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Wyszukujesz frazę "Markov chains" wg kryterium: Temat


Tytuł:
Stochastic vortices in periodically reclassified populations
Autorzy:
Guerreiro, Gracinda
Mexia, João
Powiązania:
https://bibliotekanauki.pl/articles/729714.pdf
Data publikacji:
2008
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
Markov chains
stochastic vortices
Opis:
Our paper considers open populations with arrivals and departures whose elements are subject to periodic reclassifications. These populations will be divided into a finite number of sub-populations.
Assuming that:
a) entries, reclassifications and departures occur at the beginning of the time units;
b) elements are reallocated at equally spaced times;
c) numbers of new elements entering at the beginning of the time units are realizations of independent Poisson distributed random variables;
we use Markov chains to obtain limit results for the relative sizes of the sub-populations corresponding to the states of the chain. Namely we will obtain conditions for stability of the relative sizes for transient and recurrent states as well as for all states. The existence of such stability corresponds to the existence of a stochastic structure based either on the transient or on the recurrent states or even on all states. We call these structures stochastic vortices because the structure is maintained despite entrances, departures and reallocations.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2008, 28, 2; 209-227
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Forecasting Income Distributions of Households in Poland on the Basis of Markov Chains
Prognozowanie rozkładów dochodów gospodarstw domowych w Polsce w oparciu o łańcuchy Markowa
Autorzy:
Czajkowski, Andrzej
Powiązania:
https://bibliotekanauki.pl/articles/905030.pdf
Data publikacji:
2009
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
income distributions
Markov chains
forecast
Opis:
In order to forecast income distributions of population, we can make use of, among others, stochastic processes. These processes can be used to determine probabilities of transition of households from one income class to another. The paper attempts to present an application of homogenous Markov chains in the process of forecasting the income structure of six socio-economic groups of population in Poland for the years 2004, 2006 and 2008. Forecasts are based on results of individual household budgets surveys.
Do prognozowania rozkładów dochodów ludności wykorzystywane być mogą m. in. procesy stochastyczne służące do określania wielkości prawdopodobieństw przejścia gospodarstw domowych z określonej grupy dochodowej do innej. W opracowaniu podjęto próbę wykorzystania jednorodnych łańcuchów Markowa do sporządzania prognoz struktury dochodów sześciu grup społeczno-ekonomicznych ludności w Polsce dla lat 2004, 2006 i 2008. Podstawę szacunków stanowiły wyniki badań budżetów indywidualnych gospodarstw domowych.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2009, 225
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Zastosowanie łańcuchów Markowa w badaniu potencjalnych możliwości wykorzystania informacji automatycznego systemu identyfikacji (AIS) w aplikacjach antykolizyjnych
Using Markov chains to investigate the potential possibilities of employing data from anautomatic identification system for collision avoidance applications
Autorzy:
Jaskólski, K.
Powiązania:
https://bibliotekanauki.pl/articles/223436.pdf
Data publikacji:
2013
Wydawca:
Akademia Marynarki Wojennej. Wydział Dowodzenia i Operacji Morskich
Tematy:
AIS
łańcuchy Markowa
Markov chains
Opis:
Urządzenia radiolokacyjne, jak radar czy ARPA, mają wiele ograniczeń związanych z przekazywaniem ciągłej i wiarygodnej informacji. Wynikają one z braku możliwości wykrycia ech radarowych w niekorzystnych warunkach atmosferycznych i podczas manewrowania jednostek. Istotne jest, by informację radarową uzupełniać inną, której dokładność porównywalna jest do tej pochodzącej z systemów GNSS. Takim systemem wydaje się AIS. W artykule analizę dostępności informacji o pozycji geograficznej przedstawiono, stosując dyskretne w stanach i czasie łańcuchy Markowa. Do analiz wykorzystano dane zarejestrowane w latach 2006–2007 i 2010–2012 w laboratorium instytutu nawigacji i hydrografii morskiej.
Radio-location devices such as radar or ARPA display several limitations concerned with transferring continuous and reliable data. These limitations stem from the absence of the possibility to detect radar echo under adverse weather conditions during a maneuver executed by a vessel. It is important that the radar data be supplemented with data coming from a system working on continuous basis, with data whose accuracy is comparable to the data coming from GNSS. AIS seems to be such a system. This paper presents analysis of data availability related to geographical position using discrete in states and time the Markov chains. Data recorded in the institute of marine navigation and hydrography in 2006–2007 and 2010–2012 have been used to conduct analyses.
Źródło:
Zeszyty Naukowe Akademii Marynarki Wojennej; 2013, R. 54 nr 4 (195), 4 (195); 51-72
0860-889X
Pojawia się w:
Zeszyty Naukowe Akademii Marynarki Wojennej
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Methods of Assessing Efficiency of Bonus-Malus Systems
Metody oceny efektywności systemów bonus-malus
Autorzy:
Szymańska, Anna
Powiązania:
https://bibliotekanauki.pl/articles/905671.pdf
Data publikacji:
2006
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
efficiency
Markov chains
bonus-malus systems
Opis:
In civil responsibility transportation insurance the insurer assesses risk, inflicted by drivers, on the basis of observable risk factors such as e.g. driver’s sex and age, vehicle characteristics. However, there are risk factors unobservable directly, accounting for substantial differences of risk among drivers. Additional piece of information about driver for the insurer is the number of claims for a given year i.e. the insured claim record. The role of the bonus-malus systems is to verify premium height through assigning the insured to appropriate tariff class on the basis of his claim record. The objective of this paper is to evaluate the methods of the assessment of the effectivity of the bonus-malus system.
W ubezpieczeniach komunikacyjnych ОС ubezpieczyciel szacuje ryzyko, jakie reprezentują kierowcy, na podstawie obserwowalnych czynników ryzyka, takich jak np.: płeć i wiek kierowcy, cechy pojazdu. Jednak istnieją czynniki ryzyka, bezpośrednio nieobserwowalne, istotnie różnicujące kierowców pod względem poziomu ryzyka. Dodatkową informacją dla ubezpieczyciela o kierowcy jest liczba zgłoszonych w danym roku szkód, czyli przebieg szkodowości ubezpieczonego. Zadaniem systemów bonus-malus jest weryfikacja składki poprzez przyporządkowanie ubezpieczonego do odpowiedniej klasy taryfowej, na podstawie przebiegu szkodowości ubezpieczonego. Celem artykułu jest wskazanie metod oceny efektywności systemów bonus-malus.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2006, 196
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Wykorzystanie łańcuchów Markowa do prognozowania zmian w strukturze polskich przedsiębiorstw
Using Markov Chains to Predict Changes in the Structure of Polish Companies
Autorzy:
Nehrebecka, Natalia
Powiązania:
https://bibliotekanauki.pl/articles/574275.pdf
Data publikacji:
2011-10-31
Wydawca:
Szkoła Główna Handlowa w Warszawie. Kolegium Analiz Ekonomicznych
Tematy:
business demography
Markov chains
transition matrix
Opis:
The author proposes a method for predicting structural changes in Polish enterprises based on Markov chain theory. This method makes it possible to analyze the entry and exit of companies in specific business sectors, as well as to examine the migration of firms across sectors. Markov chains enable forecasts of the future composition of the corporate sector as well as computations of the average remaining lifetime and average age of companies in each category based on an appropriate fundamental matrix. This can serve as the basis for further conclusions concerning not only the economy as a whole, but also its individual components. The findings presented in the article testify to the stability of Polish companies in changing economic conditions. The level of migration across sectors is low and limited to several sectors and the expected company lifetime is relatively short. On average, the lifetime of Polish companies is less than half that of Belgian companies surveyed by the National Bank of Belgium, for example. Generally, Nehrebecka says, transport companies have the shortest lifetimes in Poland, followed by companies active in sectors such as construction, “other services” and trade. On the other hand, companies operating in agriculture, the hunting-and-forestry sector and industry tend to stay the longest on the market. The average maturity of a sector, measured with the so-called “closeness to extinction” index for all the companies, is 46%. Non-specialized exporters show the highest average age in the analyzed sectors. State-owned companies have significantly higher average age and remaining lifetime than private companies. The larger the company, the higher is its average age and average remaining lifetime. According to Nehrebecka, studies of the demographic evolution of businesses may be an additional point of reference for the evaluation of monetary policy transmission mechanisms and for shaping the institutional and legal environments in which businesses operate.
Źródło:
Gospodarka Narodowa. The Polish Journal of Economics; 2011, 251, 10; 59-98
2300-5238
Pojawia się w:
Gospodarka Narodowa. The Polish Journal of Economics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Influence of the Curing Process on the Fatigue Strength and Residual Strength of a Fiber Composite Estimation Using the Theory of Markov Chains
Autorzy:
Chatys, Rafał
Kłonica, Mariusz
Powiązania:
https://bibliotekanauki.pl/articles/2201932.pdf
Data publikacji:
2023
Wydawca:
Stowarzyszenie Inżynierów i Techników Mechaników Polskich
Tematy:
component of composite
destruction
fatigue strength
residual strength
curing process
Theory of Markov Chains
Markov chains
Opis:
The paper deals with the influence of quality failure of matrix post-curing on the strength of such complex and difficult "new generation" materials as fiber composites, especially those with polymer matrix. The performed statistical analysis of the components determined the complexity of the layered composite structure. And the developed model of the weakest micro-volume presented in this paper has helped to describe not only the pre-dictable strength of the laminate, but also the nature of failure, taking into account the fiber stresses and/or the distribution of end strains in the structure of the composite under consideration. The strength of fibre composi-te structures based on Markov chain theory takes into account technological aspects during the curing process. The presented model was verified on the basis of literature examples and experimental data obtained during the testing process. Numerical results show good agreement with literature examples and measured data. The pre-sented model may represent a novel method that provides further insight into the curing process of epoxy re-sins.
Źródło:
Advances in Science and Technology. Research Journal; 2023, 17, 2; 53--62
2299-8624
Pojawia się w:
Advances in Science and Technology. Research Journal
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Critical Infrastructure Risk Assessment Using Markov Chain Model
Autorzy:
Karbowski, Andrzej
Malinowski, Krzysztof
Szwaczyk, Sebastian
Jaskóła, Przemysław
Powiązania:
https://bibliotekanauki.pl/articles/307936.pdf
Data publikacji:
2019
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
cybersecurity
Markov chains
networks
NIS Directive
simulation
Opis:
The paper presents application of the Markov chain model to assess the risk affecting critical national infrastructure. A method for relating different service states to transition probabilities is shown. Then, a real-life example is thoroughly analyzed. Finally, results of a numerical test concerning this problem are provided.
Źródło:
Journal of Telecommunications and Information Technology; 2019, 2; 15-22
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On EDF scheduler with the exponential deadlines
Autorzy:
Janowski, R.
Janowski, A.
Powiązania:
https://bibliotekanauki.pl/articles/91491.pdf
Data publikacji:
2016
Wydawca:
Warszawska Wyższa Szkoła Informatyki
Tematy:
Earliest Deadline First
scheduling
performance evaluation
Markov chains
Opis:
This work deals with the performance evaluation of EDF (Earliest Deadline First) packet scheduler with two classes. The primary metric of interest is the mean sojourn time for each class. The system is composed of two classes (two queues) with Poisson input to each of them, deterministic service times and exponentially distributed deadline values. The model is analysed as an embedded Markov chain at the instants of packet departures from the service. The solution i.e. the joint probability distribution of the number of packets in each queue is obtained using the matrix approach. The metrics such as the mean sojourn time or the mean number of packets in the system for each class are directly obtained from this joint probability distribution.
Źródło:
Zeszyty Naukowe Warszawskiej Wyższej Szkoły Informatyki; 2016, 10, 15; 7-17
1896-396X
2082-8349
Pojawia się w:
Zeszyty Naukowe Warszawskiej Wyższej Szkoły Informatyki
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A generalization of Uenos inequality for n-step transition probabilities
Autorzy:
Nowak, Andrzej
Powiązania:
https://bibliotekanauki.pl/articles/1338973.pdf
Data publikacji:
1998
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
adaptive control
transition probabilities
stochastic control
Markov chains
Opis:
We provide a generalization of Ueno's inequality for n-step transition probabilities of Markov chains in a general state space. Our result is relevant to the study of adaptive control problems and approximation problems in the theory of discrete-time Markov decision processes and stochastic games.
Źródło:
Applicationes Mathematicae; 1998-1999, 25, 3; 295-299
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Analysis of the efficiency of complex systems
Autorzy:
Antkowiak, Aneta
Powiązania:
https://bibliotekanauki.pl/articles/747836.pdf
Data publikacji:
2017
Wydawca:
Polskie Towarzystwo Matematyczne
Tematy:
performance analysis
complex system
continuous-time Markov chains
Opis:
The subject of considerations shall be mathematical models describing the fluctuation of states of complex systems. The purpose of this work is to give a defined system (considering failures, activation process, and a possibility of repair), its description along with the basic indications of multi-level system analysis, and in particular the definition of steady-state probabilities and performance analysis. The modeling tool here are continuous-time Markov chains with finite number of states
Źródło:
Mathematica Applicanda; 2017, 45, 2
1730-2668
2299-4009
Pojawia się w:
Mathematica Applicanda
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Improvement of manufacturing cells with unreliable machines
Autorzy:
Elleuch, M.
Ben Bacha, H.
Masmoudi, F.
Powiązania:
https://bibliotekanauki.pl/articles/2069604.pdf
Data publikacji:
2007
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
manufacturing cell
intercellular transfer
Markov chains
availability
simulation
performances
Opis:
The performance of cellular manufacturing (CM) is conditioned by disruptive events, such as failure of machines, which randomly occur and penalize the performance of the cells and disturb seriously the smooth working of the factory. To overcome the problems caused by the breakdowns, we develop a solution, based on the principle of virtual cell (VC) and the notion of intercellular transfer that can improve performances of the system. In this context, we use an analytical method based on Markov chains to model the availability of the cell. The found results are validated using simulation. The proposed solution in this paper confirmed that it is possible to reduce the severity of breakdowns in the CM system and improve the performances of the cells through an intercellular transfer. Simulation allowed a validation of the analytical model and showed the contribution of the suggested solution.
Źródło:
Journal of Polish Safety and Reliability Association; 2007, 1; 109--114
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Directed forests with application to algorithms related to Markov chains
Autorzy:
Pokarowski, Piotr
Powiązania:
https://bibliotekanauki.pl/articles/1338687.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
entrywise relative error
directed forest
Matrix Tree Theorem
directed graph
Simulated Annealing
Markov chains
Metropolis algorithm
direct methods for linear systems
nearly completely decomposable Markov chains
aggregation algorithms
nonhomogeneous Markov chains
Markov Chain Tree Theorem
Markov chain Monte Carlo algorithms
Gibbs sampler
Opis:
This paper is devoted to computational problems related to Markov chains (MC) on a finite state space. We present formulas and bounds for characteristics of MCs using directed forest expansions given by the Matrix Tree Theorem. These results are applied to analysis of direct methods for solving systems of linear equations, aggregation algorithms for nearly completely decomposable MCs and the Markov chain Monte Carlo procedures.
Źródło:
Applicationes Mathematicae; 1999, 26, 4; 395-414
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Statistical Modelling: Application to the financial sector
Autorzy:
Roçadas, Cláudia
Oliveira, Teresa
Mexia, João
Powiązania:
https://bibliotekanauki.pl/articles/729944.pdf
Data publikacji:
2011
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
populations with periodic reclassification
likelihood ratio tests
Markov chains
isomorphism
Opis:
Our research is centred on the stochastic structure of matched open populations, subjected to periodical reclassifications. These populations are divided into sub-populations. In our application we considered two populations of customers of a bank: with and without account manager. Two or more of such population are matched when there is a 1-1 correspondence between their sub-populations and the elements of one of them can go to another, if and only if the same occurs with elements from the corresponding sub-populations of the other. So we have inputs and outputs of elements in the population and along with several sub-populations in which the elements can be placed. It is thus natural to use Markov chains to model these populations.
Besides this study connected with Markov chains we show how to carry out Analysis of Variance - like analysis of entries and departures to and from de populations of customers. Our purpose is to study the flows in and out of customers in classes for the two populations and to make research on the influence of the factors year, class and region. We used the Likelihood ratio tests for the hypotheses formulated on the basis of these factors. In our work we verified that major hypotheses were all rejected. This raises the question of what are the effects and interactions truly relevant. Looking for an answer to this problem, we present the first partition to a change in the log Likelihood. This partition is very similar to the analysis of variance for the crossing of the factors that allowed us to use algebraic established results, see Fonseca et al. (2003, 2006), for models with balanced cross.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2011, 31, 1-2; 103-119
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Sequences of the lithofacies and depositional intervals in the Godula Beds of the Polish Outer Carpathians
Sekwencje litofacji i interwałów depozycyjnych w warstwach godulskich Karpat
Autorzy:
Słomka, T.
Słomka, E.
Powiązania:
https://bibliotekanauki.pl/articles/191192.pdf
Data publikacji:
2001
Wydawca:
Polskie Towarzystwo Geologiczne
Tematy:
Carpathian flysch
Markov chains
sedimentary sequences
deep-sea fans
depositional lobes
Opis:
The Markov chains procedure was applied to the study on the sequences of lithofacies and depositional intervals in the Godula Beds (Turonian-Lower Senonian) of the Flysch Carpathians. The model (depositional) and modal (a most frequent in profile) diagrams were constructed and corresponding sequences were recognized. It was found that deposition from high-density turbidity currents of variable retardation rates was the dominating mechanism whereas the low-density turbidity currents were rather rare. The newly deposited sediments were commonly eroded by the succeeding, dense currents. Deposition processes were dominated by the two clearly separated environments: channels and depositional lobes. Their systems were subjected to frequent changes due to lateral migration caused by tectonic movements (uplift of cordilleras and subsidence of sea floor) and eustatic changes of sea level.
Źródło:
Annales Societatis Geologorum Poloniae; 2001, 71, No 1; 35-42
0208-9068
Pojawia się w:
Annales Societatis Geologorum Poloniae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Application of Markov chains to a navigator visual attention model
Autorzy:
Muczyński, B.
Gucma, M.
Bilewski, M.
Powiązania:
https://bibliotekanauki.pl/articles/135458.pdf
Data publikacji:
2016
Wydawca:
Akademia Morska w Szczecinie. Wydawnictwo AMSz
Tematy:
eye tracking
usability studies
stochastic model
marine simulator
Markov chains
navigation
Opis:
This paper presents initial results from a series of eye-tracking experiments on a Full Mission Bridge simulator. The aim of this research was to develop a stochastic model of a navigator’s attention distribution during their navigational watch. Such model could be used as a tool for workload and usability studies for navigators and navigational equipment interfaces. A structure of the model is discussed together with the evaluation of Markov chains as a main modelling tool. Initial results are presented and discussed. It is suggested that 1st order Markov chains are not fully applicable for this problem. A combination of the 1st and higher-order Markov chains will be applied in the next stage of research.
Źródło:
Zeszyty Naukowe Akademii Morskiej w Szczecinie; 2016, 46 (118); 95-100
1733-8670
2392-0378
Pojawia się w:
Zeszyty Naukowe Akademii Morskiej w Szczecinie
Dostawca treści:
Biblioteka Nauki
Artykuł

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