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Combined Stochastic Process and Value at Risk: A Real-World Information System Decision Case [PDF]

Entropy, 2019
In this study, we used a combined stochastic process and value-at-risk (VaR) method to examine an electronic commerce expansion decision. By modeling uncertain benefits as a stochastic process, maximum losses of alternative decisions were quantified and ...
Liang-Chuan Wu, Liang-Hong Wu, Fan-Yun Pai   +2 more
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Domains and stochastic processes

Theoretical Computer Science, 2020
arXiv admin note: substantial text overlap with arXiv:1607 ...
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Optimization of Energy-saving Operation Strategy of Heat Pump Hot-water System Using Stochastic Load Prediction

Zhileng xuebao, 2023
Reasonable optimization of the operation strategy is essential for saving energy in the long-term operation of heat pump systems. However, the strategy optimization process is susceptible to load uncertainty, which causes the optimized strategy to save ...
Liu Chengning, Liang Xingyu, Shao Liangliang, Zhang Chunlu   +3 more
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Stochastic Patching Process

CoRR, 2016
Stochastic partition models tailor a product space into a number of rectangular regions such that the data within each region exhibit certain types of homogeneity. Due to constraints of partition strategy, existing models may cause unnecessary dissections in sparse regions when fitting data in dense regions.
Xuhui Fan 0001, Bin Li 0015, Yi Wang 0041, Yang Wang 0002, Fang Chen 0001   +4 more
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Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection

Entropy, 2018
We propose a definition of entropy for stochastic processes. We provide a reproducing kernel Hilbert space model to estimate entropy from a random sample of realizations of a stochastic process, namely functional data, and introduce two approaches to ...
Gabriel Martos, Nicolás Hernández, Alberto Muñoz, Javier M. Moguerza   +3 more
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Optimization of Dynamic Dispatch for Multiarea Integrated Energy System Based on Hierarchical Learning Method

IEEE Access, 2020
The integrated energy system (IES) with various energy demands and distributed energy resources has been a significant approach to improve the efficiency of energy utilization.
Yijin Li, Hao Tang, Kai Lv, Ke Wang, Gang Wang   +4 more
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Network Reliability Modeling Based on a Geometric Counting Process

Mathematics, 2018
In this paper, we investigate the reliability and stochastic properties of an n-component network under the assumption that the components of the network fail according to a counting process called a geometric counting process (GCP).
Somayeh Zarezadeh, Somayeh Ashrafi, Majid Asadi   +2 more
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Densities for Stochastic Processes

The Annals of Mathematical Statistics, 1959
Let $\{x_\theta(t), \theta \varepsilon \Omega\}$ be a family of stochastic processes defined by their finite dimensional distributions; that is, $\{F_\theta\lbrack x(t_1), \cdots, x(t_n)\rbrack; \theta \varepsilon \Omega\}$ is given for all finite sets of time points $t_1, \cdots, t_n$.
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On harmonizable stochastic processes

Information and Control, 1970
This paper presents a new orthogonal series representation and a new orthogonal integral representation for harmonizable stochastic processes.
Stamatis Cambanis, Bede Liu
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Precipitation Regulates the Assembly Processes of Rare Species in Phytoplankton Communities in River Ecosystems

Diversity
Phytoplankton communities typically comprise a few dominant species and numerous rare ones, but their responses to seasonal precipitation changes remain poorly understood.
Enze Xiao, Xiaofeng Liu, Tian Lou, Yimin Zhu, Yiou Wang, Xinxin Lu, Yawen Fan, Xiang Tan, Yan Liu   +8 more
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