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Dissertations / Theses on the topic 'Modelling, Markov chain'

Author: Grafiati

Published: 4 June 2021

Last updated: 1 February 2022

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1

Samci, Karadeniz Rukiye. "Modelling share prices as a random walk on a Markov chain." Thesis, University of Leicester, 2017. http://hdl.handle.net/2381/40129.

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In the financial area, a simple but also realistic means of modelling real data is very important. Several approaches are considered to model and analyse the data presented herein. We start by considering a random walk on an additive functional of a discrete time Markov chain perturbed by Gaussian noise as a model for the data as working with a continuous time model is more convenient for option prices. Therefore, we consider the renowned (and open) embedding problem for Markov chains: not every discrete time Markov chain has an underlying continuous time Markov chain. One of the main goals of

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2

Gallagher, Raymond. "Uncertainty modelling in quantitative risk analysis." Thesis, University of Liverpool, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.367676.

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Pang, Wan-Kai. "Modelling ordinal categorical data : a Gibbs sampler approach." Thesis, University of Southampton, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.323876.

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4

Kawale, Sujay J. "Implication of Terrain Topology Modelling on Ground Vehicle Reliability." Thesis, Virginia Tech, 2010. http://hdl.handle.net/10919/31241.

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The accuracy of computer-based ground vehicle durability and ride quality simulations depends on accurate representation of road surface topology as an excitation to vehicle dynamics simulation software, since most of the excitation input to a vehicle as it traverses terrain is provided by the surface topology. It is not computationally efficient to utilise physically measured terrain topology for these simulations since extremely large data sets would be required to represent terrain of all desired types. Moreover, performing repeated simulations on the same set of measured data would not p

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Bray, Isabelle Cella. "Modelling the prevalence of Down syndrome with applications of Markov chain Monte Carlo methods." Thesis, University of Plymouth, 1998. http://hdl.handle.net/10026.1/2408.

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This thesis was motivated by applications in the epidemiology of Down syndrome and prenatal screening for Down syndrome. Methodological problems arising in these applications include under-ascertainment of cases in livebirth studies, double-sampled data with missing observations and coarsening of data. These issues are considered from a classical perspective using maximum likelihood and from a Bayesian viewpoint employing Markov chain Monte Carlo (MCMC) techniques. Livebirth prevalence studies published in the literature used a variety of data collection methods and many are of uncertain compl

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Loza, Reyes Elisa. "Classification of phylogenetic data via Bayesian mixture modelling." Thesis, University of Bath, 2010. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.519916.

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Conventional probabilistic models for phylogenetic inference assume that an evolutionary tree,andasinglesetofbranchlengthsandstochasticprocessofDNA evolutionare sufficient to characterise the generating process across an entire DNA alignment. Unfortunately such a simplistic, homogeneous formulation may be a poor description of reality when the data arise from heterogeneous processes. A well-known example is when sites evolve at heterogeneous rates. This thesis is a contribution to the modelling and understanding of heterogeneityin phylogenetic data. Weproposea methodfor the classificationof DN

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Garzon, Rozo Betty Johanna. "Modelling operational risk using skew t-copulas and Bayesian inference." Thesis, University of Edinburgh, 2016. http://hdl.handle.net/1842/25751.

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Operational risk losses are heavy tailed and are likely to be asymmetric and extremely dependent among business lines/event types. The analysis of dependence via copula models has been focussed on the bivariate case mainly. In the vast majority of instances symmetric elliptical copulas are employed to model dependence for severities. This thesis proposes a new methodology to assess, in a multivariate way, the asymmetry and extreme dependence between severities, and to calculate the capital for operational risk. This methodology simultaneously uses (i) several parametric distributions and an al

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Bleki, Zolisa. "Efficient Bayesian analysis of spatial occupancy models." Master's thesis, University of Cape Town, 2020. http://hdl.handle.net/11427/32469.

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Species conservation initiatives play an important role in ecological studies. Occupancy models have been a useful tool for ecologists to make inference about species distribution and occurrence. Bayesian methodology is a popular framework used to model the relationship between species and environmental variables. In this dissertation we develop a Gibbs sampling method using a logit link function in order to model posterior parameters of the single-season spatial occupancy model. We incorporate the widely used Intrinsic Conditional Autoregressive (ICAR) prior model to specify the spatial rando

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Henriques, Bruno M. "Hybrid galaxy evolution modelling : Monte Carlo Markov Chain parameter estimation in semi-analytic models of galaxy formation." Thesis, University of Sussex, 2010. http://sro.sussex.ac.uk/id/eprint/2334/.

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We introduce a statistical exploration of the parameter space of the Munich semi-analytic model built upon the Millennium dark matter simulation. This is achieved by applying a Monte Carlo Markov Chain (MCMC) method to constrain the 6 free parameters that define the stellar mass function at redshift zero. The model is tested against three different observational data sets, including the galaxy K-band luminosity function, B −V colours, and the black hole-bulge mass relation, to obtain mean values, confidence limits and likelihood contours for the best fit model. We discuss how the model paramet

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10

Dao, Trong Nghia Electrical Engineering &amp Telecommunications Faculty of Engineering UNSW. "Modelling 802.11 networks for multimedia applications." Publisher:University of New South Wales. Electrical Engineering & Telecommunications, 2008. http://handle.unsw.edu.au/1959.4/41222.

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This thesis is concerned with the development of new mathematical models for the IEEE 802.11??s access mechanisms, with a particular focus on DCF and EDCA. Accurate mathematical models for the DCF and EDCA access mechanisms provide many benefits, such as improved performance analysis, easier network capacity planning, and robust network design. A feature that permeates the work presented in this thesis is the application of our new models to network environments where both saturated and non-saturated traffic sources are present. The scenario in which multiple traffic sources are present is mor

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Wanderley, Matos de Abreu Thiago. "Modeling and performance analysis of IEEE 802.11-based chain networks." Thesis, Lyon 1, 2015. http://www.theses.fr/2015LYO10030/document.

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Le protocole IEEE 802.11, basé sur les principes CMSA/CA, est largement déployé dans les communications sans fil actuelles, principalement en raison de sa simplicité et sa mise en œuvre à faible coût. Une utilisation intéressante de ce protocole peut être trouvée dans les réseaux sans fil multi-sauts, où les communications entre les nœuds peuvent impliquer l'emploi de nœuds relais. Une topologie simple de ces réseaux impliquant une source et une destination est communément connue en tant que chaîne. Dans cette thèse, un modèle hiérarchique, composé de deux niveaux, est présenté dans le but d'a

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12

Zijerveld, Leonardus Jacobus Johannes. "Integrated modelling and Bayesian inference applied to population and disease dynamics in wildlife : M.bovis in badgers in Woodchester Park." Thesis, University of Edinburgh, 2013. http://hdl.handle.net/1842/7733.

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Understanding demographic and disease processes in wildlife populations tends to be hampered by incomplete observations which can include significant errors. Models provide useful insights into the potential impacts of key processes and the value of such models greatly improves through integration with available data in a way that includes all sources of stochasticity and error. To date, the impact on disease of spatial and social structures observed in wildlife populations has not been widely addressed in modelling. I model the joint effects of differential fecundity and spatial heterogeneity

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Al-Saadony, Muhannad. "Bayesian stochastic differential equation modelling with application to finance." Thesis, University of Plymouth, 2013. http://hdl.handle.net/10026.1/1530.

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In this thesis, we consider some popular stochastic differential equation models used in finance, such as the Vasicek Interest Rate model, the Heston model and a new fractional Heston model. We discuss how to perform inference about unknown quantities associated with these models in the Bayesian framework. We describe sequential importance sampling, the particle filter and the auxiliary particle filter. We apply these inference methods to the Vasicek Interest Rate model and the standard stochastic volatility model, both to sample from the posterior distribution of the underlying processes and

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Muhammad, Sayyed Auwn. "Probabilistic Modelling of Domain and Gene Evolution." Doctoral thesis, KTH, Beräkningsvetenskap och beräkningsteknik (CST), 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-191352.

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Phylogenetic inference relies heavily on statistical models that have been extended and refined over the past years into complex hierarchical models to capture the intricacies of evolutionary processes. The wealth of information in the form of fully sequenced genomes has led to the development of methods that are used to reconstruct the gene and species evolutionary histories in greater and more accurate detail. However, genes are composed of evolutionary conserved sequence segments called domains, and domains can also be affected by duplications, losses, and bifurcations implied by gene or sp

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Singh, Karandeep. "Statistical modelling and analysis of traffic : a dynamic approach." Thesis, Loughborough University, 2012. https://dspace.lboro.ac.uk/2134/9421.

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In both developed and emerging-economies, major cities continue to experience increasing traffic congestion. To address this issue, complex Traffic Management Systems (TMS) are employed in recent years to help manage traffic. These systems fuse traffic-surveillance-related information from a variety of sensors deployed across traffic networks. A TMS requires real-time information to make effective control decisions and to deliver trustworthy information to users, such as travel time, congestion level, etc. There are three fundamental inputs required by TMS, namely, traffic volume, vehicular sp

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Lopez, lopera Andres Felipe. "Gaussian Process Modelling under Inequality Constraints." Thesis, Lyon, 2019. https://tel.archives-ouvertes.fr/tel-02863891.

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Le conditionnement de processus gaussiens (PG) par des contraintes d’inégalité permet d’obtenir des modèles plus réalistes. Cette thèse s’intéresse au modèle de type PG proposé par maatouk (2015), obtenu par approximation finie, qui garantit que les contraintes sont satisfaites dans tout l’espace. Plusieurs contributions sont apportées. Premièrement, nous étudions l’emploi de méthodes de monte carlo par chaı̂nes de markov pour des lois multinormales tronquées. Elles fournissent un échantillonnage efficacpour des contraintes d’inégalité linéaires. Deuxièmement, nous explorons l’extension du mod

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Dannenberg, Frits Gerrit Willem. "Modelling and verification for DNA nanotechnology." Thesis, University of Oxford, 2016. https://ora.ox.ac.uk/objects/uuid:a0b5343b-dcee-44ff-964b-bdf5a6f8a819.

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DNA nanotechnology is a rapidly developing field that creates nanoscale devices from DNA, which enables novel interfaces with biological material. Their therapeutic use is envisioned and applications in other areas of basic science have already been found. These devices function at physiological conditions and, owing to their molecular scale, are subject to thermal fluctuations during both preparation and operation of the device. Troubleshooting a failed device is often difficult and we develop models to characterise two separate devices: DNA walkers and DNA origami. Our framework is that of c

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Szymczak, Marcin. "Programming language semantics as a foundation for Bayesian inference." Thesis, University of Edinburgh, 2018. http://hdl.handle.net/1842/28993.

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Bayesian modelling, in which our prior belief about the distribution on model parameters is updated by observed data, is a popular approach to statistical data analysis. However, writing specific inference algorithms for Bayesian models by hand is time-consuming and requires significant machine learning expertise. Probabilistic programming promises to make Bayesian modelling easier and more accessible by letting the user express a generative model as a short computer program (with random variables), leaving inference to the generic algorithm provided by the compiler of the given language. Howe

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Shahtahmassebi, Golnaz. "Bayesian modelling of ultra high-frequency financial data." Thesis, University of Plymouth, 2011. http://hdl.handle.net/10026.1/894.

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The availability of ultra high-frequency (UHF) data on transactions has revolutionised data processing and statistical modelling techniques in finance. The unique characteristics of such data, e.g. discrete structure of price change, unequally spaced time intervals and multiple transactions have introduced new theoretical and computational challenges. In this study, we develop a Bayesian framework for modelling integer-valued variables to capture the fundamental properties of price change. We propose the application of the zero inflated Poisson difference (ZPD) distribution for modelling UHF d

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Sha, Sha. "Performance Modelling and Analysis of Handover and Call Admission Control Algorithm for Next Generation Wireless Networks." Thesis, University of Bradford, 2011. http://hdl.handle.net/10454/5509.

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The next generation wireless system (NGWS) has been conceived as a ubiquitous wireless environment. It integrates existing heterogeneous access networks, as well as future networks, and will offer high speed data, real-time applications (e.g. Voice over IP, videoconference ) and real-time multimedia (e.g. real-time audio and video) support with a certain Quality of Service (QoS) level to mobile users. It is required that the mobile nodes have the capability of selecting services that are offered by each provider and determining the best path through the various networks. Efficient radio resou

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Reynolds, Toby J. "Bayesian modelling of integrated data and its application to seabird populations." Thesis, University of St Andrews, 2010. http://hdl.handle.net/10023/1635.

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Integrated data analyses are becoming increasingly popular in studies of wild animal populations where two or more separate sources of data contain information about common parameters. Here we develop an integrated population model using abundance and demographic data from a study of common guillemots (Uria aalge) on the Isle of May, southeast Scotland. A state-space model for the count data is supplemented by three demographic time series (productivity and two mark-recapture-recovery (MRR)), enabling the estimation of prebreeder emigration rate - a parameter for which there is no direct obser

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Vierheller, Janine. "Modelling excitation coupling in ventricular cardiac myocytes." Doctoral thesis, Humboldt-Universität zu Berlin, 2018. http://dx.doi.org/10.18452/19158.

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Um die Kontraktion einer Herzmuskelzelle durch den Kalziumeinstrom zu ermöglichen, ist die Kopplung von Erregung und Kontraktion (ECC) von zentraler Bedeutung. Durch das elektrische Signal einer Nachbarzelle wird die Depolarisation des Sarkolemmas verursacht, wodurch sich die L-Typ-Kalziumkanäale (LKK) öffnen und der Amplifizierungsprozess eingeleitet wird. Letzterer ist bekannt als Kalzium induzierte Kalzium Freisetzung (CICR). Durch die LKK wird ein Kalziumeinstrom in die Zelle ermöglicht, welcher zur Öffnung der Ryanodinrezeptoren (RyR) des Sarkoplasmatischen Retikulums (SR) führt. D

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Roy, Shubhabrata. "A Complete Framework for Modelling Workload Volatility of VoD System - a Perspective to Probabilistic Management." Phd thesis, Ecole normale supérieure de lyon - ENS LYON, 2014. http://tel.archives-ouvertes.fr/tel-01061418.

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There are some new challenges in system administration and design to optimize the resource management for a cloud based application. Some applications demand stringent performance requirements (e.g. delay and jitter bounds), while some applications exhibit bursty (volatile) workloads. This thesis proposes an epidemic model inspired (and continuous time Markov Chain based) framework, which can reproduce workload volatility namely the "buzz effects" (when there is a sudden increase of a content popularity) of a Video on Demand (VoD) system. Two estimation procedures (heuristic and a Markov Chain

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Filatenkova, Milana S. "Quantitative tool for in vivo analysis of DNA-binding proteins using High Resolution Sequencing Data." Thesis, University of Edinburgh, 2016. http://hdl.handle.net/1842/20414.

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DNA-binding proteins (DBPs) such as repair proteins, DNA polymerases, re- combinases, transcription factors, etc. manifest diverse stochastic behaviours dependent on physiological conditions inside the cell. Now that multiple independent in vitro studies have extensively characterised different aspects of the biochemistry of DBPs, computational and mathematical tools that would be able to integrate this information into a coherent framework are in huge demand, especially when attempting a transition to in vivo characterisation of these systems. ChIP-Seq is the method commonly used to study DBP

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Galetti, Erica. "Seismic interferometry and non-linear tomography." Thesis, University of Edinburgh, 2015. http://hdl.handle.net/1842/10506.

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Seismic records contain information that allows geoscientists to make inferences about the structure and properties of the Earth’s interior. Traditionally, seismic imaging and tomography methods require wavefields to be generated and recorded by identifiable sources and receivers, and use these directly-recorded signals to create models of the Earth’s subsurface. However, in recent years the method of seismic interferometry has revolutionised earthquake seismology by allowing unrecorded signals between pairs of receivers, pairs of sources, and source-receiver pairs to be constructed as Green’s

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Trabelsi, Brahim. "Simulation numérique de l’écoulement et mélange granulaires par des éléments discrets ellipsoïdaux." Phd thesis, Toulouse, INPT, 2013. http://oatao.univ-toulouse.fr/9300/1/trabelsi.pdf.

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Les matériaux granulaires sont omniprésents, ils se trouvent aussi bien dans la nature que dans quelques applications industrielles. Parmi les applications industrielles utilisant les matériaux granulaires, on cite le mélange des poudres dans les industries agro-alimentaires, chimiques, métallurgiques et pharmaceutiques. La caractérisation et l'étude du comportement de ces matériaux sont nécessaires pour la compréhension de plusieurs phénomènes naturels comme le mouvement des dunes et les avalanches de neige, et de processus industriels tel que l'écoulement et le mélange des grains dans un mél

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Widén, Joakim. "System Studies and Simulations of Distributed Photovoltaics in Sweden." Doctoral thesis, Uppsala universitet, Fasta tillståndets fysik, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-132907.

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Grid-connected photovoltaic (PV) capacity is increasing worldwide, mainly due to extensive subsidy schemes for renewable electricity generation. A majority of newly installed systems are distributed small-scale systems located in distribution grids, often at residential customers. Recent developments suggest that such distributed PV generation (PV-DG) could gain more interest in Sweden in the near future. With prospects of decreasing system prices, an extensive integration does not seem impossible. In this PhD thesis the opportunities for utilisation of on-site PV generation and the consequenc

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Dorff, Rebecca. "Modelling Infertility with Markov Chains." BYU ScholarsArchive, 2013. https://scholarsarchive.byu.edu/etd/4070.

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Infertility affects approximately 15% of couples. Testing and interventions are costly, in time, money, and emotional energy. This paper will discuss using Markov decision and multi-armed bandit processes to identify a systematic approach of interventions that will lead to the desired baby while minimizing costs.

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O'Leary, Rebecca A. "Informed statistical modelling of habitat suitability for rare and threatened species." Queensland University of Technology, 2008. http://eprints.qut.edu.au/17779/.

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In this thesis a number of statistical methods have been developed and applied to habitat suitability modelling for rare and threatened species. Data available on these species are typically limited. Therefore, developing these models from these data can be problematic and may produce prediction biases. To address these problems there are three aims of this thesis. The _rst aim is to develop and implement frequentist and Bayesian statistical modelling approaches for these types of data. The second aim is develop and implement expert elicitation methods. The third aim is to apply these novel ap

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Dixon, William J., and bill dixon@dse vic gov au. "Uncertainty in Aquatic Toxicological Exposure-Effect Models: the Toxicity of 2,4-Dichlorophenoxyacetic Acid and 4-Chlorophenol to Daphnia carinata." RMIT University. Biotechnology and Environmental Biology, 2005. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20070119.163720.

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Uncertainty is pervasive in risk assessment. In ecotoxicological risk assessments, it arises from such sources as a lack of data, the simplification and abstraction of complex situations, and ambiguities in assessment endpoints (Burgman 2005; Suter 1993). When evaluating and managing risks, uncertainty needs to be explicitly considered in order to avoid erroneous decisions and to be able to make statements about the confidence that we can place in risk estimates. Although informative, previous approaches to dealing with uncertainty in ecotoxicological modelling have been found to b

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Clark, Edward Blair. "A framework for modelling stochastic optimisation algorithms with Markov chains." Thesis, University of York, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.495863.

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Erlwein, Christina. "Applications of hidden Markov models in financial modelling." Thesis, Brunel University, 2008. http://bura.brunel.ac.uk/handle/2438/7898.

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Various models driven by a hidden Markov chain in discrete or continuous time are developed to capture the stylised features of market variables whose levels or values constitute as the underliers of financial derivative contracts or investment portfolios. Since the parameters are switching regimes, the changes and developments in the economy as soon as they arise are readily reflected in these models. The change of probability measure technique and the EM algorithm are fundamental techniques utilised in the optimal parameter estimation. Recursive adaptive filters for the state of the Markov c

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Groen, Maria Margaretha de. "Modelling interception and transpiration at monthly time steps : introducing daily variability through Markov chains /." Lisse : Swets & Zeitlinger, 2002. http://www.loc.gov/catdir/enhancements/fy0647/2003275124-d.html.

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Thesis (doctoral) - Delft University of Technology, Delft, 2002.<br>"Dissertation submitted in fulfillment of the requirements of the Board for Doctorates of Delft University of Technology and of the Academic Board of the International Institute for Infrastructural, Hydraulic and Environmental Engineering for the Degree of Doctor to be defended in public on Monday, 29 April 2002 at 13:30 hours in Delft, The Netherlands." Includes bibliographical references (p. [191]-199).

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Bondesson, Carl. "Modelling of Safety Concepts for Autonomous Vehicles using Semi-Markov Models." Thesis, Uppsala universitet, Signaler och System, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-353060.

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Autonomous vehicles is soon a reality in the every-day life. Though before it is used commercially the vehicles need to be proven safe. The current standard for functional safety on roads, ISO 26262, does not include autonomous vehicles at the moment, which is why in this project an approach using semi-Markov models is used to assess safety. A semi-Markov process is a stochastic process modelled by a state space model where the transitions between the states of the model can be arbitrarily distributed. The approach is realized as a MATLAB tool where the user can use a steady-state based analys

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Greening, Philip. "The influence of market structure, collaboration and price competition on supply network disruptions in open and closed markets." Thesis, Cranfield University, 2013. http://dspace.lib.cranfield.ac.uk/handle/1826/8473.

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The relaxation of international boundaries has enabled the globalisation of markets making available an ever increasing number of specialised suppliers and markets. Inevitably this results in supply chains sharing suppliers and customers reflected in a network of relationships. Within this context firms buyers configure their supply relationships based on their perception of supply risk. Risk is managed by either increasing trust or commitment or by increasing the number of suppliers. Increasing trust and commitment facilitates collaboration and reduces the propensity for a supplier to exit th

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Voskoglou, Michael Gr. "Mathematical modelling in classroom: The importance of validation of the constructed model." Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2012. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-83164.

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Zingmark, Per-Henrik. "Models for Ordered Categorical Pharmacodynamic Data." Doctoral thesis, Uppsala : Acta Universitatis Upsaliensis: Univ.-bibl. [distributör], 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-6125.

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Dobay, Eduardo Sangiorgio. "Complexidade e tomada de decisão." Universidade de São Paulo, 2014. http://www.teses.usp.br/teses/disponiveis/43/43134/tde-22012015-135228/.

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Neste trabalho foi elaborada uma estrutura de modelos probabilísticos simples que pudessem descrever o processo de tomada de decisão de agentes humanos que são confrontados com a tarefa de prever elementos de uma sequência aleatória gerada por uma cadeia de Markov de memória L. Essa estrutura partiu de uma abordagem bayesiana em que o agente infere uma distribuição de probabilidades a partir de uma série de observações da sequência e de suas próprias respostas, considerando que o agente tenha uma memória de tamanho K. Como resultado da abordagem bayesiana, o agente adota uma estratégia ótima q

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Razetti, Agustina. "Modélisation et caractérisation de la croissance des axones à partir de données in vivo." Thesis, Université Côte d'Azur (ComUE), 2018. http://www.theses.fr/2018AZUR4016/document.

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La construction du cerveau et de ses connexions pendant le développement reste une question ouverte dans la communauté scientifique. Des efforts fructueux ont été faits pour élucider les mécanismes de la croissance axonale, tels que la guidance axonale et les molécules de guidage. Cependant, des preuves récentes suggèrent que d'autres acteurs seraient impliqués dans la croissance des neurones in vivo. Notamment, les axones se développent dans des environnements mécaniquement contraints. Ainsi, pour bien comprendre ce processus dynamique, il faut prendre en compte les mécanismes collectifs et l

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Khayyat, Khalid M. Jamil. "Performance modelling and QoS support for wireless Ad Hoc networks." Thesis, 2011. http://hdl.handle.net/1828/3632.

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We present a Markov chain analysis for studying the performance of wireless ad hoc networks. The models presented in this dissertation support an arbitrary backoff strategy. We found that the most important parameter affecting the performance of binary exponential backoff is the initial backoff window size. Our experimental results show that the probability of collision can be reduced when the initial backoff window size equals the number of terminals. Thus, the throughput of the system increases and, at the same time, the delay to transmit the frame is reduced. In our second contributi

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Thyer, Mark Andrew. "Modelling Long-Term Persistence in Hydrological Time Series." 2001. http://hdl.handle.net/1959.13/24891.

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The hidden state Markov (HSM) model is introduced as a new conceptual framework for modelling long-term persistence in hydrological time series. Unlike the stochastic models currently used, the conceptual basis of the HSM model can be related to the physical processes that influence long-term hydrological time series in the Australian climatic regime. A Bayesian approach was used for model calibration. This enabled rigourous evaluation of parameter uncertainty, which proved crucial for the interpretation of the results. Applying the single site HSM model to rainfall data from selected Australi

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PUTRA, MARWAN SURACHMAN, and Marwan Surachman Putra. "MODELLING LAND USE AND LAND COVER CHANGE BY INTEGRATING CELLULAR AUTOMATA AND MARKOV CHAIN- A CASE STUDY IN CILIWUNG WATERSHED, INDONESIA." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/ee26d6.

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碩士<br>國立臺北大學<br>城市治理英語碩士學位學程<br>107<br>The steep increase in the urban population in Jakarta city has exerted heavy pressure on the land resources periphery since the last few decades, especially in the Ciliwung watershed that significantly contributes to the environmental issue in Jakarta. Land use simulations are of particular interest to rural-urban, regional planners, and the government owing to the future impacts of actions and policies are decisive in order for a more sustainable future. The purposes of this thesis are to explore drivers and components and to simulate future land use and

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Seyed, Momen Kaveh. "Identifying Nursing Activities to Estimate the Risk of Cross-contamination." Thesis, 2012. http://hdl.handle.net/1807/34914.

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Hospital Acquired Infections (HAI) are a global patient safety challenge, costly to treat, and affect hundreds of millions of patients annually worldwide. It has been shown that the majority of HAI are transferred to patients by caregivers' hands and therefore, can be prevented by proper hand hygiene (HH). However, many factors including cognitive load, cause caregivers to forget to cleanse their hands. Hand hygiene compliance among caregivers remains low around the world. In this thesis I showed that it is possible to build a wearable accelerometer-based HH reminder system to identify ongoin

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Abhinav, S. "Stochastic Modelling of Vehicle-Structure Interactions : Dynamic State And Parameter Estimation, And Global Response Sensitivity Analysis." Thesis, 2016. http://etd.iisc.ernet.in/handle/2005/2736.

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The analysis of vehicle-structure interaction systems plays a significant role in the design and maintenance of bridges. In recent years, the assessment of the health of existing bridges and the design of new ones has gained significance, in part due to the progress made in the development of faster moving locomotives, the desire for lighter bridges, and the imposition of performance criteria against rare events such as occurrence of earthquakes and fire. A probabilistic analysis would address these issues, and also assist in determination of reliability and in estimating the remaining life of

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Kvanta, Hugo. "Modelling Safety of Autonomous Driving with Semi-Markov Processes." Thesis, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-444617.

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With the advent of autonomous vehicles, the issue of safety-evaluationhas become key. ISO26262 recommends using Markov chains. However, in their most common form, Markov chains lack the flexibility required to model non- exponential probability distributions and systems displaying parallelism. In these cases, generalized semi-Markov processes arebetter suited. Though, these are significantly more taxing to analyze mathematically. This thesis instead explores the option of simulating these systemsdirectly via MATLAB’s Simulink and Stateflow. An example system, here called CASE, currently under

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Deus, Raquel Margarida Viana Faria de. "GIS-BASED MEASUREMENT, ANALYSIS AND MODELLING OF LAND-USE AND LAND-COVER CHANGE IN COASTAL AREAS. THE CASE OF THE ALGARVE, PORTUGAL." Doctoral thesis, 2015. http://hdl.handle.net/10362/16262.

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Šejnová, Gabriela. "Vliv stochastického chování iontových kanálů na přenos signálu a informace na excitabilních neuronálních membránách." Master's thesis, 2017. http://www.nusl.cz/ntk/nusl-356195.

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The stochastic behavior of voltage-gated ion channels causes fluctuations of conductances and voltages across neuronal membranes, contributing to the neuronal noise which is ubiquitous in the nervous system. While this phenomenon can be observed also on other parts of the neuron, here we concentrated on the axon and the way the channel noise influences axonal input-output characteristics. This was analysed by working with our newly created computational compartmental model, programmed in Matlab environment, built up using the Hodgkin-Huxley mathematical formalism and channel noise implemented

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