Academic literature on the topic 'Piecewise stationarity'

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Journal articles on the topic "Piecewise stationarity"

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Prasolov, Aleksander V., Nikita G. Ivanov, and Nikolay V. Smirnov. "Algorithm of variance estimation in weighted least squares method." Vestnik of Saint Petersburg University. Applied Mathematics. Computer Science. Control Processes 19, no. 4 (2023): 484–96. http://dx.doi.org/10.21638/11701/spbu10.2023.405.

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The representation of a time series model as a piecewise-stationary process is provided, wherein it is regarded as a collection of successive stationary intervals. An algorithm has been developed for identifying the domain containing the trend within this model. It is recognized that applying the least squares method directly for trend determination is not commonly employed in statistical analysis and econometric software packages. Typically, the weighted least squares method is utilized to ideally eliminate non-stationarity. The authors presents an algorithm for estimating the weight coeffici
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Fell, Jürgen, Alexander Kaplan, Boris Darkhovsky, and Joachim Röschke. "EEG analysis with nonlinear deterministic and stochastic methods: a combined strategy." Acta Neurobiologiae Experimentalis 60, no. 1 (2000): 87–108. http://dx.doi.org/10.55782/ane-2000-1328.

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We describe nonlinear deterministic versus stochastic methodology, their applications to EEG research and the neurophysiological background underlying both approaches. Nonlinear methods are based on the concept of attractors in phase space. This concept on the one hand incorporates the idea of an autonomous (stationary) system, on the other hand implicates the investigation of a long time evolution. It is an unresolved problem in nonlinear EEG research that nonlinear methods per se give no feedback about the stationarity aspect. Hence, we introduce a combined strategy utilizing both stochastic
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Seleznjev, Oleg. "Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments." Advances in Applied Probability 28, no. 2 (1996): 481–99. http://dx.doi.org/10.2307/1428068.

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We consider the piecewise linear interpolation of Gaussian processes with continuous sample paths and stationary increments. The interrelation between the smoothness of the incremental variance function, d(t – s) = E[(X(t) – X(s))2], and the interpolation errors in mean square and uniform metrics is studied. The method of investigation can also be applied to the analysis of different methods of interpolation. It is based on some limit results for large deviations of a sequence of Gaussian non-stationary processes and related point processes. Non-stationarity in our case means mainly the local
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Seleznjev, Oleg. "Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments." Advances in Applied Probability 28, no. 02 (1996): 481–99. http://dx.doi.org/10.1017/s0001867800048588.

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We consider the piecewise linear interpolation of Gaussian processes with continuous sample paths and stationary increments. The interrelation between the smoothness of the incremental variance function, d(t – s) = E[(X(t) – X(s))2], and the interpolation errors in mean square and uniform metrics is studied. The method of investigation can also be applied to the analysis of different methods of interpolation. It is based on some limit results for large deviations of a sequence of Gaussian non-stationary processes and related point processes. Non-stationarity in our case means mainly the local
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Dorovskikh, Dmitriy I., Alexey F. Izmailov, and Evgeniy I. Uskov. "Globalizing convergence of piecewise Newton methods." Russian Universities Reports. Mathematics, no. 146 (2024): 149–63. http://dx.doi.org/10.20310/2686-9667-2024-29-146-149-163.

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We consider versions of the Newton method for piecewise smooth nonlinear equations, as well as of the Gauss–Newton method for the case when additional constraints are imposed, supplied with linesearch procedures for the residual of the equation, aiming at globalization of convergence. (Constrained) piecewise smooth nonlinear equations arise naturally as reformulations of systems of equations and inequalities involving complementarity conditions. In cases when the direction of the Newton method cannot be computed, or appears too long, the algorithm switches to a safeguarding step of the gradien
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PODIO-GUIDUGLI, PAOLO, and GIORGIO VERGARA CAFFARELLI. "EQUILIBRIUM PHASES AND LAYERED PHASE MIXTURES IN ELASTICITY." Mathematical Models and Methods in Applied Sciences 02, no. 02 (1992): 143–66. http://dx.doi.org/10.1142/s0218202592000107.

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In this paper an equilibrium phase is a restriction of a piecewise-affine deformation of a body to a (maximal, connected) subbody whose deformation is affine; a layered phase mixture is a continuous deformation that admits at least two distinct phases, separated by a plane interface. We study equilibrium phases and layered phase mixtures in the context of finite elasticity, in the presence of three different boundary conditions of traction: uniform pressure, and two other of null Lagrangians. In Part I we reduce to a unique format the stationarity condition for the existence of equilibrium pha
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Moltchanov, D. "Modeling local stationary behavior of Internet traffic." Journal of Communications Software and Systems 4, no. 1 (2008): 41. http://dx.doi.org/10.24138/jcomss.v4i1.236.

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Non-stationary behavior of aggregated IP traffic patterns was demonstrated in a number of studies. However, noneof those did either consider practical aspects of this phenomenon or propose suitable model to capture it. Searching for model for IP traffic aggregates we introduce the concept of local stationarity and demonstrate that it allows to model traffic patterns measured in high-speed operational networks. The proposed model is on-line in nature and suitable for real-time estimation of the traffic state in terms of piecewise covariance stationary stochasticprocess. As a basic tool of the m
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Rosenthal, Jeffrey S. "Random walks on discrete and continuous circles." Journal of Applied Probability 30, no. 4 (1993): 780–89. http://dx.doi.org/10.2307/3214512.

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We consider a large class of random walks on the discrete circle Z/(n), defined in terms of a piecewise Lipschitz function, and motivated by the ‘generation gap' process of Diaconis. For such walks, we show that the time until convergence to stationarity is bounded independently of n. Our techniques involve Fourier analysis and a comparison of the random walks on Z/(n) with a random walk on the continuous circle S1.
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Rosenthal, Jeffrey S. "Random walks on discrete and continuous circles." Journal of Applied Probability 30, no. 04 (1993): 780–89. http://dx.doi.org/10.1017/s0021900200044569.

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We consider a large class of random walks on the discrete circle Z/(n), defined in terms of a piecewise Lipschitz function, and motivated by the ‘generation gap' process of Diaconis. For such walks, we show that the time until convergence to stationarity is bounded independently of n. Our techniques involve Fourier analysis and a comparison of the random walks on Z/(n) with a random walk on the continuous circle S 1.
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van der Baan, Mirko, and Sergey Fomel. "Nonstationary phase estimation using regularized local kurtosis maximization." GEOPHYSICS 74, no. 6 (2009): A75—A80. http://dx.doi.org/10.1190/1.3213533.

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Phase mismatches sometimes occur between final processed seismic sections and zero-phase synthetics based on well logs — despite best efforts for controlled-phase acquisition and processing. Statistical estimation of the phase of a seismic wavelet is feasible using kurtosis maximization by constant-phase rotation, even if the phase is nonstationary. We cast the phase-estimation problem into an optimization framework to improve the stability of an earlier method based on a piecewise-stationarity assumption. After estimation, we achieve space-and-time-varying zero-phasing by phase rotation.
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Dissertations / Theses on the topic "Piecewise stationarity"

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Dahlman, Rikard, and Ebba Johansson. "A comparative study regarding weakly stationarity assumptions and time dependency : Signal processing of vibrational loading and its influence on fatigue life." Thesis, Linnéuniversitetet, Institutionen för maskinteknik (MT), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-77740.

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Simplifications regarding calculations of fatigue life due to vibrational loading is based on weakly stationarity assumptions which is a time independent method. The hypothesis was based on the uncertainty of these assumptions. The aim of this study was to examine whether the analysed data fulfilled the assumptions of weakly stationarity. It was determined that the assumption was not valid for most signals and a comparison of time dependent methods should be performed to evaluate the difference compared with the time independent method. Two time dependent methods were constructed and implement
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Ltaifa, Marwa. "Tests optimaux pour détecter les signaux faibles dans les séries chronologiques." Electronic Thesis or Diss., Université de Lorraine, 2021. http://www.theses.fr/2021LORR0189.

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Cette thèse s'intéresse à la construction de tests localement asymptotiquement optimaux pour détecter les ruptures dans la moyenne des modèles Conditional Heteroskedastic AutoRegressiveNonlinear (CHARN) décrits par l'équation stochastique suivante : begin{equation} X_t=T(Z_{t-1})+gamma^{top}omega(t)+V(Z_{t-1})varepsilon_t,quad tinzz, end{equation} où «gamma=(gamma_1,ldots,gamma_k,gamma_{k+1})^{top} inrr^{k+1}» et pour «t_1,ldots,t_k,» «1< t_10,forall xinrr^p» et «n» le nombre des observations. Le modèle (1) contient une large classe de modèles de séries chronologiques comme les modèles AR,
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Prandoni, Paolo. "Optimal segmentation techniques for piecewise stationary signals /." [S.l.] : [s.n.], 1999. http://library.epfl.ch/theses/?nr=1993.

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Abramowicz, Konrad. "Numerical analysis for random processes and fields and related design problems." Doctoral thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-46156.

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In this thesis, we study numerical analysis for random processes and fields. We investigate the behavior of the approximation accuracy for specific linear methods based on a finite number of observations. Furthermore, we propose techniques for optimizing performance of the methods for particular classes of random functions. The thesis consists of an introductory survey of the subject and related theory and four papers (A-D). In paper A, we study a Hermite spline approximation of quadratic mean continuous and differentiable random processes with an isolated point singularity. We consider a piec
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Salman, Youssef. "Testing a class of time-varying coefficients CHARN models with application to change-point study." Electronic Thesis or Diss., Université de Lorraine, 2022. http://www.theses.fr/2022LORR0170.

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Dans cette thèse, nous étudions un test du rapport de vraisemblance pour détecter les ruptures faibles dans la moyenne conditionnelle d'une classe de modèles CHARN à coefficients dépendants du temps. Nous établissons la structure de normalité asymptotique locale (LAN) de la famille de vraisemblances étudiées. Nous montrons l'optimalité asymptotique du test et donnons une expression explicite de sa puissance locale en fonction des potentiels points de rupture et des amplitudes des ruptures. Nous décrivons des stratégies de détection des ruptures et d'estimation de leurs localisations. Les estim
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Дозорська, Оксана Федорівна, О. Ф. Дозорська та O. F. Dozorska. "Математична модель та методи опрацювання біосигналів для задачі компенсації порушеної комунікативної функції людини". Diss., Тернопільський національний технічний університет ім. Івана Пулюя, 2021. http://elartu.tntu.edu.ua/handle/lib/33957.

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Захист відбудеться ”05” лютого 2021 р. о 12 00 год. на засіданні спеціалізованої вченої ради Д 58.052.01 в Тернопільському національному технічному університеті імені Івана Пулюя (46001, м. Тернопіль, вул. Руська, 56, ауд. 79).<br>У дисертації розв’язано актуальну наукову задачу обґрунтування вибору математичної моделі та розроблення методів опрацювання біосигналів, які дають можливість виділення інформативних ознак намагання реалізувати пацієнтами комунікативну функцію в структурі електроенцефалографічних та електроміографічних сигналів для задачі компенсації порушеної комунікативн
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ZHOU, JING-XIANG, and 周景祥. "On the sagmentation of piecewise stationary signal and automatic diagnosis of heart sound." Thesis, 1988. http://ndltd.ncl.edu.tw/handle/80025016800176639719.

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Li, Chun-Ting, and 李俊廷. "Piecewise Bilinear Approximations to the 2-D Stationary Incompressible Navier-Stokes Problem by Least-Squares Finite Element Methods." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/92550574688761421364.

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碩士<br>國立中央大學<br>數學研究所<br>92<br>In this thesis, we study the piecewise bilinear finite element approximations to the two-dimensional stationary incompressible Navier-Stokes equations with the velocity boundary condition by using the least-squares principles. The Navier-Stokes problem is first recast into the velocity-vorticity-pressure and velocity-vorticity-total pressure first-order systems by introducing the vorticity variable and, in addition, total pressure variable. We then apply both the L2 least-squares and mesh-dependent weighted least-squares finite element schemes to approximate the
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Book chapters on the topic "Piecewise stationarity"

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Tian, Lai, and Anthony Man-Cho So. "Testing Approximate Stationarity Concepts for Piecewise Affine Functions." In Proceedings of the 2025 Annual ACM-SIAM Symposium on Discrete Algorithms (SODA). Society for Industrial and Applied Mathematics, 2025. https://doi.org/10.1137/1.9781611978322.72.

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Yu, Hang, and Justin Dauwels. "Modeling Functional Networks via Piecewise-Stationary Graphical Models 1." In Signal Processing and Machine Learning for Biomedical Big Data. CRC Press, 2018. http://dx.doi.org/10.1201/9781351061223-10.

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Fujiwara, Hiroshi. "Piecewise Constant Upwind Approximations to the Stationary Radiative Transport Equation." In Mathematics for Industry. Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-6062-0_3.

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Savchenko, Andrey V. "Sequential Three-Way Decisions in Efficient Classification of Piecewise Stationary SpeechSignals." In Rough Sets. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-60840-2_19.

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Tyagi, Vivek, Christian Wellekens, and Hervé Bourlard. "A Variable-Scale Piecewise Stationary Spectral Analysis Technique Applied to ASR." In Machine Learning for Multimodal Interaction. Springer Berlin Heidelberg, 2006. http://dx.doi.org/10.1007/11677482_24.

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Breitenberger, Sandra, Dmitry Efrosinin, Wolfgang Auer, Andreas Deininger, and Ralf Waßmuth. "Change Point Detection in Piecewise Stationary Time Series for Farm Animal Behavior Analysis." In Operations Research Proceedings. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-42902-1_50.

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Zhuravchak, Liubov. "Mathematical Modelling of Non-stationary Processes in the Piecewise-Homogeneous Domains by Near-Boundary Element Method." In Advances in Intelligent Systems and Computing IV. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-33695-0_6.

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Prandoni, Paolo, and Martin Vetterli. "Approximation and compression of piecewise smooth functions." In Wavelets. Oxford University PressOxford, 2000. http://dx.doi.org/10.1093/oso/9780198507161.003.0011.

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Abstract Wavelets have had an important impact on signal processing theory and practice and, in particular, wavelets play a key role in compression, image compression being a prime example (Vetterli &amp; Kovačević 1995). This success is linked to the ability of wavelets to capture efficiently both stationary and transient behaviours. In signal processing parlance, wavelets avoid the problem of the window size (as in the short-time Fourier transform, for example), since they work with many windows due to the scaling property.
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Nourani-Koliji, Behzad, Steven Bilaj, Amir Rezaei Balef, and Setareh Maghsudi. "Piecewise-Stationary Combinatorial Semi-Bandit with Causally Related Rewards." In Frontiers in Artificial Intelligence and Applications. IOS Press, 2023. http://dx.doi.org/10.3233/faia230465.

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We study the piecewise stationary combinatorial semi-bandit problem with causally related rewards. In our nonstationary environment, variations in the base arms’ distributions, causal relationships between rewards, or both, change the reward generation process. In such an environment, an optimal decision-maker must follow both sources of change and adapt accordingly. The problem becomes aggravated in the combinatorial semi-bandit setting, where the decision-maker only observes the outcome of the selected bundle of arms. The core of our proposed policy is the Upper Confidence Bound (UCB) algori
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Conference papers on the topic "Piecewise stationarity"

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Dong, Li, and Jiantao Zhou. "Estimating noise level for natural images based on scale-invariant kurtosis and piecewise stationarity." In 2016 IEEE International Conference on Image Processing (ICIP). IEEE, 2016. http://dx.doi.org/10.1109/icip.2016.7533190.

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Khaleghi, Azadeh, and Daniil Ryabko. "Clustering piecewise stationary processes." In 2020 IEEE International Symposium on Information Theory (ISIT). IEEE, 2020. http://dx.doi.org/10.1109/isit44484.2020.9174045.

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Ndzana, Bertrand Ndzana, Andrew W. Eckford, M. Amin Shokrollahi, and Gil I. Shamir. "Fountain codes for piecewise stationary channels." In 2008 IEEE International Symposium on Information Theory - ISIT. IEEE, 2008. http://dx.doi.org/10.1109/isit.2008.4595389.

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Yu, Jia Yuan, and Shie Mannor. "Piecewise-stationary bandit problems with side observations." In the 26th Annual International Conference. ACM Press, 2009. http://dx.doi.org/10.1145/1553374.1553524.

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Angelosante, Daniele, and Georgios B. Giannakis. "Sparse graphical modeling of piecewise-stationary time series." In ICASSP 2011 - 2011 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2011. http://dx.doi.org/10.1109/icassp.2011.5946893.

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Wang, Lingda, Huozhi Zhou, Bingcong Li, Lav R. Varshney, and Zhizhen Zhao. "Near-Optimal Algorithms for Piecewise-Stationary Cascading Bandits." In ICASSP 2021 - 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2021. http://dx.doi.org/10.1109/icassp39728.2021.9414506.

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Angelosante, Daniele, and Georgios B. Giannakis. "Group lassoing change-points in piecewise-stationary AR signals." In 2011 17th International Conference on Digital Signal Processing (DSP). IEEE, 2011. http://dx.doi.org/10.1109/icdsp.2011.6005007.

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Song, Li, and Pascal Bondon. "A selection criterion for piecewise stationary long-memory models." In 2012 IEEE Statistical Signal Processing Workshop (SSP). IEEE, 2012. http://dx.doi.org/10.1109/ssp.2012.6319856.

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Cheng, Xiaotong, and Setareh Maghsudi. "Collaborative Regret Minimization for Piecewise-Stationary Multi-Armed Bandit." In 2023 31st European Signal Processing Conference (EUSIPCO). IEEE, 2023. http://dx.doi.org/10.23919/eusipco58844.2023.10289959.

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Rook, Todd. "Transient and Steady-State Stochastic Analysis of Nonlinear Oscillators Using the Fokker-Planck-Kolmonogrov Equation." In ASME 2005 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2005. http://dx.doi.org/10.1115/detc2005-85029.

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An efficient technique to calculate the transient and stationary probability distribution functions (PDF) of the response of SDOF oscillators with piecewise continuous nonlinearities is presented. The method compares favorably with previous methods in reproducing stationary distributions and chaotic attractors, but further work is needed in calculating Lyapunov exponents to the desired accuracy.
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