966 resultados para 2-STATE MARKOV-PROCESSES


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Erbium-activated silica-based planar waveguides were prepared by three different technological routes: RF-sputtering, sol-gel and ion exchange. Various parameters of preparation were varied in order to optimize the waveguides for operation in the NIR region. Particular attention was devoted to the minimization of the losses and the increase of the luminescence efficiency of the metastable I-4(13/2) state of the Er3+ ion. Waveguide properties were determined by m-line spectroscopy and loss measurements. Waveguide Raman and luminescence spectroscopy were used to obtain information about the structure of the prepared films and about the dynamical processes related to the luminescence of the Er3+ ions.

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Recent theoretical studies have shown that the X̄ chart with variable sampling intervals (VSI) and the X̄ chart with variable sample size (VSS) are quicker than the traditional X̄ chart in detecting shifts in the process. This article considers the X̄ chart with variable sample size and sampling intervals (VSSI). It is assumed that the amount of time the process remains in control has exponential distribution. The properties of the VSSI X̄ chart are obtained using Markov chains. The VSSI X̄ chart is even quicker than the VSI or VSS X̄ charts in detecting moderate shifts in the process.

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Discriminative training of Gaussian Mixture Models (GMMs) for speech or speaker recognition purposes is usually based on the gradient descent method, in which the iteration step-size, ε, uses to be defined experimentally. In this letter, we derive an equation to adaptively determine ε, by showing that the second-order Newton-Raphson iterative method to find roots of equations is equivalent to the gradient descent algorithm. © 2010 IEEE.

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In this paper, a novel methodology to price the reactive power support ancillary service of Distributed Generators (DGs) with primary energy source uncertainty is shown. The proposed methodology provides the service pricing based on the Loss of Opportunity Costs (LOC) calculation. An algorithm is proposed to reduce the uncertainty present in these generators using Multiobjective Power Flows (MOPFs) implemented in multiple probabilistic scenarios through Monte Carlo Simulations (MCS), and modeling the time series associated with the generation of active power from DGs through Markov Chains (MC). © 2011 IEEE.

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Includes bibliography

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Distributed Generation, microgrid technologies, two-way communication systems, and demand response programs are issues that are being studied in recent years within the concept of smart grids. At some level of enough penetration, the Distributed Generators (DGs) can provide benefits for sub-transmission and transmission systems through the so-called ancillary services. This work is focused on the ancillary service of reactive power support provided by DGs, specifically Wind Turbine Generators (WTGs), with high level of impact on transmission systems. The main objective of this work is to propose an optimization methodology to price this service by determining the costs in which a DG incurs when it loses sales opportunity of active power, i.e, by determining the Loss of Opportunity Costs (LOC). LOC occur when more reactive power is required than available, and the active power generation has to be reduced in order to increase the reactive power capacity. In the optimization process, three objectives are considered: active power generation costs of DGs, voltage stability margin of the system, and losses in the lines of the network. Uncertainties of WTGs are reduced solving multi-objective optimal power flows in multiple probabilistic scenarios constructed by Monte Carlo simulations, and modeling the time series associated with the active power generation of each WTG via Fuzzy Logic and Markov Chains. The proposed methodology was tested using the IEEE 14 bus test system with two WTGs installed. © 2011 IEEE.

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Traditionally, ancillary services are supplied by large conventional generators. However, with the huge penetration of distributed generators (DGs) as a result of the growing interest in satisfying energy requirements, and considering the benefits that they can bring along to the electrical system and to the environment, it appears reasonable to assume that ancillary services could also be provided by DGs in an economical and efficient way. In this paper, a settlement procedure for a reactive power market for DGs in distribution systems is proposed. Attention is directed to wind turbines connected to the network through synchronous generators with permanent magnets and doubly-fed induction generators. The generation uncertainty of this kind of DG is reduced by running a multi-objective optimization algorithm in multiple probabilistic scenarios through the Monte Carlo method and by representing the active power generated by the DGs through Markov models. The objectives to be minimized are the payments of the distribution system operator to the DGs for reactive power, the curtailment of transactions committed in an active power market previously settled, the losses in the lines of the network, and a voltage profile index. The proposed methodology was tested using a modified IEEE 37-bus distribution test system. © 1969-2012 IEEE.

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Esta tese apresenta uma metodologia para avaliação de desempenho de redes de acesso banda larga. A avaliação de desempenho de redes é uma forma de identificar e analisar como determinadas características tais como diferentes tipos de tráfego ou formas de utilização, por exemplo, podem influenciar no comportamento da rede em foco, podendo assim prever como tal rede se comportará frente a situações futuras. A metodologia apresentada é composta de duas abordagens: uma abordagem baseada em medições e outra baseada em modelagem via processos Markovianos. As redes analisadas englobam os dois tipos básicos de arquitetura de acesso: redes ADSL2+ (linha digital do assinante assimétrica 2+ – Asymmetric Digital Subscriber Line 2+), as quais são redes cabeadas que utilizam cabos metálicos de pares trançados; redes FBWN (rede sem fio banda larga fixa – Fixed Broadband Wireless Network), as quais são redes sem fio (wireless) baseadas no padrão IEEE 802.16. A abordagem de medições é focada na forma como a rede analisada se comporta frente a três situações: transmissão de um tráfego genérico; impacto de ruídos não-estacionários no sistema; e uso da rede como meio de transmissão de tráfego multimídia em tempo real. A abordagem de modelagem, por sua vez, ´e baseada em prever o comportamento das redes analisadas utilizando uma formulação matemática fundamentada em processos Markovianos. Os resultados apresentados indicam a viabilidade de aplicação desta metodologia como forma de avaliação de desempenho. Os resultados ainda tornam possível a extensão desta metodologia a outros tipos de redes de acesso banda larga, tais como: redes de fibras ópticas, redes de enlaces de microondas, redes VDSL/VDSL2 (linha digital do assinante de alta taxa de dados – Very-high-data-rate DSL), etc.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico(CNPq)

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IR-visible upconversion fluorescence spectroscopy and thermal effects in pr(3+)/Yb3+-codoped Ga2O3:La2S3 chalcogenide glasses excited at 1.064 mum is reported. Intense visible upconversion emission in the wavelength region of 480-680 nm peaked around 500, 550, 620 and 660 nm is observed. Upconversion excitation of the Pr3+ excited-state visible emitting levels is achieved by st combination of phonon-assisted absorption, energy-transfer and phonon-assisted excited-state absorption processes. A threefold upconversion emission enhancement induced by thermal effects when the codoped sample was heated in the temperature range of 20-200 degreesC is demonstrated. The thermal-induced enhancement is attributed to a multiphonon-assisted anti-Stokes process which takes place in the excitation of the ytterbium and excited-state absorption of the praseodymium. The thermal effect is modelled by conventional rate equations considering temperature-dependent effective absorption cross-sections for the F-2(7/2)-F-2(5/2) ytterbium transition and (1)G(4)-P-3(0) praseadymium excited-state absorption, and it is shown to agree very well with experimental results. Frequency upconversion in singly Pr3+-doped samples pumped at 836 nm and 1.064 mum in a two-beam configuration is also examined.

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In dieser Arbeit geht es um die Schätzung von Parametern in zeitdiskreten ergodischen Markov-Prozessen im allgemeinen und im CIR-Modell im besonderen. Beim CIR-Modell handelt es sich um eine stochastische Differentialgleichung, die von Cox, Ingersoll und Ross (1985) zur Beschreibung der Dynamik von Zinsraten vorgeschlagen wurde. Problemstellung ist die Schätzung der Parameter des Drift- und des Diffusionskoeffizienten aufgrund von äquidistanten diskreten Beobachtungen des CIR-Prozesses. Nach einer kurzen Einführung in das CIR-Modell verwenden wir die insbesondere von Bibby und Sørensen untersuchte Methode der Martingal-Schätzfunktionen und -Schätzgleichungen, um das Problem der Parameterschätzung in ergodischen Markov-Prozessen zunächst ganz allgemein zu untersuchen. Im Anschluss an Untersuchungen von Sørensen (1999) werden hinreichende Bedingungen (im Sinne von Regularitätsvoraussetzungen an die Schätzfunktion) für die Existenz, starke Konsistenz und asymptotische Normalität von Lösungen einer Martingal-Schätzgleichung angegeben. Angewandt auf den Spezialfall der Likelihood-Schätzung stellen diese Bedingungen zugleich lokal-asymptotische Normalität des Modells sicher. Ferner wird ein einfaches Kriterium für Godambe-Heyde-Optimalität von Schätzfunktionen angegeben und skizziert, wie dies in wichtigen Spezialfällen zur expliziten Konstruktion optimaler Schätzfunktionen verwendet werden kann. Die allgemeinen Resultate werden anschließend auf das diskretisierte CIR-Modell angewendet. Wir analysieren einige von Overbeck und Rydén (1997) vorgeschlagene Schätzer für den Drift- und den Diffusionskoeffizienten, welche als Lösungen quadratischer Martingal-Schätzfunktionen definiert sind, und berechnen das optimale Element in dieser Klasse. Abschließend verallgemeinern wir Ergebnisse von Overbeck und Rydén (1997), indem wir die Existenz einer stark konsistenten und asymptotisch normalen Lösung der Likelihood-Gleichung zeigen und lokal-asymptotische Normalität für das CIR-Modell ohne Einschränkungen an den Parameterraum beweisen.

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This thesis addresses the issue of generating texts in the style of an existing author, that also satisfy structural constraints imposed by the genre of the text. Although Markov processes are known to be suitable for representing style, they are difficult to control in order to satisfy non-local properties, such as structural constraints, that require long distance modeling. The framework of Constrained Markov Processes allows to precisely generate texts that are consistent with a corpus, while being controllable in terms of rhymes and meter. Controlled Markov processes consist in reformulating Markov processes in the context of constraint satisfaction. The thesis describes how to represent stylistic and structural properties in terms of constraints in this framework and how this approach can be used for the generation of lyrics in the style of 60 differents authors An evaluation of the desctibed method is provided by comparing it to both pure Markov and pure constraint-based approaches. Finally the thesis describes the implementation of an augmented text editor, called Perec. Perec is intended to improve creativity, by helping the user to write lyrics and poetry, exploiting the techniques presented so far.

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Auf Paulfallen basierende Experimente spielen eine wichtige Rolle in verschiedenen Bereichen der Physik, z.B. der Atomphysik zum Test theoretischer Modelle und der Massenspektroskopie. Die vorliegende Arbeit widmet sich beiden Themengebieten und gliedert sich entsprechend in zwei Teilbereiche: 1) Erdalkali-Ionen sind aufgrund ihrer Energieniveaus optimale Kandidaten für Laserspektroskopie-Experimente mit Ionenfallen und bestens geeignet, um mittels der spektroskopischen Daten die theoretischen Modelle zu testen. Lediglich für Ra+ fehlen bislang als einzigem Erdalkali-Ion diese Daten wie z.B. die Lebensdauern der metastabilen Niveaus. Diese wären auch von Interesse für bereits geplante Radium-Experimente zur Paritätsverletzung. Im ersten Teil dieser Arbeit wird der Aufbau eines Laser-Paulfallenexperiments zur Messung der Lebensdauer des 6D3/2 Zustands von 226Ra+ dokumentiert und es werden Testmessungen mit 138Ba+ vorgestellt. 2) Für die Verwendung der Paulfalle in der Massenspektroskopie und zur Analyse von Reaktionsprodukten ist die Kenntnis der Lage der im Speicherbereich auftretenden nichtlinearen Resonanzen wesentlich, ebenso wie deren Veränderung durch Dämpfung und Raumladung. Im zweiten Teil dieser Arbeit werden detaillierte Untersuchungen der Speicherung großer puffergasgekühlter Ionenwolken an zwei unterschiedlichen Paulfallen-Experimenten vorgestellt. Am ersten wurden 138Ba+-Ionenwolken kontinuierlich durch Laserspektroskopie bzw. über einen elektronischen Nachweis beobachtet, während das zweite N2+-Molekülionen automatisiert destruktiv nachwies. Am N2+-Experiment wurden zwei hochaufgelöste Messungen des ersten Speicherbereichs durchgeführt, die erstmals eine direkte Überprüfung der theoretisch berechneten Verläufe der Resonanzen mit experimentellen Daten erlauben. Die Nachweiseichung ermöglichte dabei zum ersten Mal die Angabe absoluter Ionenzahlen. Im Gegensatz zu vergleichbaren früheren Messungen wurden hierbei die sich überlagernden Speicherbereiche von 4 simultan gespeicherten Ionensorten beobachtet und zur Analyse der Resonanzen herangezogen. Die nichtlinearen Resonanzen wurden untersucht bei Variation von Puffergasdruck und Ionenzahl, wobei kollektive Resonanzen ohne zusätzliche externe Anregung beobachtet wurden. Die gemessenen Raumladungsverschiebungen wurden mit theoretischen Modellen verglichen. Bei Variation des Puffergasdrucks wurde mit Bariumionen die räumliche Ausdehnung der Ionenwolke gemessen und mit Stickstoffionen die Verschiebung des Punktes optimaler Speicherung bestimmt. Dabei wurde festgestellt, daß der zum Ioneneinfang optimale Puffergasdruck kleiner ist als der, bei dem die längsten Speicherdauern erzielt werden. Mit gespeicherten N2+-Ionen wurde die Position extern angeregter kollektiver und individueller Resonanzen im Frequenzspektrum bei Änderung der Parameter Ionenzahl, Puffergasdruck und Dauer der Anregung untersucht, ebenso wie die Resonanzform, die mit theoretischen Linienformen verglichen wurde. Bei Änderung der Fallenparameter wurden verstärkende Effekte zwischen nahen kollektiven Resonanzen festgestellt. Die Beobachtung, welche der im Frequenzspektrum vorher identifizierten Bewegungs-Resonanzen sich bei Variation der Fallenparameter a bzw. q überlagern, ermöglicht eine bislang nicht beschriebene einfache Methode der Bestimmung von nichtlinearen Resonanzen im Stabilitätsdiagramm.

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Scopo della modellizzazione delle stringhe di DNA è la formulazione di modelli matematici che generano sequenze di basi azotate compatibili con il genoma esistente. In questa tesi si prendono in esame quei modelli matematici che conservano un'importante proprietà, scoperta nel 1952 dal biochimico Erwin Chargaff, chiamata oggi "seconda regola di Chargaff". I modelli matematici che tengono conto delle simmetrie di Chargaff si dividono principalmente in due filoni: uno la ritiene un risultato dell'evoluzione sul genoma, mentre l'altro la ipotizza peculiare di un genoma primitivo e non intaccata dalle modifiche apportate dall'evoluzione. Questa tesi si propone di analizzare un modello del secondo tipo. In particolare ci siamo ispirati al modello definito da da Sobottka e Hart. Dopo un'analisi critica e lo studio del lavoro degli autori, abbiamo esteso il modello ad un più ampio insieme di casi. Abbiamo utilizzato processi stocastici come Bernoulli-scheme e catene di Markov per costruire una possibile generalizzazione della struttura proposta nell'articolo, analizzando le condizioni che implicano la validità della regola di Chargaff. I modelli esaminati sono costituiti da semplici processi stazionari o concatenazioni di processi stazionari. Nel primo capitolo vengono introdotte alcune nozioni di biologia. Nel secondo si fa una descrizione critica e prospettica del modello proposto da Sobottka e Hart, introducendo le definizioni formali per il caso generale presentato nel terzo capitolo, dove si sviluppa l'apparato teorico del modello generale.

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In this thesis we dealt with the problem of describing a transportation network in which the objects in movement were subject to both finite transportation capacity and finite accomodation capacity. The movements across such a system are realistically of a simultaneous nature which poses some challenges when formulating a mathematical description. We tried to derive such a general modellization from one posed on a simplified problem based on asyncronicity in particle transitions. We did so considering one-step processes based on the assumption that the system could be describable through discrete time Markov processes with finite state space. After describing the pre-established dynamics in terms of master equations we determined stationary states for the considered processes. Numerical simulations then led to the conclusion that a general system naturally evolves toward a congestion state when its particle transition simultaneously and we consider one single constraint in the form of network node capacity. Moreover the congested nodes of a system tend to be located in adjacent spots in the network, thus forming local clusters of congested nodes.