简介:MarkovianarrivalprocesseswereintroducedbyNeutsin1979(Neuts1979)andhavebeenusedextensivelyinthestochasticmodelingofqueueing,inventory,reliability,risk,andtelecommunicationssystems.Inthispaper,weintroduceaconstructiveapproachtodefinecontinuoustimeMarkovianarrivalprocesses.TheconstructionisbasedonPoissonprocesses,andissimpleandintuitive.SuchaconstructionmakesiteasytointerprettheparametersofMarkovianarrivalprocesses.Theconstructionalsomakesitpossibletoestablishrigorouslybasicequations,suchasKolmogorovdifferentialequations,forMarkovianarrivalprocesses,usingonlyelementarypropertiesofexponentialdistributionsandPoissonprocesses.Inaddition,theapproachcanbeusedtoconstructcontinuoustimeMarkovchainswithafinitenumberofstates
简介:Itisnotunusualforthelevelofamonthlyeconomictimeseries,suchasindustrialproduction,retailandwholesalesales,monetaryaggregates,telephonecallsorroadaccidents,tobeinfluencedbycalendareffects.Sucheffectsarisewhenchangesoccurinthelevelofactivityresultingfromdifferencesinthecompositionofcalendarbetweenyears.Thetwomainsourcesofcalendareffectsaretradingdayvariationsandmovingfestivals.Ignoringsuchcalendareffectswillleadtosubstantialdistortionsintheidentificationstageoftimeseriesmodeling.Therefore,itismandatorytointroducecalendareffects,whentheyarepresentinatimeseries,asthecomponentofthemodelwhichonewantstoestimate.
简介:Thispaperanalyzesthedynamicsofnonlinearmultivariatetimeseriesmodelsthatisrepresentedbygeneralizedimpulseresponsefunctionsandasymmetricfunctions.Weillustratethemeasuresofshockpersistencesandasymmetriceffectsofshocksderivedfromthegeneralizedimpulseresponsefunctionsandasymmetricfunctioninbivariatesmoothtransitionregressionmodels.TheempiricalworkinvestigatesabivariatesmoothtransitionmodelofUSGDPandtheunemploymentrate.
简介:Themajordrawbacksoftraditionalapproachestoproductcostingincludelackofmanufacturingknowledge,relianceonthedetaileddesigndescription,poorcostfunctionapproximationandinabilitytoupdateestimationalgorithmsbyusingactualcostdata.AdoptingtheActivity-BasedCosting(ABC)conceptandbasedonestimatedprocessingtime,thispaperproposesapragmaticapproachtoproductcosting.Theapproachinvolvestwostages,namelythepreparatorystageandtheestimationstage.Acasestudyconductedinarefrigeratorcompanyisreported.
简介:AninformationtheorymethodisproposedtotesttheGrangercausalityandcontemporaneousconditionalindependenceinGrangercausalitygraphmodels.Inthegraphs,thevertexsetdenotesthecomponentseriesofthemultivariatetimeseries,andthedirectededgesdenotecausaldependence,whiletheundirectededgesreflecttheinstantaneousdependence.Thepresenceoftheedgesismeasuredbyastatisticsbasedonconditionalmutualinformationandtestedbyapermutationprocedure.Furthermore,fortheexistedrelations,astatisticsbasedonthedifferencebetweengeneralconditionalmutualinformationandlinearconditionalmutualinformationisproposedtotestthenonlinearity.Thesignificanceofthenonlinearteststatisticsisdeterminedbyabootstrapmethodbasedonsurrogatedata.Weinvestigatethefinitesamplebehavioroftheprocedurethroughsimulationtimeserieswithdifferentdependencestructures,includinglinearandnonlinearrelations.
简介:Wediscussatransferlineconsistingofareliablemachine,anunreliablemachineandastoragebuffer.Thistransferlinecanbedescribedbyagroupofpartialdifferentialequationswithintegralboundaryconditions.FirstweshowthattheoperatorcorrespondingtotheseequationsgeneratesapositivecontractionC0-semigroupT(t),andprovethatT(t)isaquasi-compactoperator.Nextweverifythat0isaneigenvalueofthisoperatoranditsadjointoperatorwithgeometricmultiplicityone.Last,byusingtheaboveresultsweobtainthatthetime-dependentsolutionoftheseequationsconvergesstronglytotheirsteady-statesolution.
简介:Theleft-inversesystemwithminimalorderanditsalgorithmsofdiscrete-timenonlinearsystemsarestudiedinalinearalgebraicframework.Thegeneralstructureofleft-inversesystemisdescribedandcomputedinsymbolicalgorithm.Twoalgorithmsaregivenforconstructingleft-inversesystemswithminimalorder.
简介:Usingfinite-timecontrolapproach,thispaperproposesanewdesignmethodfornonlinearrobustexcitationcontrolofawidelyused5th-ordermodelofsynchronousgenerators.Thefinite-timeexcitationcontrollerachievedherecanimprovethesystem'sbehaviorsinsomeaspectssuchasquickconvergenceandrobustnessforuncertainties.Simulationsdemonstratethatthefinite-timeexcitationcontrollerismoreeffectivethansomeotherexcitationcontrollers.
简介:Cascadingfailuresoftenoccurincongestedcomplexnetworks.Cascadingfailurescanbeexpressedasathree-phaseprocess:generation,diffusion,anddissipationofcongestion.Differentfromthebetweennesscentrality,acongestionfunctionisproposedtorepresenttheextentofcongestiononagivennode.Inspiredbytherestartprocessofanode,weintroducetheconceptof'delaytime,'duringwhichtheoverloadednodecannotreceiveorforwardanytraffic,soanintergradationbetweenpermanentremovalandnonremovalisbuiltandtheflexibilityofthepresentedmodelisdemonstrated.Consideringtheconnectivityofanetworkbeforeandaftercascadingfailuresisnotcrackedbecausetheoverloadednodearenotremovedfromnetworkpermanentlyinourmodel,anewevaluationfunctionofnetworkefficiencyisalsoproposedtomeasurethedamagecausedbycascadingfailures.Finally,weinvestigatetheeffectsofnetworkstructureandsize,delaytime,processingability,andtrafficgenerationspeedoncongestionpropagation.Cascadingprocessescomposedofthreephasesandsomefactorsaffectingcascadepropagationareuncoveredaswell.
简介:Theconventionaldatawarehousecanonlyanalyzehistoricaldata.Thispaperproposesaconceptofagent-basedreal-timedatawarehouseinBIsystem,Withthismodelwecanimprovethereal-timeperformanceofdatawarehouse.Ontheotherhand,theBIsystemflexibilityisenhancedinthismodel,whichmakesitmuchmoreefficienttomanagethedistributedenvironment.