Bibliographies thématiques / Continuous Time Processes

Littérature scientifique sur le sujet « Continuous Time Processes »

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Publié le 10 mars 2023

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Articles de revues sur le sujet "Continuous Time Processes"

Brockwell, Peter, Erdenebaatar Chadraa et Alexander Lindner. « Continuous-time GARCH processes ». Annals of Applied Probability 16, n^o 2 (mai 2006) : 790–826. http://dx.doi.org/10.1214/105051606000000150.

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Torsello, Andrea, et Marcello Pelillo. « Continuous-time relaxation labeling processes ». Pattern Recognition 33, n^o 11 (novembre 2000) : 1897–908. http://dx.doi.org/10.1016/s0031-3203(99)00174-0.

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Brockwell, Peter J., Jens-Peter Kreiss et Tobias Niebuhr. « Bootstrapping continuous-time autoregressive processes ». Annals of the Institute of Statistical Mathematics 66, n^o 1 (9 mai 2013) : 75–92. http://dx.doi.org/10.1007/s10463-013-0406-0.

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Viano, M. C., C. Deniau et G. Oppenheim. « Continuous-time fractional ARMA processes ». Statistics & ; Probability Letters 21, n^o 4 (novembre 1994) : 323–36. http://dx.doi.org/10.1016/0167-7152(94)00015-8.

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Li, Quan-Lin, et Chuang Lin. « Continuous-Time QBD Processes with Continuous Phase Variable ». Computers & ; Mathematics with Applications 52, n^o 10-11 (novembre 2006) : 1483–510. http://dx.doi.org/10.1016/j.camwa.2006.07.003.

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González, Miguel, Manuel Molina, Ines del Puerto, Nikolay M. Yanev et George P. Yanev. « Controlled branching processes with continuous time ». Journal of Applied Probability 58, n^o 3 (septembre 2021) : 830–48. http://dx.doi.org/10.1017/jpr.2021.8.

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AbstractA class of controlled branching processes with continuous time is introduced and some limiting distributions are obtained in the critical case. An extension of this class as regenerative controlled branching processes with continuous time is proposed and some asymptotic properties are considered.

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Stramer, O., P. J. Brockwell et R. L. Tweedie. « Continuous-time threshold AR(1) processes ». Advances in Applied Probability 28, n^o 3 (septembre 1996) : 728–46. http://dx.doi.org/10.2307/1428178.

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A threshold AR(1) process with boundary width 2δ > 0 was defined by Brockwell and Hyndman [5] in terms of the unique strong solution of a stochastic differential equation whose coefficients are piecewise linear and Lipschitz. The positive boundary-width is a convenient mathematical device to smooth out the coefficient changes at the boundary and hence to ensure the existence and uniqueness of the strong solution of the stochastic differential equation from which the process is derived. In this paper we give a direct definition of a threshold AR(1) process with δ = 0 in terms of the weak solution of a certain stochastic differential equation. Two characterizations of the distributions of the process are investigated. Both express the characteristic function of the transition probability distribution as an explicit functional of standard Brownian motion. It is shown that the joint distributions of this solution with δ = 0 are the weak limits as δ ↓ 0 of the distributions of the solution with δ > 0. The sense in which an approximating sequence of processes used by Brockwell and Hyndman [5] converges to this weak solution is also investigated. Some numerical examples illustrate the value of the latter approximation in comparison with the more direct representation of the process obtained from the Cameron–Martin–Girsanov formula and results of Engelbert and Schmidt [9]. We also derive the stationary distribution (under appropriate assumptions) and investigate stability of these processes.

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Irle, A. « Stochastic ordering for continuous-time processes ». Journal of Applied Probability 40, n^o 2 (juin 2003) : 361–75. http://dx.doi.org/10.1239/jap/1053003549.

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We consider the following ordering for stochastic processes as introduced by Irle and Gani (2001). A process (Yt)t is said to be slower in level crossing than a process (Zt)t if it takes (Yt)t stochastically longer than (Zt)t to exceed any given level. In Irle and Gani (2001), this ordering was investigated for Markov chains in discrete time. Here these results are carried over to semi-Markov processes with particular attention to birth-and-death processes and also to Wiener processes.

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Brockwell, Peter J. « Representations of continuous-time ARMA processes ». Journal of Applied Probability 41, A (2004) : 375–82. http://dx.doi.org/10.1239/jap/1082552212.

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Using the kernel representation of a continuous-time Lévy-driven ARMA (autoregressive moving average) process, we extend the class of nonnegative Lévy-driven Ornstein–Uhlenbeck processes employed by Barndorff-Nielsen and Shephard (2001) to allow for nonmonotone autocovariance functions. We also consider a class of fractionally integrated Lévy-driven continuous-time ARMA processes obtained by a simple modification of the kernel of the continuous-time ARMA process. Asymptotic properties of the kernel and of the autocovariance function are derived.

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Tian, Jianjun, et Xiao-Song Lin. « Continuous Time Markov Processes on Graphs ». Stochastic Analysis and Applications 24, n^o 5 (22 septembre 2006) : 953–72. http://dx.doi.org/10.1080/07362990600870017.

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Thèses sur le sujet "Continuous Time Processes"

Li, Z. « Methods for irregularly sampled continuous time processes ». Thesis, University College London (University of London), 2014. http://discovery.ucl.ac.uk/1428862/.

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This thesis will consider methods associated with irregularly spaced sampling of a real-valued continuous time stationary process. The problem of Monte Carlo simulation as well as parametric estimation under irregularly spaced sampling times will be discussed. For the simulation problem, the focus will be on the spectral simulation method. A novel algorithm has been proposed for the determination of the spectral simulation scheme, which is optimal in the sense of achieving required accuracy with minimal computational costs. The problem of parametric estimation under irregularly spaced sampling times will also be discussed. We will adapt the framework stochastic sampling times, in which the irregularity of the sampling times is modeled through a renewal point process over the real line. By constructing a second order discrete time stationary process from sampling, a parametric estimation method based on the well-known Whittle log-likelihood function will be proposed. Asymptotic consistency of the resulting estimator will be proved by borrowing existing results from literature of renewal theory. Moreover the performance issue of this proposed estimation procedure will be investigated further. It will be shown that by calculating the spectral density of the sampled discrete time process through a Discrete Fourier Transform (DFT) approximation, the Whittle log-likelihood function can indeed be evaluated relatively efficiently. This estimation method, however, will induce information loss, which will be shown to be related to the unique properties of the renewal kernel function. Although a accurate analysis of the renewal kernel function is not easy, it is still possible to provide some insights on the determining factors of the information loss through asymptotic calculations.

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Zhang, Yi. « Continuous-time Marlov decision processes : theory, approximations and applications ». Thesis, University of Liverpool, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.533901.

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Keller, Peter, Sylvie Roelly et Angelo Valleriani. « On time duality for quasi-birth-and-death processes ». Universität Potsdam, 2012. http://opus.kobv.de/ubp/volltexte/2012/5697/.

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We say that (weak/strong) time duality holds for continuous time quasi-birth-and-death-processes if, starting from a fixed level, the first hitting time of the next upper level and the first hitting time of the next lower level have the same distribution. We present here a criterion for time duality in the case where transitions from one level to another have to pass through a given single state, the so-called bottleneck property. We also prove that a weaker form of reversibility called balanced under permutation is sufficient for the time duality to hold. We then discuss the general case.

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Barbu, Monica Constanta. « Stochastic modelling applications in continuous time finance / ». [St. Lucia, Qld.], 2004. http://www.library.uq.edu.au/pdfserve.php?image=thesisabs/absthe18290.pdf.

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Pénisson, Sophie. « Continuous-time multitype branching processes conditioned on very late extinction ». Universität Potsdam, 2009. http://opus.kobv.de/ubp/volltexte/2011/4954/.

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Multitype branching processes and Feller diffusion processes are conditioned on very late extinction. The conditioned laws are expressed as Doob h-transforms of the unconditioned laws, and an interpretation of the conditioned paths for the branching process is given, via the immortal particle. We study different limits for the conditioned process (increasing delay of extinction, long-time behavior, scaling limit) and provide an exhaustive list of exchangeability results.

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Sequeira, Sebastián Eloy. « Real Time Evolution (RTE) for on-line optimisation of continuous and semi-continuous chemical processes ». Doctoral thesis, Universitat Politècnica de Catalunya, 2003. http://hdl.handle.net/10803/6431.

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En general, el control de procesos es muy eficiente cuando el punto de operación deseado ha sido determinado a priori y el sistema tiene capacidad suficiente para responder a las perturbaciones. Mientras el control de procesos es requerido a fin de regular algunas variables de proceso, la aplicación de tal técnica puede no ser apropiada para todas las variables significativas. En algunos casos, el punto optimo de operación cambia debido al efecto combinado de perturbaciones internas y externas por lo que un sistema de control prefijado puede no responder adecuadamente a los cambios. Cuando ciertas condiciones son satisfechas, la optimización en-línea surge como una alternativa adecuada para ajustarse a ese optimo cambiante.
A fin de "perseguir" este optimo móvil, la optimización en-línea resuelve en forma periódica problemas de optimización, usando datos que vienen directamente de la planta y un modelo el cual es actualizado continuamente. La aplicación mas frecuente de la optimización en-línea corresponde a la categoría de procesos continuos. Esto se debe principalmente a que los modelos de estado estacionario son mas simples y fáciles de desarrollar y validar, además de que los procesos continuos tienen normalmente asociado elevada producción y por ende, pequeñas mejoras en la eficiencia del proceso se traducen en importantes ganancias. Sin embargo, aunque el uso de modelos al estado estacionario simplifica enormemente las tareas de modelización, hace emerger ciertos aspectos ligados a la validez de la hipótesis de un estado estacionario.
Comenzaron a surgir varias aplicaciones a gran escala de la optimización en-línea, pero, si bien varios vendedores ofrecen productos y servicios en este área, la mayoría de las aplicaciones industriales abordan problemas de control avanzado, dejando a la optimización en un segundo plano. Los industriales han reportado que después de cuatro décadas ha tenido lugar una mejora progresiva en la metodología llevada a cabo en la optimización en-línea, pero que siguen estando presente los puntos débiles originales. Tales aspectos están directamente relacionados con la detección del estado estacionario (o las frecuencias de las perturbaciones) y la optimización en si misma.
Los objetivos de la presente tesis están dirigidos a solventar parcialmente tales puntos débiles de la metodología actual. Como resultado, se propone una estrategia alternativa que saca ventaja de las mediciones y busca una mejora continua en lugar de una optimización formal. Se muestra que tal estrategia resulta muy efectiva y puede no solo ser aplicada para la optimización de puntos de consigna, pero también para tomar (en-línea) las decisiones discretas necesarias en procesos que presentan degradación (aspecto normalmente resuelto usando programación matemática).
La estructura de la tesis es como sigue. El primer capitulo explica las principales motivaciones y objetivos del trabajo, mientras que el capitulo 2 consiste en una revisión bibliográfica que abarca, hasta cierto punto, los tópicos y funcionalidades mas importantes asociados a la optimización en-línea. Luego, los capítulos 3 y 4 presentan la estrategia propuesta a través de dos metodologías para la optimización en-línea, lo cual es la contribución mas importante de la tesis. El primero, (capitulo 3) se centra en la persecución de un optimo que se mueve por el efecto combinado de perturbaciones externas e internas. Por otro lado, en el capitulo 4 se explica una metodología paralela, concebida para procesos que presentan desempeño decreciente con el tiempo y requieren decisiones discretas en relación a acciones de mantenimiento. Ambos capítulos incluyen una primera parte, mas bien teórica, y una segunda parte dedicada a la validación usando casos de referencia. Luego, el capitulo 5 describe la aplicación de tales metodología sobre dos escenarios industriales, con la intención de complementar los resultados obtenidos sobre los casos académicos. Posteriormente, el capitulo 6 aborda dos problemas asociados a la implementación: la influencia de los parámetros ajustables y la arquitectura del software usada. Finalmente, el capitulo 7 resume las principales conclusiones y observaciones de la tesis.
In general, process control is very effective when the desired operation point has been determined from prior analysis and the control system has sufficient time to respond to disturbances. While process control is required for regulating some process variables, the application of these methods may be not appropriate for all important variables. In some situations, the best operating conditions change because of the combined effect of internal and external disturbances, and a fixed control design may not respond properly to these changes. When certain conditions are met, on-line optimisation becomes a suitable choice for tracking the moving optimum.
In order to "pursue" that moving optimum, on-line optimisation solves periodically optimisation problems using data coming directly form the plant and a continuously updated model. The most common use of on-line optimisation corresponds to the continuous processes category. This is mainly owed to that steady state models are simpler and easier to develop and validate, besides that continuous processes have commonly high production rates, thus small relative improvements in the process efficiency originates significant economic earnings. Nevertheless, although the use of steady state models greatly simplifies the modelling task, it raises other issues associated with the validity of the steady state assumption.
Large-scale applications of on-line optimisation started to spread, however, even when several vendors offer products and services in the area, most of the application address advanced control issues while on-line optimisation is released to a second plane. Industry practitioners have reported that after four decades there has been a progressive improvement in the on-line optimisation methodology, but the same initial weakness or more generally speaking some common causes of poor performance still remain. These issues are directly related with the steady state detection (or disturbance frequency) and the optimisation itself.
The objectives of this thesis work are then directed to overcome at least partially the weak points of the current approach. The result is the proposal of an alternative strategy that takes fully advantage of the on-line measurements and looks for periodical improvement rather than a formal optimisation. It is shown how the proposed approach results very efficient and can be applied not only for set-point on-line optimisation but also for taking the on-line decision required in processes that presents decaying performance (aspect typically solved of-line via mathematical programming).
The thesis is structured as follows. The first chapter explains the main motivations and objectives of the work, while chapter 2 consists in a literature review that addresses, to some extension, the most significant issues around the on-line optimisation functionality. After that, chapter 3 and chapter 4 introduce two methodologies that use the proposed strategy for on-line optimisation, which is the main thesis contribution. The first one (in chapter 3) focuses in tracking fast moving optima, which is caused mainly by the combined effect of external and internal disturbances. On the other hand, a parallel methodology is explained in 4, conceived for processes that present decaying performance and that require discrete decision related to maintenance actions. Both chapters include a first part, rather theoretical, and a second part devoted to the validation over typical benchmarks. Then, chapter 5 describes the application of such methodologies over two existing industrial scenarios, in order to complement the results obtained using the benchmarks. After that, chapter 6 addresses two issues related to the implementation aspects: the influence of the adjustable parameters of the proposed procedure and the software architectures used. Finally, chapter 7 draws conclusions and main observations.

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Parra, Rojas César. « Intrinsic fluctuations in discrete and continuous time models ». Thesis, University of Manchester, 2017. https://www.research.manchester.ac.uk/portal/en/theses/intrinsic-fluctuations-in-discrete-and-continuous-time-models(d7006a2b-1496-44f2-8423-1f2fa72be1a5).html.

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This thesis explores the stochastic features of models of ecological systems in discrete and in continuous time. Our interest lies in models formulated at the microscale, from which a mesoscopic description can be derived. The stochasticity present in the models, constructed in this way, is intrinsic to the systems under consideration and stems from their finite size. We start by exploring a susceptible-infectious-recovered model for epidemic spread on a network. We are interested in the case where the connectivity, or degree, of the individuals is characterised by a very broad, or heterogeneous, distribution, and in the effects of stochasticity on the dynamics, which may depart wildly from that of a homogeneous population. The model at the mesoscale corresponds to a system of stochastic differential equations with a very large number of degrees of freedom which can be reduced to a two-dimensional model in its deterministic limit. We show how this reduction can be carried over to the stochastic case by exploiting a time-scale separation in the deterministic system and carrying out a fast-variable elimination. We use simulations to show that the temporal behaviour of the epidemic obtained from the reduced stochastic model yields reasonably good agreement with the microscopic model under the condition that the maximum allowed degree that individuals can have is not too close to the population size. This is illustrated using time series, phase diagrams and the distribution of epidemic sizes. The general mesoscopic theory used in continuous-time models has only very recently been developed for discrete-time systems in one variable. Here, we explore this one-dimensional theory and find that, in contrast to the continuous-time case, large jumps can occur between successive iterates of the process, and this translates at the mesoscale into the need for specifying `boundary' conditions everywhere outside of the system. We discuss these and how to implement them in the stochastic difference equation in order to obtain results which are consistent with the microscopic model. We then extend the theoretical framework to make it applicable to systems containing an arbitrary number of degrees of freedom. In addition, we extend a number of analytical results from the one-dimensional stochastic difference equation to arbitrary dimension, for the distribution of fluctuations around fixed points, cycles and quasi-periodic attractors of the corresponding deterministic map. We also derive new expressions, describing the autocorrelation functions of the fluctuations, as well as their power spectrum. From the latter, we characterise the appearance of noise-induced oscillations in systems of dimension greater than one, which have been previously observed in continuous-time systems and are known as quasi-cycles. Finally, we explore the ability of intrinsic noise to induce chaotic behaviour in the system for parameter values for which the deterministic map presents a non-chaotic attractor; we find that this is possible for periodic, but not for quasi-periodic, states.

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Lee, Sanghoon. « Econometrics of jump-diffusion processes : approximation, estimation and forecasting ». Thesis, University of Southampton, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.364734.

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Bregantini, Daniele. « Application of continuous time stochastic processes in sequential clinical research design and econometrics ». Thesis, University of York, 2014. http://etheses.whiterose.ac.uk/8919/.

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The principal subject of this thesis is hypothesis testing and related problems of estimation for stochastic processes. The thesis is concerned in particular with two areas: sequential hypothesis testing in a Bayesian setting and estimation of the parameters governing a continuous-time stochastic differential equation that drives data sampled at high-frequency. The former area is concerned with hypothesis testing for a newly developed healthcare technology and makes use of optimal stopping theory. The latter area sees the application of limit theorems for stochastic processes that allow to recover the true volatility process that can be estimated using the methods of moments estimator.

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Johnston, Samuel. « The coalescent structure of continuous-time Galton-Watson trees ». Thesis, University of Bath, 2018. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.761049.

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Livres sur le sujet "Continuous Time Processes"

Hainaut, Donatien. Continuous Time Processes for Finance. Cham : Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-06361-9.

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Guo, Xianping, et Onésimo Hernández-Lerma. Continuous-Time Markov Decision Processes. Berlin, Heidelberg : Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-02547-1.

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Piunovskiy, Alexey, et Yi Zhang. Continuous-Time Markov Decision Processes. Cham : Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-54987-9.

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Continuous time Markov processes : An introduction. Providence, R.I : American Mathematical Society, 2010.

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Liggett, Thomas M. Continuous time Markov processes : An introduction. Providence, R.I : American Mathematical Society, 2010.

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Fragoso, Marcelo D. Continuous-time Markov jump linear systems. Heidelberg : Springer, 2013.

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Capasso, Vincenzo, et David Bakstein. An Introduction to Continuous-Time Stochastic Processes. Cham : Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-69653-5.

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Capasso, Vincenzo, et David Bakstein. An Introduction to Continuous-Time Stochastic Processes. New York, NY : Springer New York, 2015. http://dx.doi.org/10.1007/978-1-4939-2757-9.

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Capasso, Vincenzo, et David Bakstein. An Introduction to Continuous-Time Stochastic Processes. Boston, MA : Birkhäuser Boston, 2012. http://dx.doi.org/10.1007/978-0-8176-8346-7.

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Hernández-Lerma, O. Lectures on continuous-time Markov control processes. Mexico, D.F. Mexico : Sociedad Matemática Mexicana, 1994.

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Chapitres de livres sur le sujet "Continuous Time Processes"

Doukhan, Paul. « Continuous time processes ». Dans Mixing, 111–23. New York, NY : Springer New York, 1994. http://dx.doi.org/10.1007/978-1-4612-2642-0_10.

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Karandikar, Rajeeva L., et B. V. Rao. « Continuous-Time Processes ». Dans Indian Statistical Institute Series, 35–63. Singapore : Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-10-8318-1_2.

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Winkler, Gerhard. « Continuous Time Processes ». Dans Image Analysis, Random Fields and Markov Chain Monte Carlo Methods, 209–13. Berlin, Heidelberg : Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-642-55760-6_14.

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Jarrow, Robert A. « Stochastic Processes ». Dans Continuous-Time Asset Pricing Theory, 3–17. Cham : Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-77821-1_1.

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Jarrow, Robert A. « Stochastic Processes ». Dans Continuous-Time Asset Pricing Theory, 3–20. Cham : Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-74410-6_1.

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Dacunha-Castelle, Didier, et Marie Duflo. « Processes in Continuous Time ». Dans Probability and Statistics, 289–330. New York, NY : Springer New York, 1986. http://dx.doi.org/10.1007/978-1-4612-4870-5_8.

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Girardin, Valérie, et Nikolaos Limnios. « Continuous Time Stochastic Processes ». Dans Applied Probability, 175–214. Cham : Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-97412-5_4.

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Williams, R. « Continuous time stochastic processes ». Dans Graduate Studies in Mathematics, 131–34. Providence, Rhode Island : American Mathematical Society, 2006. http://dx.doi.org/10.1090/gsm/072/08.

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Schinazi, Rinaldo B. « Continuous Time Branching Processes ». Dans Classical and Spatial Stochastic Processes, 151–73. New York, NY : Springer New York, 2014. http://dx.doi.org/10.1007/978-1-4939-1869-0_8.

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Huang, Chi-Fu. « Continuous-Time Stochastic Processes ». Dans The New Palgrave Dictionary of Economics, 2198–204. London : Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_559.

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Actes de conférences sur le sujet "Continuous Time Processes"

Brázdil, Tomás, Jan Krcál, Jan Kretínský, Antonín Kucera et Vojtech Řehák. « Measuring performance of continuous-time stochastic processes using timed automata ». Dans the 14th international conference. New York, New York, USA : ACM Press, 2011. http://dx.doi.org/10.1145/1967701.1967709.

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Kinev, Peter W. « An Algorithm For Continuous Time Processes In Discrete Time Measurement ». Dans Robotics and IECON '87 Conferences, sous la direction de Russell J. Niederjohn. SPIE, 1987. http://dx.doi.org/10.1117/12.968275.

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Neuhausser, Martin R., et Lijun Zhang. « Time-Bounded Reachability Probabilities in Continuous-Time Markov Decision Processes ». Dans 2010 Seventh International Conference on the Quantitative Evaluation of Systems (QEST). IEEE, 2010. http://dx.doi.org/10.1109/qest.2010.47.

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Tomasevicz, Curtis L., et Sohrab Asgarpoor. « Preventive Maintenance Using Continuous-Time Semi-Markov Processes ». Dans 2006 38th North American Power Symposium. IEEE, 2006. http://dx.doi.org/10.1109/naps.2006.360125.

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Huang, Yunhan, Veeraruna Kavitha et Quanyan Zhu. « Continuous-Time Markov Decision Processes with Controlled Observations ». Dans 2019 57th Annual Allerton Conference on Communication, Control, and Computing (Allerton). IEEE, 2019. http://dx.doi.org/10.1109/allerton.2019.8919744.

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Kowalczuk, Zdzislaw, et Mariusz Domzalski. « Asynchronous networked estimation system for continuous time stochastic processes ». Dans 2013 Conference on Control and Fault-Tolerant Systems (SysTol). IEEE, 2013. http://dx.doi.org/10.1109/systol.2013.6693937.

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Dai, Hanjun, Yichen Wang, Rakshit Trivedi et Le Song. « Recurrent Coevolutionary Latent Feature Processes for Continuous-Time Recommendation ». Dans DLRS 2016 : Workshop on Deep Learning for Recommender Systems. New York, NY, USA : ACM, 2016. http://dx.doi.org/10.1145/2988450.2988451.

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Chang, Xiaofu, Xuqin Liu, Jianfeng Wen, Shuang Li, Yanming Fang, Le Song et Yuan Qi. « Continuous-Time Dynamic Graph Learning via Neural Interaction Processes ». Dans CIKM '20 : The 29th ACM International Conference on Information and Knowledge Management. New York, NY, USA : ACM, 2020. http://dx.doi.org/10.1145/3340531.3411946.

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Armaou, A. « Continuous-time control of distributed processes via microscopic simulations ». Dans Proceedings of the 2004 American Control Conference. IEEE, 2004. http://dx.doi.org/10.23919/acc.2004.1383727.

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Kalemkerian, Juan. « Modelling a Continuous Time Series with FOU(p) Processes ». Dans ITISE 2022. Basel Switzerland : MDPI, 2022. http://dx.doi.org/10.3390/engproc2022018033.

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Rapports d'organisations sur le sujet "Continuous Time Processes"

Puerto, Inés M. del, George P. Yanev, Manuel Molina, Nikolay M. Yanev et Miguel González. Continuous-time Controlled Branching Processes. "Prof. Marin Drinov" Publishing House of Bulgarian Academy of Sciences, mars 2021. http://dx.doi.org/10.7546/crabs.2021.03.04.

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Cambanis, Stamatis, et Elias Masry. Performance of Discrete-Time Predictors of Continuous-Time Stationary Processes. Fort Belvoir, VA : Defense Technical Information Center, décembre 1985. http://dx.doi.org/10.21236/ada166231.

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Hansen, Lars Peter, et Jose Alexandre Scheinkman. Back to the Future : Generating Moment Implications for Continuous-Time Markov Processes. Cambridge, MA : National Bureau of Economic Research, septembre 1993. http://dx.doi.org/10.3386/t0141.

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Stettner, Lukasz. On the Existence and Uniqueness of Invariant Measure for Continuous Time Markov Processes,. Fort Belvoir, VA : Defense Technical Information Center, avril 1986. http://dx.doi.org/10.21236/ada174758.

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Khomenko, Tetiana. TIME AND SPACE OF HISTORICAL PARALLELS OF EUGEN SVERSTIUK’S JOURNALISM. Ivan Franko National University of Lviv, mars 2021. http://dx.doi.org/10.30970/vjo.2021.50.11095.

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The article is dedicated to the investigation of time-space measurements of journalistic works of Eugen Sverstiuk, a well-known Ukrainian journalist. In particular, the time-space continuum of his works is being discussed, which is characterized as comprehensive, continuous, filled with archetypical images which metaphorize the text, but at the same time structure it, and are beaded on the axis of time and documentarily located in the space. The logics of images initiated in the text is exaggerated by constant dwelling of the author in the time-space dimensions of the epoque, of which he was a contemporary, as well as precise knowledge of World and Ukrainian history and culture. Historical parallelism of journalism of E. Sverstiuk possesses double potential. On the one hand, the author provides arguments for confirmation of his own opinion, and on the other, he shows us historical collisions in the new aspect, which helps consider the past, better understand the present, and think of the future. Pages of his works is space for author’s considerations, which logics impresses by free transgression of the author in the time, and his ability to grasp the most essential, although sometimes precedent, sometimes sudden and forgotten, or even unknown historical facts in order to force them to resonate in the new historical realities, first of all to indicate the importance of national and the need for assigning to it more significance. Using retrospectives, E. Sverstiuk encourages us to return to the national sources and to seek in ourselves the reflections of nationality in order to return historical truth to our audience. This is what, according to E. Sverstiuk, was believed to be one of the most necessary conditions of existence to the independent state. Time-space continuum of E. Sverstiuk’s journalism is reproduction of comprehensive history as continuous process of the development of humanity, and of formation of comprehensive, total, and so to say epic reading and understanding of these processes via accentuation of reader’s attention on key events, phenomena, and facts.

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Matus, Sean, et Daniel Gambill. Automation of gridded HEC-HMS model development using Python : initial condition testing and calibration applications. Engineer Research and Development Center (U.S.), novembre 2022. http://dx.doi.org/10.21079/11681/46126.

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The US Army Corps of Engineers’s (USACE) Hydrologic Engineering Center-Hydrologic Modeling System (HEC-HMS) rainfall-runoff model is widely used within the research community to develop both event-based and continuous rainfall-runoff models. The soil moisture accounting (SMA) algorithm is commonly used for long-term simulations. Depending on the final model setup, 12 to 18 parameters are needed to characterize the modeled watershed’s canopy, surface, soil, and routing processes, all of which are potential calibration parameters. HEC-HMS includes optimization tools to facilitate model calibration, but only initial conditions (ICs) can be calibrated when using the gridded SMA algorithm. Calibrating a continuous SMA HEC-HMS model is an iterative process that can require hundreds of simulations, a time intensive process requiring automation. HEC-HMS is written in Java and is predominantly run through a graphical user interface (GUI). As such, conducting a long-term gridded SMA calibration is infeasible using the GUI. USACE Construction Engineering Research Laboratory (CERL) has written a workflow that utilizes the existing Jython application programming interface (API) to batch run HEC-HMS simulations with Python. The workflow allows for gridded SMA HEC-HMS model sensitivity and calibration analyses to be conducted in a timely manner.

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Wolfe, S. A., H. B. O'Neill, C. Duchesne, D. Froese, J M Young et S. V. Kokelj. Ground ice degradation and thermokarst terrain formation in Canada over the past 16 000 years. Natural Resources Canada/CMSS/Information Management, 2022. http://dx.doi.org/10.4095/329668.

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Thermokarst results from thawing of excess ground ice in permafrost sediments. Thermokarst processes and landforms are controlled by ground ice type, amount and distribution, as well as the patterns of ground ice loss over time. Recent acceleration of varied thermokarst processes across diverse Canadian permafrost terrains make for a challenging task in predicting landscape-scale thaw trajectories. Using existing ground ice models, we examined the modelled amounts and spatial extent of ground ice loss relative to ground ice maxima in the last ca. 16 ka BP for relict, segregated and wedge ice. We relate observed thermokarst features to the nature of ground ice development and loss in different environments (cold continuous permafrost, discontinuous permafrost, and no current permafrost). In cold, continuous permafrost areas where ground ice loss has been limited over the last 16 ka BP, thermokarst processes include active layer detachments and slumps in segregated and relict ice, gullying and ponding in ice wedge troughs, and the cyclical development of shallow thermokarst ponds in segregated ice. With ground ice loss in discontinuous permafrost, thermokarst processes are wide-ranging. Slumps, subsidence, and collapse of lithalsas, palsas and peat plateaus occur from thawing of segregated ice, thermokarst ponds from melting wedge and segregated ice, and involuted terrain from melting and creep of relict or segregated ice. In former permafrost terrain, evidence of thermokarst includes former ice wedge polygons, collapsed lithalsas, and irregular hummocky terrain. The relations between modelled ground ice loss and observed thermokarst landscapes assist in understanding present-day processes and in predicting future thermokarst landform evolution with a changing climate.

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Maydykovskiy, Igor, et Petras Užpelkis. The Physical Essence of Time. Intellectual Archive, décembre 2020. http://dx.doi.org/10.32370/iaj.2450.

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The article considers the model of the space-frequency-time continuum, according to which the physical essence of Time is manifested as a fraction of electromagnetic energy spent on updating a material object in a cyclic process of copying-incarnation. For all structural levels of physical reality, the value of this fraction is a fundamental constant, which can be represented as the tangent of the loss angle, or expressed in radians, as the angle of inclination of the evolutionary spiral, which characterizes the rate of change of states or the duration of events and processes. The value of this constant can be calculated, and its value turns out to be identically equals to the square of the fine structure Constant (α2). The description of the method for identifying a new constant allows us to present the formula of Scientific Discovery as the Physical Essence of Time.

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Banin, Amos, Joseph Stucki et Joel Kostka. Redox Processes in Soils Irrigated with Reclaimed Sewage Effluents : Field Cycles and Basic Mechanism. United States Department of Agriculture, juillet 2004. http://dx.doi.org/10.32747/2004.7695870.bard.

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The overall objectives of the project were: (a) To measure and study in situ the effect of irrigation with reclaimed sewage effluents on redox processes and related chemical dynamics in soil profiles of agricultural fields. (b) To study under controlled conditions the kinetics and equilibrium states of selected processes that affect redox conditions in field soils or that are effected by them. Specifically, these include the effects on heavy metals sorption and desorption, and the effect on pesticide degradation. On the basis of the initial results from the field study, increased effort was devoted to clarifying and quantifying the effects of plants and water regime on the soil's redox potential while the study of heavy metals sorption was limited. The use of reclaimed sewage effluents as agricultural irrigation water is increasing at a significant rate. The relatively high levels of suspended and, especially, dissolved organic matter and nitrogen in effluents may affect the redox regime in field soils irrigated with them. In turn, the changes in redox regime may affect, among other parameters, the organic matter and nitrogen dynamics of the root zone and trace organic decomposition processes. Detailed data of the redox potential regime in field plots is lacking, and the detailed mechanisms of its control are obscure and not quantified. The study established the feasibility of long-term, non-disturbing monitoring of redox potential regime in field soils. This may enable to manage soil redox under conditions of continued inputs of wastewater. The importance of controlling the degree of wastewater treatment, particularly of adding ultrafiltration steps and/or tertiary treatment, may be assessed based on these and similar results. Low redox potential was measured in a field site (Site A, KibutzGivat Brenner), that has been irrigated with effluents for 30 years and was used for 15 years for continuous commercial sod production. A permanently reduced horizon (Time weighted averaged pe= 0.33±3.0) was found in this site at the 15 cm depth throughout the measurement period of 10 months. A drastic cultivation intervention, involving prolonged drying and deep plowing operations may be required to reclaim such soils. Site B, characterized by a loamy texture, irrigated with tap water for about 20 years was oxidized (Time weighted average pe=8.1±1.0) throughout the measurement period. Iron in the solid phases of the Givat Brenner soils is chemically-reduced by irrigation. Reduced Fe in these soils causes a change in reactivity toward the pesticide oxamyl, which has been determined to be both cytotoxic and genotoxic to mammalian cells. Reaction of oxamyl with reduced-Fe clay minerals dramatically decreases its cytotoxicity and genotoxicity to mammalian cells. Some other pesticides are affected in the same manner, whereas others are affected in the opposite direction (become more cyto- and genotoxic). Iron-reducing bacteria (FeRB) are abundant in the Givat Brenner soils. FeRB are capable of coupling the oxidation of small molecular weight carbon compounds (fermentation products) to the respiration of iron under anoxic conditions, such as those that occur under flooded soil conditions. FeRB from these soils utilize a variety of Fe forms, including Fe-containing clay minerals, as the sole electron acceptor. Daily cycles of the soil redox potential were discovered and documented in controlled-conditions lysimeter experiments. In the oxic range (pe=12-8) soil redox potential cycling is attributed to the effect of the daily temperature cycle on the equilibrium constant of the oxygenation reaction of H⁺ to form H₂O, and is observed under both effluent and freshwater irrigation. The presence of plants affects considerably the redox potential regime of soils. Redox potential cycling coupled to the irrigation cycles is observed when the soil becomes anoxic and the redox potential is controlled by the Fe(III)/Fe(II) redox couple. This is particularly seen when plants are grown. Re-oxidation of the soil after soil drying at the end of an irrigation cycle is affected to some degree by the water quality. Surprisingly, the results suggest that under certain conditions recovery is less pronounced in the freshwater irrigated soils.

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Ait-Sahalia, Yacine, et Per Mykland. How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise. Cambridge, MA : National Bureau of Economic Research, avril 2003. http://dx.doi.org/10.3386/w9611.

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