51 resultados para markov chain model

em QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast


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In this paper we present a new method for simultaneously determining three dimensional (3-D) shape and motion of a non-rigid object from uncalibrated two dimensional (2- D) images without assuming the distribution characteristics. A non-rigid motion can be treated as a combination of a rigid rotation and a non-rigid deformation. To seek accurate recovery of deformable structures, we estimate the probability distribution function of the corresponding features through random sampling, incorporating an established probabilistic model. The fitting between the observation and the projection of the estimated 3-D structure will be evaluated using a Markov chain Monte Carlo based expectation maximisation algorithm. Applications of the proposed method to both synthetic and real image sequences are demonstrated with promising results.

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This paper proposes a continuous time Markov chain (CTMC) based sequential analytical approach for composite generation and transmission systems reliability assessment. The basic idea is to construct a CTMC model for the composite system. Based on this model, sequential analyses are performed. Various kinds of reliability indices can be obtained, including expectation, variance, frequency, duration and probability distribution. In order to reduce the dimension of the state space, traditional CTMC modeling approach is modified by merging all high order contingencies into a single state, which can be calculated by Monte Carlo simulation (MCS). Then a state mergence technique is developed to integrate all normal states to further reduce the dimension of the CTMC model. Moreover, a time discretization method is presented for the CTMC model calculation. Case studies are performed on the RBTS and a modified IEEE 300-bus test system. The results indicate that sequential reliability assessment can be performed by the proposed approach. Comparing with the traditional sequential Monte Carlo simulation method, the proposed method is more efficient, especially in small scale or very reliable power systems.

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The IntCal04 and Marine04 radiocarbon calibration curves have been updated from 12 cal kBP (cal kBP is here defined as thousands of calibrated years before AD 1950), and extended to 50 cal kBP, utilizing newly available data sets that meet the IntCal Working Group criteria for pristine corals and other carbonates and for quantification of uncertainty in both the 14C and calendar timescales as established in 2002. No change was made to the curves from 0-12 cal kBP. The curves were constructed using a Markov chain Monte Carlo (MCMC) implementation of the random walk model used for IntCal04 and Marine04. The new curves were ratified at the 20th International Radiocarbon Conference in June 2009 and are available in the Supplemental Material at www.radiocarbon.org.

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We present seven light curves of the exoplanet system HAT-P-3, taken as part of a transit timing programme using the rapid imager to search for exoplanets instrument on the Liverpool Telescope. The light curves are analysed using a Markov chain Monte Carlo algorithm to update the parameters of the system. The inclination is found to be i = 86.75+0.22-0.21°, the planet-star radius ratio to be Rp/R* = 0.1098+0.0010-0.0012 and the stellar radius to be R* = 0.834+0.018-0.026Rsolar, consistent with previous results but with a significant improvement in the precision. Central transit times and uncertainties for each light curve are also determined, and a residual permutation algorithm is used as an independent check on the errors. The transit times are found to be consistent with a linear ephemeris, and a new ephemeris is calculated as Tc(0) = 2454856.70118 +/- 0.00018 HJD and P = 2.899738 +/- 0.000007 d. Model timing residuals are fitted to the measured timing residuals to place upper mass limits for a hypothetical perturbing planet as a function of the period ratio. These show that we have probed for planets with masses as low as 0.33 and 1.81 M? in the interior and exterior 2:1 resonances, respectively, assuming the planets are initially in circular orbits.

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The increasing risks and costs of new product development require firms to collaborate with their supply chain partners in product management. In this paper, a supply chain model is proposed with one risk-neutral supplier and one risk-averse manufacturer. The manufacturer has an opportunity to enhance demand by developing a new product, but both the actual demand for new product and the supplier’s wholesale price are uncertain. The supplier has an incentive to share risks of new product development via an advance commitment to wholesale price for its own profit maximization. The effects of the manufacturer’s risk sensitivity on the players’ optimal strategies are analyzed and the trade-off between innovation incentives and pricing flexibility is investigated from the perspective of the supplier. The results highlight the significant role of risk sensitivity in collaborative new product development, and it is found that the manufacturer’s innovation level and retail price are always decreasing in the risk sensitivity, and the supplier prefers commitment to wholesale price only when the risk sensitivity is below a certain threshold.

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Context. Several competing scenarios for planetary-system formation and evolution seek to explain how hot Jupiters came to be so close to their parent stars. Most planetary parameters evolve with time, making it hard to distinguish between models. The obliquity of an orbit with respect to the stellar rotation axis is thought to be more stable than other parameters such as eccentricity. Most planets, to date, appear aligned with the stellar rotation axis; the few misaligned planets so far detected are massive (> 2 MJ). Aims: Our goal is to measure the degree of alignment between planetary orbits and stellar spin axes, to search for potential correlations with eccentricity or other planetary parameters and to measure long term radial velocity variability indicating the presence of other bodies in the system. Methods: For transiting planets, the Rossiter-McLaughlin effect allows the measurement of the sky-projected angle ß between the stellar rotation axis and a planet's orbital axis. Using the HARPS spectrograph, we observed the Rossiter-McLaughlin effect for six transiting hot Jupiters found by the WASP consortium. We combine these with long term radial velocity measurements obtained with CORALIE. We used a combined analysis of photometry and radial velocities, fitting model parameters with the Markov Chain Monte Carlo method. After obtaining ß we attempt to statistically determine the distribution of the real spin-orbit angle ?. Results: We found that three of our targets have ß above 90°: WASP-2b: ß = 153°+11-15, WASP-15b: ß = 139.6°+5.2-4.3 and WASP-17b: ß = 148.5°+5.1-4.2; the other three (WASP-4b, WASP-5b and WASP-18b) have angles compatible with 0°. We find no dependence between the misaligned angle and planet mass nor with any other planetary parameter. All six orbits are close to circular, with only one firm detection of eccentricity e = 0.00848+0.00085-0.00095 in WASP-18b. No long-term radial acceleration was detected for any of the targets. Combining all previous 20 measurements of ß and our six and transforming them into a distribution of ? we find that between about 45 and 85% of hot Jupiters have ? > 30°. Conclusions: Most hot Jupiters are misaligned, with a large variety of spin-orbit angles. We find observations and predictions using the Kozai mechanism match well. If these observational facts are confirmed in the future, we may then conclude that most hot Jupiters are formed from a dynamical and tidal origin without the necessity to use type I or II migration. At present, standard disc migration cannot explain the observations without invoking at least another additional process.

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We present high-precision transit observations of the exoplanet WASP-21b, obtained with the Rapid Imager to Search for Exoplanets instrument mounted on the 2.0-m Liverpool Telescope. A transit model is fitted, coupled with a Markov chain Monte Carlo routine, to derive accurate system parameters. The two new high-precision transits allow us to estimate the stellar density directly from the light curve. Our analysis suggests that WASP-21 is evolving off the main sequence which led to a previous overestimation of the stellar density. Using isochrone interpolation, we find a stellar mass of 0.86 ± 0.04 Msun, which is significantly lower than previously reported (1.01 ± 0.03 Msun). Consequently, we find a lower planetary mass of 0.27 ± 0.01 MJup. A lower inclination (87?4 ± 0?3) is also found for the system than previously reported, resulting in a slightly larger stellar (R*= 1.10 ± 0.03 Rsun) and planetary radius (Rp= 1.14 ± 0.04 RJup). The planet radius suggests a hydrogen/helium composition with no core which strengthens the correlation between planetary density and host star metallicity. A new ephemeris is determined for the system, i.e. T0= 245 5084.519 74 ± 0.000 20 (HJD) and P= 4.322 5060 ± 0.000 0031 d. We found no transit timing variations in WASP-21b.

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To cope with the rapid growth of multimedia applications that requires dynamic levels of quality of service (QoS), cross-layer (CL) design, where multiple protocol layers are jointly combined, has been considered to provide diverse QoS provisions for mobile multimedia networks. However, there is a lack of a general mathematical framework to model such CL scheme in wireless networks with different types of multimedia classes. In this paper, to overcome this shortcoming, we therefore propose a novel CL design for integrated real-time/non-real-time traffic with strict preemptive priority via a finite-state Markov chain. The main strategy of the CL scheme is to design a Markov model by explicitly including adaptive modulation and coding at the physical layer, queuing at the data link layer, and the bursty nature of multimedia traffic classes at the application layer. Utilizing this Markov model, several important performance metrics in terms of packet loss rate, delay, and throughput are examined. In addition, our proposed framework is exploited in various multimedia applications, for example, the end-to-end real-time video streaming and CL optimization, which require the priority-based QoS adaptation for different applications. More importantly, the CL framework reveals important guidelines as to optimize the network performance

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Identifying processes that shape species geographical ranges is a prerequisite for understanding environmental change. Currently, species distribution modelling methods do not offer credible statistical tests of the relative influence of climate factors and typically ignore other processes (e.g. biotic interactions and dispersal limitation). We use a hierarchical model fitted with Markov Chain Monte Carlo to combine ecologically plausible niche structures using regression splines to describe unimodal but potentially skewed response terms. We apply spatially explicit error terms that account for (and may help identify) missing variables. Using three example distributions of European bird species, we map model results to show sensitivity to change in each covariate. We show that the overall strength of climatic association differs between species and that each species has considerable spatial variation in both the strength of the climatic association and the sensitivity to climate change. Our methods are widely applicable to many species distribution modelling problems and enable accurate assessment of the statistical importance of biotic and abiotic influences on distributions.

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The assimilation of discrete higher fidelity data points with model predictions can be used to achieve a reduction in the uncertainty of the model input parameters which generate accurate predictions. The problem investigated here involves the prediction of limit-cycle oscillations using a High-Dimensional Harmonic Balance method (HDHB). The efficiency of the HDHB method is exploited to enable calibration of structural input parameters using a Bayesian inference technique. Markov-chain Monte Carlo is employed to sample the posterior distributions. Parameter estimation is carried out on both a pitch/plunge aerofoil and Goland wing configuration. In both cases significant refinement was achieved in the distribution of possible structural parameters allowing better predictions of their
true deterministic values.

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Raised bog peat deposits form important archives for reconstructing past changes in climate. Precise and reliable age models are of vital importance for interpreting such archives. We propose enhanced, Markov chain Monte Carlo based methods for obtaining age models from radiocarbon-dated peat cores, based on the assumption of piecewise linear accumulation. Included are automatic choice of sections, a measure of the goodness of fit and outlier downweighting. The approach is illustrated by using a peat core from the Netherlands.

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Some of the first results are reported from RISE - a new fast camera mounted on the Liverpool Telescope primarily designed to obtain high time-resolution light curves of transiting extrasolar planets for the purpose of transit timing. A full and partial transit of WASP-3 are presented, and a Markov-Chain Monte Carlo analysis is used to update the parameters from the discovery paper. This results in a planetary radius of 1.29(-0.12)(+0.05) R-J and therefore a density of 0.82(-0.09)(+0.14) rho(J), consistent with previous results. The inclination is 85.06(-0.15)(+0.16) deg, in agreement (but with a significant improvement in the precision) with the previously determined value. Central transit times are found to be consistent with the ephemeris given in the discovery paper; however, a new ephemeris calculated using the longer baseline results in T-c(0) = 2 454 605.55915 +/- 0.00023 HJD and P = 1.846835 +/- 0.000002 days.

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We present nine newly observed transits of TrES-3, taken as part of a transit timing program using the RISE instrument on the Liverpool Telescope. A Markov-Chain Monte Carlo analysis was used to determine the planet star radius ratio and inclination of the system, which were found to be R-p/R-star = 0.1664(-0.0018)(+0.0011) and i = 81.73(-0.04)(+0.13), respectively, consistent with previous results. The central transit times and uncertainties were also calculated, using a residual-permutation algorithm as an independent check on the errors. A re-analysis of eight previously published TrES-3 light curves was conducted to determine the transit times and uncertainties using consistent techniques. Whilst the transit times were not found to be in agreement with a linear ephemeris, giving chi(2) = 35.07 for 15 degrees of freedom, we interpret this to be the result of systematics in the light curves rather than a real transit timing variation. This is because the light curves that show the largest deviation from a constant period either have relatively little out-of-transit coverage or have clear systematics. A new ephemeris was calculated using the transit times and was found to be T-c(0) = 2454632.62610 +/- 0.00006 HJD and P = 1.3061864 +/- 0.0000005 days. The transit times were then used to place upper mass limits as a function of the period ratio of a potential perturbing planet, showing that our data are sufficiently sensitive to have probed sub-Earth mass planets in both interior and exterior 2:1 resonances, assuming that the additional planet is in an initially circular orbit.

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We report the discovery of WASP-10b, a new transiting extrasolar planet (ESP) discovered by the Wide Angle Search for Planets ( WASP) Consortium and confirmed using Nordic Optical Telescope FIbre-fed Echelle Spectrograph and SOPHIE radial velocity data. A 3.09-d period, 29 mmag transit depth and 2.36 h duration are derived for WASP-10b using WASP and high-precision photometric observations. Simultaneous fitting to the photometric and radial velocity data using a Markov Chain Monte Carlo procedure leads to a planet radius of 1.28R(J), a mass of 2.96M(J) and eccentricity of approximate to 0.06. WASP-10b is one of the more massive transiting ESPs, and we compare its characteristics to the current sample of transiting ESP, where there is currently little information for masses greater than approximate to 2M(J) and non-zero eccentricities. WASP-10's host star, GSC 2752-00114 (USNO-B1.0 1214-0586164) is among the fainter stars in the WASP sample, with V = 12.7 and a spectral type of K5. This result shows promise for future late-type dwarf star surveys.