913 resultados para Discrete Time Branching Processes
Resumo:
We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.
Resumo:
We prove that for any a-mixing stationary process the hitting time of any n-string A(n) converges, when suitably normalized, to an exponential law. We identify the normalization constant lambda(A(n)). A similar statement holds also for the return time. To establish this result we prove two other results of independent interest. First, we show a relation between the rescaled hitting time and the rescaled return time, generalizing a theorem of Haydn, Lacroix and Vaienti. Second, we show that for positive entropy systems, the probability of observing any n-string in n consecutive observations goes to zero as n goes to infinity. (c) 2010 Elsevier B.V. All rights reserved.
Resumo:
Consider a discrete locally finite subset Gamma of R(d) and the cornplete graph (Gamma, E), with vertices Gamma and edges E. We consider Gibbs measures on the set of sub-graphs with vertices Gamma and edges E` subset of E. The Gibbs interaction acts between open edges having a vertex in common. We study percolation properties of the Gibbs distribution of the graph ensemble. The main results concern percolation properties of the open edges in two cases: (a) when Gamma is sampled from a homogeneous Poisson process; and (b) for a fixed Gamma with sufficiently sparse points. (c) 2010 American Institute of Physics. [doi:10.1063/1.3514605]
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The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
Performing two tasks simultaneously often degrades performance of one or both tasks. While this dual-task interference is classically interpreted in terms of shared attentional resources, where two motor tasks are performed simultaneously interactions within primary motor cortex (i.e., activity-dependent coupling) may also be a contributing factor. In the present study TMS (transcranial magnetic stimulation) was used to examine the contribution of activity-dependent coupling to dual-task interference during concurrent performance of a bimanual coordination task and a discrete probe reaction time (RT) task involving the foot. Experiments 1 and 2 revealed that activity-dependent coupling within the leg corticomotor pathway was greater during dual-task performance than single-task performance, and this was associated with interference on the probe RT task (i.e., increased RT). Experiment 3 revealed that dual-task interference occurred regardless of whether the dual-task involved two motor tasks or a motor and cognitive task, however activity-dependent coupling was present only when a dual motor task was performed. This suggests that activity-dependent coupling is less detrimental to performance than attentional processes operating upstream of the corticomotor system. Finally, while prioritising the RT task reduced, but did not eliminate, dual-task interference the contribution of activity-dependent coupling to dual-task interference was not affected by task prioritisation. This suggests that although activity-dependent coupling may contribute to dual motor-task interference, attentional processes appear to be more important. It also suggests that activity-dependent coupling may not be subject to modulation by attentional processes. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
It has been suggested that the temporal control of rhythmic unimianual movements is different between tasks requiring continuous (e.g., circle drawing) and discontinuous movements (e.g., finger tapping). Specifically, for continuous movements temporal regularities are ail emergent property, whereas for tasks that involve discontinuities timing is ail explicit part of the action goal. The present experiment further investigated the control of continuous and discontinuous movements by comparing the coordination dynamics and attentional demands of bimanual continuous circle drawing with bimanual intermittent circle drawing. The intermittent task required participants to insert a 400 ms pause between each cycle while circling. Using dual-task methodology, 15 right-handed participants performed the two circle drawing tasks, while vocally responding to randomly presented auditory probes. The circle drawing tasks were performed in symmetrical and asymmetrical coordination modes and at movement frequencies of 1 Hz and 1.7 Hz. Intermittent circle drawing exhibited superior spatial and temporal accuracy and stability than continuous circle drawing supporting the hypothesis that the two tasks have different underlying control processes. In terms of attentional cost, probe RT was significantly slower during the intermittent circle drawing task than the continuous circle drawing task across both coordination modes and movement frequencies. Of interest was the finding that in the intermittent circling task reaction time (RT) to probes presented during the pause between cycles did not differ from the RT to probes occurring during the circling movement. The differences in attentional demands between the intermittent and continuous circle drawing tasks may reflect the operation of explicit event timing and implicit emergent timing processes, respectively. (C) 2008 Elsevier B.V. All rights reserved.
Resumo:
The goal of this paper is to study and propose a new technique for noise reduction used during the reconstruction of speech signals, particularly for biomedical applications. The proposed method is based on Kalman filtering in the time domain combined with spectral subtraction. Comparison with discrete Kalman filter in the frequency domain shows better performance of the proposed technique. The performance is evaluated by using the segmental signal-to-noise ratio and the Itakura-Saito`s distance. Results have shown that Kalman`s filter in time combined with spectral subtraction is more robust and efficient, improving the Itakura-Saito`s distance by up to four times. (C) 2007 Elsevier Ltd. All rights reserved.
Resumo:
A study was performed regarding the effect of the relation between fill time, volume treated per cycle, and influent concentration at different applied organic loadings on the stability and efficiency of an anaerobic sequencing batch reactor containing immobilized biomass on polyurethane foam with recirculation of the liquid phase (AnSBBR) applied to the treatment of wastewater from a personal care industry. Total cycle length of the reactor was 8 h (480 min). Fill times were 10 min in the batch operation, 4 h in the fed-batch operation, and a 10-min batch followed by a 4-h fed batch in the mixed operation. Settling time was not necessary since the biomass was immobilized and decant time was 10 min. Volume of liquid medium in the reactor was 2.5 L, whereas volume treated per cycle ranged from 0.88 to 2.5 L in accordance with fill time. Influent concentration varied from 300 to 1,425 mg COD/L, resulting in an applied volumetric organic load of 0.9 and 1.5 g COD/L.d. Recirculation flow rate was 20 L/h, and the reactor was maintained at 30 A degrees C. Values of organic matter removal efficiency of filtered effluent samples were below 71% in the batch operations and above 74% in the operations of fed batch followed by batch. Feeding wastewater during part of the operational cycle was beneficial to the system, as it resulted in indirect control over the conversion of substrate into intermediates that would negatively interfere with the biochemical reactions regarding the degradation of organic matter. As a result, the average substrate consumption increased, leading to higher organic removal efficiencies in the fed-batch operations.
Resumo:
The objective of this work was to study the operational feasibility of nitrification and denitrification processes in a mechanically stirred sequencing batch reactor (SBR) operated in batch and fed-batch mode. The reactor was equipped with a draft-tube to improve mass transfer and contained dispersed (aerobic) and granulated (anaerobic) biomass. The following reactor variables were adjusted: aeration time during the nitrification step; dissolved oxygen concentration, feed time defining batch and fed-batch phases, concentration of external carbon source used as electron donor during the denitrification stage and volumetric ammonium nitrogen load in the influent. The reactor (5 L volume) was maintained at 30 +/- 1 degrees C and treated either 1.0 or 1.5 L wastewater in 8-h cycles. Ammonium nitrogen concentrations assessed were: 50 (condition 1) and 100 mgN-NH(4)(+).L(-1) (condition 2), resulting in 29 and 67 mgN-NH(4)(+).L-1-d(-1), respectively. A synthetic medium and ethanol were used as external carbon sources (ECS). Total nitrogen removal efficiencies were 94.4 and 95.9% when the reactor was operated under conditions 1 and 2, respectively. Low nitrite (0.2 and 0.3 mgN-NO(2)(-).L(-1), respectively) and nitrate (0.01 and 0.3 mgN-NO(3)(-).L(-1), respectively) concentrations were detected in the effluent and ammonium nitrogen removal efficiencies were 97.6% and 99.6% under conditions 1 and 2, respectively.
Resumo:
This paper deals with the calculation of the discrete approximation to the full spectrum for the tangent operator for the stability problem of the symmetric flow past a circular cylinder. It is also concerned with the localization of the Hopf bifurcation in laminar flow past a cylinder, when the stationary solution loses stability and often becomes periodic in time. The main problem is to determine the critical Reynolds number for which a pair of eigenvalues crosses the imaginary axis. We thus present a divergence-free method, based on a decoupling of the vector of velocities in the saddle-point system from the vector of pressures, allowing the computation of eigenvalues, from which we can deduce the fundamental frequency of the time-periodic solution. The calculation showed that stability is lost through a symmetry-breaking Hopf bifurcation and that the critical Reynolds number is in agreement with the value presented in reported computations. (c) 2007 IMACS. Published by Elsevier B.V. All rights reserved.
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This paper presents a reliability-based analysis for calculating critical tool life in machining processes. It is possible to determine the running time for each tool involved in the process by obtaining the operations sequence for the machining procedure. Usually, the reliability of an operation depends on three independent factors: operator, machine-tool and cutting tool. The reliability of a part manufacturing process is mainly determined by the cutting time for each job and by the sequence of operations, defined by the series configuration. An algorithm is presented to define when the cutting tool must be changed. The proposed algorithm is used to evaluate the reliability of a manufacturing process composed of turning and drilling operations. The reliability of the turning operation is modeled based on data presented in the literature, and from experimental results, a statistical distribution of drilling tool wear was defined, and the reliability of the drilling process was modeled. (C) 2010 Elsevier Ltd. All rights reserved.
Resumo:
A study on the use of artificial intelligence (AI) techniques for the modelling and subsequent control of an electric resistance spot welding process (ERSW) is presented. The ERSW process is characterized by the coupling of thermal, electrical, mechanical, and metallurgical phenomena. For this reason, early attempts to model it using computational methods established as the methods of finite differences, finite element, and finite volumes, ask for simplifications that lead the model obtained far from reality or very costly in terms of computational costs, to be used in a real-time control system. In this sense, the authors have developed an ERSW controller that uses fuzzy logic to adjust the energy transferred to the weld nugget. The proposed control strategies differ in the speed with which it reaches convergence. Moreover, their application for a quality control of spot weld through artificial neural networks (ANN) is discussed.
Resumo:
In this work, the main factors affecting the rheological behavior of polyethylene terephtalate (PET) in the linear viscoelastic regime (water content, time delay before test, duration of experiment, and temperature) were accessed. Small amplitude oscillatory shear tests were performed after different time delays ranging from 300 to 5000 s for samples with water contents ranging from 0.02 to 0.45 wt %. Time sweep tests were carried out for different durations to explain the changes undergone by PET before and during small amplitude oscillatory shear measurements. Immediately after the time sweep tests, the PET samples were removed from the rheometer, analyzed by differential scanning calorimetry and their molar mass was obtained by viscometry analysis. It was shown that for all the samples, the delay before test and residence time within the rheometer (i.e. duration of experiment) result in structural changes of the PET samples, such as increase or decrease of molar mass, broadening of molar mass distribution, and branching phenomena. (C) 2010 Wiley Periodicals, Inc. J Appl Polym Sci 116: 3525-3533, 2010
Resumo:
Here, we study the stable integration of real time optimization (RTO) with model predictive control (MPC) in a three layer structure. The intermediate layer is a quadratic programming whose objective is to compute reachable targets to the MPC layer that lie at the minimum distance to the optimum set points that are produced by the RTO layer. The lower layer is an infinite horizon MPC with guaranteed stability with additional constraints that force the feasibility and convergence of the target calculation layer. It is also considered the case in which there is polytopic uncertainty in the steady state model considered in the target calculation. The dynamic part of the MPC model is also considered unknown but it is assumed to be represented by one of the models of a discrete set of models. The efficiency of the methods presented here is illustrated with the simulation of a low order system. (C) 2010 Elsevier Ltd. All rights reserved.
Resumo:
Steady-state and time-resolved fluorescence measurements are reported for several crude oils and their saturates, aromatics, resins, and asphaltenes (SARA) fractions (saturates, aromatics and resins), isolated from maltene after pentane precipitation of the asphaltenes. There is a clear relationship between the American Petroleum Institute (API) grade of the crude oils and their fluorescence emission intensity and maxima. Dilution of the crude oil samples with cyclohexane results in a significant increase of emission intensity and a blue shift, which is a clear indication of the presence of energy-transfer processes between the emissive chromophores present in the crude oil. Both the fluorescence spectra and the mean fluorescence lifetimes of the three SARA fractions and their mixtures indicate that the aromatics and resins are the major contributors to the emission of crude oils. Total synchronous fluorescence scan (TSFS) spectral maps are preferable to steady-state fluorescence spectra for discriminating between the fractions, making TSFS maps a particularly interesting choice for the development of fluorescence-based methods for the characterization and classification of crude oils. More detailed studies, using a much wider range of excitation and emission wavelengths, are necessary to determine the utility of time-resolved fluorescence (TRF) data for this purpose. Preliminary models constructed using TSFS spectra from 21 crude oil samples show a very good correlation (R(2) > 0.88) between the calculated and measured values of API and the SARA fraction concentrations. The use of models based on a fast fluorescence measurement may thus be an alternative to tedious and time-consuming chemical analysis in refineries.