391 resultados para STOCHASTIC PROCESSES


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This article presents a method for checking the conformance between an event log capturing the actual execution of a business process, and a model capturing its expected or normative execution. Given a business process model and an event log, the method returns a set of statements in natural language describing the behavior allowed by the process model but not observed in the log and vice versa. The method relies on a unified representation of process models and event logs based on a well-known model of concurrency, namely event structures. Specifically, the problem of conformance checking is approached by folding the input event log into an event structure, unfolding the process model into another event structure, and comparing the two event structures via an error-correcting synchronized product. Each behavioral difference detected in the synchronized product is then verbalized as a natural language statement. An empirical evaluation shows that the proposed method scales up to real-life datasets while producing more concise and higher-level difference descriptions than state-of-the-art conformance checking methods.

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Increasing, there is growing acknowledgement of the importance of franchising within all modern global economies. Despite this, little is understood with regards the actual impact of franchising on local economies. This research aims to reframe the contribution of franchising by considering the process of franchisation. This study employed a mixed-method approach, utilizing critical realism to facilitate an outcomes-based explanation of firm survival. The focus of the study was upon generative mechanisms that were assumed to give rise to particular events from which (pizza) firm survival was enhanced vis-à-vis all other community members. A database of 2440 firms (or in excess of 21,000 company years) combined with archival records, interviews and the researcher’s observations provided the researcher with access to the nature of interaction occurring between firms. It was found that the survival of local firms was influenced positively by the day-to-day actions of franchise operators. However, it is argued that to understand how any such advantage my fall to local independent firms, we need too better appreciate the multitude of local processes related to such industries. This research re-examines several ecological concepts with the view of enabling a clearer investigation of underlying local processes. It also represents an authentic autecological approach to the study of firms.

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Accounting information systems (AIS) capture and process accounting data and provide valuable information for decision-makers. However, in a rapidly changing environment, continual management of the AIS is necessary for organizations to optimise performance outcomes. We suggest that building a dynamic AIS capability enables accounting process and organizational performance. Using the dynamic capabilities framework (Teece 2007) we propose that a dynamic AIS capability can be developed through the synergy of three competencies: a flexible AIS, having a complementary business intelligence system and accounting professionals with IT technical competency. Using survey data, we find evidence of a positive association between a dynamic AIS capability, accounting process performance, and overall firm performance. The results suggest that developing a dynamic AIS resource can add value to an organization. This study provides guidance for organizations looking to leverage the performance outcomes of their AIS environment.

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We explore how a standardization effort (i.e., when a firm pursues standards to further innovation) involves different search processes for knowledge and innovation outcomes. Using an inductive case study of Vanke, a leading Chinese property developer, we show how varying degrees of knowledge complexity and codification combine to produce a typology of four types of search process: active, integrative, decentralized and passive, resulting in four types of innovation outcome: modular, radical, incremental and architectural. We argue that when the standardization effort in a firm involves highly codified knowledge, incremental and architectural innovation outcomes are fostered, while modular and radical innovations are hindered. We discuss how standardization efforts can result in a second-order innovation capability, and conclude by calling for comparative research in other settings to understand how standardization efforts can be suited to different types of search process in different industry contexts.

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This paper reports on the outcomes from a preliminary evaluation of technologies and processes intended to support the Assurance of Learning initiative in the business faculty of an Australian university. The study investigated how existing institutional information systems and operational processes could be used to support direct measures of student learning and the attainment of intended learning goals. The levels at which learning outcomes had been attained were extracted from the University Learning Management System (LMS), based on rubric data for three assessments in two units. Spreadsheets were used to link rubric criteria to the learning goals associated with the assessments as identified in a previous curriculum mapping exercise, and to aggregate the outcomes. Recommendations arising from this preliminary study are made to inform a more comprehensive pilot based on this approach, and manage the quality of student learning experiences in the context of existing processes and reporting structures.

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Stochastic volatility models are of fundamental importance to the pricing of derivatives. One of the most commonly used models of stochastic volatility is the Heston Model in which the price and volatility of an asset evolve as a pair of coupled stochastic differential equations. The computation of asset prices and volatilities involves the simulation of many sample trajectories with conditioning. The problem is treated using the method of particle filtering. While the simulation of a shower of particles is computationally expensive, each particle behaves independently making such simulations ideal for massively parallel heterogeneous computing platforms. In this paper, we present our portable Opencl implementation of the Heston model and discuss its performance and efficiency characteristics on a range of architectures including Intel cpus, Nvidia gpus, and Intel Many-Integrated-Core (mic) accelerators.

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This paper addresses an output feedback control problem for a class of networked control systems (NCSs) with a stochastic communication protocol. Under the scenario that only one sensor is allowed to obtain the communication access at each transmission instant, a stochastic communication protocol is first defined, where the communication access is modelled by a discrete-time Markov chain with partly unknown transition probabilities. Secondly, by use of a network-based output feedback control strategy and a time-delay division method, the closed-loop system is modeled as a stochastic system with multi time-varying delays, where the inherent characteristic of the network delay is well considered to improve the control performance. Then, based on the above constructed stochastic model, two sufficient conditions are derived for ensuring the mean-square stability and stabilization of the system under consideration. Finally, two examples are given to show the effectiveness of the proposed method.

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Assessing build-up and wash-off process uncertainty is important for accurate interpretation of model outcomes to facilitate informed decision making for developing effective stormwater pollution mitigation strategies. Uncertainty inherent to pollutant build-up and wash-off processes influences the variations in pollutant loads entrained in stormwater runoff from urban catchments. However, build-up and wash-off predictions from stormwater quality models do not adequately represent such variations due to poor characterisation of the variability of these processes in mathematical models. The changes to the mathematical form of current models with the incorporation of process variability, facilitates accounting for process uncertainty without significantly affecting the model prediction performance. Moreover, the investigation of uncertainty propagation from build-up to wash-off confirmed that uncertainty in build-up process significantly influences wash-off process uncertainty. Specifically, the behaviour of particles <150µm during build-up primarily influences uncertainty propagation, resulting in appreciable variations in the pollutant load and composition during a wash-off event.

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This thesis increased the researchers understanding of the relationship between operations and maintenance in underground longwall coal mines, using data from a Queensland underground coal mine. The thesis explores various relationships between recorded variables. Issues with human recorded data was uncovered, and results emphasised the significance of variables associated with conveyor operation to explain production.

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Background Ankylosing spondylitis (AS) is an immune-mediated arthritis particularly targeting the spine and pelvis and is characterised by inflammation, osteoproliferation and frequently ankylosis. Current treatments that predominately target inflammatory pathways have disappointing efficacy in slowing disease progression. Thus, a better understanding of the causal association and pathological progression from inflammation to bone formation, particularly whether inflammation directly initiates osteoproliferation, is required. Methods The proteoglycan-induced spondylitis (PGISp) mouse model of AS was used to histopathologically map the progressive axial disease events, assess molecular changes during disease progression and define disease progression using unbiased clustering of semi-quantitative histology. PGISp mice were followed over a 24-week time course. Spinal disease was assessed using a novel semi-quantitative histological scoring system that independently evaluated the breadth of pathological features associated with PGISp axial disease, including inflammation, joint destruction and excessive tissue formation (osteoproliferation). Matrix components were identified using immunohistochemistry. Results Disease initiated with inflammation at the periphery of the intervertebral disc (IVD) adjacent to the longitudinal ligament, reminiscent of enthesitis, and was associated with upregulated tumor necrosis factor and metalloproteinases. After a lag phase, established inflammation was temporospatially associated with destruction of IVDs, cartilage and bone. At later time points, advanced disease was characterised by substantially reduced inflammation, excessive tissue formation and ectopic chondrocyte expansion. These distinct features differentiated affected mice into early, intermediate and advanced disease stages. Excessive tissue formation was observed in vertebral joints only if the IVD was destroyed as a consequence of the early inflammation. Ectopic excessive tissue was predominantly chondroidal with chondrocyte-like cells embedded within collagen type II- and X-rich matrix. This corresponded with upregulation of mRNA for cartilage markers Col2a1, sox9 and Comp. Osteophytes, though infrequent, were more prevalent in later disease. Conclusions The inflammation-driven IVD destruction was shown to be a prerequisite for axial disease progression to osteoproliferation in the PGISp mouse. Osteoproliferation led to vertebral body deformity and fusion but was never seen concurrent with persistent inflammation, suggesting a sequential process. The findings support that early intervention with anti-inflammatory therapies will be needed to limit destructive processes and consequently prevent progression of AS.

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This paper examines Initial Teacher Education students’ experiences of participation in health and physical education (HPE) subject department offices and the impact on their understandings and identity formation. Pierre Bourdieu’s concepts of habitus, field, and practice along with Wenger’s communities of practice form the theoretical frame used in the paper. Data were collected using surveys and interviews with student‐teachers following their teaching practicum and analysed using coding and constant comparison. Emergent themes revealed students’ participation in masculine‐dominated sports, gendered body constructions, and repertoires of masculine domination. Findings are discussed in relation to their impact on student‐teachers’ learning, identity formation, and marginalizing practices in the department offices. Implications for teacher education and HPE are explored.

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Metal nanoparticle photocatalysts have attracted recent interest due to their strong absorption of visible and ultraviolet light. The energy absorbed by the metal conduction electrons and the intense electric fields in close proximity, created by the localized surface plasmon resonance effect, makes the crucial contribution of activating the molecules on the metal nanoparticles which facilitates chemical transformation. There are now many examples of successful reactions catalyzed by supported nanoparticles of pure metals and of metal alloys driven by light at ambient or moderate temperatures. These examples demonstrate these materials are a novel group of efficient photocatalysts for converting solar energy to chemical energy and that the mechanisms are distinct from those of semiconductor photocatalysts. We present here an overview of recent research on direct photocatalysis of supported metal nanoparticles for organic synthesis under light irradiation and discuss the significant reaction mechanisms that occur through light irradiation.

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Predicting temporal responses of ecosystems to disturbances associated with industrial activities is critical for their management and conservation. However, prediction of ecosystem responses is challenging due to the complexity and potential non-linearities stemming from interactions between system components and multiple environmental drivers. Prediction is particularly difficult for marine ecosystems due to their often highly variable and complex natures and large uncertainties surrounding their dynamic responses. Consequently, current management of such systems often rely on expert judgement and/or complex quantitative models that consider only a subset of the relevant ecological processes. Hence there exists an urgent need for the development of whole-of-systems predictive models to support decision and policy makers in managing complex marine systems in the context of industry based disturbances. This paper presents Dynamic Bayesian Networks (DBNs) for predicting the temporal response of a marine ecosystem to anthropogenic disturbances. The DBN provides a visual representation of the problem domain in terms of factors (parts of the ecosystem) and their relationships. These relationships are quantified via Conditional Probability Tables (CPTs), which estimate the variability and uncertainty in the distribution of each factor. The combination of qualitative visual and quantitative elements in a DBN facilitates the integration of a wide array of data, published and expert knowledge and other models. Such multiple sources are often essential as one single source of information is rarely sufficient to cover the diverse range of factors relevant to a management task. Here, a DBN model is developed for tropical, annual Halophila and temperate, persistent Amphibolis seagrass meadows to inform dredging management and help meet environmental guidelines. Specifically, the impacts of capital (e.g. new port development) and maintenance (e.g. maintaining channel depths in established ports) dredging is evaluated with respect to the risk of permanent loss, defined as no recovery within 5 years (Environmental Protection Agency guidelines). The model is developed using expert knowledge, existing literature, statistical models of environmental light, and experimental data. The model is then demonstrated in a case study through the analysis of a variety of dredging, environmental and seagrass ecosystem recovery scenarios. In spatial zones significantly affected by dredging, such as the zone of moderate impact, shoot density has a very high probability of being driven to zero by capital dredging due to the duration of such dredging. Here, fast growing Halophila species can recover, however, the probability of recovery depends on the presence of seed banks. On the other hand, slow growing Amphibolis meadows have a high probability of suffering permanent loss. However, in the maintenance dredging scenario, due to the shorter duration of dredging, Amphibolis is better able to resist the impacts of dredging. For both types of seagrass meadows, the probability of loss was strongly dependent on the biological and ecological status of the meadow, as well as environmental conditions post-dredging. The ability to predict the ecosystem response under cumulative, non-linear interactions across a complex ecosystem highlights the utility of DBNs for decision support and environmental management.

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The paper presents a geometry-free approach to assess the variation of covariance matrices of undifferenced triple frequency GNSS measurements and its impact on positioning solutions. Four independent geometryfree/ ionosphere-free (GFIF) models formed from original triple-frequency code and phase signals allow for effective computation of variance-covariance matrices using real data. Variance Component Estimation (VCE) algorithms are implemented to obtain the covariance matrices for three pseudorange and three carrier-phase signals epoch-by-epoch. Covariance results from the triple frequency Beidou System (BDS) and GPS data sets demonstrate that the estimated standard deviation varies in consistence with the amplitude of actual GFIF error time series. The single point positioning (SPP) results from BDS ionosphere-free measurements at four MGEX stations demonstrate an improvement of up to about 50% in Up direction relative to the results based on a mean square statistics. Additionally, a more extensive SPP analysis at 95 global MGEX stations based on GPS ionosphere-free measurements shows an average improvement of about 10% relative to the traditional results. This finding provides a preliminary confirmation that adequate consideration of the variation of covariance leads to the improvement of GNSS state solutions.

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Stationary processes are random variables whose value is a signal and whose distribution is invariant to translation in the domain of the signal. They are intimately connected to convolution, and therefore to the Fourier transform, since the covariance matrix of a stationary process is a Toeplitz matrix, and Toeplitz matrices are the expression of convolution as a linear operator. This thesis utilises this connection in the study of i) efficient training algorithms for object detection and ii) trajectory-based non-rigid structure-from-motion.