910 resultados para Discrete time pricing model


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The research developed in this thesis explores the sensing and inference of human movement in a dynamic way, as opposed to conventional measurement systems, that are only concerned with discrete evaluations of stimuli in sequential time. Typically, conventional approaches are used to infer the dynamic movement of the body; such as vision and motion tracking devices, with either a human diagnosis or complex image processing algorithm to classify the movement. This research is therefore the first of its kind to attempt and provide a movement classifying algorithm through the use of minimal sensing points, with the application for this novel system, to classify human movement during a golf swing. There are two main categories of force sensing. Firstly, array-type systems consisting of many sensing elements, and are the most commonly researched and commercially available. Secondly, reduced force sensing element systems (RFSES) also known as distributive systems have only been recently exploited in the academic world. The fundamental difference between these systems is that array systems handle the data captured from each sensor as unique outputs and suffer the effects of resolution. The effect of resolution, is the error in the load position measurement between sensing elements, as the output is quantized in terms of position. This can be compared to a reduced sensor element system that maximises that data received through the coupling of data from a distribution of sensing points to describe the output in discrete time. Also this can be extended to a coupling of transients in the time domain to describe an activity or dynamic movement. It is the RFSES that is to be examined and exploited in the commercial sector due to its advantages over array-based approaches such as reduced design, computational complexity and cost.

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This paper describes a study of the combustion process in an industrial radiant tube burner (RTB), used in heat treating furnaces, as part of an attempt to improve burner performance. A detailed three-dimensional Computational Fluid Dynamics model has been used, validated with experimental test furnace temperature and flue gas composition measurements. Simulations using the Eddy Dissipation combustion model with peak temperature limitation and the Discrete Transfer radiation model showed good agreement with temperature measurements in the inner and outer walls of the burner, as well as with flue gas composition measured at the exhaust (including NO). Other combustion and radiation models were also tested but gave inferior results in various aspects. The effects of certain RTB design features are analysed, and an analysis of the heat transfer processes within the burner is presented.

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Control design for stochastic uncertain nonlinear systems is traditionally based on minimizing the expected value of a suitably chosen loss function. Moreover, most control methods usually assume the certainty equivalence principle to simplify the problem and make it computationally tractable. We offer an improved probabilistic framework which is not constrained by these previous assumptions, and provides a more natural framework for incorporating and dealing with uncertainty. The focus of this paper is on developing this framework to obtain an optimal control law strategy using a fully probabilistic approach for information extraction from process data, which does not require detailed knowledge of system dynamics. Moreover, the proposed control method framework allows handling the problem of input-dependent noise. A basic paradigm is proposed and the resulting algorithm is discussed. The proposed probabilistic control method is for the general nonlinear class of discrete-time systems. It is demonstrated theoretically on the affine class. A nonlinear simulation example is also provided to validate theoretical development.

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Requirements-aware systems address the need to reason about uncertainty at runtime to support adaptation decisions, by representing quality of services (QoS) requirements for service-based systems (SBS) with precise values in run-time queryable model specification. However, current approaches do not support updating of the specification to reflect changes in the service market, like newly available services or improved QoS of existing ones. Thus, even if the specification models reflect design-time acceptable requirements they may become obsolete and miss opportunities for system improvement by self-adaptation. This articles proposes to distinguish "abstract" and "concrete" specification models: the former consists of linguistic variables (e.g. "fast") agreed upon at design time, and the latter consists of precise numeric values (e.g. "2ms") that are dynamically calculated at run-time, thus incorporating up-to-date QoS information. If and when freshly calculated concrete specifications are not satisfied anymore by the current service configuration, an adaptation is triggered. The approach was validated using four simulated SBS that use services from a previously published, real-world dataset; in all cases, the system was able to detect unsatisfied requirements at run-time and trigger suitable adaptations. Ongoing work focuses on policies to determine recalculation of specifications. This approach will allow engineers to build SBS that can be protected against market-caused obsolescence of their requirements specifications. © 2012 IEEE.

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This work attempts to shed light to the fundamental concepts behind the stability of Multi-Agent Systems. We view the system as a discrete time Markov chain with a potentially unknown transitional probability distribution. The system will be considered to be stable when its state has converged to an equilibrium distribution. Faced with the non-trivial task of establishing the convergence to such a distribution, we propose a hypothesis testing approach according to which we test whether the convergence of a particular system metric has occurred. We describe some artificial multi-agent ecosystems that were developed and we present results based on these systems which confirm that this approach qualitatively agrees with our intuition.

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A probabilistic indirect adaptive controller is proposed for the general nonlinear multivariate class of discrete time system. The proposed probabilistic framework incorporates input–dependent noise prediction parameters in the derivation of the optimal control law. Moreover, because noise can be nonstationary in practice, the proposed adaptive control algorithm provides an elegant method for estimating and tracking the noise. For illustration purposes, the developed method is applied to the affine class of nonlinear multivariate discrete time systems and the desired result is obtained: the optimal control law is determined by solving a cubic equation and the distribution of the tracking error is shown to be Gaussian with zero mean. The efficiency of the proposed scheme is demonstrated numerically through the simulation of an affine nonlinear system.

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A Eulerian-Eulerian CFD model was used to investigate the fast pyrolysis of biomass in a downer reactor equipped with a novel gas-solid separation mechanism. The highly endothermic pyrolysis reaction was assumed to be entirely driven by an inert solid heat carrier (sand). A one-step global pyrolysis reaction, along with the equations describing the biomass drying and heat transfer, was implemented in the hydrodynamic model presented in part I of this study (Fuel Processing Technology, V126, 366-382). The predictions of the gas-solid separation efficiency, temperature distribution, residence time and the pyrolysis product yield are presented and discussed. For the operating conditions considered, the devolatilisation efficiency was found to be above 60% and the yield composition in mass fraction was 56.85% bio-oil, 37.87% bio-char and 5.28% non-condensable gas (NCG). This has been found to agree reasonably well with recent relevant published experimental data. The novel gas-solid separation mechanism allowed achieving greater than 99.9% separation efficiency and < 2 s pyrolysis gas residence time. The model has been found to be robust and fast in terms of computational time, thus has the great potential to aid in future design and optimisation of the biomass fast pyrolysis process.

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This work introduces a Gaussian variational mean-field approximation for inference in dynamical systems which can be modeled by ordinary stochastic differential equations. This new approach allows one to express the variational free energy as a functional of the marginal moments of the approximating Gaussian process. A restriction of the moment equations to piecewise polynomial functions, over time, dramatically reduces the complexity of approximate inference for stochastic differential equation models and makes it comparable to that of discrete time hidden Markov models. The algorithm is demonstrated on state and parameter estimation for nonlinear problems with up to 1000 dimensional state vectors and compares the results empirically with various well-known inference methodologies.

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The paper is a contribution to the theory of branching processes with discrete time and a general phase space in the sense of [2]. We characterize the class of regular, i.e. in a sense sufficiently random, branching processes (Φk) k∈Z by almost sure properties of their realizations without making any assumptions about stationarity or existence of moments. This enables us to classify the clans of (Φk) into the regular part and the completely non-regular part. It turns out that the completely non-regular branching processes are built up from single-line processes, whereas the regular ones are mixtures of left-tail trivial processes with a Poisson family structure.

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Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Kárnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained.

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2000 Mathematics Subject Classification: 60J80.

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2000 Mathematics Subject Classification: 60J80.

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2000 Mathematics Subject Classification: 60J80, 60J10.

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In China in particular, large, planned special events (e.g., the Olympic Games, etc.) are viewed as great opportunities for economic development. Large numbers of visitors from other countries and provinces may be expected to attend such events, bringing in significant tourism dollars. However, as a direct result of such events, the transportation system is likely to face great challenges as travel demand increases beyond its original design capacity. Special events in central business districts (CBD) in particular will further exacerbate traffic congestion on surrounding freeway segments near event locations. To manage the transportation system, it is necessary to plan and prepare for such special events, which requires prediction of traffic conditions during the events. This dissertation presents a set of novel prototype models to forecast traffic volumes along freeway segments during special events. Almost all research to date has focused solely on traffic management techniques under special event conditions. These studies, at most, provided a qualitative analysis and there was a lack of an easy-to-implement method for quantitative analyses. This dissertation presents a systematic approach, based separately on univariate time series model with intervention analysis and multivariate time series model with intervention analysis for forecasting traffic volumes on freeway segments near an event location. A case study was carried out, which involved analyzing and modelling the historical time series data collected from loop-detector traffic monitoring stations on the Second and Third Ring Roads near Beijing Workers Stadium. The proposed time series models, with expected intervention, are found to provide reasonably accurate forecasts of traffic pattern changes efficiently. They may be used to support transportation planning and management for special events.

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Type systems for secure information flow aim to prevent a program from leaking information from H (high) to L (low) variables. Traditionally, bisimulation has been the prevalent technique for proving the soundness of such systems. This work introduces a new proof technique based on stripping and fast simulation, and shows that it can be applied in a number of cases where bisimulation fails. We present a progressive development of this technique over a representative sample of languages including a simple imperative language (core theory), a multiprocessing nondeterministic language, a probabilistic language, and a language with cryptographic primitives. In the core theory we illustrate the key concepts of this technique in a basic setting. A fast low simulation in the context of transition systems is a binary relation where simulating states can match the moves of simulated states while maintaining the equivalence of low variables; stripping is a function that removes high commands from programs. We show that we can prove secure information flow by arguing that the stripping relation is a fast low simulation. We then extend the core theory to an abstract distributed language under a nondeterministic scheduler. Next, we extend to a probabilistic language with a random assignment command; we generalize fast simulation to the setting of discrete time Markov Chains, and prove approximate probabilistic noninterference. Finally, we introduce cryptographic primitives into the probabilistic language and prove computational noninterference, provided that the underling encryption scheme is secure.