939 resultados para Markov process modeling


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Backround of this master thesis is previously recognized possibility to build housing units by a new modular building method. This master thesis aims to examine how modular building method influences to business process in the case organization: how will the process change and to whom will the change influence. To examine this, there is a need to declare as-is and to-be processes and find out the changes of the process. Modular building method is a radical change when comparing it to existing. The findings are that modular building method will produce utility by repeating. It needs time and repeating to achieve the utilities. Ability to repeat demands working with more several phases than currently. Modular building method influences also to customer and his/her choices and because of that, it has influences to financial equation.

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Tämän diplomityön tavoitteena oli tehostaa sekä kehittää pumppujen ja sekoittimien korjausprosessin tiedonhallintaa, jotta tietoon liittyvät ongelmat, virheet sekä turhan työn tekeminen vähentyisivät. Samalla tavoitteena oli myös tutkia, minkälaista tietoa prosessissa liikkuu, miten se liikkuu, mihin sitä varastoidaan, kenellä on tietoon pääsy ja sitä kautta havaita tuottavuutta alentavia ongelmakohtia sekä luoda suunnitelmat tulevaisuudessa tehtäville korjaaville toimenpiteille. Tutkimuksen viitekehys sekä pohja rakennettiin liiketoimintaprosessien johtamisen mahdollistaman kehityksen sekä tietojohtamisen tarjoamien työkalujen ympärille pitäen mielessä tiedon merkitys yhtenä yrityksen tärkeimmistä resursseista kilpailuedun kannalta. Tutkimuksen empiirisen osan primäärinen aineisto kerättiin osallistumalla kehitettävään prosessiin sekä havainnoimalla sen etenemistä ja siinä tapahtuvia toimintoja. Sekundäärisenä aineistona hyödynnettiin aikaisemmin luotuja prosessikuvauksia. Korjausprosessin tiedonhallinnan nykytila kyettiin tunnistamaan tutkimalla ja analysoimalla kerättyä aineistoa, jonka perusteella saatiin selville tietoon liittyvät ongelmakohdat. Havaittiin, että ongelmia tuottaa pääasiassa väärästä tiedosta syntyneet virheet, tiedon hidas liikkuminen, tiedon kumuloitumattomuus, rajalliset käyttöoikeudet ja toiminnanohjausjärjestelmän kankeus. Havaittujen ongelmakohtien eliminoimiseksi luotiin suunnitelmat korjaaville toimenpiteille. Myös joitain yksinkertaisempia toimenpiteitä kyettiin jo tekemään tutkimuksen aikana. Tutkimuksesta saadut tulokset olivat hyviä, sillä suunnitelmat korjaavista toimenpiteistä tulevat lisäämään korjausprosessin tehokkuutta sekä tuottavuutta vähentämällä turhan työn tekemistä sekä parantamalla sen tiedonhallintaa. Tulevaisuudessa prosessiin sisältyvä tieto liikkuu nopeammin, virheet vähentyvät, oikean tiedon hyödynnettävyys kasvaa ja toiminnanohjausjärjestelmä tukee ja mahdollistaa tehokkaammin prosessiin liittyvää tiedonhallintaa kasvattaen yrityksen kilpailukykyä suhteessa saman toimialan kilpailijoihin.

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The aim of this master’s thesis is to research and analyze how purchase invoice processing can be automated and streamlined in a system renewal project. The impacts of workflow automation on invoice handling are studied by means of time, cost and quality aspects. Purchase invoice processing has a lot of potential for automation because of its labor-intensive and repetitive nature. As a case study combining both qualitative and quantitative methods, the topic is approached from a business process management point of view. The current process was first explored through interviews and workshop meetings to create a holistic understanding of the process at hand. Requirements for process streamlining were then researched focusing on specified vendors and their purchase invoices, which helped to identify the critical factors for successful invoice automation. To optimize the flow from invoice receipt to approval for payment, the invoice receiving process was outsourced and the automation functionalities of the new system utilized in invoice handling. The quality of invoice data and the need of simple structured purchase order (PO) invoices were emphasized in the system testing phase. Hence, consolidated invoices containing references to multiple PO or blanket release numbers should be simplified in order to use automated PO matching. With non-PO invoices, it is important to receive the buyer reference details in an applicable invoice data field so that automation rules could be created to route invoices to a review and approval flow. In the beginning of the project, invoice processing was seen ineffective both time- and cost-wise, and it required a lot of manual labor to carry out all tasks. In accordance with testing results, it was estimated that over half of the invoices could be automated within a year after system implementation. Processing times could be reduced remarkably, which would then result savings up to 40 % in annual processing costs. Due to several advancements in the purchase invoice process, business process quality could also be perceived as improved.

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Tämän pro gradu -tutkielman tavoitteena oli standardoida ja kehittää hankinnan prosesseja systemaattisesti. Prosessien standardoiminen edesauttaa organisaation itseohjautuvuutta ja parantaa organisaation kyvykkyyttä. Tämä tutkielma tuottaa uutta tutkimustietoa tutkimusaukkoon hankinnan prosessien systemaattisesta kehittämisestä. Tutkielman teoriaosassa käsitellään prosessiajattelua, ISO 9001 standardin vaikutusta hankintatoimintaan, tunnistetaan hankinnan prosesseja ja esitetään erilaisia hankinnan prosesseihin soveltuvia LEAN Six Sigma kehitystyökaluja. Tutkielman empiirinen osio on toteutettu toimeksiantona suurelle teollisuusyritykselle. Tämän tutkielman empiirisessä osiossa on yhdistelty kvalitatiiviselle ja kvantitatiiviselle tutkimukselle ominaisia tutkimusmetodologioita. Tutkimusmetodologioiden yhdisteleminen tuottaa lisäarvoa tutkielman toteutukselle ja parantaa työn luotettavuutta. Tässä tutkielmassa käytetyt tutkimusmenetelmät koostuvat kvantitatiiviselle tutkimukselle ominaisesta kyselystä hankinnan prosessien nykytilan selvittämiseksi sekä kvalitatiivisen tutkimuksen tutkimusmenetelmille ominaisesta tapaustutkimuksesta. Kyselyn avulla muodostettiin analyysi hankinnan prosessien nykytilasta, jonka pohjalta toimeksiantajayritykselle ehdotettiin kehitettäviä hankinnan prosesseja. Lopulliseksi kehityskohteeksi valittu prosessi määriteltiin aivoriihessä kerätyn tiedon perusteella kehityspotentiaalin esille tuovasta nelikentästä. Kehitettävä prosessi asemoitui samalla tapaustutkimuksella tutkittavaksi tapaukseksi. Kehitettäväksi prosessiksi valittiin saapuvan tavaran vastaanotto ja visuaalinen tarkastaminen. Prosessia kehitettiin mallintamalla ja LEAN Six Sigma menetelmiä hyödyntäen. Prosessimallinnuksen sekä LEAN Six Sigma menetelmien tueksi kerättiin tietoa aivoriihistä ja teemahaastatteluista. Tutkielman tuloksena toimeksiantajayritys sai kokonaiskuvan hankinnan prosessien nykytilasta, kehitetyn tavoiteprosessin ja työohjeen saapuvan tavaran vastaanotolle ja visuaaliselle tarkastukselle sekä jatkossa hankinnan prosessien standardoimista ja kehittämistä helpottavan hankinnan prosessin systemaattisen kehittämismallin. Hankinnan prosessin systemaattinen kehittämismalli on uutta tutkimustietoa, joka asemoituu hankinnan prosessien kehittämisen tutkimusaukkoon. Hankinnan prosessin systemaattista kehittämismallia ei tämän tutkielman pohjalta voida yleistää, koska tutkielma on toteutettu toimeksiantajayrityksen lähtökohdista. Johtopäätöksenä voidaan todeta, että toimeksiantajayritys, muut organisaatiot sekä tutkimuskenttä tarvitsevat lisää tietoa hankinnan prosessien kehittämisestä. Hankinnan prosessien kehittämistä tulisi tutkia enemmän ja erityisesti tässä tutkielmassa esitettyä kehittämismallia tulisi jatkossa testata niin, että kehittämismallin toimivuus voitaisiin yleistää.

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In the theoretical part of this master’s thesis business process management and process modeling and the benefits and challenges related are discussed. The empirical part consists of two parts. The first one is a case study about process management and modeling and the second one presents the outcomes from a modeling project that was executed for the employer of this thesis. In the project the target mill unit’s business processes were identified, a process map was conducted and process architecture for further use was established. In the outcomes of the study challenges and possibilities of process management and modeling as well as possible reasons for these prejudices are discussed based on the case study and the modeling project. From the research of this thesis a framework for successful process modeling is established. The framework highlights four most important sectors that an organization should evaluate before and during the modeling project.

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In this paper, we develop finite-sample inference procedures for stationary and nonstationary autoregressive (AR) models. The method is based on special properties of Markov processes and a split-sample technique. The results on Markovian processes (intercalary independence and truncation) only require the existence of conditional densities. They are proved for possibly nonstationary and/or non-Gaussian multivariate Markov processes. In the context of a linear regression model with AR(1) errors, we show how these results can be used to simplify the distributional properties of the model by conditioning a subset of the data on the remaining observations. This transformation leads to a new model which has the form of a two-sided autoregression to which standard classical linear regression inference techniques can be applied. We show how to derive tests and confidence sets for the mean and/or autoregressive parameters of the model. We also develop a test on the order of an autoregression. We show that a combination of subsample-based inferences can improve the performance of the procedure. An application to U.S. domestic investment data illustrates the method.

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Die Modellierung und Spezifikation von Manufacturing Execution Systems (MES) als prozessnah operierende Software-Systeme stellt eine Herausforderung interdisziplinärer Kommunikation dar. Bisher existiert kein grafisches Beschreibungsmittel, das diesen Prozess ausdrücklich unterstützt. In diesem Diskussionspapier werden bestehende Beschreibungsmittel aus angrenzenden Bereichen, wie die Business Process Modeling Notation, Petrinetze, die formalisierte Prozessbeschreibung oder die Unified Modelling Language anhand allgemeiner und MES-spezifischer Anforderungen auf ihre Eignung untersucht. Es wurden erhebliche Lücken bei der Erfüllung der Anforderungen durch bestehende Beschreibungsmittel identifiziert.

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We give a non-commutative generalization of classical symbolic coding in the presence of a synchronizing word. This is done by a scattering theoretical approach. Classically, the existence of a synchronizing word turns out to be equivalent to asymptotic completeness of the corresponding Markov process. A criterion for asymptotic completeness in general is provided by the regularity of an associated extended transition operator. Commutative and non-commutative examples are analysed.

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For a Lévy process ξ=(ξt)t≥0 drifting to −∞, we define the so-called exponential functional as follows: Formula Under mild conditions on ξ, we show that the following factorization of exponential functionals: Formula holds, where × stands for the product of independent random variables, H− is the descending ladder height process of ξ and Y is a spectrally positive Lévy process with a negative mean constructed from its ascending ladder height process. As a by-product, we generate an integral or power series representation for the law of Iξ for a large class of Lévy processes with two-sided jumps and also derive some new distributional properties. The proof of our main result relies on a fine Markovian study of a class of generalized Ornstein–Uhlenbeck processes, which is itself of independent interest. We use and refine an alternative approach of studying the stationary measure of a Markov process which avoids some technicalities and difficulties that appear in the classical method of employing the generator of the dual Markov process.

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Consider a continuous-time Markov process with transition rates matrix Q in the state space Lambda boolean OR {0}. In In the associated Fleming-Viot process N particles evolve independently in A with transition rates matrix Q until one of them attempts to jump to state 0. At this moment the particle jumps to one of the positions of the other particles, chosen uniformly at random. When Lambda is finite, we show that the empirical distribution of the particles at a fixed time converges as N -> infinity to the distribution of a single particle at the same time conditioned on not touching {0}. Furthermore, the empirical profile of the unique invariant measure for the Fleming-Viot process with N particles converges as N -> infinity to the unique quasistationary distribution of the one-particle motion. A key element of the approach is to show that the two-particle correlations are of order 1/N.

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Internet protocol TV (IPTV) is predicted to be the key technology winner in the future. Efforts to accelerate the deployment of IPTV centralized model which is combined of VHO, encoders, controller, access network and Home network. Regardless of whether the network is delivering live TV, VOD, or Time-shift TV, all content and network traffic resulting from subscriber requests must traverse the entire network from the super-headend all the way to each subscriber's Set-Top Box (STB).IPTV services require very stringent QoS guarantees When IPTV traffic shares the network resources with other traffic like data and voice, how to ensure their QoS and efficiently utilize the network resources is a key and challenging issue. For QoS measured in the network-centric terms of delay jitter, packet losses and bounds on delay. The main focus of this thesis is on the optimized bandwidth allocation and smooth datatransmission. The proposed traffic model for smooth delivering video service IPTV network with its QoS performance evaluation. According to Maglaris et al [5] First, analyze the coding bit rate of a single video source. Various statistical quantities are derived from bit rate data collected with a conditional replenishment inter frame coding scheme. Two correlated Markov process models (one in discrete time and one incontinuous time) are shown to fit the experimental data and are used to model the input rates of several independent sources into a statistical multiplexer. Preventive control mechanism which is to be include CAC, traffic policing used for traffic control.QoS has been evaluated of common bandwidth scheduler( FIFO) by use fluid models with Markovian queuing method and analysis the result by using simulator andanalytically, Which is measured the performance of the packet loss, overflow and mean waiting time among the network users.

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Internet protocol TV (IPTV) is predicted to be the key technology winner in the future. Efforts to accelerate the deployment of IPTV centralized model which is combined of VHO, encoders, controller, access network and Home network. Regardless of whether the network is delivering live TV, VOD, or Time-shift TV, all content and network traffic resulting from subscriber requests must traverse the entire network from the super-headend all the way to each subscriber's Set-Top Box (STB). IPTV services require very stringent QoS guarantees When IPTV traffic shares the network resources with other traffic like data and voice, how to ensure their QoS and efficiently utilize the network resources is a key and challenging issue. For QoS measured in the network-centric terms of delay jitter, packet losses and bounds on delay. The main focus of this thesis is on the optimized bandwidth allocation and smooth data transmission. The proposed traffic model for smooth delivering video service IPTV network with its QoS performance evaluation. According to Maglaris et al [5] first, analyze the coding bit rate of a single video source. Various statistical quantities are derived from bit rate data collected with a conditional replenishment inter frame coding scheme. Two correlated Markov process models (one in discrete time and one in continuous time) are shown to fit the experimental data and are used to model the input rates of several independent sources into a statistical multiplexer. Preventive control mechanism which is to be including CAC, traffic policing used for traffic control. QoS has been evaluated of common bandwidth scheduler( FIFO) by use fluid models with Markovian queuing method and analysis the result by using simulator and analytically, Which is measured the performance of the packet loss, overflow and mean waiting time among the network users.

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Several empirical studies in the literature have documented the existence of a positive correlation between income inequalitiy and unemployment. I provide a theoretical framework under which this correlation can be better understood. The analysis is based on a dynamic job search under uncertainty. I start by proving the uniqueness of a stationary distribution of wages in the economy. Drawing upon this distribution, I provide a general expression for the Gini coefficient of income inequality. The expression has the advantage of not requiring a particular specification of the distribution of wage offers. Next, I show how the Gini coefficient varies as a function of the parameters of the model, and how it can be expected to be positively correlated with the rate of unemployment. Two examples are offered. The first, of a technical nature, to show that the convergence of the measures implied by the underlying Markov process can fail in some cases. The second, to provide a quantitative assessment of the model and of the mechanism linking unemployment and inequality.

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Este trabalho investiga como os padrões de compras de consumidores de bens estocáveis são afetados por suas expectativas de preços. Usando um modelo dinâmico padrão de maximização da utilidade, deriva-se uma expressão analítica para as compras dos consumidores como uma função das suas expectativas em relação aos preços futuros. Em seguida, uma versão mais tratável do modelo é construída, de forma a ilustrar graficamente como os diferentes tipos de expectativas de preços implicam diferentes padrões de compras dos consumidores. Além disso, na aplicação empírica, investigo qual o modelo de expectativas de preços, entre aqueles comumente utilizados na literatura, é consistente com os dados. Por fim, encontra-se suficiente heterogeneidade em expectativa de preços dos consumidores. Mostra-se que famílias de pequeno porte acreditam que os preços seguem um processo de Markov de primeira ordem, enquanto famílias de alta renda são racionais.

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Esta tese é constituída por três ensaios. O primeiro ensaio analisa a informação pública disponível sobre o risco das carteiras de crédito dos bancos brasileiros, sendo dividido em dois capítulos. O primeiro analisa a limitação da informação pública disponibilizada pelos bancos e pelo Banco Central, quando comparada a informação gerencial disponível internamente pelos bancos. Concluiu-se que existe espaço para o aumento da transparência na divulgação das informações, fato que vem ocorrendo gradativamente no Brasil através de novas normas relacionadas ao Pilar 3 de Basileia II e à divulgação de informações mais detalhas pelo Bacen, como, por exemplo, aquelas do “Top50” . A segunda parte do primeiro ensaio mostra a discrepância entre o índice de inadimplência contábil (NPL) e a probabilidade de inadimplência (PD) e também discute a relação entre provisão e perda esperada. Através da utilização de matrizes de migração e de uma simulação baseada na sobreposição de safras de carteira de crédito de grandes bancos, concluiu-se que o índice de inadimplência subestima a PD e que a provisão constituída pelos bancos é menor que a perda esperada do SFN. O segundo ensaio relaciona a gestão de risco à discriminação de preço. Foi desenvolvido um modelo que consiste em um duopólio de Cournot em um mercado de crédito de varejo, em que os bancos podem realizar discriminação de terceiro grau. Neste modelo, os potenciais tomadores de crédito podem ser de dois tipos, de baixo ou de alto risco, sendo que tomadores de baixo risco possuem demanda mais elástica. Segundo o modelo, se o custo para observar o tipo do cliente for alto, a estratégia dos bancos será não discriminar (pooling equilibrium). Mas, se este custo for suficientemente baixo, será ótimo para os bancos cobrarem taxas diferentes para cada grupo. É argumentado que o Acordo de Basileia II funcionou como um choque exógeno que deslocou o equilíbrio para uma situação com maior discriminação. O terceiro ensaio é divido em dois capítulos. O primeiro discute a aplicação dos conceitos de probabilidade subjetiva e incerteza Knigthiana a modelos de VaR e a importância da avaliação do “risco de modelo”, que compreende os riscos de estimação, especificação e identificação. O ensaio propõe que a metodologia dos “quatro elementos” de risco operacional (dados internos, externos, ambiente de negócios e cenários) seja estendida à mensuração de outros riscos (risco de mercado e risco de crédito). A segunda parte deste último ensaio trata da aplicação do elemento análise de cenários para a mensuração da volatilidade condicional nas datas de divulgação econômica relevante, especificamente nos dias de reuniões do Copom.