809 resultados para time-varying delays
Resumo:
This paper reviews some basic issues and methods involved in using neural networks to respond in a desired fashion to a temporally-varying environment. Some popular network models and training methods are introduced. A speech recognition example is then used to illustrate the central difficulty of temporal data processing: learning to notice and remember relevant contextual information. Feedforward network methods are applicable to cases where this problem is not severe. The application of these methods are explained and applications are discussed in the areas of pure mathematics, chemical and physical systems, and economic systems. A more powerful but less practical algorithm for temporal problems, the moving targets algorithm, is sketched and discussed. For completeness, a few remarks are made on reinforcement learning.
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Simple models of time-varying risk premia are used to measure the risk premia in long-term UK government bonds. The parameters of the models can be estimated using nonlinear seemingly unrelated regression (NL-SUR), which permits efficient use of information across the entire yield curve and facilitates the testing of various cross-sectional restrictions. The estimated time-varying premia are found to be substantially different to those estimated using models that assume constant risk premia. © 2004 Taylor and Francis Ltd.
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Are persistent marketing effects most likely to appear right after the introduction of a product? The authors give an affirmative answer to this question by developing a model that explicitly reports how persistent and transient marketing effects evolve over time. The proposed model provides managers with a valuable tool to evaluate their allocation of marketing expenditures over time. An application of the model to many pharmaceutical products, estimated through (exact initial) Kalman filtering, indicates that both persistent and transient effects occur predominantly immediately after a brand's introduction. Subsequently, the size of the effects declines. The authors theoretically and empirically compare their methodology with methodology based on unit root testing and demonstrate that the need for unit root tests creates difficulties in applying conventional persistence modeling. The authors recommend that marketing models should either accommodate persistent effects that change over time or be applied to mature brands or limited time windows only.
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This paper aims to help supply chain managers to determine the value of retailer-supplier partnership initiatives beyond information sharing (IS) according to their specific business environment under time-varying demand conditions. For this purpose, we use integer linear programming models to quantify the benefits that can be accrued by a retailer, a supplier and system as a whole from shift in inventory ownership and shift in decision-making power with that of IS. The results of a detailed numerical study pertaining to static time horizon reveal that the shift in inventory ownership provides system-wide cost benefits in specific settings. Particularly, when it induces the retailer to order larger quantities and the supplier also prefers such orders due to significantly high setup and shipment costs. We observe that the relative benefits of shift in decision-making power are always higher than the shift in inventory ownership under all the conditions. The value of the shift in decision-making power is greater than IS particularly when the variability of underlying demand is low and time-dependent variation in production cost is high. However, when the shipment cost is negligible and order issuing efficiency of the supplier is low, the cost benefits of shift in decision-making power beyond IS are not significant. © 2012 Taylor & Francis.
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We examine how the most prevalent stochastic properties of key financial time series have been affected during the recent financial crises. In particular we focus on changes associated with the remarkable economic events of the last two decades in the volatility dynamics, including the underlying volatility persistence and volatility spillover structure. Using daily data from several key stock market indices, the results of our bivariate GARCH models show the existence of time varying correlations as well as time varying shock and volatility spillovers between the returns of FTSE and DAX, and those of NIKKEI and Hang Seng, which became more prominent during the recent financial crisis. Our theoretical considerations on the time varying model which provides the platform upon which we integrate our multifaceted empirical approaches are also of independent interest. In particular, we provide the general solution for time varying asymmetric GARCH specifications, which is a long standing research topic. This enables us to characterize these models by deriving, first, their multistep ahead predictors, second, the first two time varying unconditional moments, and third, their covariance structure.
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The popularity of online social media platforms provides an unprecedented opportunity to study real-world complex networks of interactions. However, releasing this data to researchers and the public comes at the cost of potentially exposing private and sensitive user information. It has been shown that a naive anonymization of a network by removing the identity of the nodes is not sufficient to preserve users’ privacy. In order to deal with malicious attacks, k -anonymity solutions have been proposed to partially obfuscate topological information that can be used to infer nodes’ identity. In this paper, we study the problem of ensuring k anonymity in time-varying graphs, i.e., graphs with a structure that changes over time, and multi-layer graphs, i.e., graphs with multiple types of links. More specifically, we examine the case in which the attacker has access to the degree of the nodes. The goal is to generate a new graph where, given the degree of a node in each (temporal) layer of the graph, such a node remains indistinguishable from other k-1 nodes in the graph. In order to achieve this, we find the optimal partitioning of the graph nodes such that the cost of anonymizing the degree information within each group is minimum. We show that this reduces to a special case of a Generalized Assignment Problem, and we propose a simple yet effective algorithm to solve it. Finally, we introduce an iterated linear programming approach to enforce the realizability of the anonymized degree sequences. The efficacy of the method is assessed through an extensive set of experiments on synthetic and real-world graphs.
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Pulses with an envelope in the form of the Airy function are obtained using Green's functions in 1D and 2D in time domain. Interaction of such pulses with a dielectric layer is investigated and expressions for reflected and transmitted pulses are obtained. © 2012 EUROPEAN MICROWAVE ASSOC.
Resumo:
Pulses in the form of the Airy function as solutions to an equation similar to the Schrodinger equation but with opposite roles of the time and space variables are derived. The pulses are generated by an Airy time varying field at a source point and propagate in vacuum preserving their shape and magnitude. The pulse motion is decelerating according to a quadratic law. Its velocity changes from infinity at the source point to zero in infinity. These one dimensional results are extended to the 3D+time case for a similar Airy-Bessel pulse with the same behaviour, the non-diffractive preservation and the deceleration. This pulse is excited by the field at a plane aperture perpendicular to the direction of the pulse propagation. © 2011 IEEE.
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Road pricing has emerged as an effective means of managing road traffic demand while simultaneously raising additional revenues to transportation agencies. Research on the factors that govern travel decisions has shown that user preferences may be a function of the demographic characteristics of the individuals and the perceived trip attributes. However, it is not clear what are the actual trip attributes considered in the travel decision- making process, how these attributes are perceived by travelers, and how the set of trip attributes change as a function of the time of the day or from day to day. In this study, operational Intelligent Transportation Systems (ITS) archives are mined and the aggregated preferences for a priced system are extracted at a fine time aggregation level for an extended number of days. The resulting information is related to corresponding time-varying trip attributes such as travel time, travel time reliability, charged toll, and other parameters. The time-varying user preferences and trip attributes are linked together by means of a binary choice model (Logit) with a linear utility function on trip attributes. The trip attributes weights in the utility function are then dynamically estimated for each time of day by means of an adaptive, limited-memory discrete Kalman filter (ALMF). The relationship between traveler choices and travel time is assessed using different rules to capture the logic that best represents the traveler perception and the effect of the real-time information on the observed preferences. The impact of travel time reliability on traveler choices is investigated considering its multiple definitions. It can be concluded based on the results that using the ALMF algorithm allows a robust estimation of time-varying weights in the utility function at fine time aggregation levels. The high correlations among the trip attributes severely constrain the simultaneous estimation of their weights in the utility function. Despite the data limitations, it is found that, the ALMF algorithm can provide stable estimates of the choice parameters for some periods of the day. Finally, it is found that the daily variation of the user sensitivities for different periods of the day resembles a well-defined normal distribution.
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In this paper we use some classical ideas from linear systems theory to analyse convolutional codes. In particular, we exploit input-state-output representations of periodic linear systems to study periodically time-varying convolutional codes. In this preliminary work we focus on the column distance of these codes and derive explicit necessary and sufficient conditions for an (n, 2, 1) periodically time-varying convolutional code to have Maximum Distance Profile (MDP).
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Wireless networked control systems (WNCSs) have been widely used in the areas of manufacturing and industrial processing over the last few years. They provide real-time control with a unique characteristic: periodic traffic. These systems have a time-critical requirement. Due to current wireless mechanisms, the WNCS performance suffers from long time-varying delays, packet dropout, and inefficient channel utilization. Current wirelessly networked applications like WNCSs are designed upon the layered architecture basis. The features of this layered architecture constrain the performance of these demanding applications. Numerous efforts have attempted to use cross-layer design (CLD) approaches to improve the performance of various networked applications. However, the existing research rarely considers large-scale networks and congestion network conditions in WNCSs. In addition, there is a lack of discussions on how to apply CLD approaches in WNCSs. This thesis proposes a cross-layer design methodology to address the issues of periodic traffic timeliness, as well as to promote the efficiency of channel utilization in WNCSs. The design of the proposed CLD is highlighted by the measurement of the underlying network condition, the classification of the network state, and the adjustment of sampling period between sensors and controllers. This period adjustment is able to maintain the minimally allowable sampling period, and also maximize the control performance. Extensive simulations are conducted using the network simulator NS-2 to evaluate the performance of the proposed CLD. The comparative studies involve two aspects of communications, with and without using the proposed CLD, respectively. The results show that the proposed CLD is capable of fulfilling the timeliness requirement under congested network conditions, and is also able to improve the channel utilization efficiency and the proportion of effective data in WNCSs.
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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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The H∞ synchronization problem of the master and slave structure of a second-order neutral master-slave systems with time-varying delays is presented in this paper. Delay-dependent sufficient conditions for the design of a delayed output-feedback control are given by Lyapunov-Krasovskii method in terms of a linear matrix inequality (LMI). A controller, which guarantees H∞ synchronization of the master and slave structure using some free weighting matrices, is then developed. A numerical example has been given to show the effectiveness of the method
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The concept of interference alignment when extended to three-source three-destination instantaneous multiple unicast network for the case where, each source-destination pair has a min-cut of 1 and zero-interference conditions are not satisfied, is known to achieve a rate of half for every source-destination pair under certain conditions [6]. This was called network alignment. We generalize this concept of network alignment to three-source three-destination multiple unicast (3S-3D-MU) networks with delays, without making use of memory at the intermediate nodes (i.e., nodes other than the sources and destinations) and using time varying Local Encoding Kernels (LEKs). This achieves half the rate corresponding to the individual source-destination min-cut for some classes of 3S-3D-MU network with delays which do not satisfy the zero-interference conditions.