Results 101 to 110 of about 10,348 (206)

Applications of hidden Markov models in financial modelling [PDF]

, 2008
This thesis was submitted for the degree of Doctor of Philosophy and was awarded by Brunel University.Various models driven by a hidden Markov chain in discrete or continuous time are developed to capture the stylised features of market variables whose ...
Erlwein, Christina
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Extending Markov Modulated Poisson processes for learning and prediction

, 2021
The focus of this thesis is on extensions of Markov Modulated Poisson processes (MMPPs) with the aim of showing the benefits of continuous time models in approximating event-driven processes over standard techniques like machine learning. Generative models like MMPPs enable methods of quantitative evaluation supporting diagnostic and predictive ...
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Stability conditions for a Piecewise Deterministic Markov Process [PDF]

In the present paper we study the stability of a threshold continuos-time model that belongs to the class of Piecewise Deterministic Markov Processes. We derive a sufficient condition on the coefficients of the model to ensure the exponential ergodicity ...
Fonseca Giovanni
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Markov Modulated Poisson Processes Modelling for M2M Heterogeneous Traffic

Theoretical mathematics is a key evolution factor of Artificial Intelligence (AI). Nowadays, representing a Smart system as a mathematical model helps to analyze any system with under development and support different case studies found in the real life.
Ahmad Hani El Fawal, MANSOUR Ali, Nasser Abbass   +2 more
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Theory and inference for a Markov switching Garch model. [PDF]

We develop a Markov-switching GARCH model (MS-GARCH) wherein the conditional mean and variance switch in time from one GARCH process to another. The switching is governed by a hidden Markov chain. We provide sufficient conditions for geometric ergodicity
Jeroen V.K. Rombouts, Arie Preminger, Luc Bauwens   +2 more
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Practical Time-scale Fitting of Self-similar Traffic with Markov-modulated Poisson Process [PDF]

, 1998
Recent measurements of packet/cell streams in multimedia communication networks have revealed that they have the self-similar property and are of different character istics from traditional traffic streams.
21699, 21698, Yoshihara, Tadafumi, 81, Takahashi, Yutaka, Kasahara, Shoji, 20263139   +6 more
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The use of Markov Modulated Poisson Process (MMPP) in open queuing systems with breakdowns and repairs

, 2005
Networks of queues provide effective models for communication systems. It is possible to use these models to obtain exact and efficient solutions under certain restricted conditions and assumptions. A variety of processes exist for modelling open queuing
Chakka, R., Do, T., Gemikonakli, O., Ever, E.   +3 more
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Sufficient reduction methods for multivariate health surveillance [PDF]

, 2013
Surveillance systems aim to detect sudden changes or aberrations in data series which might signal the possibility of disease outbreaks. Early detection with a low false alarm rate (FAR) is the main aim of outbreak detection as used in health ...
Siripanthana, Sawaporn
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Identification of the Circulant Modulated Poisson Process: a Time Domain Approach

, 2007
In this paper we will discuss a new time domain approach to the traffic identification problem for ATM networks. Our identification approach for the circulant modulated Poisson process (CMPP) consists of two steps: the identification of the first order ...
Katrien De Cock, Bart De Moor, Tony Van Gestel   +2 more
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Impact of Neuron Models on Spiking Neural Network Performance: A Complexity-based Classification Approach. [PDF]

Neuroinformatics
Rudnicka Z, Szczepanski J, Pregowska A.
europepmc   +1 more source