Statistical regression models are input-oriented estimation models that account for observation errors. On the other hand, an output-oriented possibility regression model that accounts for system fluctuations is propo...Statistical regression models are input-oriented estimation models that account for observation errors. On the other hand, an output-oriented possibility regression model that accounts for system fluctuations is proposed. Furthermore, the possibility Markov chain is proposed, which has a disidentifiable state (posterior) and a nondiscriminable state (prior). In this paper, we first take up the entity efficiency evaluation problem as a case study of the posterior non-discriminable production possibility region and mention Fuzzy DEA with fuzzy constraints. Next, the case study of the ex-ante non-discriminable event setting is discussed. Finally, we introduce the measure of the fuzzy number and the equality relation and attempt to model the possibility Markov chain mathematically. Furthermore, we show that under ergodic conditions, the direct sum state can be decomposed and reintegrated using fuzzy OR logic. We had already constructed the Possibility Markov process based on the indifferent state of this world. In this paper, we try to extend it to the indifferent event in another world. It should be noted that we can obtain the possibility transfer matrix by full use of possibility theory.展开更多
Some basic equations and the relations among various Markov chains are established. These works are the bases in the investigation of the theory of Markov chain in random environment.
The properties of generalized flip Markov chains on connected regular digraphs are discussed.The 1-Flipper operation on Markov chains for undirected graphs is generalized to that for multi-digraphs.The generalized 1-F...The properties of generalized flip Markov chains on connected regular digraphs are discussed.The 1-Flipper operation on Markov chains for undirected graphs is generalized to that for multi-digraphs.The generalized 1-Flipper operation preserves the regularity and weak connectivity of multi-digraphs.The generalized 1-Flipper operation is proved to be symmetric.Moreover,it is presented that a series of random generalized 1-Flipper operations eventually lead to a uniform probability distribution over all connected d-regular multi-digraphs without loops.展开更多
A nonhomogeneous Markov chain is applied to the study of the air quality classification in Mexico City when the so-called criterion pollutants are used. We consider the indices associated with air quality using two re...A nonhomogeneous Markov chain is applied to the study of the air quality classification in Mexico City when the so-called criterion pollutants are used. We consider the indices associated with air quality using two regulations where different ways of classification are taken into account. Parameters of the model are the initial and transition probabilities of the chain. They are estimated under the Bayesian point of view through samples generated directly from the corresponding posterior distributions. Using the estimated parameters, the probability of having an air quality index in a given hour of the day is obtained.展开更多
This paper explores the current English vocabulary teaching classroom based on an eco-linguistic perspective and the Markov chain,points out the ecological imbalance in the English vocabulary classroom,and proposes me...This paper explores the current English vocabulary teaching classroom based on an eco-linguistic perspective and the Markov chain,points out the ecological imbalance in the English vocabulary classroom,and proposes measures to solve the problem and strategies to build an ecological English vocabulary learning classroom,in order to provide some reference for future English vocabulary curriculum reform and curriculum design.In this paper,a random sample of 20 students from each class was taken from an advanced arts class and an advanced science class.The results show that after a semester of teaching process,the overall English scores of the arts and science classes improved,and since,the arts classes improved more and the teachers’teaching quality was better.展开更多
This paper first applies the sequential cluster method to set up the classification standard of infectious disease incidence state based on the fact that there are many uncertainty characteristics in the incidence cou...This paper first applies the sequential cluster method to set up the classification standard of infectious disease incidence state based on the fact that there are many uncertainty characteristics in the incidence course.Then the paper presents a weighted Markov chain,a method which is used to predict the future incidence state.This method assumes the standardized self-coefficients as weights based on the special characteristics of infectious disease incidence being a dependent stochastic variable.It also analyzes the characteristics of infectious diseases incidence via the Markov chain Monte Carlo method to make the long-term benefit of decision optimal.Our method is successfully validated using existing incidents data of infectious diseases in Jiangsu Province.In summation,this paper proposes ways to improve the accuracy of the weighted Markov chain,specifically in the field of infection epidemiology.展开更多
A Markov chain-based stochastic model (MCM) is developed to simulate the movement of particles in a 2D bubbling fluidized bed (BFB). The state spaces are determined by the discretized physical cells of the bed, an...A Markov chain-based stochastic model (MCM) is developed to simulate the movement of particles in a 2D bubbling fluidized bed (BFB). The state spaces are determined by the discretized physical cells of the bed, and the transition probability matrix is directly calculated by the results of a discrete element method (DEM) simulation. The Markov property of the BFB is discussed by the comparison results calculated from both static and dynamic transition probability matrices. The static matrix is calculated based on the Markov chain while the dynamic matrix is calculated based on the memory property of the particle movement. Results show that the difference in the trends of particle movement between the static and dynamic matrix calculation is very small. Besides, the particle mixing curves of the MCM and DEM have the same trend and similar numerical values, and the details show the time averaged characteristic of the MCM and also expose its shortcoming in describing the instantaneous particle dynamics in the BFB.展开更多
Modeling non coding background sequences appropriately is important for the detection of regulatory elements from DNA sequences. Based on the chi square statistic test, some explanations about why to choose higher ...Modeling non coding background sequences appropriately is important for the detection of regulatory elements from DNA sequences. Based on the chi square statistic test, some explanations about why to choose higher order Markov chain model and how to automatically select the proper order are given in this paper. The chi square test is first run on synthetic data sets to show that it can efficiently find the proper order of Markov chain. Using chi square test, distinct higher order context dependences inherent in ten sets of sequences of yeast S.cerevisiae from other literature have been found. So the Markov chain with higher order would be more suitable for modeling the non coding background sequences than an independent model.展开更多
The Mesoproterozoic Wumishan Formation in the Jixian section of Tianjin is a succession of 3300-m-thick carbonate strata formed in a period of about 100 Ma (1310±20 Ma-1207±10 Ma). In this succession of stra...The Mesoproterozoic Wumishan Formation in the Jixian section of Tianjin is a succession of 3300-m-thick carbonate strata formed in a period of about 100 Ma (1310±20 Ma-1207±10 Ma). In this succession of strata, the carbonate metre-scale cyclic sequences belonging to peritidal type with an approximately symmetrical lithofacies-succession are best developed. The wide development of 1:4 stacking patterns shows that these metre-scale cyclic sequences are genetically related to the short-eccentricity cycles, which are called the Wumishan cyclothems that could truly represent sedimentary cycles. Generally, massive and thick-bedded calcareous dolomites and dolomitic limestones of stromatolite biostromes and thrombolite bioherms constitute the central part of the Wumishan cyclothems. The lower and upper parts consist of tidal flat dolostones, sandy-muddy dolostone and the top part is composed of lagoonal facies dolomitic shales with a paleosol cap. Therefore, an approximately symmetrical lithofacies-succession is formed. Many features such as the clear deepening and shoaling vectors of cyclothems, and all kinds of marks of fresh-water diagenesis indicate that the Wumishan cyclothems are the product of autocyclic sedimentation governed by allocyclic high-frequency sea-level changes. The results of a Markov chain analysis reaffirm the existence of the lithofacies-succession model of the Wumishan cyclothems. The boundaries of the Wumishan cyclothems are marked by the instantaneous exposed punctuated surface, which leads to the discrepancy between the cyclothems and the parasequences of the sequence stratigraphy terminology system. It is difficult to form a judgment that the time span of the Milankovitch cycles in the Precambrian is certainly equal to that of the Phanerozoic, but the regularly vertical stacking patterns of the seventh-order rhythms, sixth-order cyclothems and fifth-order parasequence sets still indicate their consistency with the duration of the Milankovitch cycles in the Phanerozoic.展开更多
目的 针对妇幼卫生纵向数据的任意缺失模式,采用多重填补方法进行填补,探求最佳填补结果,以便对数据作进一步分析与研究。方法 运用SAS9.0 ,采用多重填补方法Markov China Monte Carlo(MCMC)模型对缺失数据进行多次填补并综合分析。...目的 针对妇幼卫生纵向数据的任意缺失模式,采用多重填补方法进行填补,探求最佳填补结果,以便对数据作进一步分析与研究。方法 运用SAS9.0 ,采用多重填补方法Markov China Monte Carlo(MCMC)模型对缺失数据进行多次填补并综合分析。结果 填补5次所得结果最优。结论 多重填补方法可以处理有缺失数据资料中的许多普遍问题,可提高统计效率,尤其是MCMC模型在处理复杂的缺失数据上,优势明显。展开更多
This paper is a continuation of [8]. In Section 1, three kinds of communication are introdnced for two states and the relations among them are investigated. In Section 2, two kinds of period of a state are introdnced ...This paper is a continuation of [8]. In Section 1, three kinds of communication are introdnced for two states and the relations among them are investigated. In Section 2, two kinds of period of a state are introdnced and it is obtained that the period is a 'class property',i.e. two states x and y belong to same class implies the period of x is equal to the period of y.展开更多
A novel method for detecting anomalous program behavior is presented, which is applicable to hostbased intrusion detection systems that monitor system call activities. The method constructs a homogeneous Markov chain ...A novel method for detecting anomalous program behavior is presented, which is applicable to hostbased intrusion detection systems that monitor system call activities. The method constructs a homogeneous Markov chain model to characterize the normal behavior of a privileged program, and associates the states of the Markov chain with the unique system calls in the training data. At the detection stage, the probabilities that the Markov chain model supports the system call sequences generated by the program are computed. A low probability indicates an anomalous sequence that may result from intrusive activities. Then a decision rule based on the number of anomalous sequences in a locality frame is adopted to classify the program's behavior. The method gives attention to both computational efficiency and detection accuracy, and is especially suitable for on-line detection. It has been applied to practical host-based intrusion detection systems.展开更多
Reasonable allocation of storage and computing resources is the basis of building big data system.With the development of IoT(Internet of Things),more data will be brought.A three-layer architecture includes smart dev...Reasonable allocation of storage and computing resources is the basis of building big data system.With the development of IoT(Internet of Things),more data will be brought.A three-layer architecture includes smart devices layer,edge cloud layer and blockchain-based distributed cloud layer.Blockchain is used in IoT for building a distributed decentralize P2P architecture to deal with the secure issue while edge computing deals with increasing volume of data.Edge caching is one of the important application scenarios.In order to allocate edge cache resources reasonably,to improve the quality of service and to reduce the waste of bandwidth resources,this paper proposes a content selection algorithm of edge cache nodes.The algorithm adopts markov chain model,improves the utilization of cache space and reduces the content transmission delay.The hierarchical caching strategy is adopted and the secondary cache stores slides of contents to expand the coverage of cached content and to reduce user waiting time.Regional node cooperation is adopted to expand the cache space and to support the regional preference of cache content.Compared with the classical substitution algorithm,simulation results show that the algorithm in this paper has higher cache hit ratio and higher space utilization.展开更多
In Section 1, the authors establish the models of two kinds of Markov chains in space-time random environments (MCSTRE and MCSTRE(+)) with abstract state space. In Section 2, the authors construct a MCSTRE and a MCSTR...In Section 1, the authors establish the models of two kinds of Markov chains in space-time random environments (MCSTRE and MCSTRE(+)) with abstract state space. In Section 2, the authors construct a MCSTRE and a MCSTRE(+) by an initial distribution Φ and a random Markov kernel (RMK) p(γ). In Section 3, the authors es-tablish several equivalence theorems on MCSTRE and MCSTRE(+). Finally, the authors give two very important examples of MCMSTRE, the random walk in spce-time random environment and the Markov br...展开更多
This paper is a continuation of [8] and [9]. The author obtains the decomposition of state space X of an Markov chain in random environment by making use of the results in [8] and [9], gives three examples, random wal...This paper is a continuation of [8] and [9]. The author obtains the decomposition of state space X of an Markov chain in random environment by making use of the results in [8] and [9], gives three examples, random walk in random environment, renewal process in random environment and queue process in random environment, and obtains the decompositions of the state spaces of these three special examples.展开更多
A novel grey Markov chain predictive model is discussed to reduce drift influence on the output of fiber optical gyroscopes (FOGs) and to improve FOGs' measurement precision. The proposed method possesses advantag...A novel grey Markov chain predictive model is discussed to reduce drift influence on the output of fiber optical gyroscopes (FOGs) and to improve FOGs' measurement precision. The proposed method possesses advantages of grey model and Markov chain. It makes good use of dynamic modeling idea of the grey model to predict general trend of original data. Then according to the trend, states are divided so that it can overcome the disadvantage of high computational cost of state transition probability matrix in Markov chain. Moreover, the presented approach expands the applied scope of the grey model and makes it be fit for prediction of random data with bigger fluctuation. The numerical results of real drift data from a certain type FOG verify the effectiveness of the proposed grey Markov chain model powerfully. The Markov chain is also investigated to provide a comparison with the grey Markov chain model. It is shown that the hybrid grey Markov chain prediction model has higher modeling precision than Markov chain itself, which prove this proposed method is very applicable and effective.展开更多
A single set of vertically aligned cracks embedded in a purely isotropic background may be con- sidered as a long-wavelength effective transversely iso- tropy (HTI) medium with a horizontal symmetry axis. The crack-...A single set of vertically aligned cracks embedded in a purely isotropic background may be con- sidered as a long-wavelength effective transversely iso- tropy (HTI) medium with a horizontal symmetry axis. The crack-induced HTI anisotropy can be characterized by the weakly anisotropic parameters introduced by Thomsen. The seismic scattering theory can be utilized for the inversion for the anisotropic parameters in weakly aniso- tropic and heterogeneous HTI media. Based on the seismic scattering theory, we first derived the linearized PP- and PS-wave reflection coefficients in terms of P- and S-wave impedances, density as well as three anisotropic parameters in HTI media. Then, we proposed a novel Bayesian Mar- kov chain Monte Carlo inversion method of PP- and PS- wave for six elastic and anisotropic parameters directly. Tests on synthetic azimuthal seismic data contaminated by random errors demonstrated that this method appears more accurate, anti-noise and stable owing to the usage of the constrained PS-wave compared with the standards inver- sion scheme taking only the PP-wave into account.展开更多
A new grey forecasting model based on BP neural network and Markov chain was proposed. In order to combine the grey forecasting model with neural network, an important theorem that the grey differential equation is eq...A new grey forecasting model based on BP neural network and Markov chain was proposed. In order to combine the grey forecasting model with neural network, an important theorem that the grey differential equation is equivalent to the time response model, was proved by analyzing the features of grey forecasting model(GM(1,1)). Based on this, the differential equation parameters were included in the network when the BP neural network was constructed, and the neural network was trained by extracting samples from grey system's known data. When BP network was converged, the whitened grey differential equation parameters were extracted and then the grey neural network forecasting model (GNNM(1,1)) was built. In order to reduce stochastic phenomenon in GNNM(1,1), the state transition probability between two states was defined and the Markov transition matrix was established by building the residual sequences between grey forecasting and actual value. Thus, the new grey forecasting model(MNNGM(1,1)) was proposed by combining Markov chain with GNNM(1,1). Based on the above discussion, three different approaches were put forward for forecasting China electricity demands. By comparing GM(1, 1) and GNNM(1,1) with the proposed model, the results indicate that the absolute mean error of MNNGM(1,1) is about 0.4 times of GNNM(1,1) and 0.2 times of GM(I, 1), and the mean square error of MNNGM(1,1) is about 0.25 times of GNNM(1,1) and 0.1 times of GM(1,1).展开更多
文摘Statistical regression models are input-oriented estimation models that account for observation errors. On the other hand, an output-oriented possibility regression model that accounts for system fluctuations is proposed. Furthermore, the possibility Markov chain is proposed, which has a disidentifiable state (posterior) and a nondiscriminable state (prior). In this paper, we first take up the entity efficiency evaluation problem as a case study of the posterior non-discriminable production possibility region and mention Fuzzy DEA with fuzzy constraints. Next, the case study of the ex-ante non-discriminable event setting is discussed. Finally, we introduce the measure of the fuzzy number and the equality relation and attempt to model the possibility Markov chain mathematically. Furthermore, we show that under ergodic conditions, the direct sum state can be decomposed and reintegrated using fuzzy OR logic. We had already constructed the Possibility Markov process based on the indifferent state of this world. In this paper, we try to extend it to the indifferent event in another world. It should be noted that we can obtain the possibility transfer matrix by full use of possibility theory.
基金the National Natural Science Foundation of China(10 0 710 5 8-2 ) and Doctoral Programme Foundationof China
文摘Some basic equations and the relations among various Markov chains are established. These works are the bases in the investigation of the theory of Markov chain in random environment.
基金National Natural Science Foundation of China(No.11671258)。
文摘The properties of generalized flip Markov chains on connected regular digraphs are discussed.The 1-Flipper operation on Markov chains for undirected graphs is generalized to that for multi-digraphs.The generalized 1-Flipper operation preserves the regularity and weak connectivity of multi-digraphs.The generalized 1-Flipper operation is proved to be symmetric.Moreover,it is presented that a series of random generalized 1-Flipper operations eventually lead to a uniform probability distribution over all connected d-regular multi-digraphs without loops.
文摘A nonhomogeneous Markov chain is applied to the study of the air quality classification in Mexico City when the so-called criterion pollutants are used. We consider the indices associated with air quality using two regulations where different ways of classification are taken into account. Parameters of the model are the initial and transition probabilities of the chain. They are estimated under the Bayesian point of view through samples generated directly from the corresponding posterior distributions. Using the estimated parameters, the probability of having an air quality index in a given hour of the day is obtained.
文摘This paper explores the current English vocabulary teaching classroom based on an eco-linguistic perspective and the Markov chain,points out the ecological imbalance in the English vocabulary classroom,and proposes measures to solve the problem and strategies to build an ecological English vocabulary learning classroom,in order to provide some reference for future English vocabulary curriculum reform and curriculum design.In this paper,a random sample of 20 students from each class was taken from an advanced arts class and an advanced science class.The results show that after a semester of teaching process,the overall English scores of the arts and science classes improved,and since,the arts classes improved more and the teachers’teaching quality was better.
基金supported in part by"National S&T Major Project Foundation of China"(2009ZX10004-904)Universities Natural Science Foundation of Jiangsu Province(09KJB330004),National Science Foundation Grant DMS-9971405National Institutes of Health Contract N01-HV-28183
文摘This paper first applies the sequential cluster method to set up the classification standard of infectious disease incidence state based on the fact that there are many uncertainty characteristics in the incidence course.Then the paper presents a weighted Markov chain,a method which is used to predict the future incidence state.This method assumes the standardized self-coefficients as weights based on the special characteristics of infectious disease incidence being a dependent stochastic variable.It also analyzes the characteristics of infectious diseases incidence via the Markov chain Monte Carlo method to make the long-term benefit of decision optimal.Our method is successfully validated using existing incidents data of infectious diseases in Jiangsu Province.In summation,this paper proposes ways to improve the accuracy of the weighted Markov chain,specifically in the field of infection epidemiology.
基金The National Science Foundation of China(No.51276036,51306035)the Fundamental Research Funds for the Central Universities(No.KYLX_0114)
文摘A Markov chain-based stochastic model (MCM) is developed to simulate the movement of particles in a 2D bubbling fluidized bed (BFB). The state spaces are determined by the discretized physical cells of the bed, and the transition probability matrix is directly calculated by the results of a discrete element method (DEM) simulation. The Markov property of the BFB is discussed by the comparison results calculated from both static and dynamic transition probability matrices. The static matrix is calculated based on the Markov chain while the dynamic matrix is calculated based on the memory property of the particle movement. Results show that the difference in the trends of particle movement between the static and dynamic matrix calculation is very small. Besides, the particle mixing curves of the MCM and DEM have the same trend and similar numerical values, and the details show the time averaged characteristic of the MCM and also expose its shortcoming in describing the instantaneous particle dynamics in the BFB.
文摘Modeling non coding background sequences appropriately is important for the detection of regulatory elements from DNA sequences. Based on the chi square statistic test, some explanations about why to choose higher order Markov chain model and how to automatically select the proper order are given in this paper. The chi square test is first run on synthetic data sets to show that it can efficiently find the proper order of Markov chain. Using chi square test, distinct higher order context dependences inherent in ten sets of sequences of yeast S.cerevisiae from other literature have been found. So the Markov chain with higher order would be more suitable for modeling the non coding background sequences than an independent model.
文摘The Mesoproterozoic Wumishan Formation in the Jixian section of Tianjin is a succession of 3300-m-thick carbonate strata formed in a period of about 100 Ma (1310±20 Ma-1207±10 Ma). In this succession of strata, the carbonate metre-scale cyclic sequences belonging to peritidal type with an approximately symmetrical lithofacies-succession are best developed. The wide development of 1:4 stacking patterns shows that these metre-scale cyclic sequences are genetically related to the short-eccentricity cycles, which are called the Wumishan cyclothems that could truly represent sedimentary cycles. Generally, massive and thick-bedded calcareous dolomites and dolomitic limestones of stromatolite biostromes and thrombolite bioherms constitute the central part of the Wumishan cyclothems. The lower and upper parts consist of tidal flat dolostones, sandy-muddy dolostone and the top part is composed of lagoonal facies dolomitic shales with a paleosol cap. Therefore, an approximately symmetrical lithofacies-succession is formed. Many features such as the clear deepening and shoaling vectors of cyclothems, and all kinds of marks of fresh-water diagenesis indicate that the Wumishan cyclothems are the product of autocyclic sedimentation governed by allocyclic high-frequency sea-level changes. The results of a Markov chain analysis reaffirm the existence of the lithofacies-succession model of the Wumishan cyclothems. The boundaries of the Wumishan cyclothems are marked by the instantaneous exposed punctuated surface, which leads to the discrepancy between the cyclothems and the parasequences of the sequence stratigraphy terminology system. It is difficult to form a judgment that the time span of the Milankovitch cycles in the Precambrian is certainly equal to that of the Phanerozoic, but the regularly vertical stacking patterns of the seventh-order rhythms, sixth-order cyclothems and fifth-order parasequence sets still indicate their consistency with the duration of the Milankovitch cycles in the Phanerozoic.
文摘目的 针对妇幼卫生纵向数据的任意缺失模式,采用多重填补方法进行填补,探求最佳填补结果,以便对数据作进一步分析与研究。方法 运用SAS9.0 ,采用多重填补方法Markov China Monte Carlo(MCMC)模型对缺失数据进行多次填补并综合分析。结果 填补5次所得结果最优。结论 多重填补方法可以处理有缺失数据资料中的许多普遍问题,可提高统计效率,尤其是MCMC模型在处理复杂的缺失数据上,优势明显。
文摘This paper is a continuation of [8]. In Section 1, three kinds of communication are introdnced for two states and the relations among them are investigated. In Section 2, two kinds of period of a state are introdnced and it is obtained that the period is a 'class property',i.e. two states x and y belong to same class implies the period of x is equal to the period of y.
基金the National Grand Fundamental Research "973" Program of China (2004CB318109)the High-Technology Research and Development Plan of China (863-307-7-5)the National Information Security 242 Program ofChina (2005C39).
文摘A novel method for detecting anomalous program behavior is presented, which is applicable to hostbased intrusion detection systems that monitor system call activities. The method constructs a homogeneous Markov chain model to characterize the normal behavior of a privileged program, and associates the states of the Markov chain with the unique system calls in the training data. At the detection stage, the probabilities that the Markov chain model supports the system call sequences generated by the program are computed. A low probability indicates an anomalous sequence that may result from intrusive activities. Then a decision rule based on the number of anomalous sequences in a locality frame is adopted to classify the program's behavior. The method gives attention to both computational efficiency and detection accuracy, and is especially suitable for on-line detection. It has been applied to practical host-based intrusion detection systems.
文摘Reasonable allocation of storage and computing resources is the basis of building big data system.With the development of IoT(Internet of Things),more data will be brought.A three-layer architecture includes smart devices layer,edge cloud layer and blockchain-based distributed cloud layer.Blockchain is used in IoT for building a distributed decentralize P2P architecture to deal with the secure issue while edge computing deals with increasing volume of data.Edge caching is one of the important application scenarios.In order to allocate edge cache resources reasonably,to improve the quality of service and to reduce the waste of bandwidth resources,this paper proposes a content selection algorithm of edge cache nodes.The algorithm adopts markov chain model,improves the utilization of cache space and reduces the content transmission delay.The hierarchical caching strategy is adopted and the secondary cache stores slides of contents to expand the coverage of cached content and to reduce user waiting time.Regional node cooperation is adopted to expand the cache space and to support the regional preference of cache content.Compared with the classical substitution algorithm,simulation results show that the algorithm in this paper has higher cache hit ratio and higher space utilization.
基金Supported by the National Natural Science Foundation of China (10771185 and 10871200)
文摘In Section 1, the authors establish the models of two kinds of Markov chains in space-time random environments (MCSTRE and MCSTRE(+)) with abstract state space. In Section 2, the authors construct a MCSTRE and a MCSTRE(+) by an initial distribution Φ and a random Markov kernel (RMK) p(γ). In Section 3, the authors es-tablish several equivalence theorems on MCSTRE and MCSTRE(+). Finally, the authors give two very important examples of MCMSTRE, the random walk in spce-time random environment and the Markov br...
基金Supported by the National Natural Science Foundation of China (10371092) and the Foundation of Wuhan University.
文摘This paper is a continuation of [8] and [9]. The author obtains the decomposition of state space X of an Markov chain in random environment by making use of the results in [8] and [9], gives three examples, random walk in random environment, renewal process in random environment and queue process in random environment, and obtains the decompositions of the state spaces of these three special examples.
文摘A novel grey Markov chain predictive model is discussed to reduce drift influence on the output of fiber optical gyroscopes (FOGs) and to improve FOGs' measurement precision. The proposed method possesses advantages of grey model and Markov chain. It makes good use of dynamic modeling idea of the grey model to predict general trend of original data. Then according to the trend, states are divided so that it can overcome the disadvantage of high computational cost of state transition probability matrix in Markov chain. Moreover, the presented approach expands the applied scope of the grey model and makes it be fit for prediction of random data with bigger fluctuation. The numerical results of real drift data from a certain type FOG verify the effectiveness of the proposed grey Markov chain model powerfully. The Markov chain is also investigated to provide a comparison with the grey Markov chain model. It is shown that the hybrid grey Markov chain prediction model has higher modeling precision than Markov chain itself, which prove this proposed method is very applicable and effective.
基金sponsorship of the National Natural Science Foundation of China (No.41674130)the National Basic Research Program of China (973 Program,Nos.2013CB228604,2014CB239201)+1 种基金the National Oil and Gas Major Projects of China (Nos.2016ZX05027004-001,2016ZX05002005-009)the Fundamental Research Funds for the Central Universities (15CX08002A) for their funding in this research
文摘A single set of vertically aligned cracks embedded in a purely isotropic background may be con- sidered as a long-wavelength effective transversely iso- tropy (HTI) medium with a horizontal symmetry axis. The crack-induced HTI anisotropy can be characterized by the weakly anisotropic parameters introduced by Thomsen. The seismic scattering theory can be utilized for the inversion for the anisotropic parameters in weakly aniso- tropic and heterogeneous HTI media. Based on the seismic scattering theory, we first derived the linearized PP- and PS-wave reflection coefficients in terms of P- and S-wave impedances, density as well as three anisotropic parameters in HTI media. Then, we proposed a novel Bayesian Mar- kov chain Monte Carlo inversion method of PP- and PS- wave for six elastic and anisotropic parameters directly. Tests on synthetic azimuthal seismic data contaminated by random errors demonstrated that this method appears more accurate, anti-noise and stable owing to the usage of the constrained PS-wave compared with the standards inver- sion scheme taking only the PP-wave into account.
基金Project(70572090) supported by the National Natural Science Foundation of China
文摘A new grey forecasting model based on BP neural network and Markov chain was proposed. In order to combine the grey forecasting model with neural network, an important theorem that the grey differential equation is equivalent to the time response model, was proved by analyzing the features of grey forecasting model(GM(1,1)). Based on this, the differential equation parameters were included in the network when the BP neural network was constructed, and the neural network was trained by extracting samples from grey system's known data. When BP network was converged, the whitened grey differential equation parameters were extracted and then the grey neural network forecasting model (GNNM(1,1)) was built. In order to reduce stochastic phenomenon in GNNM(1,1), the state transition probability between two states was defined and the Markov transition matrix was established by building the residual sequences between grey forecasting and actual value. Thus, the new grey forecasting model(MNNGM(1,1)) was proposed by combining Markov chain with GNNM(1,1). Based on the above discussion, three different approaches were put forward for forecasting China electricity demands. By comparing GM(1, 1) and GNNM(1,1) with the proposed model, the results indicate that the absolute mean error of MNNGM(1,1) is about 0.4 times of GNNM(1,1) and 0.2 times of GM(I, 1), and the mean square error of MNNGM(1,1) is about 0.25 times of GNNM(1,1) and 0.1 times of GM(1,1).