdiffusive Lévy flights converges, behaves localization phenomenon with long time limit, but for the Lévy index μ = 2 case, it is still Brownian motion.

A controllable tactile device for human-like tissue realization using smart magneto-rheological fluids: fabrication and modeling

Science.gov (United States)

Cha, Seung-Woo; Kang, Seok-Rae; Hwang, Yong-Hoon; Oh, Jong-Seok; Choi, Seung-Bok

2018-06-01

This paper proposes a new tactile device to realize the force of human-like organs using the viscoelastic property by combing a smart magneto-rheological (MR) fluid with a sponge (MR sponge in short). The effectiveness of the sensor is validated through the comparison of the force obtained through measurement and the proposed prediction model. As the first step, a conventional standard linear solid model is adopted to independently investigate the force characteristics of MR fluid and sponge. Force is measured using a 3-axis robot with a force sensor to obtain certain properties of MR fluid and sponge. In addition, to show that the proposed MR sponge can realize the force of human-like tissues, experiments are performed using three specimens, i.e., porcine heart, lung, and liver. Subsequently, a quasi-static model for predicting the field-dependent force of the MR sponge is formulated using empirical values. It is demonstrated through comparison that the proposed force model can accurately predict the force of the specimens without significant error. In addition, a psychophysical test is carried out by ordinary subjects to validate the effectiveness of the proposed tactile device. Results show that the MR sponge tactile device can easily produce various levels of the force of human-like tissues, such as the liver and lung of the porcine, by controlling input current.

A Continuous Improvement Capital Funding Model.

Science.gov (United States)

Adams, Matt

2001-01-01

Describes a capital funding model that helps assess facility renewal needs in a way that minimizes resources while maximizing results. The article explains the sub-components of a continuous improvement capital funding model, including budgeting processes for finish renewal, building performance renewal, and critical outcome. (GR)

Optimal Compensation with Hidden Action and Lump-Sum Payment in a Continuous-Time Model

International Nuclear Information System (INIS)

Cvitanic, Jaksa; Wan, Xuhu; Zhang Jianfeng

2009-01-01

We consider a problem of finding optimal contracts in continuous time, when the agent's actions are unobservable by the principal, who pays the agent with a one-time payoff at the end of the contract. We fully solve the case of quadratic cost and separable utility, for general utility functions. The optimal contract is, in general, a nonlinear function of the final outcome only, while in the previously solved cases, for exponential and linear utility functions, the optimal contract is linear in the final output value. In a specific example we compute, the first-best principal's utility is infinite, while it becomes finite with hidden action, which is increasing in value of the output. In the second part of the paper we formulate a general mathematical theory for the problem. We apply the stochastic maximum principle to give necessary conditions for optimal contracts. Sufficient conditions are hard to establish, but we suggest a way to check sufficiency using non-convex optimization

Research and Realization of the HJ-1C Real-time Software Frame Synchronization Algorithm

Directory of Open Access Journals (Sweden)

Hou Yang-shuan

2014-06-01

Full Text Available Conventional software frame synchronization methods are inefficient in processing huge continuous data without synchronization words. To improve the processing speed, a real-time synchronization algorithm is proposed based on reverse searching. Satellite data are grouped and searched in the reverse direction to avoid searching for synchronization words in huge continuous invalid data; thus, the frame synchronization speed is improved enormously. The fastest processing speed is up to 15445.9 Mbps when HJ-1C data are tested. This method is presently applied to the HJ-1C quick-look system in remote sensing satellite ground stations.

Concurrency in product realization

Science.gov (United States)

Kelly, Michael J.

1994-03-01

Technology per se does not provide a competitive advantage. Timely exploitation of technology is what gives the competitive edge, and this demands a major shift in the product development process and management of the industrial enterprise. `Teaming to win' is more than a management theme; it is the disciplined engineering practice that is essential to success in today's global marketplace. Teaming supports the concurrent engineering practices required to integrate the activities of people responsible for product realization through achievement of shorter development cycles, lower costs, and defect-free products.

Balancing related methods for minimal realization of periodic systems

OpenAIRE

Varga, A.

1999-01-01

We propose balancing related numerically reliable methods to compute minimal realizations of linear periodic systems with time-varying dimensions. The first method belongs to the family of square-root methods with guaranteed enhanced computational accuracy and can be used to compute balanced minimal order realizations. An alternative balancing-free square-root method has the advantage of a potentially better numerical accuracy in case of poorly scaled original systems. The key numerical co...

On-line scheme for parameter estimation of nonlinear lithium ion battery equivalent circuit models using the simplified refined instrumental variable method for a modified Wiener continuous-time model

International Nuclear Information System (INIS)

Allafi, Walid; Uddin, Kotub; Zhang, Cheng; Mazuir Raja Ahsan Sha, Raja; Marco, James

2017-01-01

Highlights: •Off-line estimation approach for continuous-time domain for non-invertible function. •Model reformulated to multi-input-single-output; nonlinearity described by sigmoid. •Method directly estimates parameters of nonlinear ECM from the measured-data. •Iterative on-line technique leads to smoother convergence. •The model is validated off-line and on-line using NCA battery. -- Abstract: The accuracy of identifying the parameters of models describing lithium ion batteries (LIBs) in typical battery management system (BMS) applications is critical to the estimation of key states such as the state of charge (SoC) and state of health (SoH). In applications such as electric vehicles (EVs) where LIBs are subjected to highly demanding cycles of operation and varying environmental conditions leading to non-trivial interactions of ageing stress factors, this identification is more challenging. This paper proposes an algorithm that directly estimates the parameters of a nonlinear battery model from measured input and output data in the continuous time-domain. The simplified refined instrumental variable method is extended to estimate the parameters of a Wiener model where there is no requirement for the nonlinear function to be invertible. To account for nonlinear battery dynamics, in this paper, the typical linear equivalent circuit model (ECM) is enhanced by a block-oriented Wiener configuration where the nonlinear memoryless block following the typical ECM is defined to be a sigmoid static nonlinearity. The nonlinear Weiner model is reformulated in the form of a multi-input, single-output linear model. This linear form allows the parameters of the nonlinear model to be estimated using any linear estimator such as the well-established least squares (LS) algorithm. In this paper, the recursive least square (RLS) method is adopted for online parameter estimation. The approach was validated on experimental data measured from an 18650-type Graphite

Transient modeling of non-Fickian transport and first-order reaction using continuous time random walk

Science.gov (United States)

Burnell, Daniel K.; Hansen, Scott K.; Xu, Jie

2017-09-01

Contaminants in groundwater may experience a broad spectrum of velocities and multiple rates of mass transfer between mobile and immobile zones during transport. These conditions may lead to non-Fickian plume evolution which is not well described by the advection-dispersion equation (ADE). Simultaneously, many groundwater contaminants are degraded by processes that may be modeled as first-order decay. It is now known that non-Fickian transport and reaction are intimately coupled, with reaction affecting the transport operator. However, closed-form solutions for these important scenarios have not been published for use in applications. In this paper, we present four new Green's function analytic solutions in the uncoupled, uncorrelated continuous time random walk (CTRW) framework for reactive non-Fickian transport, corresponding to the quartet of conservative tracer solutions presented by Kreft and Zuber (1978) for Fickian transport. These consider pulse injection for both resident and flux concentration combined with detection in both resident and flux concentration. A pair of solutions for resident concentration temporal pulses with detection in both flux and resident concentration is also presented. We also derive the relationship between flux and resident concentration for non-Fickian transport with first-order reaction for this CTRW formulation. An explicit discussion of employment of the new solutions to model transport with arbitrary upgradient boundary conditions as well as mobile-immobile mass transfer is then presented. Using the new solutions, we show that first-order reaction has no effect on the anomalous spatial spreading rate of concentration profiles, but produces breakthrough curves at fixed locations that appear to have been generated by Fickian transport. Under the assumption of a Pareto CTRW transition distribution, we present a variety of numerical simulations including results showing coherence of our analytic solutions and CTRW particle

Numerical detection of unstable periodic orbits in continuous-time dynamical systems with chaotic behaviors

Directory of Open Access Journals (Sweden)

Y. Saiki

2007-09-01

Full Text Available An infinite number of unstable periodic orbits (UPOs are embedded in a chaotic system which models some complex phenomenon. Several algorithms which extract UPOs numerically from continuous-time chaotic systems have been proposed. In this article the damped Newton-Raphson-Mees algorithm is reviewed, and some important techniques and remarks concerning the practical numerical computations are exemplified by employing the Lorenz system.

Integration of Continuous-Time Dynamics in a Spiking Neural Network Simulator

Directory of Open Access Journals (Sweden)

Jan Hahne

2017-05-01

Full Text Available Contemporary modeling approaches to the dynamics of neural networks include two important classes of models: biologically grounded spiking neuron models and functionally inspired rate-based units. We present a unified simulation framework that supports the combination of the two for multi-scale modeling, enables the quantitative validation of mean-field approaches by spiking network simulations, and provides an increase in reliability by usage of the same simulation code and the same network model specifications for both model classes. While most spiking simulations rely on the communication of discrete events, rate models require time-continuous interactions between neurons. Exploiting the conceptual similarity to the inclusion of gap junctions in spiking network simulations, we arrive at a reference implementation of instantaneous and delayed interactions between rate-based models in a spiking network simulator. The separation of rate dynamics from the general connection and communication infrastructure ensures flexibility of the framework. In addition to the standard implementation we present an iterative approach based on waveform-relaxation techniques to reduce communication and increase performance for large-scale simulations of rate-based models with instantaneous interactions. Finally we demonstrate the broad applicability of the framework by considering various examples from the literature, ranging from random networks to neural-field models. The study provides the prerequisite for interactions between rate-based and spiking models in a joint simulation.

Integration of Continuous-Time Dynamics in a Spiking Neural Network Simulator.

Science.gov (United States)

Hahne, Jan; Dahmen, David; Schuecker, Jannis; Frommer, Andreas; Bolten, Matthias; Helias, Moritz; Diesmann, Markus

2017-01-01

Contemporary modeling approaches to the dynamics of neural networks include two important classes of models: biologically grounded spiking neuron models and functionally inspired rate-based units. We present a unified simulation framework that supports the combination of the two for multi-scale modeling, enables the quantitative validation of mean-field approaches by spiking network simulations, and provides an increase in reliability by usage of the same simulation code and the same network model specifications for both model classes. While most spiking simulations rely on the communication of discrete events, rate models require time-continuous interactions between neurons. Exploiting the conceptual similarity to the inclusion of gap junctions in spiking network simulations, we arrive at a reference implementation of instantaneous and delayed interactions between rate-based models in a spiking network simulator. The separation of rate dynamics from the general connection and communication infrastructure ensures flexibility of the framework. In addition to the standard implementation we present an iterative approach based on waveform-relaxation techniques to reduce communication and increase performance for large-scale simulations of rate-based models with instantaneous interactions. Finally we demonstrate the broad applicability of the framework by considering various examples from the literature, ranging from random networks to neural-field models. The study provides the prerequisite for interactions between rate-based and spiking models in a joint simulation.

Realizations of κ-Minkowski space, Drinfeld twists, and related symmetry algebras

Energy Technology Data Exchange (ETDEWEB)

Juric, Tajron; Meljanac, Stjepan; Pikutic, Danijel [Ruder Boskovic Institute, Theoretical Physics Division, Zagreb (Croatia)

2015-11-15

Realizations of κ-Minkowski space linear in momenta are studied for time-, space- and light-like deformations. We construct and classify all such linear realizations and express them in terms of the gl(n) generators. There are three one-parameter families of linear realizations for timelike and space-like deformations, while for light-like deformations, there are only four linear realizations. The relation between a deformed Heisenberg algebra, the star product, the coproduct of momenta, and the twist operator is presented. It is proved that for each linear realization there exists a Drinfeld twist satisfying normalization and cocycle conditions. κ-Deformed igl(n)-Hopf algebras are presented for all cases. The κ-Poincare-Weyl and κ-Poincare-Hopf algebras are discussed. The left-right dual κ-Minkowski algebra is constructed from the transposed twists. The corresponding realizations are nonlinear. All Drinfeld twists related to κ-Minkowski space are obtained from our construction. Finally, some physical applications are discussed. (orig.)

Realizations of κ-Minkowski space, Drinfeld twists, and related symmetry algebras

International Nuclear Information System (INIS)

Juric, Tajron; Meljanac, Stjepan; Pikutic, Danijel

2015-01-01

Realizations of κ-Minkowski space linear in momenta are studied for time-, space- and light-like deformations. We construct and classify all such linear realizations and express them in terms of the gl(n) generators. There are three one-parameter families of linear realizations for timelike and space-like deformations, while for light-like deformations, there are only four linear realizations. The relation between a deformed Heisenberg algebra, the star product, the coproduct of momenta, and the twist operator is presented. It is proved that for each linear realization there exists a Drinfeld twist satisfying normalization and cocycle conditions. κ-Deformed igl(n)-Hopf algebras are presented for all cases. The κ-Poincare-Weyl and κ-Poincare-Hopf algebras are discussed. The left-right dual κ-Minkowski algebra is constructed from the transposed twists. The corresponding realizations are nonlinear. All Drinfeld twists related to κ-Minkowski space are obtained from our construction. Finally, some physical applications are discussed. (orig.)

Asymmetric Realized Volatility Risk

NARCIS (Netherlands)

D.E. Allen (David); M.J. McAleer (Michael); M. Scharth (Marcel)

2014-01-01

markdownabstract__Abstract__ In this paper we document that realized variation measures constructed from high-frequency returns reveal a large degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which forecasting errors in realized

Inverse Ising problem in continuous time: A latent variable approach

Science.gov (United States)

Donner, Christian; Opper, Manfred

2017-12-01

We consider the inverse Ising problem: the inference of network couplings from observed spin trajectories for a model with continuous time Glauber dynamics. By introducing two sets of auxiliary latent random variables we render the likelihood into a form which allows for simple iterative inference algorithms with analytical updates. The variables are (1) Poisson variables to linearize an exponential term which is typical for point process likelihoods and (2) Pólya-Gamma variables, which make the likelihood quadratic in the coupling parameters. Using the augmented likelihood, we derive an expectation-maximization (EM) algorithm to obtain the maximum likelihood estimate of network parameters. Using a third set of latent variables we extend the EM algorithm to sparse couplings via L1 regularization. Finally, we develop an efficient approximate Bayesian inference algorithm using a variational approach. We demonstrate the performance of our algorithms on data simulated from an Ising model. For data which are simulated from a more biologically plausible network with spiking neurons, we show that the Ising model captures well the low order statistics of the data and how the Ising couplings are related to the underlying synaptic structure of the simulated network.

Systematic Risk Changes, Negative Realized Excess Returns and Time-Varying CAPM Beta

OpenAIRE

Jiri Novak

2015-01-01

We make two methodological modifications to the method of testing CAPM beta and we show that these significantly affect inferences about the association between CAPM beta and stock returns. While the conventional beta proxy is indeed largely unrelated to realized stock returns (in fact the relationship is slightly negative), using forward-looking beta and eliminating unrealistic assumptions about expected market returns makes it (highly) significant. In addition, we show that complementary em...

SEM based CARMA time series modeling for arbitrary N

NARCIS (Netherlands)

Oud, J.H.L.; Völkle, M.C.; Driver, C.C.

2018-01-01

This article explains in detail the state space specification and estimation of first and higher-order autoregressive moving-average models in continuous time (CARMA) in an extended structural equation modeling (SEM) context for N = 1 as well as N > 1. To illustrate the approach, simulations will be

Data-driven strategies for robust forecast of continuous glucose monitoring time-series.

Science.gov (United States)

Fiorini, Samuele; Martini, Chiara; Malpassi, Davide; Cordera, Renzo; Maggi, Davide; Verri, Alessandro; Barla, Annalisa

2017-07-01

Over the past decade, continuous glucose monitoring (CGM) has proven to be a very resourceful tool for diabetes management. To date, CGM devices are employed for both retrospective and online applications. Their use allows to better describe the patients' pathology as well as to achieve a better control of patients' level of glycemia. The analysis of CGM sensor data makes possible to observe a wide range of metrics, such as the glycemic variability during the day or the amount of time spent below or above certain glycemic thresholds. However, due to the high variability of the glycemic signals among sensors and individuals, CGM data analysis is a non-trivial task. Standard signal filtering solutions fall short when an appropriate model personalization is not applied. State-of-the-art data-driven strategies for online CGM forecasting rely upon the use of recursive filters. Each time a new sample is collected, such models need to adjust their parameters in order to predict the next glycemic level. In this paper we aim at demonstrating that the problem of online CGM forecasting can be successfully tackled by personalized machine learning models, that do not need to recursively update their parameters.

Continuous monitoring of arthritis in animal models using optical imaging modalities

Science.gov (United States)

Son, Taeyoon; Yoon, Hyung-Ju; Lee, Saseong; Jang, Won Seuk; Jung, Byungjo; Kim, Wan-Uk

2014-10-01

Given the several difficulties associated with histology, including difficulty in continuous monitoring, this study aimed to investigate the feasibility of optical imaging modalities-cross-polarization color (CPC) imaging, erythema index (EI) imaging, and laser speckle contrast (LSC) imaging-for continuous evaluation and monitoring of arthritis in animal models. C57BL/6 mice, used for the evaluation of arthritis, were divided into three groups: arthritic mice group (AMG), positive control mice group (PCMG), and negative control mice group (NCMG). Complete Freund's adjuvant, mineral oil, and saline were injected into the footpad for AMG, PCMG, and NCMG, respectively. LSC and CPC images were acquired from 0 through 144 h after injection for all groups. EI images were calculated from CPC images. Variations in feet area, EI, and speckle index for each mice group over time were calculated for quantitative evaluation of arthritis. Histological examinations were performed, and the results were found to be consistent with those from optical imaging analysis. Thus, optical imaging modalities may be successfully applied for continuous evaluation and monitoring of arthritis in animal models.

Evaluation of the autoregression time-series model for analysis of a noisy signal

International Nuclear Information System (INIS)

Allen, J.W.

1977-01-01

The autoregression (AR) time-series model of a continuous noisy signal was statistically evaluated to determine quantitatively the uncertainties of the model order, the model parameters, and the model's power spectral density (PSD). The result of such a statistical evaluation enables an experimenter to decide whether an AR model can adequately represent a continuous noisy signal and be consistent with the signal's frequency spectrum, and whether it can be used for on-line monitoring. Although evaluations of other types of signals have been reported in the literature, no direct reference has been found to AR model's uncertainties for continuous noisy signals; yet the evaluation is necessary to decide the usefulness of AR models of typical reactor signals (e.g., neutron detector output or thermocouple output) and the potential of AR models for on-line monitoring applications. AR and other time-series models for noisy data representation are being investigated by others since such models require fewer parameters than the traditional PSD model. For this study, the AR model was selected for its simplicity and conduciveness to uncertainty analysis, and controlled laboratory bench signals were used for continuous noisy data. (author)

Continuum-time Hamiltonian for the Baxter's model

International Nuclear Information System (INIS)

Libero, V.L.

1983-01-01

The associated Hamiltonian for the symmetric eight-vertex model is obtained by taking the time-continuous limit in an equivalent Ashkin-Teller model. The result is a Heisenberg Hamiltonian with coefficients J sub(x), J sub(y) and J sub(z) identical to those found by Sutherland for choices of the parameters a, b, c and d that bring the model close to the transition. The change in the operators is accomplished explicitly, the relation between the crossover operator for the Ashkin-Teller model and the energy operator for the eight-vertex model being obtained in a transparent form. (Author) [pt

A Realization of Temperature Monitoring System Based on Real-Time Kernel μC/OS and 1-wire Bus

Directory of Open Access Journals (Sweden)

Yanmei Qi

2013-06-01

Full Text Available The traditional temperature monitoring system generally adopt some analog sensors for collecting data and a microcontroller for processing data for the purpose of temperature monitoring. However, this back-fore ground system has the disadvantages that the system has poor real-time property and single function, the amount of sensors is not easy to expand, and the software system has a difficulty in upgrading. Aiming at these disadvantages, the system designed in this paper adopts brand-new hardware and software structures: a digitaltemperature sensor array is connected to 1-wire bus and communicated with a control core through 1-wire bus protocol, thus a great convenience is provided for the expansion of the sensor; a real-time operating system is introduced into the software, an application program capable of realizing various functions runs on the real-time kernel μC/OS-II platform. The application of the real-time kernel also provides a good lower layer interface for the late-stage software upgrading.

Continuous-time digital front-ends for multistandard wireless transmission

CERN Document Server

Nuyts, Pieter A J; Dehaene, Wim

2014-01-01

This book describes the design of fully digital multistandard transmitter front-ends which can directly drive one or more switching power amplifiers, thus eliminating all other analog components.  After reviewing different architectures, the authors focus on polar architectures using pulse width modulation (PWM), which are entirely based on unclocked delay lines and other continuous-time digital hardware.  As a result, readers are enabled to shift accuracy concerns from the voltage domain to the time domain, to coincide with submicron CMOS technology scaling.  The authors present different architectural options and compare them, based on their effect on the signal and spectrum quality.  Next, a high-level theoretical analysis of two different PWM-based architectures – baseband PWM and RF PWM – is made.  On the circuit level, traditional digital components and design techniques are revisited from the point of view of continuous-time digital circuits.  Important design criteria are identified and diff...

"Business Continuity and Information Security Maintenance" Masters’ Training Program

OpenAIRE

Miloslavskaya , Natalia; Senatorov , Mikhail; Tolstoy , Alexandr; Zapechnikov , Sergei

2013-01-01

Part 1: WISE 8; International audience; The experience of preparing for the "Business Continuity and Information Security Maintenance" (BC&ISM) Masters’ program implementation and realization at the "Information Security of Banking Systems" Department of the National Research Nuclear University MEPhI (NRNU MEPhI, Moscow, Russia) is presented. Justification of the educational direction choice for BC&ISM professionals is given. The model of IS Master being trained on this program is described. ...

Realization of logical functions by vector programs

Energy Technology Data Exchange (ETDEWEB)

Lapkin, L Ya

1983-03-01

Recent computing and control applications often require program realization of finite automata in general and of an important particular class of memoryless automata specified by systems of Boolean functions. Logical control and computing machines which receive sequences of discrete signals on the input and convert them into sequences of discrete output signals using finite memory may be described by a finite automation model. However, in distinction from the circuit interpretation of finite automata, the automaton algorithm represents the structure of the automaton program and not the structure of the machine itself. Therefore, the complexity of the computer realization of an automaton is the complexity of the computer program, and not the complexity of the hardware. Two classes of programs currently used to evalute boolean functions are operator programs and binary programs. However, computing machines, including microcomputers, are equipped with additional possibilities for evaluation of Boolean functions, which are not utilized in programs of these two basic classes. In this article, we consider the design of vector programs for program realization of systems of Boolean functions. 3 references.

Noise Simulation of Continuous-Time ΣΔ Modulators

International Nuclear Information System (INIS)

Arias, J.; Quintanilla, L.; Bisbal, D.; San Pablo, J.; Enriquez, L.; Vicente, J.; Barbolla, J.

2005-01-01

In this work, an approach for the simulation of the effect of noise sources in the performance of continuous-time ΔΣ modulators is presented. Electrical noise including thermal noise, 1/f noise and clock jitter are included in a simulation program and their impact on the system performance is analyzed

Multimedia Mapping using Continuous State Space Models

DEFF Research Database (Denmark)

Lehn-Schiøler, Tue

2004-01-01

In this paper a system that transforms speech waveforms to animated faces are proposed. The system relies on continuous state space models to perform the mapping, this makes it possible to ensure video with no sudden jumps and allows continuous control of the parameters in 'face space'. Simulations...... are performed on recordings of 3-5 sec. video sequences with sentences from the Timit database. The model is able to construct an image sequence from an unknown noisy speech sequence fairly well even though the number of training examples are limited....

The inverse Gamma process: A family of continuous stochastic models for describing state-dependent deterioration phenomena

International Nuclear Information System (INIS)

Guida, M.; Pulcini, G.

2013-01-01

This paper proposes the family of non-stationary inverse Gamma processes for modeling state-dependent deterioration processes with nonlinear trend. The proposed family of processes, which is based on the assumption that the “inverse” time process is Gamma, is mathematically more tractable than previously proposed state-dependent processes, because, unlike the previous models, the inverse Gamma process is a time-continuous and state-continuous model and does not require discretization of time and state. The conditional distribution of the deterioration growth over a generic time interval, the conditional distribution of the residual life and the residual reliability of the unit, given the current state, are provided. Point and interval estimation of the parameters which index the proposed process, as well as of several quantities of interest, are also discussed. Finally, the proposed model is applied to the wear process of the liners of some Diesel engines which was previously analyzed and proved to be a purely state-dependent process. The comparison of the inferential results obtained under the competitor models shows the ability of the Inverse Gamma process to adequately model the observed state-dependent wear process

Modeling plasticity by non-continuous deformation

Science.gov (United States)

Ben-Shmuel, Yaron; Altus, Eli

2017-10-01

Plasticity and failure theories are still subjects of intense research. Engineering constitutive models on the macroscale which are based on micro characteristics are very much in need. This study is motivated by the observation that continuum assumptions in plasticity in which neighbour material elements are inseparable at all-time are physically impossible, since local detachments, slips and neighbour switching must operate, i.e. non-continuous deformation. Material microstructure is modelled herein by a set of point elements (particles) interacting with their neighbours. Each particle can detach from and/or attach with its neighbours during deformation. Simulations on two- dimensional configurations subjected to uniaxial compression cycle are conducted. Stochastic heterogeneity is controlled by a single "disorder" parameter. It was found that (a) macro response resembles typical elasto-plastic behaviour; (b) plastic energy is proportional to the number of detachments; (c) residual plastic strain is proportional to the number of attachments, and (d) volume is preserved, which is consistent with macro plastic deformation. Rigid body displacements of local groups of elements are also observed. Higher disorder decreases the macro elastic moduli and increases plastic energy. Evolution of anisotropic effects is obtained with no additional parameters.

Deep Brain Stimulation, Continuity over Time, and the True Self.

Science.gov (United States)

Nyholm, Sven; O'Neill, Elizabeth

2016-10-01

One of the topics that often comes up in ethical discussions of deep brain stimulation (DBS) is the question of what impact DBS has, or might have, on the patient's self. This is often understood as a question of whether DBS poses a threat to personal identity, which is typically understood as having to do with psychological and/or narrative continuity over time. In this article, we argue that the discussion of whether DBS is a threat to continuity over time is too narrow. There are other questions concerning DBS and the self that are overlooked in discussions exclusively focusing on psychological and/or narrative continuity. For example, it is also important to investigate whether DBS might sometimes have a positive (e.g., a rehabilitating) effect on the patient's self. To widen the discussion of DBS, so as to make it encompass a broader range of considerations that bear on DBS's impact on the self, we identify six features of the commonly used concept of a person's "true self." We apply these six features to the relation between DBS and the self. And we end with a brief discussion of the role DBS might play in treating otherwise treatment-refractory anorexia nervosa. This further highlights the importance of discussing both continuity over time and the notion of the true self.

Continuous Online Sequence Learning with an Unsupervised Neural Network Model.

Science.gov (United States)

Cui, Yuwei; Ahmad, Subutar; Hawkins, Jeff

2016-09-14

The ability to recognize and predict temporal sequences of sensory inputs is vital for survival in natural environments. Based on many known properties of cortical neurons, hierarchical temporal memory (HTM) sequence memory recently has been proposed as a theoretical framework for sequence learning in the cortex. In this letter, we analyze properties of HTM sequence memory and apply it to sequence learning and prediction problems with streaming data. We show the model is able to continuously learn a large number of variableorder temporal sequences using an unsupervised Hebbian-like learning rule. The sparse temporal codes formed by the model can robustly handle branching temporal sequences by maintaining multiple predictions until there is sufficient disambiguating evidence. We compare the HTM sequence memory with other sequence learning algorithms, including statistical methods: autoregressive integrated moving average; feedforward neural networks-time delay neural network and online sequential extreme learning machine; and recurrent neural networks-long short-term memory and echo-state networks on sequence prediction problems with both artificial and real-world data. The HTM model achieves comparable accuracy to other state-of-the-art algorithms. The model also exhibits properties that are critical for sequence learning, including continuous online learning, the ability to handle multiple predictions and branching sequences with high-order statistics, robustness to sensor noise and fault tolerance, and good performance without task-specific hyperparameter tuning. Therefore, the HTM sequence memory not only advances our understanding of how the brain may solve the sequence learning problem but is also applicable to real-world sequence learning problems from continuous data streams.

A new continuous-time formulation for scheduling crude oil operations

International Nuclear Information System (INIS)

Reddy, P. Chandra Prakash; Karimi, I.A.; Srinivasan, R.

2004-01-01

In today's competitive business climate characterized by uncertain oil markets, responding effectively and speedily to market forces, while maintaining reliable operations, is crucial to a refinery's bottom line. Optimal crude oil scheduling enables cost reduction by using cheaper crudes intelligently, minimizing crude changeovers, and avoiding ship demurrage. So far, only discrete-time formulations have stood up to the challenge of this important, nonlinear problem. A continuous-time formulation would portend numerous advantages, however, existing work in this area has just begun to scratch the surface. In this paper, we present the first complete continuous-time mixed integer linear programming (MILP) formulation for the short-term scheduling of operations in a refinery that receives crude from very large crude carriers via a high-volume single buoy mooring pipeline. This novel formulation accounts for real-world operational practices. We use an iterative algorithm to eliminate the crude composition discrepancy that has proven to be the Achilles heel for existing formulations. While it does not guarantee global optimality, the algorithm needs only MILP solutions and obtains excellent maximum-profit schedules for industrial problems with up to 7 days of scheduling horizon. We also report the first comparison of discrete- vs. continuous-time formulations for this complex problem. (Author)

Explicit field realizations of W algebras

OpenAIRE

Wei, Shao-Wen; Liu, Yu-Xiao; Zhang, Li-Jie; Ren, Ji-Rong

2009-01-01

The fact that certain non-linear $W_{2,s}$ algebras can be linearized by the inclusion of a spin-1 current can provide a simple way to realize $W_{2,s}$ algebras from linear $W_{1,2,s}$ algebras. In this paper, we first construct the explicit field realizations of linear $W_{1,2,s}$ algebras with double-scalar and double-spinor, respectively. Then, after a change of basis, the realizations of $W_{2,s}$ algebras are presented. The results show that all these realizations are Romans-type realiz...

Explicit field realizations of W algebras

International Nuclear Information System (INIS)

Wei Shaowen; Liu Yuxiao; Ren Jirong; Zhang Lijie

2009-01-01

The fact that certain nonlinear W 2,s algebras can be linearized by the inclusion of a spin-1 current can provide a simple way to realize W 2,s algebras from linear W 1,2,s algebras. In this paper, we first construct the explicit field realizations of linear W 1,2,s algebras with double scalar and double spinor, respectively. Then, after a change of basis, the realizations of W 2,s algebras are presented. The results show that all these realizations are Romans-type realizations.

Continuous-Time Random Walk Models of DNA Electrophoresis in a Post Array: II. Mobility and Sources of Band Broadening

Science.gov (United States)

Olson, Daniel W.; Dutta, Sarit; Laachi, Nabil; Tian, Mingwei; Dorfman, Kevin D.

2011-01-01

Using the two-state, continuous-time random walk model, we develop expressions for the mobility and the plate height during DNA electrophoresis in an ordered post array that delineate the contributions due to (i) the random distance between collisions and (ii) the random duration of a collision. These contributions are expressed in terms of the means and variances of the underlying stochastic processes, which we evaluate from a large ensemble of Brownian dynamics simulations performed using different electric fields and molecular weights in a hexagonal array of 1 μm posts with a 3 μm center-to-center distance. If we fix the molecular weight, we find that the collision frequency governs the mobility. In contrast, the average collision duration is the most important factor for predicting the mobility as a function of DNA size at constant Péclet number. The plate height is reasonably well-described by a single post rope-over-pulley model, provided that the extension of the molecule is small. Our results only account for dispersion inside the post array and thus represent a theoretical lower bound on the plate height in an actual device. PMID:21290387

A comparative study of time series modeling methods for reactor noise analysis

International Nuclear Information System (INIS)

Kitamura, Masaharu; Shigeno, Kei; Sugiyama, Kazusuke

1978-01-01

Two modeling algorithms were developed to study at-power reactor noise as a multi-input, multi-output process. A class of linear, discrete time description named autoregressive-moving average model was used as a compact mathematical expression of the objective process. One of the model estimation (modeling) algorithms is based on the theory of Kalman filtering, and the other on a conjugate gradient method. By introducing some modifications in the formulation of the problem, realization of the practically usable algorithms was made feasible. Through the testing with several simulation models, reliability and effectiveness of these algorithms were confirmed. By applying these algorithms to experimental data obtained from a nuclear power plant, interesting knowledge about the at-power reactor noise was found out. (author)

An accurate real-time model of maglev planar motor based on compound Simpson numerical integration

Science.gov (United States)

Kou, Baoquan; Xing, Feng; Zhang, Lu; Zhou, Yiheng; Liu, Jiaqi

2017-05-01

To realize the high-speed and precise control of the maglev planar motor, a more accurate real-time electromagnetic model, which considers the influence of the coil corners, is proposed in this paper. Three coordinate systems for the stator, mover and corner coil are established. The coil is divided into two segments, the straight coil segment and the corner coil segment, in order to obtain a complete electromagnetic model. When only take the first harmonic of the flux density distribution of a Halbach magnet array into account, the integration method can be carried out towards the two segments according to Lorenz force law. The force and torque analysis formula of the straight coil segment can be derived directly from Newton-Leibniz formula, however, this is not applicable to the corner coil segment. Therefore, Compound Simpson numerical integration method is proposed in this paper to solve the corner segment. With the validation of simulation and experiment, the proposed model has high accuracy and can realize practical application easily.

Coherent exciton transport in dendrimers and continuous-time quantum walks

Science.gov (United States)

Mülken, Oliver; Bierbaum, Veronika; Blumen, Alexander

2006-03-01

We model coherent exciton transport in dendrimers by continuous-time quantum walks. For dendrimers up to the second generation the coherent transport shows perfect recurrences when the initial excitation starts at the central node. For larger dendrimers, the recurrence ceases to be perfect, a fact which resembles results for discrete quantum carpets. Moreover, depending on the initial excitation site, we find that the coherent transport to certain nodes of the dendrimer has a very low probability. When the initial excitation starts from the central node, the problem can be mapped onto a line which simplifies the computational effort. Furthermore, the long time average of the quantum mechanical transition probabilities between pairs of nodes shows characteristic patterns and allows us to classify the nodes into clusters with identical limiting probabilities. For the (space) average of the quantum mechanical probability to be still or to be again at the initial site, we obtain, based on the Cauchy-Schwarz inequality, a simple lower bound which depends only on the eigenvalue spectrum of the Hamiltonian.

Nanofluidic device for continuous multiparameter quality assurance of biologics.

Science.gov (United States)

Ko, Sung Hee; Chandra, Divya; Ouyang, Wei; Kwon, Taehong; Karande, Pankaj; Han, Jongyoon

2017-08-01

Process analytical technology (PAT) is critical for the manufacture of high-quality biologics as it enables continuous, real-time and on-line/at-line monitoring during biomanufacturing processes. The conventional analytical tools currently used have many restrictions to realizing the PAT of current and future biomanufacturing. Here we describe a nanofluidic device for the continuous monitoring of biologics' purity and bioactivity with high sensitivity, resolution and speed. Periodic and angled nanofilter arrays served as the molecular sieve structures to conduct a continuous size-based analysis of biologics. A multiparameter quality monitoring of three separate commercial biologic samples within 50 minutes has been demonstrated, with 20 µl of sample consumption, inclusive of dead volume in the reservoirs. Additionally, a proof-of-concept prototype system, which integrates an on-line sample-preparation system and the nanofluidic device, was demonstrated for at-line monitoring. Thus, the system is ideal for on-site monitoring, and the real-time quality assurance of biologics throughout the biomanufacturing processes.

Hardware solution for continuous time-resolved burst detection of single molecules in flow

Science.gov (United States)

Wahl, Michael; Erdmann, Rainer; Lauritsen, Kristian; Rahn, Hans-Juergen

1998-04-01

Time Correlated Single Photon Counting (TCSPC) is a valuable tool for Single Molecule Detection (SMD). However, existing TCSPC systems did not support continuous data collection and processing as is desirable for applications such as SMD for e.g. DNA-sequencing in a liquid flow. First attempts at using existing instrumentation in this kind of operation mode required additional routing hardware to switch between several memory banks and were not truly continuous. We have designed a hard- and software system to perform continuous real-time TCSPC based upon a modern solid state Time to Digital Converter (TDC). Short dead times of the fully digital TDC design combined with fast Field Programmable Gay Array logic permit a continuous data throughput as high as 3 Mcounts/sec. The histogramming time may be set as short as 100 microsecond(s) . Every histogram or every single fluorescence photon can be real-time tagged at 200 ns resolution in addition to recording its arrival time relative to the excitation pulse. Continuous switching between memory banks permits concurrent histogramming and data read-out. The instrument provides a time resolution of 60 ps and up to 4096 histogram channels. The overall instrument response function in combination with a low cost picosecond diode laser and an inexpensive photomultiplier tube was found to be 180 ps and well sufficient to measure sub-nanosecond fluorescence lifetimes.

Realizability: a historical essay

NARCIS (Netherlands)

Oosten, J. van

2000-01-01

The purpose of this short paper is to sketch the development of a few basic topics in the history of Realizability The number of topics is quite limited and reects very much my own personal taste biases and prejudices Realizability has over the past years developed into a subject of such dimensions

Comparing the Discrete and Continuous Logistic Models

Science.gov (United States)

Gordon, Sheldon P.

2008-01-01

The solutions of the discrete logistic growth model based on a difference equation and the continuous logistic growth model based on a differential equation are compared and contrasted. The investigation is conducted using a dynamic interactive spreadsheet. (Contains 5 figures.)

Technology for NPP decantate treatment realized at Kola NPP

International Nuclear Information System (INIS)

Stakhiv, Michael; Avezniyazov, Slava; Savkin, Alexander; Fedorov, Denis; Dmitriev, Sergei; Kornev, Vladimir

2007-01-01

At Moscow SIA 'Radon' jointly with JSC 'Alliance Gamma', the technology for NPP Decantate Treatment was developed, tested and realized at Kola NPP. This technology consists of dissolving the salt residue and subsequent treatment by ozonization, separation of the deposits formed from ozonization and selective cleaning by ferro-cyanide sorbents. The nonactive salt solution goes to an industrial waste disposal site or a repository specially developed at NPP sites for 'exempt waste' products by IAEA classification. This technology was realized at Kola NPP in December 2006 year. At this time more than 1000 m 3 of decantates log time stored are treated. It allows solving very old problem to empty decantates' tanks at NPPs in environmentally safe manner and with high volume reduction factor. (authors)

Continuous-Time Symmetric Hopfield Nets are Computationally Universal

Czech Academy of Sciences Publication Activity Database

Šíma, Jiří; Orponen, P.

2003-01-01

Roč. 15, č. 3 (2003), s. 693-733 ISSN 0899-7667 R&D Projects: GA AV ČR IAB2030007; GA ČR GA201/02/1456 Institutional research plan: AV0Z1030915 Keywords : continuous-time Hopfield network * Liapunov function * analog computation * computational power * Turing universality Subject RIV: BA - General Mathematics Impact factor: 2.747, year: 2003

Designing and simulation smart multifunctional continuous logic device as a basic cell of advanced high-performance sensor systems with MIMO-structure

Science.gov (United States)

Krasilenko, Vladimir G.; Nikolskyy, Aleksandr I.; Lazarev, Alexander A.

2015-01-01

We have proposed a design and simulation of hardware realizations of smart multifunctional continuous logic devices (SMCLD) as advanced basic cells of the sensor systems with MIMO- structure for images processing and interconnection. The SMCLD realize function of two-valued, multi-valued and continuous logics with current inputs and current outputs. Such advanced basic cells realize function nonlinear time-pulse transformation, analog-to-digital converters and neural logic. We showed advantages of such elements. It's have a number of advantages: high speed and reliability, simplicity, small power consumption, high integration level. The conception of construction of SMCLD consists in the use of a current mirrors realized on 1.5μm technology CMOS transistors. Presence of 50÷70 transistors, 1 PD and 1 LED makes the offered circuits quite compact. The simulation results of NOT, MIN, MAX, equivalence (EQ), normalize summation, averaging and other functions, that implemented SMCLD, showed that the level of logical variables can change from 0.1μA to 10μA for low-power consumption variants. The SMCLD have low power consumption <1mW and processing time about 1÷11μS at supply voltage 2.4÷3.3V.

Predicting fundamental and realized distributions based on thermal niche: A case study of a freshwater turtle

Science.gov (United States)

Rodrigues, João Fabrício Mota; Coelho, Marco Túlio Pacheco; Ribeiro, Bruno R.

2018-04-01

Species distribution models (SDM) have been broadly used in ecology to address theoretical and practical problems. Currently, there are two main approaches to generate SDMs: (i) correlative, which is based on species occurrences and environmental predictor layers and (ii) process-based models, which are constructed based on species' functional traits and physiological tolerances. The distributions estimated by each approach are based on different components of species niche. Predictions of correlative models approach species realized niches, while predictions of process-based are more akin to species fundamental niche. Here, we integrated the predictions of fundamental and realized distributions of the freshwater turtle Trachemys dorbigni. Fundamental distribution was estimated using data of T. dorbigni's egg incubation temperature, and realized distribution was estimated using species occurrence records. Both types of distributions were estimated using the same regression approaches (logistic regression and support vector machines), both considering macroclimatic and microclimatic temperatures. The realized distribution of T. dorbigni was generally nested in its fundamental distribution reinforcing theoretical assumptions that the species' realized niche is a subset of its fundamental niche. Both modelling algorithms produced similar results but microtemperature generated better results than macrotemperature for the incubation model. Finally, our results reinforce the conclusion that species realized distributions are constrained by other factors other than just thermal tolerances.

On the WZW fields realization of critical models of the minimal series

International Nuclear Information System (INIS)

Chair, N.; Saidi, E.H.

1995-08-01

Using the Karabali and Schnitzer formula of the G/H gauged WZW theories, we develop the quantum WZW fields realization of cosets of type G k1 , x G k2 /G k1+k2 . The quantum constraints obtained from the gauging of the anomaly free subgroup G of the direct product G x G are solved explicitly for the case G = SU(2). Our results are shown to be in agreement with those obtained by standard methods, in particular the algebraic ones. Special features like the realization of the primary fields in terms of WZW fields as well as links with the topological G/G theory are discussed. Other properties are also given. (author). 28 refs

Hidden Markov Models for Time Series An Introduction Using R

CERN Document Server

Zucchini, Walter

2009-01-01

Illustrates the flexibility of HMMs as general-purpose models for time series data. This work presents an overview of HMMs for analyzing time series data, from continuous-valued, circular, and multivariate series to binary data, bounded and unbounded counts and categorical observations.

Continuous Fine-Fault Estimation with Real-Time GNSS

Science.gov (United States)

Norford, B. B.; Melbourne, T. I.; Szeliga, W. M.; Santillan, V. M.; Scrivner, C.; Senko, J.; Larsen, D.

2017-12-01

Thousands of real-time telemetered GNSS stations operate throughout the circum-Pacific that may be used for rapid earthquake characterization and estimation of local tsunami excitation. We report on the development of a GNSS-based finite-fault inversion system that continuously estimates slip using real-time GNSS position streams from the Cascadia subduction zone and which is being expanded throughout the circum-Pacific. The system uses 1 Hz precise point position streams computed in the ITRF14 reference frame using clock and satellite orbit corrections from the IGS. The software is implemented as seven independent modules that filter time series using Kalman filters, trigger and estimate coseismic offsets, invert for slip using a non-negative least squares method developed by Lawson and Hanson (1974) and elastic half-space Green's Functions developed by Okada (1985), smooth the results temporally and spatially, and write the resulting streams of time-dependent slip to a RabbitMQ messaging server for use by downstream modules such as tsunami excitation modules. Additional fault models can be easily added to the system for other circum-Pacific subduction zones as additional real-time GNSS data become available. The system is currently being tested using data from well-recorded earthquakes including the 2011 Tohoku earthquake, the 2010 Maule earthquake, the 2015 Illapel earthquake, the 2003 Tokachi-oki earthquake, the 2014 Iquique earthquake, the 2010 Mentawai earthquake, the 2016 Kaikoura earthquake, the 2016 Ecuador earthquake, the 2015 Gorkha earthquake, and others. Test data will be fed to the system and the resultant earthquake characterizations will be compared with published earthquake parameters. Seismic events will be assumed to occur on major faults, so, for example, only the San Andreas fault will be considered in Southern California, while the hundreds of other faults in the region will be ignored. Rake will be constrained along each subfault to be

Dynamical Downscaling of NASA/GISS ModelE: Continuous, Multi-Year WRF Simulations

Science.gov (United States)

Otte, T.; Bowden, J. H.; Nolte, C. G.; Otte, M. J.; Herwehe, J. A.; Faluvegi, G.; Shindell, D. T.

2010-12-01

The WRF Model is being used at the U.S. EPA for dynamical downscaling of the NASA/GISS ModelE fields to assess regional impacts of climate change in the United States. The WRF model has been successfully linked to the ModelE fields in their raw hybrid vertical coordinate, and continuous, multi-year WRF downscaling simulations have been performed. WRF will be used to downscale decadal time slices of ModelE for recent past, current, and future climate as the simulations being conducted for the IPCC Fifth Assessment Report become available. This presentation will focus on the sensitivity to interior nudging within the RCM. The use of interior nudging for downscaled regional climate simulations has been somewhat controversial over the past several years but has been recently attracting attention. Several recent studies that have used reanalysis (i.e., verifiable) fields as a proxy for GCM input have shown that interior nudging can be beneficial toward achieving the desired downscaled fields. In this study, the value of nudging will be shown using fields from ModelE that are downscaled using WRF. Several different methods of nudging are explored, and it will be shown that the method of nudging and the choices made with respect to how nudging is used in WRF are critical to balance the constraint of ModelE against the freedom of WRF to develop its own fields.

How do dispersal costs and habitat selection influence realized population connectivity?

Science.gov (United States)

Burgess, Scott C; Treml, Eric A; Marshall, Dustin J

2012-06-01

Despite the importance of dispersal for population connectivity, dispersal is often costly to the individual. A major impediment to understanding connectivity has been a lack of data combining the movement of individuals and their survival to reproduction in the new habitat (realized connectivity). Although mortality often occurs during dispersal (an immediate cost), in many organisms costs are paid after dispersal (deferred costs). It is unclear how such deferred costs influence the mismatch between dispersal and realized connectivity. Through a series of experiments in the field and laboratory, we estimated both direct and indirect deferred costs in a marine bryozoan (Bugula neritina). We then used the empirical data to parameterize a theoretical model in order to formalize predictions about how dispersal costs influence realized connectivity. Individuals were more likely to colonize poor-quality habitat after prolonged dispersal durations. Individuals that colonized poor-quality habitat performed poorly after colonization because of some property of the habitat (an indirect deferred cost) rather than from prolonged dispersal per se (a direct deferred cost). Our theoretical model predicted that indirect deferred costs could result in nonlinear mismatches between spatial patterns of potential and realized connectivity. The deferred costs of dispersal are likely to be crucial for determining how well patterns of dispersal reflect realized connectivity. Ignoring these deferred costs could lead to inaccurate predictions of spatial population dynamics.

Realizing User-Relevant Conceptual Model for the Ski Jump Venue of the Vancouver 2010 Winter Olympics

Science.gov (United States)

Teakles, Andrew; Mo, Ruping; Dierking, Carl F.; Emond, Chris; Smith, Trevor; McLennan, Neil; Joe, Paul I.

2014-01-01

As was the case for most other Olympic competitions, providing weather guidance for the ski jump and Nordic combined events involved its own set of unique challenges. The extent of these challenges was brought to light before the Vancouver 2010 Winter Olympics during a series of outflow wind events in the 2008/2009 winter season. The interactions with the race officials during the difficult race conditions brought on by the outflows provided a new perspective on the service delivery requirements for the upcoming Olympic Games. In particular, the turbulent nature of the winds and its impact on the ski jump practice events that season highlighted the need of race officials for nowcasting advice at very short time scales (from 2 min to 1 h) and forecast products tailored to their decision-making process. These realizations resulted in last minute modifications to the monitoring strategy leading up to the Olympic Games and required forecasters' conceptual models for flow within the Callaghan Valley to be downscaled further to reflect the evolution of turbulence at the ski jump site. The SNOW-V10 (Science of Nowcasting Olympic Weather for Vancouver 2010) team provided support for these efforts by supplying diagnostic case analyses of important events using numerical weather data and by enhancing the real-time monitoring capabilities at the ski jump venue.

Evaluating realized genetic gains from tree improvement.

Science.gov (United States)

J.B. St. Clair

1993-01-01

Tree improvement has become an essential part of the management of forest lands for wood production, and predicting yields and realized gains from forests planted with genetically-improved trees will become increasingly important. This paper discusses concepts of tree improvement and genetic gain important to growth and yield modeling, and reviews previous studies of...

Building Chaotic Model From Incomplete Time Series

Science.gov (United States)

Siek, Michael; Solomatine, Dimitri

2010-05-01

This paper presents a number of novel techniques for building a predictive chaotic model from incomplete time series. A predictive chaotic model is built by reconstructing the time-delayed phase space from observed time series and the prediction is made by a global model or adaptive local models based on the dynamical neighbors found in the reconstructed phase space. In general, the building of any data-driven models depends on the completeness and quality of the data itself. However, the completeness of the data availability can not always be guaranteed since the measurement or data transmission is intermittently not working properly due to some reasons. We propose two main solutions dealing with incomplete time series: using imputing and non-imputing methods. For imputing methods, we utilized the interpolation methods (weighted sum of linear interpolations, Bayesian principle component analysis and cubic spline interpolation) and predictive models (neural network, kernel machine, chaotic model) for estimating the missing values. After imputing the missing values, the phase space reconstruction and chaotic model prediction are executed as a standard procedure. For non-imputing methods, we reconstructed the time-delayed phase space from observed time series with missing values. This reconstruction results in non-continuous trajectories. However, the local model prediction can still be made from the other dynamical neighbors reconstructed from non-missing values. We implemented and tested these methods to construct a chaotic model for predicting storm surges at Hoek van Holland as the entrance of Rotterdam Port. The hourly surge time series is available for duration of 1990-1996. For measuring the performance of the proposed methods, a synthetic time series with missing values generated by a particular random variable to the original (complete) time series is utilized. There exist two main performance measures used in this work: (1) error measures between the actual

Real-time SWMF-Geospace at CCMC: assessing the quality of output from continuous operational simulations

Science.gov (United States)

Liemohn, M. W.; Welling, D. T.; De Zeeuw, D.; Kuznetsova, M. M.; Rastaetter, L.; Ganushkina, N. Y.; Ilie, R.; Toth, G.; Gombosi, T. I.; van der Holst, B.

2016-12-01

The ground-based magnetometer index Dst is a decent measure of the near-Earth current systems, in particular those in the storm-time inner magnetosphere. The ability of a large-scale, physics-based model to reproduce, or even predict, this index is therefore a tangible measure of the overall validity of the code for space weather research and space weather operational usage. Experimental real-time simulations of the Space Weather Modeling Framework (SWMF) are conducted at the Community Coordinated Modeling Center (CCMC), with results available there (http://ccmc.gsfc.nasa.gov/realtime.php), through the CCMC Integrated Space Weather Analysis (iSWA) site (http://iswa.ccmc.gsfc.nasa.gov/IswaSystemWebApp/), and the Michigan SWMF site (http://csem.engin.umich.edu/realtime). Presently, two configurations of the SWMF are running in real time at CCMC, both focusing on the geospace modules, using the BATS-R-US magnetohydrodynamic model, the Ridley Ionosphere Model, and with and without the Rice Convection Model for inner magnetospheric drift physics. While both have been running for several years, nearly continuous results are available since July 2015. Dst from the model output is compared against the Kyoto real-time Dst. Various quantitative measures are presented to assess the goodness of fit between the models and observations. In particular, correlation coefficients, RMSE and prediction efficiency are calculated and discussed. In addition, contingency tables are presented, demonstrating the ability of the model to predict "disturbed times" as defined by Dst values below some critical threshold. It is shown that the SWMF run with the inner magnetosphere model is significantly better at reproducing storm-time values, with prediction efficiencies above 0.25 and Heidke skill scores above 0.5. This work was funded by NASA and NSF grants, and the European Union's Horizon 2020 research and innovation programme under grant agreement 637302 PROGRESS.

System Realization of Broad Band Digital Beam Forming for Digital Array Radar

Directory of Open Access Journals (Sweden)

Wang Feng

2013-09-01

Full Text Available Broad band Digital Beam Forming (DBF is the key technique for the realization of Digital Array Radar (DAR. We propose the method of combination realization of the channel equalization and DBF time delay filter function by using adaptive Sample Matrix Inversion algorithm. The broad band DBF function is realized on a new DBF module based on parallel fiber optic engines and Field Program Gate Array (FPGA. Good performance is achieved when it is used to some radar products.

Correlated continuous time random walks: combining scale-invariance with long-range memory for spatial and temporal dynamics

International Nuclear Information System (INIS)

Schulz, Johannes H P; Chechkin, Aleksei V; Metzler, Ralf

2013-01-01

Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through scale-free forms of the jump length and/or waiting time distributions by virtue of the generalized central limit theorem. Here we present a modified version of recently proposed correlated CTRW processes, where we incorporate a power-law correlated noise on the level of both jump length and waiting time dynamics. We obtain a very general stochastic model, that encompasses key features of several paradigmatic models of anomalous diffusion: discontinuous, scale-free displacements as in Lévy flights, scale-free waiting times as in subdiffusive CTRWs, and the long-range temporal correlations of fractional Brownian motion (FBM). We derive the exact solutions for the single-time probability density functions and extract the scaling behaviours. Interestingly, we find that different combinations of the model parameters lead to indistinguishable shapes of the emerging probability density functions and identical scaling laws. Our model will be useful for describing recent experimental single particle tracking data that feature a combination of CTRW and FBM properties. (paper)

Research and realization of info-net security controlling system

Science.gov (United States)