Ograniczanie wyników
Czasopisma help
Autorzy help
Lata help
Preferencje help
Widoczny [Schowaj] Abstrakt
Liczba wyników
Powiadomienia systemowe
  • Sesja wygasła!

Znaleziono wyników: 54

Liczba wyników na stronie
first rewind previous Strona / 3 next fast forward last
Wyniki wyszukiwania
Wyszukiwano:
w słowach kluczowych:  Markov chain
help Sortuj według:

help Ogranicz wyniki do:
first rewind previous Strona / 3 next fast forward last
EN
Technological ensuring the reliability of machine parts is realized by failing to reach the limited state of the elements of the technological system: machine – clamping device – metal-cutting tool-part. A method of optimization synthesis of parameters of technological processes of manufacturing machine parts has been developed. Testing the developed methodology, it was found that the metal cutting tool is Meanwhile, research has shown that metal cutting machine has the least influence on the formation of detailed quality-adjustable parameters from all the the weakest element of the technological system in terms of reliability and has the greatest impact on the quality of machined parts. elements of the process media "machine – clamping device – cutting tool". Finally, a concrete example is provided to demonstrate the effectiveness of the proposed method. The proposed technique has been successfully tested for the manufacturing process of the reduction-gear housing.
EN
This scientific work is devoted to the processes of creating technologies, as well as the use of their mathematical representation in the form of models in the context of the formation and development of the intellectual capital of an enterprise. To select a goal, a vision was formed to prove or refute any possibility of using Markov's theory in practice, namely the creation of a stochastic model of the intellectual capital of an enterprise in monetary terms, which manifests itself in investments in intangible assets. As an initial model hypothesis, the statement is accepted that investments in the enterprise's intangible assets are a factor in the transformation of intellectual capital into the company's value. Based on the results of applying the stochastic Markov chain model, the potential profit of the company's intangible assets was estimated, the main elements of which were intellectual capital assets during the study. A matrix of transition probabilities has been formed and modeling of the limiting probabilities of the system states has been implemented. The necessary conditions and boundaries of the scope of the mathematical model are also determined. The mathematical method of modeling the company's intellectual capital proposed in the article allows determining the contribution of each of the structural components to the formation of the value of the enterprises intellectual capital, thereby making it possible to establish a current balance between all its elements, which contributes to a comprehensive study of the company's intellectual assets.
EN
The present study aimed to analyse changes in the land cover of Vilnius city and its surrounding areas and propose a scenario for their future changes using an Artificial Neural Network. The land cover dynamics modelling was based on a multilayer perceptron neural network. Landscape metrics at a class and landscape level were evaluated to determine the amount of changes in the land uses. As the results showed, the Built-up area class increased, while the forest (Semi forest and Dense forest) classes decreased during the period from 1999 to 2019. The predicted scenario showed a considerable increase of about 60 % in the Built-up area until 2039. The vegetation plant areas consist about 47 % of all the area in 2019, but it will be 36 % in 2039, if this trend (urban expansion) continues in the further. The findings further indicated the major urban expansion in the vegetation areas. However, Built-up area would expand over Semi forest land and Dense forest land, with a large part of them changed into built- up areas.
EN
This paper considers a manpower system modelled within the Markov chain context under the condition that recruitment is doneto replace outgoing flows. The paper takes up the embeddability problem in a three-grade manpower system and examines it from the standpoint of generating function (i.e., the z-transform of stochastic matrices). The method constructs a stochastic matrix that is made up of a limiting-state probability matrix and a partial sum of transient matrices. Examples areprovided to illustrate the utility of the method.
EN
We continue our investigation on general large deviation principles (LDPs) for longest runs. Previously, a general LDP for the longest success run in a sequence of independent Bernoulli trails was derived in [Z. Liu and X. Yang, A general large deviation principle for longest runs, Statist. Probab. Lett. 110 (2016), 128-132]. In the present note, we establish a general LDP for the longest success run in a two-state (success or failure) Markov chain which recovers the previous result in the aforementioned paper. The main new ingredient is to implement suitable estimates of the distribution function of the longest success run recently established in [Z. Liu and X. Yang, On the longest runs in Markov chains, Probab. Math. Statist. 38 (2018), no. 2, 407-428].
EN
Upstream damming greatly altered the fow and sediment regime entering downstream reaches in the Middle Yangtze River, and the bed material in a sand–gravel bed reach coarsened continuously, which had a signifcant infuence on the sediment transport and bed evolution. In order to study the riverbed armoring, the sediment exchange process (SEP) among bed material, bed load and suspended load in a sand–gravel bed river is frstly clarifed, and then, the three-state transition probability model (Markov chain) is proposed in this study, with the hiding-exposure efect of non-uniform sediment being considered. Finally, the equilibrium equation of sediment quantity in an active layer is presented to calculate the grain size distribution of bed material. In this model, the infuences of fow and sediment conditions, riverbed erosion and deposition on the SEP are discussed. The results show that the composition of surface bed material at the Zhicheng station became obviously coarse, and the median grain size (d50) of surface bed material increased from 0.230 to 0.424 mm in 2003–2017, with an upward increasing trend. The proposed probabilistic model was validated against feld measurements of bed material, and calculated results show reasonable agreement with the measured data at Zhicheng. Accordingly, the probabilistic model can be used to predict the riverbed armoring and to investigate the non-equilibrium transport of non-uniform sediment in a sand–gravel bed river.
7
Content available Innovative advantages ranking : a new approach
EN
Assessing/ranking the innovative advantages of countries is a problem of current interest. However, the set of tools used for this purpose are very narrow and often prone to criticism. The aim of this study is to somewhat extend the arsenal of methods used to this end. For this purpose, based on a data set from the Global Innovation Index, this study develops a special multi-objective decision-making problem, the aim of which is to identify the “best countries” in the sense of their innovative advantage. Moreover, applying ranking methods (in our case the Markov-chain method and analytic hierarchy process) to this multi-objective decision-making problem, we obtain new alternative ratings/rankings of the innovative advantages of countries.
8
Content available remote On the longest runs in Markov chains
EN
In the first n steps of a two-state (success and failure) Markov chain, the longest success run L(n) has been attracting considerable attention due to its various applications. In this paper, we study L(n) in terms of its two closely connected properties: moment generating function and large deviations. This study generalizes several existing results in the literature, and also finds an application in statistical inference. Our metod on the moment generating function is based on a global estimate of the cumulative distribution function of L(n) proposed in this paper, and the proofs of the large deviations include the Gärtner-Ellis theorem and the moment generating function.
EN
The aim of this article is show the concept of using of the Discrete Markov Chains to predict economic phenomena. This subject is important for two reasons. The first of them are models based on Markov chains use the statistical informations obtained during the investigation processes. Another important reason is the fact that this way of modeling is highly flexible and can be used to simulation of economic phenomenas. In this paper authors describe the idea of modeling and present the example of simply model of patient population of primary health care and show preliminary simulation results.
EN
At present a supply chain poses quite a challenge. The paper presents one the methods supporting decision makers in a supply chain, namely a Markov chain of kth row. This theory constitutes an important part of the law of probability and it is also associated with soft calculation methods e.g. fuzzy sets. It may be applied in numerous fields e.g. physics, genetics, meteorology and technical disciplines. The Markov chain method may be used when assumptions about independence of events and random variables cannot be made. Thanks to this method social-economic phenomena may be predicted. These characteristics made the author attempt to create a model based on the Markov chains of kth row in a supply chain. The focus was on sales planning accounting for safety stocks planning and various characteristic of this supply chain.
EN
Nowadays it is more and more common to treat the Internet as one of the first sources of information. Given key words, different types of web search engines generate a list of websites ranked by priority (theoretically corresponding to the query). The page position on the list depends on many factors. The method presented herein is a version of a PageRank algorithm introduced by Google to designate one of them. The PageRank algorithm ranks a webpage, depending on the number and quality of links leading to it and thus determines its position on the list. In its simplest version, the method can operate using just the basic operations on matrices. This paper presents also the more advanced version based on probabilistic approach.
EN
The paper presents a new approach to modelling of binary random sequences, where versatile models that reflect properties of these sequences are revealed and discussed. In particular, the analysis covers the problems of stationarity and ergodicity of random sequences, the forms of their multi-dimensional distributions of probability and the essence of their isomorphism. The theoretical analyzes have been verified by measuring experiments.
PL
W artykule przedstawiono nowe podejście do modelowania losowych ciągów binarnych. Wszechstronnie przeanalizowano problemy ich stacjonarności i ergodyczności, postaci wielowymiarowych rozkładów prawdopodobieństw i istotę izomorfizmu. Analizy teoretyczne zostały potwierdzone doświadczalnie.
13
Content available remote Leader election : A Markov chain approach
EN
A well-studied randomized election algorithm proceeds as follows: In each round the remaining candidates each toss a coin and leave the competition if they obtain heads. Of interest is the number of rounds required and the number of winners, both related to maxima of geometric random samples, as well as the number of remaining participants as a function of the number of rounds. We introduce two related Markov chains and use ideas and methods from discrete potential theory to analyse the respective asymptotic behaviour as the initial number of participants grows. One of the tools used is the approach via the Rényi-Sukhatme representation of exponential order statistics, which was first used in the leader election context by Bruss and Grübel in [BG03].
PL
W artykule przywołany jest dobrze znany i szczegółowo zbadany następujący algorytm losowego wyboru lidera. W kolejnych krokach każdy kandydat rzuca monetą. Jeśli wyrzuci orła, to kończy eliminację (nie przechodzi do następnej tury). Interesuje nas liczba rund do wyłonienia lidera bądź liczba pozostałych kandydatów w powiązaniu z maksimum ciągu zmiennych losowych o rozkładzie geometrycznym. Również wyznaczamy rozkład liczby pozostałych kandydatów jako funkcji liczby tur. W celu odpowiedzi na postawione pytania konstruowane są dwa powiązane ze sobą łańcuchy Markowa. Wykorzystując metody teorii potencjału badana jest asymptotyka przy rosnącej początkowej liczbie kandydatów. Jednym z wykorzystywanych narzędzi jest reprezentacja Rényi-Sukhatme dla statystyk porządkowych rozkładu wykładniczego, która została po raz pierwszy użyta do zagadnienia wyborów lidera przez Brussa i Grübela w [BG03].
EN
We propose algorithms deciding whether a Markov chain with an n_n transition matrix M is regular. The lowest complexity of such an algorithm can be not greater than O(n 3 ) and we argue that it cannot be essentially diminished.
PL
W pracy proponujemy algorytmy rozstrzygające regularność łańcuchów Markowa o macierzy przejść rozmiaru n x n. Najniższa złożoność takiego algorytmu może być nie większa niż O(n 3 i podana jest argumentacja, że nie można jej istotnie obniżyć.
15
Content available remote Frobenius-Perron operator description of Markov chains
EN
We consider canonical shift space representation of discretetime Markov chain given by transition kernels. Markov shifts and eigenfunctions of skew products above them are characterized by terms of Frobenius-Perron operator. The results are applied to the exactness property of Markov chains. We introduce also the notion of quasi-Markov chain and apply it to Gauss endomorphisms.
EN
Markov chain analysis was applied to studies of cyclic sedimentation in the Coal Complex of the Bełchatów mining field (part of the Bełchatów lignite deposit). The majority of ambiguous results of statistical testing that were caused by weak, statistically undetectable advantage of either cyclicity over environmental barriers or vice versa, could be explained if only the above-mentioned advantages appeared in the neighbourhood. Therefore, in order to enhance the credibility of statistical tests, a new approach is proposed here in that matrices of observed transition numbers from different boreholes should be added to increase statistical reliability if they originated in a homogeneous area. A second new approach, which consists of revealing statistically undetectable cyclicity of lithofacies alternations, is proposed as well. All data were derived from the mining data base in which differentiation between lithology and sedimentary environments was rather weak. For this reason, the methodological proposals are much more important than details of the sedimentation model in the present paper. Nevertheless, they did reveal some interesting phenomena which may prove important in the reconstruction of peat/lignite environmental conditions. First of all, the presence of cyclicity in the sedimentation model, i.e., cyclic alternation of channel and overbank deposits, represents a fluvial environment. It was also confirmed that the lacustrine subenvironment was cut off from a supply of clastic material by various types of mire barriers. Additionally, our analysis revealed new facts: (i) these barriers also existed between lakes in which either carbonate or clay sedimentation predominated; (ii) there was no barrier between rivers and lakes in which clay sedimentation predominated; (iii) barriers were less efficient in alluvial fan areas but were perfectly tight in regions of phytogenic or carbonate sedimentation; (iv) groundwater, rather than surface flow, was the main source of CaCO3 in lakes in which carbonate sedimentation predominated; (v) a lack of cyclic alternation between abandoned channels and pools with clayey sedimentation; (vi) strong evidence for autocyclic alternation of phytogenic subenvironments and lakes in which carbonate sedimentation predominated was found in almost all areas studied.
EN
A safety-critical avionics system has to qualify the performance related requirements and the safety-related requirements simultaneously. This paper presents a comprehensive study on the reliability analysis method for safety-critical avionics system by using dynamic fault tree approach based on Markov chain. The reliability models were constructed applying dynamic fault tree (DFT) modeling method according to deeply analysis of the typical failure modes, causes and influence of the safety-critical avionics system by considering the aspect of repairable feature and redundancy. Taking into account the both failure phenomenon of safetycritical avionics system and many uncertainties exist in the fault status and fault reasons, fuzzy sets theory is introduced into dynamic fault tree method. Specifically, it adopts expert elicitation and fuzzy set theory to evaluate the failure rates of the basic events for safety-critical avionics system. Furthermore, the fuzzy dynamic fault tree analysis method for safety-critical avionics system based on the consecutive parameter Markov chain is proposed. The modularization design was utilized to divide the dynamic fault trees into static and dynamic sub-trees. The static tree was solved by binary decision diagram (BDD) and the dynamic tree was solved by Markov chain method. The results show that the proposed method is more flexible and adaptive than conventional fault tree analysis for fault diagnosis and reliability estimation of safety-critical avionics system.
PL
Krytyczne dla bezpieczeństwa układy elektroniki lotniczej (awioniki) muszą jednocześnie spełniać zarówno wymogi eksploatacyjne jak i wymagania związane z bezpieczeństwem. W niniejszej pracy przedstawiono kompleksowe opracowanie dotyczące metody analizy niezawodności krytycznych dla bezpieczeństwa systemów awioniki wykorzystującej opartą na łańcuchu Markowa metodę dynamicznego drzewa błędów. Modele niezawodności konstruowano z zastosowaniem metody dynamicznego drzewa błędów zgodnie z przeprowadzoną dokładną analizą typowych przyczyn uszkodzeń oraz czynników wpływających na systemy elektroniki lotniczej, z uwzględnieniem aspektu naprawialności i nadmiarowości. Biorąc pod uwagę, że zarówno ze zjawiskiem uszkodzenia krytycznego dla bezpieczeństwa systemu awioniki jak i ze stanem awarii i przyczynami błędów wiąże się wiele niepewności, metodę dynamicznego drzewa błędów poszerzono o teorię zbiorów rozmytych. W szczególności, zaproponowana metoda wykorzystuje ocenę ekspercką oraz teorię zbiorów rozmytych do oceny intensywności uszkodzeń dla podstawowych zdarzeń zachodzących w krytycznych dla bezpieczeństwa systemach elektroniki lotniczej. Ponadto zaproponowano metodę analizy krytycznych dla bezpieczeństwa systemów awioniki wykorzystującą teorię rozmytych dynamicznych drzew błędów opartą na markowowskim łańcuchu następujących po sobie parametrów. Budowę modułową wykorzystano do podziału dynamicznych drzew błędów na poddrzewa statyczne i dynamiczne. Drzewa statyczne rozwiązywano za pomocą binarnego schematu decyzyjnego (BDD) a drzewa dynamiczne – metodą łańcuchów Markowa. Wyniki pokazują, że proponowana metoda diagnozowania błędów i oceny niezawodności krytycznych dla bezpieczeństwa systemów elektroniki lotniczej jest bardziej elastyczna i łatwiejsza do adaptacji niż konwencjonalna analiza drzewa błędów.
18
Content available remote Expected Entropy as a Measure and Criterion of Randomness of Binary Sequences
EN
We present a new approach to modelling binary random sequences. We introduce a new concept of expected entropy which enables to explain us the problem that in practice the sample entropy never achieves its limit values. We show how to use the expected entropy to estimate the randomness of physically generated binary random sequences. Our theoretical analysis have been verified experimentally.
PL
Przedstawiamy nowe podejście do modelowania losowych ciągów binarnych. Wprowadzamy nowe pojęcie entropii oczekiwanej, które pozwala wyjaśnić, dlaczego entropia prób ciągów nigdy nie osiąga wartości granicznej. Pokazujemy, jak wykorzystać entropię oczekiwaną do oszacowania losowości ciągów losowych generowanych sprzętowo. Nasze analizy teoretyczne zostały potwierdzone doświadczalnie.
PL
Rozważania w niniejszym opracowaniu dotyczą problematyki oceny, analizy i zapewnienia odpowiedniej jakości działania systemów transportowych. Zidentyfikowano obiekt badań, którym jest rzeczywisty system transportu miejskiego. Zdefiniowano pojęcie jakości działania systemu, zaprezentowano schemat modelu ocenowego oraz opisano proces losowy, na podstawie którego dokonuje się jego oceny. W wyniku zrealizowanych badań eksploatacyjnych, wyróżniono cztery stany jakościowe działania systemu, odwzorowujących przedziały wartości otrzymanych ocen w danych chwilach czasu. W pracy rozważa się model zmian stanów jakościowych działania systemu oparty o łańcuch Markowa, włożony w pewien proces semi- Markowa. Zbudowano graf oraz macierz prawdopodobieństw przejść między stanami i na podstawie danych eksploatacyjnych, wyznaczono rozkłady graniczne dla tego procesu. Wyznaczono układ równań dla włożonego łańcucha Markowa, na podstawie którego zbudowany zostanie matematyczny model oceny i sterowania jakością działania wybranych typów systemów transportowych.
EN
The study deals with the problems connected with evaluation and analysis of transportation systems operation in order to provide them with appropriate operation quality. The research object has been identified as a real municipal transportation system. The notion of the system operation quality has been defined, a scheme of an assessment model and the random process on the basis of which the assessment is performed have been presented. In result of experimental tests, there have been presented four qualitative states of the system operation, reflecting the intervals of values and notes received in given time moments. A model of a system operation qualitative state changes, based on Markov chain, has been considered in this paper. A system of equations has been determined for a distinguished Markov chain on the basis of which a mathematical model for assessment and control of selected types of transportation systems will be developed.
EN
This paper deals with the problems connected with evaluation of a technical system and its being later used for decision making in order to provide complex technical systems with appropriate operation quality. The research object is a real municipal transportation system. The assessment quality of the systems operation is based on the changes of the systems features values. The features describe the operation of the systems operators, controlled technical objects and the environment influence. The assessment and the support the demand quality of the systems operation from the safety, efficiency, economic and reliability point of view is the basic factor of the executed exploitation process. The notion of a system operation quality has been defined, a scheme of an assessment model has been presented and a random process, providing the basis for evaluation of a technical system, has been developed. On the basis of carried out experimental tests there have been distinguished four states of a system operation quality reflecting intervals of values of grades that were characteristic for given time moments. A model of system operation qualitative state changes, based on Markov chain, has been considered in this paper. A system of equations has been determined for a distinguished Markov chain on the basis of which a mathematical model for assessment and control of selected types of transportation systems will be developed.
first rewind previous Strona / 3 next fast forward last
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.