10 resultados para hidden semi-Markov model

em Greenwich Academic Literature Archive - UK


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The problems encountered when using traditional rectangular pulse hierarchical point processmodels for fine temporal resolution and the growing number of available tip-time records suggest that rainfall increments from tipping-bucket gauges be modelled directly. Poisson processes are used with an arrival rate modulated by a Markov chain in Continuous time. The paper shows how, by using two or three states for this chain, much of the structure of the rainfall intensity distribution and the wet/dry sequences can be represented for time-scales as small as 5 minutes.

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In the casting of reactive metals, such as titanium alloys, contamination can be prevented if there is no contact between the hot liquid metal and solid crucible. This can be achieved by containing the liquid metal by means of high frequency AC magnetic field. A water cooled current-carrying coil, surrounding the metal can then provide the required Lorentz forces, and at the same time the current induced in the metal can provide the heating required to melt it. This ‘attractive’ processing solution has however many problems, the most serious being that of the control and containment of the liquid metal envelope, which requires a balance of the gravity and induced inertia forces on the one side, and the containing Lorentz and surface tension forces on the other. To model this process requires a fully coupled dyna ic solution of the flow fields, magnetic field and heat transfer/melding process to account for. A simplified solution has been published previously providing quasi-static solutions only, by taking the irrotational ‘magnetic pressure’ term of the Lorentz force into account. The authors remedy this deficiency by modelling the full problem using CFD techniques. The salient features of these techniques are included in this paper, as space allows.

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A generalized Markov Brnching Process (GMBP) is a Markov branching model where the infinitesimal branching rates are modified with an interaction index. It is proved that there always exists only one GMBP. An associated differential-integral equation is derived. The extinction probalility and the mean and conditional mean extinction times are obtained. Ergodicity and stability of GMBP with resurrection are also considered. Easy checking criteria are established for ordinary and strong ergodicty. The equilibrium distribution is given in an elegant closed form. The probability meaning of our results is clear and thus explained.

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This work presents computation analysis of levitated liquid thermal and flow fields with free surface oscillations in AC and DC magnetic fields. The volume electromagnetic force distribution is continuously updated with the shape and position change. The oscillation frequency spectra are analysed for droplets levitation against gravity in AC and DC magnetic fields at various combinations. For larger volume liquid metal confinement and melting the semi-levitation induction skull melting process is simulated with the same numerical model. Applications are aimed at pure electromagnetic material processing techniques and the material properties measurements in uncontaminated conditions.

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A casting route is often the most cost-effective means of producing engineering components. However, certain materials, particularly those based on Ti, TiAl and Zr alloy systems, are very reactive in the molten condition and must be melted in special furnaces. Induction Skull Melting (ISM) is the most widely-used process for melting these alloys prior to casting components such as turbine blades, engine valves, turbocharger rotors and medical prostheses. A major research project is underway with the specific target of developing robust techniques for casting TiAl components. The aims include increasing the superheat in the molten metal to allow thin section components to be cast, improving the quality of the cast components and increasing the energy efficiency of the process. As part of this, the University of Greenwich (UK) is developing a computer model of the ISM process in close collaboration with the University of Birmingham (UK) where extensive melting trials are being undertaken. This paper describes the experimental measurements to obtain data to feed into and to validate the model. These include measurements of the true RMS current applied to the induction coil, the heat transfer from the molten metal to the crucible cooling water, and the shape of the column of semi-levitated molten metal. Data are presented for Al, Ni and TiAl.

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The shared-memory programming model can be an effective way to achieve parallelism on shared memory parallel computers. Historically however, the lack of a programming standard using directives and the limited scalability have affected its take-up. Recent advances in hardware and software technologies have resulted in improvements to both the performance of parallel programs with compiler directives and the issue of portability with the introduction of OpenMP. In this study, the Computer Aided Parallelisation Toolkit has been extended to automatically generate OpenMP-based parallel programs with nominal user assistance. We categorize the different loop types and show how efficient directives can be placed using the toolkit's in-depth interprocedural analysis. Examples are taken from the NAS parallel benchmarks and a number of real-world application codes. This demonstrates the great potential of using the toolkit to quickly parallelise serial programs as well as the good performance achievable on up to 300 processors for hybrid message passing-directive parallelisations.

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Forest fires can cause extensive damage to natural resources and properties. They can also destroy wildlife habitat, affect the forest ecosystem and threaten human lives. In this paper incidences of extreme wildland fires are modelled by a point process model which incorporates time-trend. A model based on a generalised Pareto distribution is used to model data on acres of wildland burnt by extreme fire in the US since 1825. A semi-parametric smoothing approach, which is very useful in exploratory analysis of changes in extremes, is illustrated with the maximum likelihood method to estimate model parameters.

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This short position paper considers issues in developing Data Architecture for the Internet of Things (IoT) through the medium of an exemplar project, Domain Expertise Capture in Authoring and Development ­Environments (DECADE). A brief discussion sets the background for IoT, and the development of the ­distinction between things and computers. The paper makes a strong argument to avoid reinvention of the wheel, and to reuse approaches to distributed heterogeneous data architectures and the lessons learned from that work, and apply them to this situation. DECADE requires an autonomous recording system, ­local data storage, semi-autonomous verification model, sign-off mechanism, qualitative and ­quantitative ­analysis ­carried out when and where required through web-service architecture, based on ontology and analytic agents, with a self-maintaining ontology model. To develop this, we describe a web-service ­architecture, ­combining a distributed data warehouse, web services for analysis agents, ontology agents and a ­verification engine, with a centrally verified outcome database maintained by certifying body for qualification/­professional status.

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We consider the optimum design of pilot-symbol-assisted modulation (PSAM) schemes with feedback. The received signal is periodically fed back to the transmitter through a noiseless delayed link and the time-varying channel is modeled as a Gauss-Markov process. We optimize a lower bound on the channel capacity which incorporates the PSAM parameters and Kalman-based channel estimation and prediction. The parameters available for the capacity optimization are the data power adaptation strategy, pilot spacing and pilot power ratio, subject to an average power constraint. Compared to the optimized open-loop PSAM (i.e., the case where no feedback is provided from the receiver), our results show that even in the presence of feedback delay, the optimized power adaptation provides higher information rates at low signal-to-noise ratios (SNR) in medium-rate fading channels. However, in fast fading channels, even the presence of modest feedback delay dissipates the advantages of power adaptation.

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A communication system model for mutual information performance analysis of multiple-symbol differential M-phase shift keying over time-correlated, time-varying flat-fading communication channels is developed. This model is a finite-state Markov (FSM) equivalent channel representing the cascade of the differential encoder, FSM channel model and differential decoder. A state-space approach is used to model channel phase time correlations. The equivalent model falls in a class that facilitates the use of the forward backward algorithm, enabling the important information theoretic results to be evaluated. Using such a model, one is able to calculate mutual information for differential detection over time-varying fading channels with an essentially finite time set of correlations, including the Clarke fading channel. Using the equivalent channel, it is proved and corroborated by simulations that multiple-symbol differential detection preserves the channel information capacity when the observation interval approaches infinity.