888 resultados para Discrete Time Branching Processes
Resumo:
A discretized series of events is a binary time series that indicates whether or not events of a point process in the line occur in successive intervals. Such data are common in environmental applications. We describe a class of models for them, based on an unobserved continuous-time discrete-state Markov process, which determines the rate of a doubly stochastic Poisson process, from which the binary time series is constructed by discretization. We discuss likelihood inference for these processes and their second-order properties and extend them to multiple series. An application involves modeling the times of exposures to air pollution at a number of receptors in Western Europe.
Resumo:
In this paper, a knowledge-based approach is proposed for the management of temporal information in process control. A common-sense theory of temporal constraints over processes/events, allowing relative temporal knowledge, is employed here as the temporal basis for the system. This theory supports duration reasoning and consistency checking, and accepts relative temporal knowledge which is in a form normally used by human operators. An architecture for process control is proposed which centres on an historical database consisting of events and processes, together with the qualitative temporal relationships between their occurrences. The dynamics of the system is expressed by means of three types of rule: database updating rules, process control rules, and data deletion rules. An example is provided in the form of a life scheduler, to illustrate the database and the rule sets. The example demonstrates the transitions of the database over time, and identifies the procedure in terms of a state transition model for the application. The dividing instant problem for logical inference is discussed with reference to this process control example, and it is shown how the temporal theory employed can be used to deal with the problem.
Resumo:
The manufacture of materials products involves the control of a range of interacting physical phenomena. The material to be used is synthesised and then manipulated into some component form. The structure and properties of the final component are influenced by both interactions of continuum-scale phenomena and those at an atomistic-scale level. Moreover, during the processing phase there are some properties that cannot be measured (typically the liquid-solid phase change). However, it seems there is a potential to derive properties and other features from atomistic-scale simulations that are of key importance at the continuum scale. Some of the issues that need to be resolved in this context focus upon computational techniques and software tools facilitating: (i) the multiphysics modeling at continuum scale; (ii) the interaction and appropriate degrees of coupling between the atomistic through microstructure to continuum scale; and (iii) the exploitation of high-performance parallel computing power delivering simulation results in a practical time period. This paper discusses some of the attempts to address each of the above issues, particularly in the context of materials processing for manufacture.
Resumo:
A birth-death process is subject to mass annihilation at rate β with subsequent mass immigration occurring into state j at rateα j . This structure enables the process to jump from one sector of state space to another one (via state 0) with transition rate independent of population size. First, we highlight the difficulties encountered when using standard techniques to construct both time-dependent and equilibrium probabilities. Then we show how to overcome such analytic difficulties by means of a tool developed in Chen and Renshaw (1990, 1993b); this approach is applicable to many processes whose underlying generator on E\{0} has known probability structure. Here we demonstrate the technique through application to the linear birth-death generator on which is superimposed an annihilation/immigration process.
Resumo:
The key problems in discussing stochastic monotonicity and duality for continuous time Markov chains are to give the criteria for existence and uniqueness and to construct the associated monotone processes in terms of their infinitesimal q -matrices. In their recent paper, Chen and Zhang [6] discussed these problems under the condition that the given q-matrix Q is conservative. The aim of this paper is to generalize their results to a more general case, i.e., the given q-matrix Q is not necessarily conservative. New problems arise 'in removing the conservative assumption. The existence and uniqueness criteria for this general case are given in this paper. Another important problem, the construction of all stochastically monotone Q-processes, is also considered.
Resumo:
The key problems in discussing duality and monotonicity for continuous-time Markov chains are to find conditions for existence and uniqueness and then to construct corresponding processes in terms of infinitesimal characteristics, i.e., q-matrices. Such problems are solved in this paper under the assumption that the given q-matrix is conservative. Some general properties of stochastically monotone Q-process ( Q is not necessarily conservative) are also discussed.
Resumo:
This paper provides an overview of the developing needs for simulation software technologies for the computational modelling of problems that involve combinations of interactions amongst varying physical phenomena over a variety of time and space scales. Computational modelling of such problems requires software tech1nologies that enable the mathematical description of the interacting physical phenomena together with the solution of the resulting suites of equations in a numerically consistent and compatible manner. This functionality requires the structuring of simulation modules for specific physical phenomena so that the coupling can be effectively represented. These multi-physics and multi-scale computations are very compute intensive and the simulation software must operate effectively in parallel if it is to be used in this context. An approach to these classes of multi-disciplinary simulation in parallel is described, with some key examples of application to2 challenging engineering problems.
Resumo:
Time-series analysis and prediction play an important role in state-based systems that involve dealing with varying situations in terms of states of the world evolving with time. Generally speaking, the world in the discourse persists in a given state until something occurs to it into another state. This paper introduces a framework for prediction and analysis based on time-series of states. It takes a time theory that addresses both points and intervals as primitive time elements as the temporal basis. A state of the world under consideration is defined as a set of time-varying propositions with Boolean truth-values that are dependent on time, including properties, facts, actions, events and processes, etc. A time-series of states is then formalized as a list of states that are temporally ordered one after another. The framework supports explicit expression of both absolute and relative temporal knowledge. A formal schema for expressing general time-series of states to be incomplete in various ways, while the concept of complete time-series of states is also formally defined. As applications of the formalism in time-series analysis and prediction, we present two illustrating examples.
Resumo:
A computational model for the interrelated phenomena in the process of vacuum arc remelting is analyzed and adjusted of optimal accuracy and computation time. The decision steps in this case study are offered as an example how the coupling in models of similar processes can be addressed. Results show dominance of the electromagnetic forces over buoyancy and inertia for the investigated process conditions.
Resumo:
The increasing volumes of municipal solid waste produced worldwide are encouraging the development of processes to reduce the environmental impact of this waste stream. Combustion technology can facilitate volume reduction of up to 90%, with the inorganic contaminants being captured in furnace bottom ash, and fly ash/APC residues. The disposal or reuse of these residues is however governed by the potential release of constituent contaminants into the environment. Accelerated carbonation has been shown to have a potential for improving the chemical stability and leaching behaviour of both bottom ash and fly ash/APC residues. However, the efficacy of carbonation depends on whether the method of gas application is direct or indirect. Also important are the mineralogy, chemistry and physical properties of the fresh ash, the carbonation reaction conditions such as temperature, contact time, CO2 partial pressure and relative humidity. This paper reviews the main issues pertaining to the application of accelerated carbonation to municipal waste combustion residues to elucidate the potential benefits on the stabilization of such residues and for reducing CO2 emissions. In particular, the modification of ash properties that occur upon carbonation and the CO2 sequestration potential possible under different conditions are discussed. Although accelerated carbonation is a developing technology, it could be introduced in new incinerator facilities as a "finishing step" for both ash treatment and reduction of CO2 emissions.
Resumo:
Habitat selection processes in highly migratory animals such as sharks and whales are important to understand because they influence patterns of distribution, availability and therefore catch rates. However, spatial strategies remain poorly understood over seasonal scales in most species, including, most notably, the plankton-feeding basking shark Cetorhinus maximus. It was proposed nearly 50 yr ago that this globally distributed species migrates from coastal summer-feeding areas of the northeast Atlantic to hibernate during winter in deep water on the bottom of continental-shelf slopes. This view has perpetuated in the literature even though the 'hibernation theory' has not been tested directly. We have now tracked basking sharks for the first time over seasonal scales (1.7 to 6.5 mo) using 'pop-up' satellite archival transmitters. We show that they do not hibernate during winter but instead undertake extensive horizontal (up to 3400 km) and vertical (> 750 m depth) movements to utilise productive continental-shelf and shelf-edge habitats during summer, autumn and winter. They travel long distances (390 to 460 km) to locate temporally discrete productivity 'hotspots' at shelf-break fronts, but at no time were prolonged movements into open-ocean regions away from shelf waters observed. Basking sharks have a very broad vertical diving range and can dive beyond the known range of planktivorous whales. Our study suggests this species can exploit shelf and slope-associated zooplankton communities in mesopelagic (200 to 1000 m) as well as epipelagic habitat (0 to 200 m).
Resumo:
The Arctic Ocean is one of the fastest changing oceans, plays an important role in global carbon cycling and yet is a particularly challenging ocean to study. Hence, observations tend to be relatively sparse in both space and time. How the Arctic functions, geophysically, but also ecologically, can have significant consequences for the internal cycling of carbon, and subsequently influence carbon export, atmospheric CO2 uptake and food chain productivity. Here we assess the major carbon pools and associated processes, specifically summarizing the current knowledge of each of these processes in terms of data availability and ranges of rates and values for four geophysical Arctic Ocean domains originally described by Carmack & Wassmann (2006): inflow shelves, which are Pacific-influenced and Atlantic-influenced; interior, river-influenced shelves; and central basins. We attempt to bring together knowledge of the carbon cycle with the ecosystem within each of these different geophysical settings, in order to provide specialist information in a holistic context. We assess the current state of models and how they can be improved and/or used to provide assessments of the current and future functioning when observational data are limited or sparse. In doing so, we highlight potential links in the physical oceanographic regime, primary production and the flow of carbon within the ecosystem that will change in the future. Finally, we are able to highlight priority areas for research, taking a holistic pan-Arctic approach.
Resumo:
During the summer of 2012, 20 surface drifters drogued at 50 m depth were deployed on the continental slope to the north of the Bay of Biscay. Initially after release the drifters all crossed the slope, with 14 continuing equatorward, parallel to the slope following an absolute dynamic topography feature and 6 returning to the slope, in an eddy, visible in chlorophyll-a maps. Lagrangian statistics show an anisotropic flow field that becomes less tied to the absolute dynamic topography and increasingly dominated by diffusion and eddy processes. A weaker tie to the absolute dynamic topography allowed for total of 8 of the drifters crossed from the deep water onto the shelf, showing pathways for flow across the slope. A combination of drifter trajectories, absolute dynamic topography and chlorophyll-a concentration maps have been used to show that small anticyclonic eddies, tied to the complex slope topography provide a mechanism for on shelf transport. During the summer, the presence of these eddies can be seen in surface chlorophyll-a maps.
Resumo:
During the summer of 2012, 20 surface drifters drogued at 50 m depth were deployed on the continental slope to the north of the Bay of Biscay. Initially after release the drifters all crossed the slope, with 14 continuing equatorward, parallel to the slope following an absolute dynamic topography feature and 6 returning to the slope, in an eddy, visible in chlorophyll-a maps. Lagrangian statistics show an anisotropic flow field that becomes less tied to the absolute dynamic topography and increasingly dominated by diffusion and eddy processes. A weaker tie to the absolute dynamic topography allowed for total of 8 of the drifters crossed from the deep water onto the shelf, showing pathways for flow across the slope. A combination of drifter trajectories, absolute dynamic topography and chlorophyll-a concentration maps have been used to show that small anticyclonic eddies, tied to the complex slope topography provide a mechanism for on shelf transport. During the summer, the presence of these eddies can be seen in surface chlorophyll-a maps.
Resumo:
Estimating a time interval and temporally coordinating movements in space are fundamental skills, but the relationships between these different forms of timing, and the neural processes that they incur, are not well understood. While different theories have been proposed to account for time perception, time estimation, and the temporal patterns of coordination, there are no general mechanisms which unify these various timing skills. This study considers whether a model of perceptuo-motor timing, the tau(GUIDE), can also describe how certain judgements of elapsed time are made. To evaluate this, an equation for determining interval estimates was derived from the tau(GUIDE) model and tested in a task where participants had to throw a ball and estimate when it would hit the floor. The results showed that in accordance with the model, very accurate judgements could be made without vision (mean timing error -19.24 msec), and the model was a good predictor of skilled participants' estimate timing. It was concluded that since the tau(GUIDE) principle provides temporal information in a generic form, it could be a unitary process that links different forms of timing.