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Tytuł:
A multi-source fluid queue based stochastic model of the probabilistic offloading strategy in a MEC system with multiple mobile devices and a single MEC server
Autorzy:
Zheng, Huan
Jin, Shunfu
Powiązania:
https://bibliotekanauki.pl/articles/2055156.pdf
Data publikacji:
2022
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
mobile edge computing
probabilistic offloading strategy
multi-source fluid queue
birth and death process
cumulative distribution function
przetwarzanie mobilne
proces narodzin i śmierci
dystrybuanta
Opis:
Mobile edge computing (MEC) is one of the key technologies to achieve high bandwidth, low latency and reliable service in fifth generation (5G) networks. In order to better evaluate the performance of the probabilistic offloading strategy in a MEC system, we give a modeling method to capture the stochastic behavior of tasks based on a multi-source fluid queue. Considering multiple mobile devices (MDs) in a MEC system, we build a multi-source fluid queue to model the tasks offloaded to the MEC server. We give an approach to analyze the fluid queue driven by multiple independent heterogeneous finite-state birth-and-death processes (BDPs) and present the cumulative distribution function (CDF) of the edge buffer content. Then, we evaluate the performance measures in terms of the utilization of the MEC server, the expected edge buffer content and the average response time of a task. Finally, we provide numerical results with some analysis to illustrate the feasibility of the stochastic model built in this paper.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2022, 32, 1; 125--138
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Robust Optimisation Metaheuristics for the Inventory-Allocation Problem
Autorzy:
Vizinger, Tea
Žerovnik, Janez
Powiązania:
https://bibliotekanauki.pl/articles/578562.pdf
Data publikacji:
2019
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
Dystrybucja
Optymalizacja
Programowanie stochastyczne
Distribution
Optimalization
Stochastic programming
Opis:
As an example of a successful application of a relatively simple metaheuristics for a stochastic version of a multiple criteria optimisation problem, the inventory-allocation problem is discussed. Stochastic programming is introduced to deal with the demand of end consumers. It has been shown before that simple metaheuristics, i.e., local search may be a very competitive choice for solving computationally hard optimisation problems. In this paper, robust optimisation approach is applied to select more promising initial solutions which results in a significant improvement of time complexity of the optimisation algorithms. Furthermore, it allows more flexibility in choosing the final solution that need not always be minimising the sum of costs.
Źródło:
Multiple Criteria Decision Making; 2019, 14; 128-143
2084-1531
Pojawia się w:
Multiple Criteria Decision Making
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Effectiveness of Stochastic Dominance in Financial Analysis
Analiza efektywności dominacji stochastycznych w zastosowaniach finansowych
Autorzy:
Trzpiot, Grażyna
Powiązania:
https://bibliotekanauki.pl/articles/905072.pdf
Data publikacji:
2005
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
asymmetric distribution
stochastic dominance criterion
efficient set
Opis:
Analiza portfelowa stawia problem wyboru najlepszego spośród możliwych losowych projektów inwestycyjnych. Wybór len zależy od, jedynej dla każdego inwestora, funkcji użyteczności oraz od rozkładu prawdopodobieństwa rozważanej inwestycji. W niniejszym opracowaniu skoncentrowano się na scharakteryzowaniu zbioru optymalnych efektywnych inwestycji. W odróżnieniu od zbioru efektywnych inwestycji zgodnego z kryterium momentów MV, zbiór efektywnych inwestycji zgodny z kryterium SD jest optymalny dla całych ogólnych klas funkcji użyteczności (nie tylko dla funkcji kwadratowej). Dodatkowo kryterium SD wykorzystuje wszystkie wartości rozkładu prawdopodobieństwa projektu inwestycyjnego. Wiele prac empirycznych omawia zależności pomiędzy zbiorem efektywnych inwestycji z kryterium momentów MV a zbiorem efektywnych inwestycji zgodnym z kryterium SD. W tym artykule przedstawione zostały wyniki analiz wybranych typów rozkładów asymetrycznych.
I ortfolio analysis can be regarded as a problem of choosing the best investment project from all possible investments. I his choice depends on, the unique for each investor, utility function and the distribution оf the return оГ the investment project. Unlike MV criterion, SD criterion is optimal for a class of utility function and additionally we elaborate with all value of the return of the investment project. We will present the results of analysis the properties ol the optimal efficient set according SD criteria for asymmetric distribution.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2005, 194
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The stochastic model of quasi-stationary non-isothermal mode of transport and distribution of natural gas in the gas transportation systems
Autorzy:
Tevyashev, A.
Mamedova, A.
Iievlieva, S.
Frolov, V.
Powiązania:
https://bibliotekanauki.pl/articles/410770.pdf
Data publikacji:
2017
Wydawca:
Polska Akademia Nauk. Oddział w Lublinie PAN
Tematy:
gas transportation systems
quasi-stationary non-isothermal mode
natural gas
statistical properties
Opis:
The paper presents a stochastic model of a quasi-stationary non-isothermal mode of transport and distribution of natural gas in gas transportation systems with multilinear linear sections of pipeline and a lot of craft compressor stations. A method for calculating the statistical properties of the dependent variables of the model from the statistical properties of the independent variables.
Źródło:
ECONTECHMOD : An International Quarterly Journal on Economics of Technology and Modelling Processes; 2017, 6, 4; 121-133
2084-5715
Pojawia się w:
ECONTECHMOD : An International Quarterly Journal on Economics of Technology and Modelling Processes
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stable distribution in application to fixational eye movement description
Autorzy:
Szmigiel, Marta
Grzesiek, Aleksandra
Wyłomańska, Agnieszka
Kasprzak, Henryk
Powiązania:
https://bibliotekanauki.pl/articles/174841.pdf
Data publikacji:
2019
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
eye movement
microsaccades
fixational eye movements
α-stable distribution
stochastic modelling
Opis:
To give an appropriate description of fixational eye movements is a very challenging problem. Over the years authors tried to describe the movements through different methods. The time series of the movements exhibit very characteristic behavior, which is the visible impulses. This may suggest the heavy-tailed distribution behind the data. In this paper on stochastic description of fixational eye movements, the α-stable distribution as the most important member of heavy-tailed family of distributions is proposed. The fixational eye movements together with head movement of both eyes of eight healthy subjects were measured and recorded by use of own designed optical system. Further analysis of changes in position of the pupil center in two-dimensional plane was performed. It was shown that head movement has very small impact on values of stability parameter α of fixational eye movements. The α-stable based analysis can be useful in better understanding of the character of the eye globe dynamics.
Źródło:
Optica Applicata; 2019, 49, 2; 365-377
0078-5466
1899-7015
Pojawia się w:
Optica Applicata
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Large and moderate deviation principles for nonparametric recursive kernel distribution estimators defined by stochastic approximation method
Autorzy:
Slaoui, Yousri
Powiązania:
https://bibliotekanauki.pl/articles/254712.pdf
Data publikacji:
2019
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
distribution estimation
stochastic approximation algorithm large and moderate deviations principles
Opis:
In this paper we prove large and moderate deviations principles for the recursive kernel estimators of a distribution function defined by the stochastic approximation algorithm. We show that the estimator constructed using the stepsize which minimize the Mean Integrated Squared Error (MISE) of the class of the recursive estimators defined by Mokkadem et al. gives the same pointwise large deviations principle (LDP) and moderate deviations principle (MDP) as the Nadaraya kernel distribution estimator.
Źródło:
Opuscula Mathematica; 2019, 39, 5; 733-746
1232-9274
2300-6919
Pojawia się w:
Opuscula Mathematica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A New Quasi Sujatha Distribution
Autorzy:
Shanker, Rama
Shukla, Kamlesh Kumar
Powiązania:
https://bibliotekanauki.pl/articles/1058938.pdf
Data publikacji:
2020-09-04
Wydawca:
Główny Urząd Statystyczny
Tematy:
Sujatha distribution
quasi Sujatha distribution
moments
reliability properties
stochastic ordering
stress-strength reliability
estimation of parameters
goodness of fit
Opis:
The aim of this paper is to introduce a new quasi Sujatha distribution (NQSD), of which the following are particular cases: the Sujatha distribution devised by Shanker (2016 a), the sizebiased Lindley distribution, and the exponential distribution. Its moments and momentsbased measures are derived and discussed. Statistical properties, including the hazard rate and mean residual life functions, stochastic ordering, mean deviations, Bonferroni and Lorenz curves and stress-strength reliability are also analysed. The method of moments and the method of maximum likelihood estimations is discussed for estimating parameters of the proposed distribution. A numerical example is presented to test its goodness of fit, which is then compared with other one-parameter and two-parameter lifetime distributions.
Źródło:
Statistics in Transition new series; 2020, 21, 3; 53-71
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Two-Parameter Lindley Distribution
Autorzy:
Shanker, R.
Mishra, A.
Powiązania:
https://bibliotekanauki.pl/articles/465861.pdf
Data publikacji:
2013
Wydawca:
Główny Urząd Statystyczny
Tematy:
Lindley distribution
moments
failure rate function
mean residual life function
stochastic ordering
estimation of parameters
goodness of fit
Opis:
A two-parameter Lindley distribution, of which the Lindley distribution (LD) is a particular case, has been introduced. Its moments, failure rate function, mean residual life function and stochastic orderings have been discussed. The maximum likelihood method and the method of moments have been discussed for estimating its parameters. The distribution has been fitted to some data-sets to test its goodness of fit.
Źródło:
Statistics in Transition new series; 2013, 14, 1; 45-56
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stochastic estimation of voltage sag due to faults in the power system by using PSCAD/EMTDC software as a tool for simulation
Autorzy:
Patne, N. R.
Thakre, K. L.
Powiązania:
https://bibliotekanauki.pl/articles/262574.pdf
Data publikacji:
2007
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie
Tematy:
voltage sag
PSCAD/EMTDC
stochastic method
uniform fault distribution
Opis:
Faults in the power system are major cause of voltage sag. Voltage sag in the power system due to fault can be symmetrical or unsymmetrical. For sensitive loads it is necessary to estimate how many times in year the voltage at their terminal will experience sag to avoid tripping of operation. Several stochastic methods for estimation of number of sags are developed in recent years. In different methods of sag prediction there is need to do lengthy programming or calculations. Here PSCAD/EMTDC software package is used to estimate number of sag with uniform distribution of faults along the lines.
Źródło:
Electrical Power Quality and Utilisation. Journal; 2007, 13, 2; 59-63
1896-4672
Pojawia się w:
Electrical Power Quality and Utilisation. Journal
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On risk reserve under distribution constraints
Autorzy:
Michta, Mariusz
Powiązania:
https://bibliotekanauki.pl/articles/729878.pdf
Data publikacji:
2000
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
martingales
stochastic equations
reserve process
Girsanov`s theorem
viability
Opis:
The purpose of this work is a study of the following insurance reserve model:
$R(t) = η + ∫_{0}^{t} p(s,R(s))ds + ∫_{0}^{t} σ(s,R(s))dW_{s} - Z(t)$, t ∈ [0,T],
P(η ≥ c) ≥ 1-ϵ, ϵ ≥ 0.
Under viability-type assumptions on a pair (p,σ) the estimation γ with the property: $inf_{0≤t≤T} P{R(t) ≥ c} ≥ γ$ is considered.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2000, 20, 2; 249-260
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Computer-based voltage dip assessment in transmission and distribution networks
Autorzy:
Martínez-Velasco, J. A.
Powiązania:
https://bibliotekanauki.pl/articles/262803.pdf
Data publikacji:
2008
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie
Tematy:
voltage dips
modelling
simulation
stochastic prediction
distributed generation
Opis:
Digital simulation is a powerful mean to predict the voltage dip performance of a power network. Voltage dip characteristics can be accurately reproduced using present simulation tools and a stochastic prediction procedure that could incorporate the random nature of the voltage dip causes and the behaviour of sensitive equipment during this type of events. This work is aimed at providing a review of techniques that can be applied to voltage dip prediction, assuming that voltage dips are caused by faults. The paper includes a discussion on modelling guidelines to be used for representation of power system components in voltage dip calculations, a summary of the capabilities required in simulation tools applied to voltage dip studies (characterisation, assessment, index calculations) and a representative list of procedures presented to date for voltage dip assessment in both transmission and distribution levels. The last section is aimed at providing some information about the difficulties related to voltage dip assessment when distributed generation is connected to the grid.
Źródło:
Electrical Power Quality and Utilisation. Journal; 2008, 14, 1; 31-38
1896-4672
Pojawia się w:
Electrical Power Quality and Utilisation. Journal
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Investigation of the kinetics of the development of the distribution
Issledovanie kinetiki razvitija povrezhdaemosti
Autorzy:
Marchenko, D.
Powiązania:
https://bibliotekanauki.pl/articles/792401.pdf
Data publikacji:
2012
Wydawca:
Komisja Motoryzacji i Energetyki Rolnictwa
Tematy:
stochastic process
distribution function
mathematical model
kinetics
thermodynamics
equation
Kolmogorov-Fokker- Planck equation
Źródło:
Teka Komisji Motoryzacji i Energetyki Rolnictwa; 2012, 12, 4
1641-7739
Pojawia się w:
Teka Komisji Motoryzacji i Energetyki Rolnictwa
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Study on the impact of electric vehicle charging load on nodal voltage deviation
Autorzy:
Ma, G.
Jiang, L.
Chen, Y.
Dai, C.
Ju, R.
Powiązania:
https://bibliotekanauki.pl/articles/141119.pdf
Data publikacji:
2017
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
distribution network
electric vehicle charging load (EVCL)
stochastic load
voltage deviation
Opis:
The promotion and application of electric vehicles will contribute to the solution of several problems, such as energy shortage and environmental pollution, and the achievement of country economy and energy security. But a large-scale vehicle-to-grid system may cause adverse effects in the distribution network operation, the power network planning and such other parts. First, this paper collects the factors that influence the electric vehicle charging load and establishes the EV charging load model with a Monte- Carlo method. Then, we analyze the effect that the EV charging load made on the nodal voltage deviation under different permeability based on the IEEE30 node system. At last, this research gets the conclusion that the nodal voltage deviation is closely related to EV permeability, node type and node location. This research conclusion will provide practical guidance to the charging station planning.
Źródło:
Archives of Electrical Engineering; 2017, 66, 3; 495-505
1427-4221
2300-2506
Pojawia się w:
Archives of Electrical Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estimation procedures for partially accelerated life test model based on unified hybrid censored sample from the Gompertz distribution
Autorzy:
Lone, Showkat Ahmad
Panahi, Hanieh
Powiązania:
https://bibliotekanauki.pl/articles/2172027.pdf
Data publikacji:
2022
Wydawca:
Polska Akademia Nauk. Polskie Naukowo-Techniczne Towarzystwo Eksploatacyjne PAN
Tematy:
constant-stress
maximum a posteriori
maximum product of spacing
stochastic EM algorithm
unified hybrid censoring
Opis:
The accelerated life testing is the key methodology of evaluating product reliability rapidly. This paper presents statistical inference of Gompertz distribution based on unified hybrid censored data under constant-stress partially accelerated life test (CSPALT) model. We apply the stochastic expectation-maximization algorithm to estimate the CSPALT parameters and to reduce computational complexity. It is shown that the maximum likelihood estimates exist uniquely. Asymptotic confidence intervals and confidence intervals using bootstrap-p and bootstrap-t methods are constructed. Moreover the maximum product of spacing (MPS) and maximum a posteriori (MAP) estimates of the model parameters and accelerated factor are discussed. The performances of the various estimators of the CSPALT parameters are compared through the simulation study. In summary, the MAP estimates perform superior than MLEs (or MPSs) with respect to the smallest MSE values.
Źródło:
Eksploatacja i Niezawodność; 2022, 24, 3; 427--436
1507-2711
Pojawia się w:
Eksploatacja i Niezawodność
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Polynomial chaos expansion method in estimating probability distribution of rotor-shaft dynamic responses
Autorzy:
Lasota, R.
Stocki, R.
Tauzowski, P.
Szolc, T.
Powiązania:
https://bibliotekanauki.pl/articles/200053.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
stochastic moment estimation
sparse polynomial chaos expansion
maximum entropy principle
rotor
uncertainties
hybrid mechanical model
random unbalance distribution
zasada maksymalnej entropii
wirnik
niepewności
model hybrydowy
losowy rozkład asymetrii
Opis:
The main purpose of the study is an assessment of computational efficiency of selected numerical methods for estimation of vibrational response statistics of a large multi-bearing turbo-generator rotor-shaft system. The effective estimation of the probability distribution of structural responses is essential for robust design optimization and reliability analysis of such systems. The analyzed scatter of responses is caused by random residual unbalances as well as random stiffness and damping parameters of the journal bearings. A proper representation of these uncertain parameters leads to multidimensional stochastic models. Three estimation techniques are compared: Monte Carlo sampling, Latin hypercube sampling and the sparse polynomial chaos expansion method. Based on the estimated values of the first four statistical moments the probability density function of the maximal vibration amplitude is evaluated by the maximal entropy principle method. The method is inherently suited for an accurate representation of the probability density functions with an exponential behavior, which appears to be characteristic for the investigated rotor-shaft responses. Performing multiple numerical tests for a range of sample sizes it was found that the sparse polynomial chaos method provides the best balance between the accuracy and computational effectiveness in estimating the unknown probability distribution of the maximal vibration amplitude.
Źródło:
Bulletin of the Polish Academy of Sciences. Technical Sciences; 2015, 63, 2; 413-422
0239-7528
Pojawia się w:
Bulletin of the Polish Academy of Sciences. Technical Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 39

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