Birth-death processes with mass annihilation and state-dependent immigration

A birth-death process is subject to mass annihilation at rate β with subsequent mass immigration occurring into state j at rateα j . This structure enables the process to jump from one sector of state space to another one (via state 0) with transition rate independent of population size. First, we highlight the difficulties encountered when using standard techniques to construct both time-dependent and equilibrium probabilities. Then we show how to overcome such analytic difficulties by means of a tool developed in Chen and Renshaw (1990, 1993b); this approach is applicable to many processes whose underlying generator on E\{0} has known probability structure. Here we demonstrate the technique through application to the linear birth-death generator on which is superimposed an annihilation/immigration process.

Markovian bulk-arriving queues with state-dependent control at idle time

This paper considers a Markovian bulk-arriving queue modified to allow both mass arrivals when the queue is idle and mass departures which allow for the possibility of removing the entire workload. Properties of queues which terminate when the server becomes idle are developed first, since these play a key role in later developments. Results for the case of mass arrivals, but no mass annihilation, are then constructed with specific attention being paid to recurrence properties, equilibrium queue-size structure, and waiting-time distribution. A closed-form expression for the expected queue size and its Laplace transform are also established. All of these results are then generalised to allow for the removal of the entire workload, with closed-form expressions being developed for the equilibrium size and waiting-time distributions.

Temporal representation of state transitions

This paper describes a knowledge-based temporal representation of state transitions for industrial real-time systems. To allow expression of uncertainty, we shall define fluents as disjuncts of positive/negative time-varying properties. A state of the world is represented as a collection of fluents, which is usually incomplete in the sense that neither the positive form nor the negative form of some properties can be implied from it. The world under consideration is assumed to persist in a given state until an action(s) takes place to effect a transition of it into another state, where actions may either be instantaneous or durative. High-level causal laws are characterized in terms of relationships between actions and the involved world states. An effect completion axiom is imposed on each causal law to guarantee that all the fluents that can be affected by the performance of the corresponding action are governed. This completion requirement is practical for most industrial real-time applications and in fact provides a simple and effective treatment to the so-called frame problem.

Using set operations to deal with the frame problem

This paper presents a simple approach to the so-called frame problem based on some ordinary set operations, which does not require non-monotonic reasoning. Following the notion of the situation calculus, we shall represent a state of the world as a set of fluents, where a fluent is simply a Boolean-valued property whose truth-value is dependent on the time. High-level causal laws are characterised in terms of relationships between actions and the involved world states. An effect completion axiom is imposed on each causal law, which guarantees that all the fluents that can be affected by the performance of the corresponding action are always totally governed. It is shown that, compared with other techniques, such a set operation based approach provides a simpler and more effective treatment to the frame problem.

An ontological characterization of time-series and state-sequences for data mining

Time-series and sequences are important patterns in data mining. Based on an ontology of time-elements, this paper presents a formal characterization of time-series and state-sequences, where a state denotes a collection of data whose validation is dependent on time. While a time-series is formalized as a vector of time-elements temporally ordered one after another, a state-sequence is denoted as a list of states correspondingly ordered by a time-series. In general, a time-series and a state-sequence can be incomplete in various ways. This leads to the distinction between complete and incomplete time-series, and between complete and incomplete state-sequences, which allows the expression of both absolute and relative temporal knowledge in data mining.

A framework for state-based time-series analysis and prediction

Time-series analysis and prediction play an important role in state-based systems that involve dealing with varying situations in terms of states of the world evolving with time. Generally speaking, the world in the discourse persists in a given state until something occurs to it into another state. This paper introduces a framework for prediction and analysis based on time-series of states. It takes a time theory that addresses both points and intervals as primitive time elements as the temporal basis. A state of the world under consideration is defined as a set of time-varying propositions with Boolean truth-values that are dependent on time, including properties, facts, actions, events and processes, etc. A time-series of states is then formalized as a list of states that are temporally ordered one after another. The framework supports explicit expression of both absolute and relative temporal knowledge. A formal schema for expressing general time-series of states to be incomplete in various ways, while the concept of complete time-series of states is also formally defined. As applications of the formalism in time-series analysis and prediction, we present two illustrating examples.