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Tytuł:
Constructing stochastic models for investigation of dangerous events and accidents number in Baltic Sea region ports
Autorzy:
Grabski, F.
Powiązania:
https://bibliotekanauki.pl/articles/2069142.pdf
Data publikacji:
2016
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
stochastic process
Poisson process
safety characteristics
Opis:
The stochastic processes theory provides concepts and theorems that allow to build probabilistic models concerning incidents or (and) accidents. Counting processes are applied for modelling number of the dangerous events and accidents number in Baltic Sea region ports in the given time intervals. A crucial role in construction of the models plays a Poisson process and its generalizations. Three models of the incidents or (and) accidents number in the seaports are here constructed. Moreover some procedures of the model parameters identification and the computer procedures for anticipation of the dangerous events number are presented in the paper.
Źródło:
Journal of Polish Safety and Reliability Association; 2016, 7, 1; 73--78
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Modeling the software testing process taking into account the secondary errors
Autorzy:
Konopacki, G.
Powiązania:
https://bibliotekanauki.pl/articles/94955.pdf
Data publikacji:
2016
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Wydawnictwo Szkoły Głównej Gospodarstwa Wiejskiego w Warszawie
Tematy:
software
software testing
stochastic process
Opis:
It discusses the two formal models of software testing by the concept of a black box. In the first model assumes a non-zero probability of not removing the detected error. In the second model assumes also non-zero probability to introduce additional of error, so-called secondary error. In both cases the systems of ChapmanKolmogorov differential equations was formulated. Solving them was obtained formulas to enable an estimate the expected number of errors remaining in the software after end of testing and estimation of the expected duration of the process to complete software testing them.
Źródło:
Information Systems in Management; 2016, 5, 2; 175-184
2084-5537
2544-1728
Pojawia się w:
Information Systems in Management
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Optimization of transport potential of the transportation company taking into account random demand for transport services
Autorzy:
Konopacki, Gustaw
Powiązania:
https://bibliotekanauki.pl/articles/94887.pdf
Data publikacji:
2019
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Wydawnictwo Szkoły Głównej Gospodarstwa Wiejskiego w Warszawie
Tematy:
transport potential
demand
stochastic process
Opis:
Is considered a transport company, which operates a uniform in the sense of destination, means of transport for example tankers, with random exploitation characteristics. The company's transport potential is measured by the number of transportable means of transport for a sufficiently long period of time. The company operates on the market of transport services, where the demand for transport services is also random. The problem of optimizing the transport potential of a transport company is being considered, taking into account the random demand for transport services.
Źródło:
Information Systems in Management; 2019, 8, 1; 15-25
2084-5537
2544-1728
Pojawia się w:
Information Systems in Management
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Assessment of the degree of fitting the transport potential of the transportation company to a random demand for transport services
Autorzy:
Konopacki, G.
Powiązania:
https://bibliotekanauki.pl/articles/94939.pdf
Data publikacji:
2018
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Wydawnictwo Szkoły Głównej Gospodarstwa Wiejskiego w Warszawie
Tematy:
transport potential
demand
stochastic process
Opis:
Will be considered transport company exploiting the uniform in the sense of destination, means of transport such as tankers, with a total transport potential equal to a loading units (e.g. tones). The company operates in the transport market, where demand for transport services is random. The problem of fitting the transport potential of a transport company to the demand for such services is formulated. As measure of this fit assumes that the probability of a firm's transport potential is not being exceeded by demand over the given time horizon. Practically useful formulas for estimating such probability for cases where demand for transport services is described by stationary and non-stationary normal stochastic processes. The results are illustrated by numerical examples.
Źródło:
Information Systems in Management; 2018, 7, 2; 120-132
2084-5537
2544-1728
Pojawia się w:
Information Systems in Management
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Optimization potential transport of transport company
Autorzy:
Konopacki, G.
Powiązania:
https://bibliotekanauki.pl/articles/94791.pdf
Data publikacji:
2017
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Wydawnictwo Szkoły Głównej Gospodarstwa Wiejskiego w Warszawie
Tematy:
transport potential
stochastic process
multicriteria optimization
Opis:
The article presents a method for determining the optimum number of vehicles transport company, depending on the size of the specific demand for transport services and depending on the performance properties of means of transport. Formulated the task of multi-criteria optimization and presents the results of its solution.
Źródło:
Information Systems in Management; 2017, 6, 1; 14-25
2084-5537
2544-1728
Pojawia się w:
Information Systems in Management
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Monte Carlo method for reliability of parallel system with dependent failures of component
Autorzy:
Grabski, F.
Powiązania:
https://bibliotekanauki.pl/articles/2069174.pdf
Data publikacji:
2016
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
reliability
stochastic process
Weibull distribution
dependency
Opis:
A problem of parallel system reliability with dependent failures of components is presented in the paper. It is assumed that lifetimes of components are independent random variable having Weibull distribution. We take under consideration a parallel (in reliability meaning) system consisting of n independent at the beginning of work and identical components. We assume that a load of the working system affects on the reliability of its components and the load of the system is distributed on all working components. Therefore, a failure rate of each component is changeable during run of the system and depends on a number of working elements at this point in time. As a model of the system failures we construct a stochastic process which value at the moment t denotes the number of working components. Generally it is neither Markov nor semi-Markov process. To assess the reliability characteristics of the system we simulate this stochastic process using the Monte-Carlo method and we calculate values of nonparametric kernel density and reliability functions estimators.
Źródło:
Journal of Polish Safety and Reliability Association; 2016, 7, 1; 67--72
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Assessment of potential transport of transport company for random demand for transport services
Autorzy:
Konopacki, G.
Powiązania:
https://bibliotekanauki.pl/articles/409198.pdf
Data publikacji:
2014
Wydawca:
Politechnika Poznańska. Wydawnictwo Politechniki Poznańskiej
Tematy:
potential transport company
modeling
stochastic process
Opis:
Will be considered transport company exploiting the uniform in the sense of destination, means of transport such as tankers, with a total transport potential equal to a loading units (e.g. tones). The company operates in the transport market, where demand for transport services is random. Formulate the problem of satisfying the transport demand in full by transport company and shall be given the formulas to calculating the probability of such an event with the general assumptions about the demand for transport services. Practically useful formulas for estimating such a probability is given for the demand for transport services the described by normal stationary stochastic process. The results are illustrated by an example of the calculation.
Źródło:
Research in Logistics & Production; 2014, 4, 4; 283-291
2083-4942
2083-4950
Pojawia się w:
Research in Logistics & Production
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A probabilistic concept of load assessmentof self-ignition engines
Autorzy:
Girtler, J.
Powiązania:
https://bibliotekanauki.pl/articles/258922.pdf
Data publikacji:
2008
Wydawca:
Politechnika Gdańska. Wydział Inżynierii Mechanicznej i Okrętownictwa
Tematy:
hypothesis
load
self-ignition engine
stochastic process
Opis:
A proposal of probabilistic interpretation of loading process of self-ignition combustion engines, was presented. Probabilistic description of loading the engines was proposed with taking into account known parameters (indices) of their operation. It was demonstrated that instantaneous load of such engines can be considered a random variable. Attention was paid to the fact that the load can be taken as a multi-dimensional random variable. Engine load changes during its operation were considered as the loading process and presented in the form of a multi-dimensional stochastic process whose states are loads considered to be random variables. It was demonstrated that the loading process can be taken as the stochastic one of asymptotically independent incements, stationary and ergodic. Justification of the above mentioned features of the loading process is contained in the presented hypotheses. It was also demonstrated that in testing the load process of self-ignition engines stochastic relation between thermal and mechanical loading should be taken into account.
Źródło:
Polish Maritime Research; 2008, 2; 65-70
1233-2585
Pojawia się w:
Polish Maritime Research
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A computational tool for general model of industrial systems operations processes
Autorzy:
Lumanpauw, E.
Habibullah, M. S.
Kołowrocki, K.
Soszyńska, J.
Xie, M.
Powiązania:
https://bibliotekanauki.pl/articles/2069655.pdf
Data publikacji:
2009
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
stochastic process
semi-Markov model
computational tool
reliability
Opis:
The complexities of real industrial systems operation processes require computational methods that can analyze the large data and evaluate the behaviours of these systems. The use of methods such as Bayesian Network, Formal Safety Assessment and Statistical-Model based method were discussed as possibilities. Of which, a computational tool, based on the Semi-Markov model, was developed. This tool was then applied to analyze the behaviour of the operation processes of the oil transportation system in Dębogórze, Poland. The analyses showed that the computational solutions generated compared favorably well with the analytical calculations, enabling possible extensions of the tool to include reliability and optimization evaluations to be explored.
Źródło:
Journal of Polish Safety and Reliability Association; 2009, 2; 295--302
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Some applications of Girsanovs theorem to the theory of stochastic differential inclusions
Autorzy:
Kisielewicz, Micha
Powiązania:
https://bibliotekanauki.pl/articles/729482.pdf
Data publikacji:
2003
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
stochastic process
Girsanov’s theorem
stochastic differential inclusion
weak solution
Brownian motion
Opis:
The Girsanov's theorem is useful as well in the general theory of stochastic analysis as well in its applications. We show here that it can be also applied to the theory of stochastic differential inclusions. In particular, we obtain some special properties of sets of weak solutions to some type of these inclusions.
Źródło:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2003, 23, 1; 21-29
1509-9407
Pojawia się w:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Fluktuujący świat Mariana Smoluchowskiego
Fluctuating world of Marian Smoluchowski
Autorzy:
Fuliński, Andrzej
Powiązania:
https://bibliotekanauki.pl/articles/691096.pdf
Data publikacji:
2017
Wydawca:
Copernicus Center Press
Tematy:
atomic theory
fluctuations
Brownian motion
stochastic process
non-markovian process
Marian Smoluchowski
Opis:
The main goal of this paper is to present the Marian Smoluchowski’s work on thermal and primordial fluctuations which are the main cause of Brownian motion and one of the first empirical evidences for molecular structure of matter.
Źródło:
Zagadnienia Filozoficzne w Nauce; 2017, 62; 127-138
0867-8286
2451-0602
Pojawia się w:
Zagadnienia Filozoficzne w Nauce
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Modelling sequential events for risk, safety and maintenance assessments
Autorzy:
Eid, M.
Powiązania:
https://bibliotekanauki.pl/articles/2069602.pdf
Data publikacji:
2010
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
probability
sequential events
double Poisson Stochastic Process
modulated
spectral
polynomial
Opis:
Assessing the Occurrence Probability of a given sequence of events in a determined order is necessary in many scientific fields. That is the case in the following fields: nucleation and microstructure growth in materials, Narrow-Band process, financial risk analysis, Sequential detection theory, rainfall modelling, in optics to model the sequences of photoelectrons under detection, population biology, software reliability, queuing in network traffic exhibiting long-range dependence behaviour, and DNA sequences and gene time expression modelling. However, the topic has a particular interest in the field of risk, safety and maintenance assessments. The lecture will focus on sequences composed of Double Stochastic Poisson Processes.
Źródło:
Journal of Polish Safety and Reliability Association; 2010, 1, 1; 83--88
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Method of building a model of operational changes for the marine combustion engine describing the impact of the damages of this engine on the characteristics of its operation process
Autorzy:
Landowski, B.
Pająk, M.
Żółtowski, B.
Muślewski, Ł.
Powiązania:
https://bibliotekanauki.pl/articles/258818.pdf
Data publikacji:
2017
Wydawca:
Politechnika Gdańska. Wydział Inżynierii Mechanicznej i Okrętownictwa
Tematy:
process of operation
stochastic process
compression ignition engine
condition of object
operating condition
Opis:
This article deals with the modeling of the processes of operating both marine main and auxiliary engines. The paper presents a model of changes in operating conditions of ship’s internal combustion engine. The semi-Markov decision process was used to mathematically describe the process model of the engine. The developed model describes the effect of engine damage on the characteristics of its operation. A change in the input parameters of the model can simulate the influence of internal and external factors on the course of the analyzed process. A simplified calculation example is also presented for illustration purposes. The presented method together with developed algorithms and IT tools can be used to solve a wide range of problems related to the operation of marine main engines and other marine equipment as well as maritime and port facilities. This concerns primarily the economic, risk management and operational security issues of complex technical systems, as well as the readiness and reliability analysis of technical facilities.
Źródło:
Polish Maritime Research; 2017, 4; 67-76
1233-2585
Pojawia się w:
Polish Maritime Research
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
New approach in modelling of the patients behavior in Primary Health Care (PHC)
Nowe podejście do modelowania zachowań pacjentów Podstawowej Opieki Zdrowotnej (POZ)
Autorzy:
Bauer, W.
Powiązania:
https://bibliotekanauki.pl/articles/282128.pdf
Data publikacji:
2015
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
PHC
stochastic process modelling
population modeling
POZ
modelowanie stochastyczne
modelowanie populacji
Opis:
The purpose of this paper is to show the concept of simulation of Primary Health Care (PHC) patients behavior. There are two reasons for interest in this area. The first of them is the need for support in decision making regarding financing and management of PHC facilities on levels from national (Natonal Health Fund) to local (PHC provider). The second one is the lack of effective methods for such population modeling. In this paper author describe an idea of probability distribution modeling and present preliminary results of patient visits simulation over a period of a year.
Celem artykułu jest pokazanie koncepcji symulacji zachowań pacjentów Podstawowej Opieki Zdrowotnej (POZ). Temat ten jest ważny z dwóch powodów. Po pierwsze model taki mógłby posłużyć w podejmowaniu decyzji w rozdzielaniu funduszy pomiędzy jednostkami POZ przez Narodowy Fundusz Zdrowia. Drugim z powodów jest obecnie brak efektywnych metod modelowania populacji POZ. W niniejszej pracy autor opisuje ideę modelowania populacji przy użyciu rozkładu prawdopodobieństwa i przedstawia wstępne wyniki symulacji dla wizyt pacjentów w ciągu roku.
Źródło:
Automatyka / Automatics; 2015, 19, 1; 17-28
1429-3447
2353-0952
Pojawia się w:
Automatyka / Automatics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Set-valued stochastic integrals and stochastic inclusions in a plane
Autorzy:
Sosulski, Władysław
Powiązania:
https://bibliotekanauki.pl/articles/729310.pdf
Data publikacji:
2001
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
stochastic inclusions in the plane
set-valued random field
two-parameter stochastic process
weak compactness
Opis:
We present the concepts of set-valued stochastic integrals in a plane and prove the existence of a solution to stochastic integral inclusions of the form
$z_{s,t} ∈ φ_{s,t} + ∫_{0}^{s} ∫_{0}^{t} F_{u,v}(z_{u,v})dudv + ∫_{0}^{s} ∫_{0}^{t}G_{u,v}(z_{u,v})dw_{u,v}$
Źródło:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2001, 21, 2; 249-259
1509-9407
Pojawia się w:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A concept of determining the relation between load and wear of tribological systems of ship main selfignition engines by using probabilistic approach
Autorzy:
Girtler, J.
Powiązania:
https://bibliotekanauki.pl/articles/258580.pdf
Data publikacji:
2018
Wydawca:
Politechnika Gdańska. Wydział Inżynierii Mechanicznej i Okrętownictwa
Tematy:
combustion engine load
probability
stochastic process
self-ignition engine
random variable
statistical relation
stochastic relation
Opis:
This paper presents a proposal of simultaneous consideration of load and wear associated with it , of tribological systems of ship main engines (intended for ship propulsion) . Based on results of investigations it was assumed that both the load Q (i.e. a cause of wear ) and the wear Z (i.e. an effect of load occurrence) considered in a given time t (0 ≤ t ≤ tn) are random variables Qt and Zt ,respectively. There was characterized operational principle of ship main engines in definite external conditions (WZ) as well as consequences of excessive load of engines. Three hypotheses highlighting relations existing between load and wear of the above mentioned systems, have been proposed. The first of them deals with explanation of stochastic relation between load and wear, the second highlights why it is possible to assume that the load Qt and the wear Zt are positively correlated , and the third – why it is possible to assume that coefficient of correlation between Qt and Zt may be taken close to one.
Źródło:
Polish Maritime Research; 2018, 4; 130-138
1233-2585
Pojawia się w:
Polish Maritime Research
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Bicriteria Optimization in the Newsvendor Problem with Exponentially Distributed Demand
Autorzy:
Bieniek, Milena
Powiązania:
https://bibliotekanauki.pl/articles/578568.pdf
Data publikacji:
2016
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
Bicriteria optimization
Newsvendor problem
Stochastic process
Optymalizacja dwukryterialna
Proces stochastyczny
Zagadnienie gazeciarza
Opis:
In this paper exponential distribution is implemented as a demand distribution in newsvendor model with two different and conflicting goals. The first goal is the standard objective of maximization of the expected profit. The second one is to maximize the probability of exceeding the expected profit, called survival probability. Using exponential distribution as the demand distribution allows us to obtain the exact solutions. Also for this distribution we can study the monotonicity of survival probability with respect to various model parameters analytically. Additional results are obtained when various sets of the parameters are considered. Finally, the bicriteria index which combines these conflicting objectives is optimized which gives the compromise solution. Moreover, in order to illustrate theoretical results, we present numerical examples and graphs of auxiliary functions.
Źródło:
Multiple Criteria Decision Making; 2016, 11; 20-35
2084-1531
Pojawia się w:
Multiple Criteria Decision Making
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A High Performance Digital Time Interval Spectrometer: An Embedded, FPGA-Based System With Reduced Dead Time Behaviour
Autorzy:
Arkani, M.
Powiązania:
https://bibliotekanauki.pl/articles/221045.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
time interval spectrum
stochastic process
TDC
dead time effect
Monte Carlo simulation
FPGA
Opis:
In this work, a fast 32-bit one-million-channel time interval spectrometer is proposed based on field programmable gate arrays (FPGAs). The time resolution is adjustable down to 3.33 ns (= T, the digitization/discretization period) based on a prototype system hardware. The system is capable to collect billions of time interval data arranged in one million timing channels. This huge number of channels makes it an ideal measuring tool for very short to very long time intervals of nuclear particle detection systems. The data are stored and updated in a built-in SRAM memory during the measuring process, and then transferred to the computer. Two time-to-digital converters (TDCs) working in parallel are implemented in the design to immune the system against loss of the first short time interval events (namely below 10 ns considering the tests performed on the prototype hardware platform of the system). Additionally, the theory of multiple count loss effect is investigated analytically. Using the Monte Carlo method, losses of counts up to 100 million events per second (Meps) are calculated and the effective system dead time is estimated by curve fitting of a non-extendable dead time model to the results (τNE = 2.26 ns). An important dead time effect on a measured random process is the distortion on the time spectrum; using the Monte Carlo method this effect is also studied. The uncertainty of the system is analysed experimentally. The standard deviation of the system is estimated as ± 36.6 × T (T= 3.33 ns) for a one-second time interval test signal (300 million Tin the time interval).
Źródło:
Metrology and Measurement Systems; 2015, 22, 4; 601-619
0860-8229
Pojawia się w:
Metrology and Measurement Systems
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:
Probabilistic model of the chain-like structures translocation through the pore in membrane
Autorzy:
Bartłomiejczyk, K.
Powiązania:
https://bibliotekanauki.pl/articles/122984.pdf
Data publikacji:
2015
Wydawca:
Politechnika Częstochowska. Wydawnictwo Politechniki Częstochowskiej
Tematy:
Fokker-Planck equation
translocation of chain-like structure
stochastic process
beta Moyal probability distribution
Opis:
The paper is devoted to the analysis of the translocation of the chain-like structures (CLS) through the pore in membrane. It focuses on the so-called passage time and the principal aim is to propose a proper probabilistic model for its distribution. The article starts with some preliminary results concerning stochastic processes. Next, an approximate analytic solution of the considered problem that was received in literature is presented. It is known that the resulting probability distribution of the passage time manifests some important shortcomings. Thus it is important to find a reasonable alternative. It is argued here that the beta Moyal probability distribution can be a good candidate for approximation of the theoretical distribution in various interesting situations. In this paper, two different problems connected with CLS translocation are considered. For both problems the theoretical distributions are known from literature and in both situations the beta Moyal approximations turn out to be very satisfactory.
Źródło:
Journal of Applied Mathematics and Computational Mechanics; 2015, 14, 4; 5-10
2299-9965
Pojawia się w:
Journal of Applied Mathematics and Computational Mechanics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Generalized approach to Hurst exponent estimating by time series
Uogólnione podejście do estymacji wykładnika Hursta na podstawie szeregów czasowych
Autorzy:
Kirichenko, L.
Radivilova, T.
Bulakh, V.
Powiązania:
https://bibliotekanauki.pl/articles/407711.pdf
Data publikacji:
2018
Wydawca:
Politechnika Lubelska. Wydawnictwo Politechniki Lubelskiej
Tematy:
self-similar stochastic process
time series
Hurst exponent
samopodobny proces stochastyczny
szereg czasowy
wykładnik Hursta
Opis:
This paper presents a generalized approach to the fractal analysis of self-similar random processes by short time series. Several stages of the fractal analysis are proposed. Preliminary time series analysis includes the removal of short-term dependence, the identification of true long-term dependence and hypothesis test on the existence of a self-similarity property. Methods of unbiased interval estimation of the Hurst exponent in cases of stationary and non-stationary time series are discussed. Methods of estimate refinement are proposed. This approach is applicable to the study of selfsimilar time series of different nature.
W pracy przedstawiono uogólnione podejście do analizy fraktalnej samopodobnych procesów losowych przedstawianych w krótkich szeregach czasowych. Zaproponowano kilka etapów analizy fraktalnej. Wstępna analiza szeregów czasowych obejmuje eliminację krótkoterminowej zależności, identyfikację prawdziwej długoterminowej zależności oraz weryfikację hipotezy o istnieniu własności samopodobieństwa. Uwzględniono metody bezstronnej oceny przedziału czasowego wykładnika Hursta w przypadku stacjonarnych i niestacjonarnych szeregów czasowych. Zaproponowano metody walidacji uzyskanego oszacowania wykładnika Hursta. To podejście ma zastosowanie do badania samopodobnych szeregów czasowych o różnym charakterze.
Źródło:
Informatyka, Automatyka, Pomiary w Gospodarce i Ochronie Środowiska; 2018, 8, 1; 28-31
2083-0157
2391-6761
Pojawia się w:
Informatyka, Automatyka, Pomiary w Gospodarce i Ochronie Środowiska
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Peano type theorem for random fuzzy initial value problem
Autorzy:
Malinowski, Marek
Powiązania:
https://bibliotekanauki.pl/articles/729255.pdf
Data publikacji:
2011
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
Random fuzzy differential equations
random fuzzy initial value problem
fuzzy stochastic process
fuzzy random variable
Opis:
In this paper we consider the random fuzzy differential equations and show their application by an example. Under suitable conditions the Peano type theorem on existence of solutions is proved. For our purposes, a notion of ε-solution is exploited.
Źródło:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2011, 31, 1; 5-22
1509-9407
Pojawia się w:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Using discrete Markov chains in prediction of health economics behaviour
Autorzy:
Bauer, W.
Wieczór, A.
Powiązania:
https://bibliotekanauki.pl/articles/94921.pdf
Data publikacji:
2017
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Wydawnictwo Szkoły Głównej Gospodarstwa Wiejskiego w Warszawie
Tematy:
economic behavior
Primary Health Care
stochastic process modeling
Markov chain
Monte Carlo method
MCMC
PHC
Opis:
The aim of this article is show the concept of using of the Discrete Markov Chains to predict economic phenomena. This subject is important for two reasons. The first of them are models based on Markov chains use the statistical informations obtained during the investigation processes. Another important reason is the fact that this way of modeling is highly flexible and can be used to simulation of economic phenomenas. In this paper authors describe the idea of modeling and present the example of simply model of patient population of primary health care and show preliminary simulation results.
Źródło:
Information Systems in Management; 2017, 6, 4; 259-269
2084-5537
2544-1728
Pojawia się w:
Information Systems in Management
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The matter of decision-making control over operation processes of marine power plant systems with the use of their models in the form of semi-Markov decision-making processes
Autorzy:
Girtler, Jerzy
Rudnicki, Jacek
Powiązania:
https://bibliotekanauki.pl/articles/1551829.pdf
Data publikacji:
2021
Wydawca:
Politechnika Gdańska. Wydział Inżynierii Mechanicznej i Okrętownictwa
Tematy:
semi-Markov model
ship main engine
operation process
stochastic process
operational state
technical state
marine power plant equipment
Opis:
The article presents the possibility to control the real operation process of an arbitrary device installed in the marine power plant based on the four-state semi-Markov process, being the model of the process, which describes the transition process of operational states of the device (ek , k = 1, 2, 3, 4), and the transition process of its technical states (sl , l = 1, 2, 3). The operational states ek (k = 1, 2, 3, 4) have the following interpretation: e1 – active operation state resulting from the task performed by the device, e2 – state of ready-to-operate stop of the device, e3 – state of planned preventive service of the device, e4 – state of unplanned service of the device, forced by its damage. Whereas the interpretation of the technical states sl (l = 1, 2, 3) is as follows: s1 – state of full serviceability of the device, s2 – state of partial serviceability of the device, and s3 – state of unserviceability of the device. All these states are precisely defined for the ship main engine (SG). A hypothesis is proposed which justifies the use of this model to examine real state transitions in marine power plant device operation processes. The article shows the possibility to make operating decisions ensuring a rational course of the device operation process when the proposed model of this process and the dynamic programming method based on the Bellman’s principle of optimality are applied. The optimisation criterion adopted when making operating decisions is the expected profit to be gained as a result of functioning of the device in the time interval [τ0 , τm], being the sum of the expected profit gained in interval [τ0 , τ1 ] and to be gained in interval [τ1 , τm].
Źródło:
Polish Maritime Research; 2021, 1; 116-126
1233-2585
Pojawia się w:
Polish Maritime Research
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Application of Hölder Function to Expansion Intensity of Spatial Phenomena Analysis
Zastosowanie funkcji Höldera do badania intensywności ekspansji zjawisk przestrzennych
Autorzy:
Mastalerz-Kodzis, Adrianna Damiana
Pośpiech, Ewa Katarzyna
Powiązania:
https://bibliotekanauki.pl/articles/660035.pdf
Data publikacji:
2018
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
procesy stochastyczne
wykładnik Hursta
funkcja Höldera
modelowanie przestrzenne
stochastic process
Hurst exponent
Hölder function
spatial modelling
Opis:
Rozwój metod, za pomocą których można opisać szeregi czasowe z wykorzystaniem procesów stochastycznych, nastąpił w XX wieku. Modelowano między innymi procesy stacjonarne za pomocą wykładnika Hursta, a niestacjonarne z wykorzystaniem funkcji Höldera. Cechą charakterystyczną dla tego typu procesów jest analiza pamięci występującej w szeregu. Na przełomie XX i XXI w. wzrosło zainteresowanie statystyką i ekonometrią przestrzenną, a także analizami prowadzonymi w ramach nowej ekonomii geograficznej. W artykule zaproponowano implementację metod zaczerpniętych z analizy szeregów czasowych do modelowania danych w przestrzeni oraz zastosowanie wybranych mierników do badania intensywności ekspansji zjawisk w przestrzeni. Jako miarę intensywności wykorzystuje się punktowe wykładniki Höldera. Praca składa się z dwóch części. Pierwsza zawiera opis metodyki badań, druga przykładowe zastosowania.
The development of methods describing time series using stochastic processes took place in the 20th century. Among others, stationary processes were modelled with Hurst exponent, whereas non‑stationary processes with Hölder function. The characteristic feature of this type of processes is the analysis of the memory present in the time series. At the turn of the 21st century interest in statistics and spatial econometrics, as well as analyses carried out within the new economic geography arose. In this article, we have proposed the implementation of methods taken from the analysis of time series in the modelling of spatial data and the application of selected measures in studying the intensity of expansion in spatial phenomena. As the intensity measure we use Hölder point exponents. The article is composed of two parts. The first one contains the description of study methodology, the second – examples of application.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2018, 3, 335; 49-61
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
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