Semi Markov Models And Applications

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Semi-Markov Models

Jacques Janssen
Semi Markov Models Book PDF

Author : Jacques Janssen
Publisher : Springer Science & Business Media
Page : 572 pages
File Size : 51,5 Mb
Release : 2013-11-11
Category : Mathematics
ISBN : 9781489905741

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Semi-Markov Models by Jacques Janssen Pdf

This book is the result of the International Symposium on Semi Markov Processes and their Applications held on June 4-7, 1984 at the Universite Libre de Bruxelles with the help of the FNRS (Fonds National de la Recherche Scientifique, Belgium), the Ministere de l'Education Nationale (Belgium) and the Bernoulli Society for Mathe matical Statistics and Probability. This international meeting was planned to make a state of the art for the area of semi-Markov theory and its applications, to bring together researchers in this field and to create a platform for open and thorough discussion. Main themes of the Symposium are the first ten sections of this book. The last section presented here gives an exhaustive biblio graphy on semi-Markov processes for the last ten years. Papers selected for this book are all invited papers and in addition some contributed papers retained after strong refereeing. Sections are I. Markov additive processes and regenerative systems II. Semi-Markov decision processes III. Algorithmic and computer-oriented approach IV. Semi-Markov models in economy and insurance V. Semi-Markov processes and reliability theory VI. Simulation and statistics for semi-Markov processes VII. Semi-Markov processes and queueing theory VIII. Branching IX. Applications in medicine X. Applications in other fields v PREFACE XI. A second bibliography on semi-Markov processes It is interesting to quote that sections IV to X represent a good sample of the main applications of semi-Markov processes i. e.

Semi-Markov Models and Applications

Jacques Janssen,Nikolaos Limnios
Semi Markov Models and Applications Book PDF

Author : Jacques Janssen,Nikolaos Limnios
Publisher : Springer Science & Business Media
Page : 403 pages
File Size : 47,9 Mb
Release : 2013-12-01
Category : Mathematics
ISBN : 9781461332886

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Semi-Markov Models and Applications by Jacques Janssen,Nikolaos Limnios Pdf

This book presents a selection of papers presented to the Second Inter national Symposium on Semi-Markov Models: Theory and Applications held in Compiegne (France) in December 1998. This international meeting had the same aim as the first one held in Brussels in 1984 : to make, fourteen years later, the state of the art in the field of semi-Markov processes and their applications, bring together researchers in this field and also to stimulate fruitful discussions. The set of the subjects of the papers presented in Compiegne has a lot of similarities with the preceding Symposium; this shows that the main fields of semi-Markov processes are now well established particularly for basic applications in Reliability and Maintenance, Biomedicine, Queue ing, Control processes and production. A growing field is the one of insurance and finance but this is not really a surprising fact as the problem of pricing derivative products represents now a crucial problem in economics and finance. For example, stochastic models can be applied to financial and insur ance models as we have to evaluate the uncertainty of the future market behavior in order, firstly, to propose different measures for important risks such as the interest risk, the risk of default or the risk of catas trophe and secondly, to describe how to act in order to optimize the situation in time. Recently, the concept of VaR (Value at Risk) was "discovered" in portfolio theory enlarging so the fundamental model of Markowitz.

Semi-Markov Chains and Hidden Semi-Markov Models toward Applications

Vlad Stefan Barbu,Nikolaos Limnios
Semi Markov Chains and Hidden Semi Markov Models toward Applications Book PDF

Author : Vlad Stefan Barbu,Nikolaos Limnios
Publisher : Springer Science & Business Media
Page : 233 pages
File Size : 48,9 Mb
Release : 2009-01-07
Category : Mathematics
ISBN : 9780387731735

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Semi-Markov Chains and Hidden Semi-Markov Models toward Applications by Vlad Stefan Barbu,Nikolaos Limnios Pdf

Here is a work that adds much to the sum of our knowledge in a key area of science today. It is concerned with the estimation of discrete-time semi-Markov and hidden semi-Markov processes. A unique feature of the book is the use of discrete time, especially useful in some specific applications where the time scale is intrinsically discrete. The models presented in the book are specifically adapted to reliability studies and DNA analysis. The book is mainly intended for applied probabilists and statisticians interested in semi-Markov chains theory, reliability and DNA analysis, and for theoretical oriented reliability and bioinformatics engineers.

Semi-Markov Processes

Franciszek Grabski
Semi Markov Processes Book PDF

Author : Franciszek Grabski
Publisher : Elsevier
Page : 270 pages
File Size : 49,7 Mb
Release : 2014-09-25
Category : Mathematics
ISBN : 9780128006597

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Semi-Markov Processes by Franciszek Grabski Pdf

Semi-Markov Processes: Applications in System Reliability and Maintenance is a modern view of discrete state space and continuous time semi-Markov processes and their applications in reliability and maintenance. The book explains how to construct semi-Markov models and discusses the different reliability parameters and characteristics that can be obtained from those models. The book is a useful resource for mathematicians, engineering practitioners, and PhD and MSc students who want to understand the basic concepts and results of semi-Markov process theory. Clearly defines the properties and theorems from discrete state Semi-Markov Process (SMP) theory Describes the method behind constructing Semi-Markov (SM) models and SM decision models in the field of reliability and maintenance Provides numerous individual versions of SM models, including the most recent and their impact on system reliability and maintenance

Hidden Semi-Markov Models

Shun-Zheng Yu
Hidden Semi Markov Models Book PDF

Author : Shun-Zheng Yu
Publisher : Morgan Kaufmann
Page : 208 pages
File Size : 46,6 Mb
Release : 2015-10-22
Category : Computers
ISBN : 9780128027714

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Hidden Semi-Markov Models by Shun-Zheng Yu Pdf

Hidden semi-Markov models (HSMMs) are among the most important models in the area of artificial intelligence / machine learning. Since the first HSMM was introduced in 1980 for machine recognition of speech, three other HSMMs have been proposed, with various definitions of duration and observation distributions. Those models have different expressions, algorithms, computational complexities, and applicable areas, without explicitly interchangeable forms. Hidden Semi-Markov Models: Theory, Algorithms and Applications provides a unified and foundational approach to HSMMs, including various HSMMs (such as the explicit duration, variable transition, and residential time of HSMMs), inference and estimation algorithms, implementation methods and application instances. Learn new developments and state-of-the-art emerging topics as they relate to HSMMs, presented with examples drawn from medicine, engineering and computer science. Discusses the latest developments and emerging topics in the field of HSMMs Includes a description of applications in various areas including, Human Activity Recognition, Handwriting Recognition, Network Traffic Characterization and Anomaly Detection, and Functional MRI Brain Mapping. Shows how to master the basic techniques needed for using HSMMs and how to apply them.

Introduction to Hidden Semi-Markov Models

John Van der Hoek,Robert J. Elliott
Introduction to Hidden Semi Markov Models Book PDF

Author : John Van der Hoek,Robert J. Elliott
Publisher : Cambridge University Press
Page : 185 pages
File Size : 43,6 Mb
Release : 2018
Category : Hidden Markov models
ISBN : 9781108421607

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Introduction to Hidden Semi-Markov Models by John Van der Hoek,Robert J. Elliott Pdf

Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject by first developing the theory of Markov processes in an elementary discrete time, finite state framework suitable for senior undergraduates and graduates. The authors then introduce semi-Markov chains and hidden semi-Markov chains, before developing related estimation and filtering results. Genomics applications are modelled by discrete observations of these hidden semi-Markov chains. This book contains new results and previously unpublished material not available elsewhere. The approach is rigorous and focused on applications

Hidden Markov Models and Applications

Nizar Bouguila,Wentao Fan,Manar Amayri
Hidden Markov Models and Applications Book PDF

Author : Nizar Bouguila,Wentao Fan,Manar Amayri
Publisher : Springer Nature
Page : 303 pages
File Size : 53,8 Mb
Release : 2022-05-19
Category : Technology & Engineering
ISBN : 9783030991425

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Hidden Markov Models and Applications by Nizar Bouguila,Wentao Fan,Manar Amayri Pdf

This book focuses on recent advances, approaches, theories, and applications related Hidden Markov Models (HMMs). In particular, the book presents recent inference frameworks and applications that consider HMMs. The authors discuss challenging problems that exist when considering HMMs for a specific task or application, such as estimation or selection, etc. The goal of this volume is to summarize the recent advances and modern approaches related to these problems. The book also reports advances on classic but difficult problems in HMMs such as inference and feature selection and describes real-world applications of HMMs from several domains. The book pertains to researchers and graduate students, who will gain a clear view of recent developments related to HMMs and their applications.

Applied Semi-Markov Processes

Jacques Janssen,Raimondo Manca
Applied Semi Markov Processes Book PDF

Author : Jacques Janssen,Raimondo Manca
Publisher : Springer Science & Business Media
Page : 315 pages
File Size : 43,6 Mb
Release : 2006-02-08
Category : Mathematics
ISBN : 9780387295480

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Applied Semi-Markov Processes by Jacques Janssen,Raimondo Manca Pdf

Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes. Presents homogeneous and non-homogeneous semi-Markov processes, as well as Markov and semi-Markov rewards processes. The concepts are fundamental for many applications, but they are not as thoroughly presented in other books on the subject as they are here.

Semi-Markov Processes and Reliability

N. Limnios,G. Oprisan
Semi Markov Processes and Reliability Book PDF

Author : N. Limnios,G. Oprisan
Publisher : Springer Science & Business Media
Page : 226 pages
File Size : 44,7 Mb
Release : 2012-12-06
Category : Technology & Engineering
ISBN : 9781461201618

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Semi-Markov Processes and Reliability by N. Limnios,G. Oprisan Pdf

At first there was the Markov property. The theory of stochastic processes, which can be considered as an exten sion of probability theory, allows the modeling of the evolution of systems through the time. It cannot be properly understood just as pure mathemat ics, separated from the body of experience and examples that have brought it to life. The theory of stochastic processes entered a period of intensive develop ment, which is not finished yet, when the idea of the Markov property was brought in. Not even a serious study of the renewal processes is possible without using the strong tool of Markov processes. The modern theory of Markov processes has its origins in the studies by A. A: Markov (1856-1922) of sequences of experiments "connected in a chain" and in the attempts to describe mathematically the physical phenomenon known as Brownian mo tion. Later, many generalizations (in fact all kinds of weakenings of the Markov property) of Markov type stochastic processes were proposed. Some of them have led to new classes of stochastic processes and useful applications. Let us mention some of them: systems with complete connections [90, 91, 45, 86]; K-dependent Markov processes [44]; semi-Markov processes, and so forth. The semi-Markov processes generalize the renewal processes as well as the Markov jump processes and have numerous applications, especially in relia bility.

Hidden Markov Models for Time Series

Walter Zucchini,Iain L. MacDonald,Roland Langrock
Hidden Markov Models for Time Series Book PDF

Author : Walter Zucchini,Iain L. MacDonald,Roland Langrock
Publisher : CRC Press
Page : 370 pages
File Size : 54,9 Mb
Release : 2017-12-19
Category : Mathematics
ISBN : 9781482253849

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Hidden Markov Models for Time Series by Walter Zucchini,Iain L. MacDonald,Roland Langrock Pdf

Hidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models (HMMs) as general-purpose models for time series data. The book provides a broad understanding of the models and their uses. After presenting the basic model formulation, the book covers estimation, forecasting, decoding, prediction, model selection, and Bayesian inference for HMMs. Through examples and applications, the authors describe how to extend and generalize the basic model so that it can be applied in a rich variety of situations. The book demonstrates how HMMs can be applied to a wide range of types of time series: continuous-valued, circular, multivariate, binary, bounded and unbounded counts, and categorical observations. It also discusses how to employ the freely available computing environment R to carry out the computations. Features Presents an accessible overview of HMMs Explores a variety of applications in ecology, finance, epidemiology, climatology, and sociology Includes numerous theoretical and programming exercises Provides most of the analysed data sets online New to the second edition A total of five chapters on extensions, including HMMs for longitudinal data, hidden semi-Markov models and models with continuous-valued state process New case studies on animal movement, rainfall occurrence and capture-recapture data

Semi-Markov Risk Models for Finance, Insurance and Reliability

Jacques Janssen,Raimondo Manca
Semi Markov Risk Models for Finance Insurance and Reliability Book PDF

Author : Jacques Janssen,Raimondo Manca
Publisher : Springer Science & Business Media
Page : 441 pages
File Size : 44,7 Mb
Release : 2007-05-15
Category : Mathematics
ISBN : 9780387707303

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Semi-Markov Risk Models for Finance, Insurance and Reliability by Jacques Janssen,Raimondo Manca Pdf

Everyone working in related fields from applied mathematicians to statisticians to actuaries and operations researchers will find this a brilliantly useful practical text. The book presents applications of semi-Markov processes in finance, insurance and reliability, using real-life problems as examples. After a presentation of the main probabilistic tools necessary for understanding of the book, the authors show how to apply semi-Markov processes in finance, starting from the axiomatic definition and continuing eventually to the most advanced financial tools.

Statistical Topics and Stochastic Models for Dependent Data with Applications

Vlad Stefan Barbu,Nicolas Vergne
Statistical Topics and Stochastic Models for Dependent Data with Applications Book PDF

Author : Vlad Stefan Barbu,Nicolas Vergne
Publisher : John Wiley & Sons
Page : 288 pages
File Size : 52,7 Mb
Release : 2020-12-03
Category : Mathematics
ISBN : 9781786306036

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Statistical Topics and Stochastic Models for Dependent Data with Applications by Vlad Stefan Barbu,Nicolas Vergne Pdf

This book is a collective volume authored by leading scientists in the field of stochastic modelling, associated statistical topics and corresponding applications. The main classes of stochastic processes for dependent data investigated throughout this book are Markov, semi-Markov, autoregressive and piecewise deterministic Markov models. The material is divided into three parts corresponding to: (i) Markov and semi-Markov processes, (ii) autoregressive processes and (iii) techniques based on divergence measures and entropies. A special attention is payed to applications in reliability, survival analysis and related fields.

Markov Processes for Stochastic Modeling

Oliver Ibe
Markov Processes for Stochastic Modeling Book PDF

Author : Oliver Ibe
Publisher : Newnes
Page : 515 pages
File Size : 54,6 Mb
Release : 2013-05-22
Category : Mathematics
ISBN : 9780124078390

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Markov Processes for Stochastic Modeling by Oliver Ibe Pdf

Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model the behavior of many systems including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems. Covering a wide range of areas of application of Markov processes, this second edition is revised to highlight the most important aspects as well as the most recent trends and applications of Markov processes. The author spent over 16 years in the industry before returning to academia, and he has applied many of the principles covered in this book in multiple research projects. Therefore, this is an applications-oriented book that also includes enough theory to provide a solid ground in the subject for the reader. Presents both the theory and applications of the different aspects of Markov processes Includes numerous solved examples as well as detailed diagrams that make it easier to understand the principle being presented Discusses different applications of hidden Markov models, such as DNA sequence analysis and speech analysis.

Markov Processes and Applications

Etienne Pardoux
Markov Processes and Applications Book PDF

Author : Etienne Pardoux
Publisher : John Wiley & Sons
Page : 322 pages
File Size : 43,7 Mb
Release : 2008-11-20
Category : Mathematics
ISBN : 9780470721865

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Markov Processes and Applications by Etienne Pardoux Pdf

"This well-written book provides a clear and accessible treatment of the theory of discrete and continuous-time Markov chains, with an emphasis towards applications. The mathematical treatment is precise and rigorous without superfluous details, and the results are immediately illustrated in illuminating examples. This book will be extremely useful to anybody teaching a course on Markov processes." Jean-François Le Gall, Professor at Université de Paris-Orsay, France. Markov processes is the class of stochastic processes whose past and future are conditionally independent, given their present state. They constitute important models in many applied fields. After an introduction to the Monte Carlo method, this book describes discrete time Markov chains, the Poisson process and continuous time Markov chains. It also presents numerous applications including Markov Chain Monte Carlo, Simulated Annealing, Hidden Markov Models, Annotation and Alignment of Genomic sequences, Control and Filtering, Phylogenetic tree reconstruction and Queuing networks. The last chapter is an introduction to stochastic calculus and mathematical finance. Features include: The Monte Carlo method, discrete time Markov chains, the Poisson process and continuous time jump Markov processes. An introduction to diffusion processes, mathematical finance and stochastic calculus. Applications of Markov processes to various fields, ranging from mathematical biology, to financial engineering and computer science. Numerous exercises and problems with solutions to most of them

Semi-Markov Processes and Reliability

Nikolaos Limnios,G. Oprisan
Semi Markov Processes and Reliability Book PDF

Author : Nikolaos Limnios,G. Oprisan
Publisher : Springer Science & Business Media
Page : 238 pages
File Size : 55,5 Mb
Release : 2001-02-16
Category : Technology & Engineering
ISBN : 0817641963

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Semi-Markov Processes and Reliability by Nikolaos Limnios,G. Oprisan Pdf

At first there was the Markov property. The theory of stochastic processes, which can be considered as an exten sion of probability theory, allows the modeling of the evolution of systems through the time. It cannot be properly understood just as pure mathemat ics, separated from the body of experience and examples that have brought it to life. The theory of stochastic processes entered a period of intensive develop ment, which is not finished yet, when the idea of the Markov property was brought in. Not even a serious study of the renewal processes is possible without using the strong tool of Markov processes. The modern theory of Markov processes has its origins in the studies by A. A: Markov (1856-1922) of sequences of experiments "connected in a chain" and in the attempts to describe mathematically the physical phenomenon known as Brownian mo tion. Later, many generalizations (in fact all kinds of weakenings of the Markov property) of Markov type stochastic processes were proposed. Some of them have led to new classes of stochastic processes and useful applications. Let us mention some of them: systems with complete connections [90, 91, 45, 86]; K-dependent Markov processes [44]; semi-Markov processes, and so forth. The semi-Markov processes generalize the renewal processes as well as the Markov jump processes and have numerous applications, especially in relia bility.