A continuous time delay-difference type model(CTDDM) applied to stock assessment of the southern Atlantic albacore Thunnus alalunga

A continuous time delay-difference model(CTDDM) has been established that considers continuous time delays of biological processes.The southern Atlantic albacore(Thunnus alalunga) stock is the one of the commercially important tuna population in the marine world.The age structured production model(ASPM) and the surplus production model(SPM) have already been used to assess the albacore stock.However,the ASPM requires detailed biological information and the SPM lacks the biological realism.In this study,we focus on applying a CTDDM to the southern Atlantic albacore(T.alalunga) species,which provides an alternative method to assess this fishery.It is the first time that CTDDM has been provided for assessing the Atlantic albacore(T.alalunga) fishery.CTDDM obtained the 80%confidence interval of MSY(maximum sustainable yield) of(21 510 t,23 118 t).The catch in 2011(24 100 t) is higher than the MSY values and the relative fishing mortality ratio(F_(2011)/F_(MSY)) is higher than 1.0.The results of CTDDM were analyzed to verify the proposed methodology and provide reference information for the sustainable management of the southern Atlantic albacore stock.The CTDDM treats the recruitment,the growth,and the mortality rates as all varying continuously over time and fills gaps between ASPM and SPM in this stock assessment.

Environment-dependent continuous time random walk

A generalized continuous time random walk model which is dependent on environmental damping is proposed in which the two key parameters of the usual random walk theory： the jumping distance and the waiting time, are replaced by two new ones： the pulse velocity and the flight time. The anomalous diffusion of a free particle which is characterized by the asymptotical mean square displacement （x^2（t）） - t^a is realized numerically and analysed theoretically, where the value of the power index a is in a region of 0 〈 a 〈 2. Particularly, the damping leads to a sub-diffusion when the impact velocities are drawn from a Gaussian density function and the super-diffusive effect is related to statistical extremes, which are called rare-though-dominant events.

Generalized Master Equation for Space-Time Coupled Continuous Time Random Walk

The generalized master equation for the space-time coupled continuous time random walk is derived analytically, in which the space-time coupling is considered through the correlated function 9（t） ～ t^γ, 0 ≤ γ 〈 2, and the probability density function ω（t） of a particle＇s waiting time t follows a power law form for large t： ω（t） ～t^-（1＋α）, 0 〈 α 〈 1. The results indicate that the expressions of the generalized master equation are determined by the correlation exponent 7 and the long-tailed index α of the waiting time. Moreover, the diffusion results obtained from the generalized master equation are in accordance with the previous known results and the numerical simulation results.

Continuous time sigma delta ADC design and non-idealities analysis

A wide bandwidth continuous time sigma delta ADC is implemented in 130 nm CMOS. A detailed nonidealities analysis （excess loop delay, clock jitter, finite gain and GBW, comparator offset and DAC mismatch） is performed developed in Matlab/Simulink. This design is targeted for wide bandwidth applications such as video or wireless base-stations. A third-order continuous time sigma delta modulator comprises a third-order RC operational- amplifier-based loop filter and 3-bit internal quantizer operated at 512 MHz clock frequency. The sigma delta ADC achieves 60 dB SNR and 59.3 dB SNDR over a 16-MHz signal band at an OSR of 16. The power consumption of the CT sigma delta modulator is 22 mW from the 1.2-V supply.

Almost sure, L1-and L2-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration

Under a first order moment condition on the immigration mechanism,we show that an appropriately scaled supercritical and irreducible multi-type continuous state and continuous time branching process with immigration(CBI process)converges almost surely.If an x log(x)moment condition on the branching mechanism does not hold,then the limit is zero.If this x log(x)moment condition holds,then we prove L1 convergence as well.The projection of the limit on any left non-Perron eigenvector of the branching mean matrix is vanishing.If,in addition,a suitable extra power moment condition on the branching mechanism holds,then we provide the correct scaling for the projection of a CBI process on certain left non-Perron eigenvectors of the branching mean matrix in order to have almost sure and L1 limit.Moreover,under a second order moment condition on the branching and immigration mechanisms,we prove L2 convergence of an appropriately scaled process and the above-mentioned projections as well.A representation of the limits is also provided under the same moment conditions.

Mixed-integrator-based bi-quad cell for designing a continuous time filter

A new mixed-integrator-based bi-quad cell is proposed. An alternative synthesis mechanism of complex poles is proposed compared with source-follower-based bi-quad cells which is designed applying the positive feedback technique. Using the negative feedback technique to combine different integrators, the proposed bi-quad cell synthesizes complex poles for designing a continuous time filter. It exhibits various advantages including compact topology, high gain, no parasitic pole, no CMFB circuit, and high capability. The fourth-order Butterworth lowpass filter using the proposed cells has been fabricated in 0.18μm CMOS technology. The active area occupied by the filter with test buffer is only 200 × 170 μm^2. The proposed filter consumes a low power of 201 μW and achieves a 68.5 dB dynamic range.

Maxima and sum for discrete and continuous time Gaussian processes

We study the asymptotic relation among the maximum of continuous weakly and strongly dependent stationary Gaussian process, the maximum of this process sampled at discrete time points, and the partial sum of this process. It is shown that these two extreme values and the sum are asymptotically independent if the grid of the discrete time points is sufficiently sparse and the Gaussian process is weakly dependent, and asymptotically dependent if the grid points are Pickands grids or dense grids.

Chung-type Law of the Iterated Logarithm for Continuous Time Random Walk

A continuous time random walk is a random walk subordinated to a renewal process used in physics to model anomalous diffusion. In this paper, we establish a Chung-type law of the iterated logarithm for continuous time random walk with jumps and waiting times in the domains of attraction of stable laws.

Siegmund Duality for Continuous Time Markov Chains on Z_+~d

For the continuous time Markov chain with transition function P（t） on Z d ＋ , we give the necessary and sufficient conditions for the existence of its Siegmund dual with transition function P - （t）. If Q, the q-matrix of P（t）, is uniformly bounded, we show that the Siegmund dual relation can be expressed directly in terms of q-matrices, and a sufficient condition under which the Q-function is the Siegnmnd dual of some Q-function is also given.

Life Annuities Calculation in Algeria： Continuous Time Approach

The present paper aims to show the impact of continuous time calculation on life insurance pricing and reserving in the Algerian context. The discrete time approach allows insurance companies to facilitate calculation process but with less accuracy. This approach implies constancy of death quotients during a year. However, the death risk is a continuous function in time. For more accuracy and equity in pricing, calculation needs to consider the exact dates of different payments and also a continuous capitalization process. This gives more adequate premium with fewer hypotheses. This work shows how insurers can propose more adequate pricing using the same actuarial life table.

CONTINUOUS TIME MARKOV DECISION PROGRAMMING WITH AVERAGE REWARD CRITERION AND UNBOUNDED REWARD RATE

This paper deals with the continuous time Markov decision programming (briefly CTMDP) withunbounded reward rate.The economic criterion is the long-run average reward. To the models withcountable state space,and compact metric action sets,we present a set of sufficient conditions to ensurethe existence of the stationary optimal policies.

Model Predictive Control for Discrete and Continuous Timed Petri Nets

The goal of this paper is to propose a unique control method that permits the evolution of both timed continuous Petri net （TCPN） and T-timed discrete Petri net （T-TDPN） from an initial state to a desired one. Model predictive control （MPC） is a robust control scheme against perturbation and a consistent real-time constraints method. Hence, the proposed approach is studied using the MPC. However, the computational complexity may prevent the use of the MPC for large systems and for large prediction horizons. Then, the proposed approach provides some new techniques in order to reduce the high computational complexity; among them one is taking constant control actions during the prediction.

A 28/56 Gb/s NRZ/PAM-4 dual-mode transceiver with 1/4 rate reconfigurable 4-tap FFE and half-rate slicer in a 28-nm CMOS

A 28/56 Gb/s NRZ/PAM-4 dual-mode transceiver(TRx)designed in a 28-nm complementary metal-oxide-semiconduc-tor(CMOS)process is presented in this article.A voltage-mode(VM)driver featuring a 4-tap reconfigurable feed-forward equal-izer(FFE)is employed in the quarter-rate transmitter(TX).The half-rate receiver(RX)incorporates a continuous-time linear equal-izer(CTLE),a 3-stage high-speed slicer with multi-clock-phase sampling,and a clock and data recovery(CDR).The experimen-tal results show that the TRx operates at a maximum speed of 56 Gb/s with chip-on board(COB)assembly.The 28 Gb/s NRZ eye diagram shows a far-end vertical eye opening of 210 mV with an output amplitude of 351 mV single-ended and the 56 Gb/s PAM-4 eye diagram exhibits far-end eye opening of 33 mV(upper-eye),31 mV(mid-eye),and 28 mV(lower-eye)with an output amplitude of 353 mV single-ended.The recovered 14 GHz clock from the RX exhibits random jitter(RJ)of 469 fs and deterministic jitter(DJ)of 8.76 ps.The 875 Mb/s de-multiplexed data features 593 ps horizontal eye opening with 32.02 ps RJ,at bit-error rate(BER)of 10-5(0.53 UI).The power dissipation of TX and RX are 125 and 181.4 mW,respectively,from a 0.9-V sup-ply.

A time fractional model to represent rainfall process

This paper deals with a stochastic representation of the rainfall process. The analysis of a rainfall time series shows that cumulative representation of a rainfall time series can be modeled as a non-Gaussian random walk with a log-normal jump distribution and a time-waiting distribution following a tempered a-stable probability law. Based on the random walk model, a fractional Fokker-Planck equation （FFPE） with tempered a-stable waiting times was obtained. Through the comparison of observed data and simulated results from the random walk model and FFPE model with tempered a-stable waiting times, it can be concluded that the behavior of the rainfall process is globally reproduced, and the FFPE model with tempered a-stable waiting times is more efficient in reproducing the observed behavior.

Demand Model for Investment-oriented Life Insurance under uncertain lifetime

In this paper, we set up continuous time model with Poisson Process to analyze demand of investment-oriented life insurance. Individual life time is assumed random, and he is received fixed income, investment-oriented life insurance is an important financial asset under this model. Dynamic programming is applied to analyze this problem. The optimal explicit solutions are obtained in the case of CRRA utilities, and draw its demand curve with numerical simulation.

Timing theory continuous nursing,resistance training:Rehabilitation and mental health of caregivers and stroke patients with traumatic fractures

BACKGROUND Stroke is the leading cause of adult lifelong disability worldwide.A stroke is an acute cerebrovascular disease with a variety of causes and corresponding clinical symptoms.Around 75%of surviving stroke patients experience impaired nerve function,and some suffer from traumatic fractures,which can lead to special care needs.AIM To determine the effect of timing theory continuous care,with resistance training,on the rehabilitation and mental health of caregivers and stroke patients with traumatic fractures.METHODS Between January 2017 to March 2021,we selected 100 hospital admissions with post-stroke hemiplegia complicated with a traumatic fracture.Two participant groups were created:(1)Control group:given resistance training;and(2)Observation group:given timing theory continuous care combined with resistance training.The degree of satisfaction and differences in bone and phosphorus metabolism indexes between the two groups were compared.The self-perceived burden scale(SPBS)and caregiver burden questionnaire were used to evaluate the psychological health of patients and caregivers.The Harris hip function score,ability of daily living(ADL)scale,and global quality of life questionnaire(GQOL-74)were used to evaluate hip function,ability of daily living,and quality of life.RESULTS Data were collected prior to and after intervention.Alkaline phosphatase(ALP),osteocalcin,and vitamin D3 in the observation group and control group increased after intervention(P<0.05),and carboxy-terminal peptide of type I collagenβSpecial sequence(β-CTX)decreased(P<0.05).ALP and osteocalcin in the observation group were higher than in the control group(P<0.05).There was no significant difference inβ-CTX and vitamin D3 between the two groups(P>0.05).The SPBS score of the observation group was lower and the ADL score was higher than the control group.The burden score was lower and the Harris hip function and GQOL-74 scores were higher than that of the control group(P<0.05).The observation group’s satisfaction rating was 94.00%,which was higher than the rating from the control group(P<0.05).CONCLUSION Timing theory continuous nursing with resistance training can reduce hip dysfunction in stroke patients with a traumatic fracture and enhance quality of life and mental health of patients and caregivers.

Formal management-specifying approach for model-based safety assessment

In the field of model-based system assessment,mathematical models are used to interpret the system behaviors.However,the industrial systems in this intelligent era will be more manageable.Various management operations will be dynamically set,and the system will be no longer static as it is initially designed.Thus,the static model generated by the traditional model-based safety assessment(MBSA)approach cannot be used to accurately assess the dependability.There mainly exists three problems.Complex:huge and complex behaviors make the modeling to be trivial manual;Dynamic:though there are thousands of states and transitions,the previous model must be resubmitted to assess whenever new management arrives;Unreusable:as for different systems,the model must be resubmitted by reconsidering both the management and the system itself at the same time though the management is the same.Motivated by solving the above problems,this research studies a formal management specifying approach with the advantages of agility modeling,dynamic modeling,and specification design that can be re-suable.Finally,three typical managements are specified in a series-parallel system as a demonstration to show the potential.

Reliability analysis for wireless communication networks via dynamic Bayesian network

The dynamic wireless communication network is a complex network that needs to consider various influence factors including communication devices,radio propagation,network topology,and dynamic behaviors.Existing works focus on suggesting simplified reliability analysis methods for these dynamic networks.As one of the most popular modeling methodologies,the dynamic Bayesian network(DBN)is proposed.However,it is insufficient for the wireless communication network which contains temporal and non-temporal events.To this end,we present a modeling methodology for a generalized continuous time Bayesian network(CTBN)with a 2-state conditional probability table(CPT).Moreover,a comprehensive reliability analysis method for communication devices and radio propagation is suggested.The proposed methodology is verified by a reliability analysis of a real wireless communication network.

Reliability Analysis of Satellite Turntable System under Multiple Operation Modes Based on Multi-Valued Decision Diagrams

As a payload support system deployed on satellites,the turntable system is often switched among different working modes during the on-orbit operation,which can experience great state changes.In each mode,the missions to be completed are different,consecutive and non-over-lapping,from which the turntable system can be considered to be a phased-mission system(PMS).Reliability analysis for PMS has been widely studied.However,the system mode cycle characteristic has not been taken into account before.In this paper,reliability analysis method of the satellite turntable system is proposed considering its multiple operation modes and mode cycle characteristic.Firstly,the multi-valued decision diagrams(MDD)manipulation rules between two adjacent mission cycles are proposed.On this basis,MDD models for the turntable system in different states are established and the reliability is calculated using the continuous time Markov chains(CTMC)method.Finally,the comparative study is carried out to show the effectiveness of our proposed method.

天气衍生品气温预测模型对比研究

气温衍生品是天气衍生品交易中最活跃的合约之一,确定合理预测气温动态变化的模型,是气温衍生品开发设计的基础。考虑到气温在时间变化上具有趋势性、季节性和周期性等特点,文中使用了以O-U均值回复过程为基础的Continuous Time Autoregressive Model(CAR)模型、Seasonal Autoregressive Integrated Moving Average(SARIMA)模型和小波神经网络算法,并选择漠河、北京、乌鲁木齐、芜湖、昆明和海口具有地域性代表的城市气温进行拟合,使用无偏绝对百分比误差、绝对百分比误差和平均绝对比例误差检验指标检验了模型的预测精度。研究结果表明,小波神经网络算法在预测6个城市的无偏绝对百分比误差、绝对百分比误差和平均绝对比例误差的值最小;同时,相比CAR模型、SARIMA模型,其预测效果最优。因此,小波神经网络算法能够很好地拟合气温数据的变化,可以为我国气温天气衍生品的定价提供一定的指导。