A novel replacement policy for a linear deteriorating system using stochastic process with dependent components
Sign Up to like & getrecommendations! Published in 2019 at "Applied Stochastic Models in Business and Industry"
DOI: 10.1002/asmb.2494
Abstract: In this study, a mechanical system with linear deterioration and preventive maintenance is considered. The state of the system over time is represented by a semicontinuous stochastic process with dependent components. The system cycles through… read more here.
Keywords: stochastic process; process dependent; system; replacement policy ... See more keywords
Stochastic process of extreme rainless periods in Serbia
Sign Up to like & getrecommendations! Published in 2020 at "International Journal of Climatology"
DOI: 10.1002/joc.6757
Abstract: This paper analyses extreme rainless periods for the territory of Serbia in southeast Europe. Treated as meteorological droughts from an agriculture perspective, the number of rainless periods longer than 20 days as well as their distributions… read more here.
Keywords: rainless; extreme rainless; stochastic process; distribution ... See more keywords
Stationary Distribution of a Stochastic Process
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Mathematical Sciences"
DOI: 10.1007/s10958-018-3817-x
Abstract: We find a stationary distribution of a stochastic process with delay at the origin. The trajectories of the process have linear growth and random jumps at random times. We use known results for regenerative processes… read more here.
Keywords: stochastic process; distribution stochastic; stationary distribution;
Efficient construction of Bayes optimal designs for stochastic process models
Sign Up to like & getrecommendations! Published in 2019 at "Statistics and Computing"
DOI: 10.1007/s11222-018-9833-3
Abstract: Stochastic process models are now commonly used to analyse complex biological, ecological and industrial systems. Increasingly there is a need to deliver accurate estimates of model parameters and assess model fit by optimizing the timing… read more here.
Keywords: process models; stochastic process; bayes optimal; designs stochastic ... See more keywords
A triangular fuzzy demand stochastic process model for IoT
Sign Up to like & getrecommendations! Published in 2018 at "Cognitive Systems Research"
DOI: 10.1016/j.cogsys.2018.07.031
Abstract: Abstract In terms of randomness and fuzziness of the inventory control and decision-making process that affect the two-echelon supply chain of textile, this paper proposes to construct a triangular fuzzy demand stochastic process model of… read more here.
Keywords: process model; triangular fuzzy; model; stochastic process ... See more keywords
Dynamics of a Duffing oscillator with the stiffness modeled as a stochastic process
Sign Up to like & getrecommendations! Published in 2019 at "International Journal of Non-Linear Mechanics"
DOI: 10.1016/j.ijnonlinmec.2019.07.012
Abstract: Abstract The Duffing equation has been extensively studied in the last decades, especially in systems of vibrating micro-beams subjected to electro-mechanical fluctuating fields. However, mechanical systems are often subjected to uncertainties coming from the excitation… read more here.
Keywords: stochastic processes; methodology; non stationary; stochastic process ... See more keywords
A stochastic process on a network with connections to Laplacian systems of equations
Sign Up to like & getrecommendations! Published in 2022 at "Advances in Applied Probability"
DOI: 10.1017/apr.2021.27
Abstract: Abstract We study an open discrete-time queueing network. We assume data is generated at nodes of the network as a discrete-time Bernoulli process. All nodes in the network maintain a queue and relay data, which… read more here.
Keywords: process network; connections laplacian; stochastic process; network ... See more keywords
Business cycle modeling between financial crises and black swans: Ornstein–Uhlenbeck stochastic process vs Kaldor deterministic chaotic model
Sign Up to like & getrecommendations! Published in 2020 at "Chaos"
DOI: 10.1063/5.0015916
Abstract: Business cycles are oscillations in the economy because of recessions and expansions. In this paper we investigate the oscillation of the gross domestic product as a result of its relations with the other main macroeconomic… read more here.
Keywords: uhlenbeck stochastic; chaotic model; ornstein uhlenbeck; model ... See more keywords
Stochastic Process and Simulation of Traction Load for High Speed Railways
Sign Up to like & getrecommendations! Published in 2019 at "IEEE Access"
DOI: 10.1109/access.2019.2921093
Abstract: The traction load of a high-speed railway (HSR) may cause significant voltage fluctuations in the traction power supply system and the utility grid. To evaluate power quality, modeling traction load is an urgent need as… read more here.
Keywords: stochastic process; traction load; load; load high ... See more keywords
Fraction-of-Time Probability: Advancing Beyond the Need for Stationarity and Ergodicity Assumptions
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Access"
DOI: 10.1109/access.2022.3162620
Abstract: Time series arising from measurements in many fields of physics, engineering, chemistry, biology, and econometrics, are commonly modeled as sample paths from an ensemble which, together with a probability measure, is called a stochastic process.… read more here.
Keywords: time; stochastic process; time series; ergodicity ... See more keywords
Modeling Evacuation Risk Using a Stochastic Process Formulation of Mesoscopic Dynamic Network Loading
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Transactions on Intelligent Transportation Systems"
DOI: 10.1109/tits.2020.3038478
Abstract: One of the actions usually conducted to limit exposure to a hazardous event is the evacuation of the area that is subject to the effects of the event itself. This involves modifications both to demand… read more here.
Keywords: network; stochastic process; modeling evacuation; risk ... See more keywords