Wyniki wyszukiwania - Biblioteka Nauki

1

Nonhomogenous Poisson process application to modelling accidents number at Baltic Sea waters and ports

100%

Grabski F.

Journal of Polish Safety and Reliability Association

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2017

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tom Vol. 8, No. 1

39--46

EN

The stochastic processes theory provides concepts and theorems that allow to build probabilistic models concerning incidents or (and) accidents. Counting processes are applied for modelling accidents number in Baltic Sea region in the given time interval. A crucial role in construction of the models plays a Poisson process and its extensions especially a nonhomogeneous Poisson process. The models of accidents number in the sea and seaports are here presented. Moreover some procedures of the model parameters identification are presented in the paper. Estimation of model parameters was made based on data from reports of HELCOM (2014) and Interreg project Baltic LINes (2016-2019).

2

Central limit theorems for random stain

80%

Ebrahim H. H.

Probability and Mathematical Statistics

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2004

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tom Vol. 24, Fasc. 2

321--338

EN

The Central Limit Theorem in R and Rn is proved for two-parameter stochastic process proposed in [6] as a model of a stain of pollution.

3

On some connections between random partitions of the unit segment and the Poisson process

80%

Kaniowski K.

Probability and Mathematical Statistics

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2000

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tom Vol. 20, Fasc. 2

373--381

EN

Let Dt be the diameter of a partition of the interval [0, t] by renewal moments of a standard Poisson process. Then Dt/lnt → 1 for t →∞, in probability. Other theorems on diameters are obtained. Jajte’s theorem on random partitions of the unit segment is used.

4

Extremes of interarrival times of a Poisson process under conditioning

80%

Abay A.

Applicationes Mathematicae

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1995-1996

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tom 23

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nr 1

73-82

5

THE INS AND OUTS OF UNEMPLOYMENT IN POLISH VOIVODESHIPS

80%

Jaworski S.

Metody Ilościowe w Badaniach Ekonomicznych

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2014

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tom 15

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nr 2

349-358

EN

This paper measures and compares the job-finding and separation transition rates of Polish voivodeships from 2005:Q1 to 2014:Q2. It uses readily accessible data of Local Data Bank in Poland: registered unemployment person by duration of unemployment and registered unemployment rate. The method of measurement stems from influential paper by Shimer on "Reassesing the Ins and Outs of Unemployment". The main sources of variability between the rates are investigated in terms of functional principal components.

6

Approximative solutions of optimal stopping and selection problems

80%

Rüschendorf L.

Mathematica Applicanda

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2015

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tom 44

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nr 1

PL

W artykule opracowano przeglad różnych podejść z ostatnich 15 lat do przybliżonego rozwiazywania zadan optymalnego zatrzymania procesów z czasem dyskretnym, w tym takze zadan wyboru najlepszeg obiektu. Metody te pozwalaja takze na rozwiazywanie niektórych problemów wielokrotnego zatrzymania, a takze radza sobie z rozwiazaniem zadan dla ciagów zaleznych.Podstawa tych analiz jest obserwacja, iz ciag unormowanych obserwacji odwzorowanych na płaszczyzne jest zbiezny według rozkładu do pewnego procesu punktowego. Dla róznych klas zadan metoda prowadzi do uzyskania zamknietych analitycznych formuł lub pozwala na uzyskanie rozwiazan numerycznych.

EN

In this paper we review a series of developments over the last 15 years in which a general method for the approximative solution of finite discrete time optimal stopping and choice problems has been developed. This method also allows to deal with multiple stopping and choice problems and to deal with stopping or choice problems for some classes of dependent sequences.The basic assumption of this approach is that the sequence of normalized observations when embedded in the plane converges in distribution to a Poisson or to a cluster process. For various classes of examples the method leads to explicit or numerically accessible solutions.

7

On Making Operational Decisions With Taking Into Account Value Of Operation Applied To Ship Main Propulsion Engine As An Example

80%

Rudnicki J.

Journal of Polish CIMAC

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2009

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tom Vol. 4, no 1

145-153

EN

Objectivity and rationality in making decision, assumed optimal in given conditions, forces to apply an evaluating (quantitative) approach to the problem, hence to search for such their parameters (indices) which, in a given decision situation, can be deemed most adequate. And, to precisely determine the task it is necessary to specify also its duration time, apart from conditions in which it will be realized. When considering propulsion engine, i.e. the main element of ship propulsion system, especially important becomes not only the problem which amount of energy could be at one’s disposal but also within which time interval it could be delivered. Therefore apart from applying the commonly used reliability indices, it seems sensible to consider the operation in such evaluating approach as it could be determined by energy and time simultaneously. The presented method may be deemed a valuable supplement to the ways have been applied so far of description of reliability features of the driving system, considered crucial for ship power plant and ship itself.

8

Cox processes in system degradation modelling

80%

Bautista B. L. , Torres C. I. , Landesa P. L.

Safety and Reliability of Systems and Processes

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2021

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tom Summer Safety and Reliability Seminar 2021

7--16

EN

Many systems are subject to multiple degradation processes, which reduce their capability for fulfilling their functions. Pitting corrosion, which consists of the appearance of different that evolve simultaneously in the system, is a classic example of this multiple degradation. It is assumed that the system fails when the pits are large enough that do not allow the system to perform its function, or, in other words, when the degradation level has exceeded a certain fixed threshold, which indicates whether the system is in a good condition. For a system to work properly, a maintenance is performed on it: periodic inspections, repairs, and replacements of the components. The search of the optimal maintenance strategy is a key challenge since we must bear in mind the different costs associated to each maintenance task and the different stochastic processes influencing the system condition: the arrival processes and the growth processes. In this work, we study a system subject to different degradation processes, in which the arrival of those processes is modelled using Cox processes, which are generalizations of the non-homogeneous Poisson process. Using their properties, the survival function, the expected number of arrivals and the expected intensity are obtained.

9

Poisson processes revisited

80%

Kingman J. F. C.

Probability and Mathematical Statistics

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2006

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tom Vol. 26, Fasc. 1

77--95

EN

The thesis of this paper is that a good basis for defining Poisson processes on a general state space is to assume that the mean measure satisfies a simple bisection property, that every set of finite measure can be divided into two disjoint subsets of equal measure. This assumption is weaker than those usually made, and leads to simple and concrete proofs of the basic results. As an illustration, a very general version of Rényi’s characterisation theorem is proved. The paper also gives a straightforward account of the Poisson-Dirichlet distribution.

10

Constructing stochastic models for investigation of dangerous events and accidents number in Baltic Sea region ports

80%

Grabski F.

Journal of Polish Safety and Reliability Association

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2016

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tom Vol. 7, No. 1

73--78

EN

The stochastic processes theory provides concepts and theorems that allow to build probabilistic models concerning incidents or (and) accidents. Counting processes are applied for modelling number of the dangerous events and accidents number in Baltic Sea region ports in the given time intervals. A crucial role in construction of the models plays a Poisson process and its generalizations. Three models of the incidents or (and) accidents number in the seaports are here constructed. Moreover some procedures of the model parameters identification and the computer procedures for anticipation of the dangerous events number are presented in the paper.

11

Badanie probabilistycznych charakterystyk strumienia ruchu statków na torze wodnym Świnoujście - Szczecin

80%

Gucma L.

Zeszyty Naukowe / Akademia Morska w Szczecinie

|

2004

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tom nr 3 (75)

53-67

PL

W pracy przedstawiono badanie probabilistycznych charakterystyk strumieni ruchu statków. Główny cel pracy związany był z weryfikacją hipotezy o rozkładzie pojawiających się statków w czasie. Przy podobnych zjawiskach do opisu pojawiających się jednostek w czasie wykorzystywany jest najczęściej rozkład Poissona. W pracy do realizacji postawnego celu wykorzystano dane pochodzące z bazy danych statków wchodzących do zespołu portów Szczecin - Świnoujście z lat 1999, 2001 i 2002.

EN

The paper presents an analysis of ship traffic intensities in Szczecin Port and on the Świnoujście - Szczecin waterway. The analyses are focused on mean ship intensities, its seasonal and diurnal changes and changes in ship parameters. There are also analyzed ship traffic parameters at weekends. The research results can be applied as input data in traffic simulation models, for prediction of traffic intensities and for analysis of capacities of the waterway and Szczecin Port.

12

LABOUR MARKET FLEXIBILITY OF POLISH PROVINCES IN TERMS OF JOB-FINDING AND JOB-SEPARATION RATES

70%

Jaworski S.

Metody Ilościowe w Badaniach Ekonomicznych

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2016

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tom 17

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nr 4

59-68

EN

The purpose of this paper is to examine labour market flexibility for a set of Polish provinces. Particularly, labour market inequalities among Polish provinces are analysed indirectly in terms of labour force flows. The text is based on the results conducted with a structural time series model and a stock-flow model of unemployment.

13

Minimizing the time spent in an interval by a Wiener process with uniform jumps

70%

Lefebvre M.

Control and Cybernetics

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2019

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tom Vol. 48, No. 3

407--415

EN

Let Xu(t) be a controlled Wiener process with jumps that are uniformly distributed over the interval [−c, c]. The aim is to minimize the time spent by Xu(t) in the interval [a, b]. The integro- differential equation, satisfied by the value function, is transformed into an ordinary differential equation and is solved explicitly for a particular case. The approximate solution obtained is precise when c is small.

14

A note on impotance sampling simulation for germ-grain model

70%

Palmowski Z.

Probability and Mathematical Statistics

|

2003

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tom Vol. 23, Fasc. 2

293--304

EN

In this paper we demonstrate how to use the importance sampling method to simulate rare events in a germ-grain model. We analyze conditions under which two germ-grain models are mutually absolutely continuous. We also find the likelihood set process. We apply these results in simulating the probability that the radius of the occupied component of the origin in continuous percolation is greater than some R. This method is based on the reduction of the variance of estimator.

15

A MATLAB-based simulation of Poisson process in mass transportation problems

60%

Janiszewski S. , Wójtowicz M.

TTS Technika Transportu Szynowego

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2013

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tom R. 20, nr 10

2863--2868, CD

EN

The paper presents a method of solving mass transportation problems using Matlab. Matlab codes for simulation of the Poisson process sample paths were designed and applied in a probabilistic mass transportation problem FIFO. The simulated sample paths can be augmented with simulated paths of Brownian motion to numerically solve the problems driven by the Levy-type processes.

PL

W artykule przedstawiono metodę rozwiązywania problemów z dziedziny teorii obsługi, opartą na symulacjach z użyciem pakietu Matlab. Przedstawiono procedury numeryczne służące do symulowania ścieżek procesu Poissona. Jedną z zaprezentowanych procedur zastosowano w szacowaniu prawdopodobieństwa oczekiwania w modelu FIFO. Opracowane procedury można zsumować z symulacjami procesu Wienera otrzymując dyskretyzację bardziej wyrafinowanego procesu Levy’ego. Oznacza to możliwość rozwiązywania np. stochastycznych równań różniczkowych, w których komponenta stochastyczna jest właśnie procesem Levy’ego.

16

Ocena struktury styrobetonu metodami statystycznymi

60%

Pokorska-Służalec I.

Zeszyty Naukowe Politechniki Częstochowskiej. Budownictwo

|

2019

|

tom Z. 25 (175)

202-207

PL

Inżynieria materiałowa w sektorze budowlanym dąży do wytwarzania materiałów o coraz lepszych finalnych własnościach użytkowych. Ma to na celu nie tylko szerokie możliwości zastosowań materiałów ze względu na ich właściwości , ale i zapewnienie jakości a co za tym idzie zmniejszenie kosztów na rekonstrukcje i naprawy. Projektowanie betonów należy rozpatrywać biorąc pod uwagę nie tylko w doborze składników i technologii ale także i analizy struktury , która charakteryzuje się losową zmiennością. Praca podejmuje problem modelowania złożonych, losowych mikrostruktur styrobetonu przy użyciu metod statystycznych. Prezentowana metoda oparta jest na procesach Poissona. Pokazano przykłady statystycznych cech styrobetonu. Przedstawiona metoda może być wykorzystana do oceny struktury styrobetonu i późniejszego ilościowego projektowania stochastycznego, a także stochastycznej optymalizacji styrobetonu.

EN

Theoretical approach is described for evaluation of concrete by statistical characteristics. The presented method is based on Poisson processes. Examples of statistical characteristics of concrete are shown. The method presented can be used for evaluation of concrete and the subsequent quantitative stochastic design as well as stochastic optimization of concrete.

17

Random Failure Rate

60%

Grabski F.

Journal of Polish Safety and Reliability Association

|

2012

|

tom Vol. 3, No. 2

209--216

EN

The reliability function defined by a failure rate which is a stochastic process with nonnegative and right continuous trajectories is presented in this paper. The reliability function with an at most countable state space semi-Markov failure rate process is investigated. A theorem concerning of equations for a conditional reliability function with a semi-Markov process as a failure rate is presented in this paper. The solutions of the proper renewal equations allow getting the reliability functions for the finite space semi-Markov random walk, for the Poisson process and for the Furry-Yule process as a failure rate.

18

Modelowanie stochastyczne częstotliwości występowania śmiertelnych wypadków nurkowych

60%

Poleszak S.

Polish Hyperbaric Research

|

2011

|

tom nr 4(37)

175-196

PL

W niniejszym artykule przedstawiono rozkład śmiertelnych wypadków nurkowych. Jako matematyczny model liczby dni odstępu pomiędzy śmiertelnymi wypadkami nurkowymi przyjęto proces Poissona z losowym parametrem o rozkładzie Gamma. Na podstawie danych empirycznych obliczono parametry tego rozkładu oraz dokonano weryfikacji zgodności modelu teoretycznego z rozkładem empirycznym stosując test λ Kołmogorowa. Przeprowadzone obliczenia potwierdziły zgodność przyjętego modelu z rozkładem empirycznym dla wszystkich przyjętych poziomów istotności.

EN

This article presents the distribution of fatal diving accidents. A Poisson process with random parameter with gamma distribution was adopted as a mathematical model of the number of days between fatal diving accidents. On the basis of the empirical data, the parameters of distribution and verification have been calculated and the compliance of the theoretical model and empirical distribution has been verified by the Kolmogorov test λ. The calculations have confirmed the compliance of the accepted model with the empirical distribution for all the accepted levels of significance.

19

Possibility Of Valuation Of Operation Of Marine Diesel Engines

60%

Girtler J.

Journal of Polish CIMAC

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2009

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tom Vol. 4, no 1

29-40

EN

The paper provides a proposal of a quantitative interpretation of operation which (as the operation of Hamilton and Maupertius presented in the classical mechanics and the operation after change of the body momentum) is considered as a physical quantity with the measurement unit called a joule-second [joule×second]. An original method for analyzing and estimating the engine operation has been demonstrated in energetic aspect for operational needs. Herein it has been shown that the operation of this kind of engines considered in the proposed aspect enables obtaining essential information about energetic properties of the engines, that completes the information regarding energy conversion in the form of work and heat. Possibilities of analyzing the diesel engine operation have been demonstrated in deterministic and probabilistic aspects. Basing on deterministic aspect of operation of this kind of engines there have been presented possibilities of determining the operational usability of the engines through determining the possible operation and demanded operation to perform a task.

20

Optimisation of absorber parameters in the case of stochastic vibrations in a bridge with a deck platform for servicing pipelines

60%

Grosel J. , Podwórna M.

Studia Geotechnica et Mechanica

|

2021

|

tom Vol. 43, nr s1

492--500

EN

The paper focuses on the problem of optimising the cooperation between a dynamic vibration absorber (DVA) and a structure. The authors analyse a road beam bridge equipped with a working platform (deck) used to service pipelines installed on the structure. The paper studies the problem of choosing the optimal parameters for damping absorbers that reduce the random vibration of a beam subjected to a random sequence of moving forces with a constant velocity. The stochastic properties of the load are modelled by means of a filtering Poisson process. A single-degree-of-freedom (SDOF) absorber model with a multi-degree-of-freedom (MDOF) primary structure model are is considered.