Informacja

Drogi użytkowniku, aplikacja do prawidłowego działania wymaga obsługi JavaScript. Proszę włącz obsługę JavaScript w Twojej przeglądarce.

English (EN)·Polski (PL)·Yкраїнський (UK)
Przejdź do strony domowej biblioteki Centralna Biblioteka Wojskowa Link otwiera się w nowym oknie Logo biblioteki Prolib Integro - strona głównaCentralna Biblioteka Wojskowa

Wyszukujesz frazę "stochastic distribution" wg kryterium: Temat

  Lista filtrów
Wyrównaj
Wyświetlanie 1-15 z 23
Tytuł:
Stochastic Wiener filter in the white noise space
Autorzy:
Alpay, Daniel
Pinhas, Ariel
Powiązania:
https://bibliotekanauki.pl/articles/255216.pdf
Data publikacji:
2020
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
Wiener filter
white noise space
Wick product
stochastic distribution
Opis:
. In this paper we introduce a new approach to the study of filtering theory by allowing the system's parameters to have a random character. We use Hida's white noise space theory to give an alternative characterization and a proper generalization to the Wiener filter over a suitable space of stochastic distributions introduced by Kondratiev. The main idea throughout this paper is to use the nuclearity of this space in order to view the random variables as bounded multiplication operators (with respect to the Wick product) between Hilbert spaces of stochastic distributions. This allows us to use operator theory tools and properties of Wiener algebras over Banach spaces to proceed and characterize the Wiener filter equations under the underlying randomness assumptions.
Źródło:
Opuscula Mathematica; 2020, 40, 3; 323-339
1232-9274
2300-6919
Pojawia się w:
Opuscula Mathematica
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:
New polynomial exponential distribution: properties and applications
Autorzy:
Beghriche, Abdelfateh
Zeghdoudi, Halim
Raman, Vinoth
Chouia, Sarra
Powiązania:
https://bibliotekanauki.pl/articles/2108330.pdf
Data publikacji:
2022-09-14
Wydawca:
Główny Urząd Statystyczny
Tematy:
exponential distribution
Xgamma distribution
Lindley distribution
quantile function stochastic ordering
maximum-likelihood estimation
XLindley distribution
Opis:
The study describes the general concept of the XLindley distribution. Forms of density and hazard rate functions are investigated. Moreover, precise formulations for several numerical properties of distributions are derived. Extreme order statistics are established using stochastic ordering, the moment method, the maximum likelihood estimation, entropies and the limiting distribution. We demonstrate the new family's adaptability by applying it to a variety of real-world datasets.
Źródło:
Statistics in Transition new series; 2022, 23, 3; 95-112
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stochastic local load redistribution in the fibre bundle model of nanopillar arrays
Autorzy:
Derda, T.
Powiązania:
https://bibliotekanauki.pl/articles/122972.pdf
Data publikacji:
2015
Wydawca:
Politechnika Częstochowska. Wydawnictwo Politechniki Częstochowskiej
Tematy:
nanopillars
fibre bundle model
stochastic load redistribution
skew normal distribution
local load sharing
Opis:
We study the breakdown of the nanopillar arrays subjected to axial loading. The pillar-strength-thresholds are drawn from a given probability distribution. Pillars are located in the nodes of the supporting regular lattice. In this work we introduce stochastic local load sharing - after pillar breakdown each of its nearest intact neighbours obtains a random fraction of the failing load. Two types of loading procedure are employed, namely quasi-static and finite force. We analyse critical loads, catastrophic avalanches as well as probabilities of cascade and breakdown.
Źródło:
Journal of Applied Mathematics and Computational Mechanics; 2015, 14, 4; 19-30
2299-9965
Pojawia się w:
Journal of Applied Mathematics and Computational Mechanics
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:
An alternative approach to bonus malus
Autorzy:
Guerreiro, Gracinda
Mexia, João
Powiązania:
https://bibliotekanauki.pl/articles/729776.pdf
Data publikacji:
2004
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
bonus malus
stochastic vortices
long run distribution
optimal bonus scales
Opis:
Under the assumptions of an open portfolio, i.e., considering that a policyholder can transfer his policy to another insurance company and the continuous arrival of new policyholders into a portfolio which can be placed into any of the bonus classes and not only in the "starting class", we developed a model (Stochastic Vortices Model) to estimate the Long Run Distribution for a Bonus Malus System. These hypothesis render the model quite representative of the reality.
With the obtained Long Run Distribution, a few optimal bonus scales were calculated, such as Norberg's (1979), Borgan, Hoem's and Norberg's (1981), Gilde and Sundt's (1989) and Andrade e Silva's (1991).
To compare our results, since this was the first application of the model, we used the Classic Model for Bonus Malus and the Open Model developed by Centeno and Andrade e Silva (2001).
The results of the Stochastic Vortices and the Open Modelare highly similar and quite different from those of the Classic Model. Besides this the distribution of policyholders in the various bonus classes was derived assuming that the entrances followed adequatestochastic models.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2004, 24, 2; 197-213
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Surrogate synthesis of excitation systems for frame tangential eddy current probes
Autorzy:
Halchenko, Volodymir Yakovych
Trembovetska, Ruslana Volodymyrivna
Tychkov, Volodymir Volodymyrovych
Powiązania:
https://bibliotekanauki.pl/articles/1955174.pdf
Data publikacji:
2021
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
additive neural network regression
eddy current probe
stochastic optimization algorithm
surrogate optimization
uniform eddy current density distribution
velocity effect
addytywna regresja sieci neuronowej
sonda prądów wirowych
algorytm optymalizacji stochastycznej
optymalizacja zastępcza
równomierny rozkład gęstości prądów wirowych
efekt prędkości
Opis:
Existing scientific studies devoted to the design of eddy-current probes with a priori given configuration of the electromagnetic excitation field, which provide a uniform eddy current density distribution, consider a wide class of such, but are limited to the case when the probe is stationary relative to the testing object. Therefore, the actual problem is the synthesis of moving tangential eddy current probes with a frame excitation system that provides a uniform eddy current density distribution in the testing object, the solution of which is proposed in this study. A mathematical method for nonlinear surrogate synthesis of excitation systems for frame moving tangential surface eddy current probes, which implements a uniform eddy current density distribution of the testing zone object, is proposed. A metamodel of the volumetric structure of the excitation system of the frame tangential eddy current probe, applied in the process of surrogate optimal parametric synthesis, has been created. The examples of nonlinear synthesis of excitation systems using modern metaheuristic stochastic algorithms for finding the global extremum are considered. The numerical results of the obtained solutions of the problems are presented. The efficiency of the synthesized structures of excitation systems in comparison with classical analogs is shown on the graphs of the eddy current density distribution on the object surface in the testing zone.
Źródło:
Archives of Electrical Engineering; 2021, 70, 4; 743-757
1427-4221
2300-2506
Pojawia się w:
Archives of Electrical Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Modelling language extinction using Susceptible-Infectious-Removed (SIR) model
Autorzy:
Ikoba, N. A.
Jolayemi, E. T.
Powiązania:
https://bibliotekanauki.pl/articles/1186921.pdf
Data publikacji:
2019-12-10
Wydawca:
Główny Urząd Statystyczny
Tematy:
language extinction
stochastic epidemic model
non-homogeneous mixing
quasi-stationary distribution
time in which a language is expected to be extinct
Opis:
The study presents a stochastic epidemic model applied to the model of indigenous language extinction. The Susceptible-Infectious-Removed (SIR) categorization of an endemic disease has been reformulated to capture the dynamics of indigenous language decline, based on the assumption of non-homogeneous mixing. The time in which an indigenous language is expected to be extinct was derived using a modified SIR model with the population segmented into several sub-communities of small sizes representing family units. The data obtained from the 2016 indigenous language survey conducted in several parts of Nigeria and from the 2013 Nigeria Demographic Health Survey (NDHS) were used to estimate the key parameters of the model for Nigeria’s several indigenous languages. The parameters of interest included the basic reproduction number, the threshold of endemicity, and the time in which a language is expected to be extinct, starting from the endemic level. On the basis of the time in which a language is expected to be extinct, several of the surveyed languages appeared to be in a precarious condition, while others seemed virile, thanks to a high language transfer quotient within families.
Źródło:
Statistics in Transition new series; 2019, 20, 4; 71-87
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Binomial ARMA count series from renewal processes
Autorzy:
Koshkin, Sergiy
Cui, Yunwei
Powiązania:
https://bibliotekanauki.pl/articles/729904.pdf
Data publikacji:
2012
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
integer-valued time series
stochastic difference equations
autoregressive moving average
renewal process
lifetime distribution
probability generating function
palindromic polynomial
constant hazard rate
Opis:
This paper describes a new method for generating stationary integer-valued time series from renewal processes. We prove that if the lifetime distribution of renewal processes is nonlattice and the probability generating function is rational, then the generated time series satisfy causal and invertible ARMA type stochastic difference equations. The result provides an easy method for generating integer-valued time series with ARMA type autocovariance functions. Examples of generating binomial ARMA(p,p-1) series from lifetime distributions with constant hazard rates after lag p are given as an illustration.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2012, 32, 1-2; 5-16
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The Bayesian Methods of Jump Detection: The Example of Gas and EUA Contract Prices
Autorzy:
Kostrzewski, Maciej
Powiązania:
https://bibliotekanauki.pl/articles/2076144.pdf
Data publikacji:
2019
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
jump
jump-diffusion model
stochastic volatility
double exponential distribution
commodity markets
Nauki Humanistyczne i Społeczne
Opis:
In the paper we present and apply a Bayesian jump-diffusion model and stochastic volatility models with jumps. The problem of how to classify an observation as a result of a jump is addressed, under the Bayesian approach, by introducing latent variables. The empirical study is focused on the time series of gas forward contract prices and EUA futures prices. We analyse the frequency of jumps and relate the moments in which jumps occur to calendar effects or political and economic events and decisions. The calendar effects explain many jumps in gas contract prices. The single jump is identified in the EUA futures prices under the SV-type models. The jump is detected on the day the European Parliament voted against the European Commission’s proposal of backloading. The Bayesian results are compared with the outcomes of selected non-Bayesian techniques used for detecting jumps.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2019, 2; 107-131
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
DOKŁADNOŚĆ SKAL EKWIWALENTNOŚCI A INDYFERENCJA STOCHASTYCZNA
EQUIVALENCE SCALE EXACTNESS AND STOCHASTIC INDIFFERENCE
Autorzy:
Kot, Maciej Stanisław
Powiązania:
https://bibliotekanauki.pl/articles/453090.pdf
Data publikacji:
2014
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
Tematy:
skale ekwiwalentności
indyferencja stochastyczna
rozkład wydatków
equivalence scales
scale exactness
stochastic indifference
expenditure distribution
Opis:
W pracy dowodzimy twierdzenia, które wiąże założenie dokładności skal ekwiwalentności (ESE) z symetrycznym czynnikiem dominacji stochastycznej pierwszego rzędu. Dokładniej, niech X i Y będą rozkładami wydatków, odpowiednio, analizowanej grupy gospodarstw domowych i grupy gospodarstw odniesienia. Niech Z oznacza rozkład X skorygowany za pomocą pewnej skali ekwiwalentności. Jeśli spełnione jest założenie ESE, to Z jest stochastycznie indyferentne z X. Jednakże indyferencja stochastyczna (SI) nie implikuje ESE. Oznacza to, że SI jest założeniem słabszym niż ESE. Proponujemy obliczać skale ekwiwalentności na podstawie kryterium SI, gdy ESE nie jest spełnione.
In this paper we prove the theorem, which links the equivalence scale exactness (ESE) assumption with the symmetric factor of the first order stochastic dominance. Namely, let X and Y be the expenditure distributions of an analysed group of households and the reference household group, respectively. Let Z be the X distribution adjusted by an equivalence scale. If the ESE assumption holds then Z will be the first order stochastically indifferent with Y. However, stochastic indifference (SI) does not imply ESE. This means that SI is a weaker assumption than ESE. We propose to calculate equivalence scales based on SI criterion when ESE is violated.
Źródło:
Metody Ilościowe w Badaniach Ekonomicznych; 2014, 15, 3; 145-158
2082-792X
Pojawia się w:
Metody Ilościowe w Badaniach Ekonomicznych
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Equivalence Scales Based on Stochastic Indifference Criterion: The Case of Poland
Skale ekwiwalentności bazujące na kryterium stochastycznej indyferencji: przypadek Polski
Autorzy:
Kot, Stanislaw Maciej
Powiązania:
https://bibliotekanauki.pl/articles/1364887.pdf
Data publikacji:
2015-09-30
Wydawca:
Główny Urząd Statystyczny
Tematy:
equivalence scale
stochastic indifference
estimation
expenditure distribution
skale ekwiwalentności
stochastyczna indyferencja
estymacja
rozkład wydatków
Opis:
The paper presents the concept of the stochastic equivalence scale (SES), which is based on the stochastic indifference criterion. The SES is any function that transforms the expenditure distribution of a specific group of households in such a way that the resulting distribution is stochastically indifferent from the expenditure distribution of a reference group of households. The stochastic indifference criteria are also used in developing the method of the estimation of the SES. Non-parametric and parametric SESs are estimated using the Polish Household Budget Survey for the years 2005–2010.
Artykuł przedstawia koncepcję stochastycznych skal ekwiwalentności (SES), która bazuje na kryterium stochastycznej indyferencji. SES jest dowolną funkcją, która transformuje rozkład wydatków określonej grupy gospodarstw domowych w taki sposób, że wynikowy rozkład jest stochastycznie indyferentny wobec rozkładu wydatków grupy gospodarstw odniesienia. Kryterium stochastycznej indyferencji jest także wykorzystane dla opracowania metody estymacji SES. Oszacowano nieparametryczne i parametryczne SES na podstawie Polskich Budżetów Gospodarstw Domowych za lata 2005–2010.
Źródło:
Przegląd Statystyczny; 2015, 62, 3; 263-280
0033-2372
Pojawia się w:
Przegląd Statystyczny
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estimation of stochastic traffic capacity using extreme value theory and censoring: a case study in Salem, New Hampshire
Autorzy:
Laflamme, E. M.
Ossenbruggen, P. J.
Powiązania:
https://bibliotekanauki.pl/articles/224150.pdf
Data publikacji:
2018
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
stochastic capacity
estimation of traffic
daily flow maxima
capacity distribution function
censoring
computational Bayesian method
przepustowość ruchu
szacowanie ruchu
metoda bayesowska
Opis:
In this work, we introduce a method of estimating stochastic freeway capacity using elements of both extreme value theory and survival analysis. First, we define capacity data, or estimates of the capacity of the roadway, as the daily maximum flow values. Then, under a survival analysis premise, we introduce censoring into our definition. That is, on days when flows are sufficiently high and congestion occurs, corresponding flow maxima are considered true estimates of capacity; otherwise, for those days that do not observe high flows or congestion, flow maxima are deemed censored observations and capacities must be higher than the observations. By extreme value theory, the collection of flow maxima (block maxima) can be appropriately approximated with a generalized extreme value (GEV) distribution. Because of small sample sizes and the presence of censoring, a Bayesian framework is pursued for model fitting and parameter estimation. To lend credence to our proposed methodology, the procedure is applied to real-world traffic stream data collected by the New Hampshire Department of Transportation (NHDOT) at a busy location on Interstate I-93 near Salem, New Hampshire. Data were collected over a period of 11 months and raw data were aggregated into 15-minute intervals. To assess our procedure, and to provide proof of concept, several validation procedures are presented. First, using distinct training and validation subsets of our data, the procedure yields accurate predictions of highway capacity. Next, our procedure is applied to a training set to yield random capacities which are then used to predict breakdown in the validation set. The frequency of these predicted breakdowns is found to be statistically similar to observed breakdowns observed in our validation set. Lastly, after comparing our methodology to other methods of stochastic capacity estimation, we find our procedure to be highly successful.
Źródło:
Archives of Transport; 2018, 48, 4; 61-75
0866-9546
2300-8830
Pojawia się w:
Archives of Transport
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
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
Wyświetlanie 1-15 z 23

Ta witryna wykorzystuje pliki cookies do przechowywania informacji na Twoim komputerze. Pliki cookies stosujemy w celu świadczenia usług na najwyższym poziomie, w tym w sposób dostosowany do indywidualnych potrzeb. Korzystanie z witryny bez zmiany ustawień dotyczących cookies oznacza, że będą one zamieszczane w Twoim komputerze. W każdym momencie możesz dokonać zmiany ustawień dotyczących cookies