Download or read book Simulation methods for Poisson processes in nonstationary systems written by Thomas J. Watson IBM Research Center and published by . This book was released on 1978 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The nonhomogeneous Poisson process is a widely used model for a series of events (stochastic point process) in which the rate or intensity of occurrence of points varies, usually with time. The process has the characteristic properties that the number of points in any finite set of nonoverlapping intervals are mutually independent random varialbes, and that the number of points in any of these intervals has a Poisson distribution. This paper first discusses several general methods for simulation of the one-dimensional nonhomogeneous Poisson process. Then a particular and very efficient method for simulation of nonhomogeneous Poisson processes is stated with log-linear rate function. The method is based on an identity relating the nonhomogeneous Poisson process to the gap statistics from a random number of exponential random variables with suitably chosen parameters. Finally, a simple and relatively efficient new method for simulation of one-dimensional and two-dimensional nonhomogeneous Poisson processes is described. The method is applicable for any given rate function and is based on controlled deletion of points in a Poisson process with a rate function that dominates the given rate function.
Download or read book Modeling and Simulation of Nonstationary Non Poisson Processes written by Ran Liu and published by . This book was released on 2013 with total page 102 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Simulating Nonstationary Spatio Temporal Poisson Processes Using the Inversion Method written by Haoting Zhang and published by . This book was released on 2020 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: We study the problem of simulating a class of nonstationary spatio-temporal Poisson processes. The Poisson intensity function is non-stationary and piecewise linear in both the time dimension and the spatial location dimensions. We propose an exact simulation algorithm based on the inversion method. This simulation algorithm adopts three advantages. First, the entire procedure involves only closed-form computation with no need for numerical integration or numerical inversion of any function. Each step in the algorithm only requires exact arithmetic operations. Second, the proposed algorithm is sample efficient, especially compared to the thinning method when the maximum intensity value is much larger than the minimum intensity value. Third, the algorithm generates arrivals sequentially, one at a time in ascending order, so that they can be conveniently fed into real-time or online decision-making tools.
Download or read book Simulation Methods for Reliability and Availability of Complex Systems written by Javier Faulin and published by Springer Science & Business Media. This book was released on 2010-04-22 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: Simulation Methods for Reliability and Availability of Complex Systems discusses the use of computer simulation-based techniques and algorithms to determine reliability and availability (R and A) levels in complex systems. The book: shares theoretical or applied models and decision support systems that make use of simulation to estimate and to improve system R and A levels, forecasts emerging technologies and trends in the use of computer simulation for R and A and proposes hybrid approaches to the development of efficient methodologies designed to solve R and A-related problems in real-life systems. Dealing with practical issues, Simulation Methods for Reliability and Availability of Complex Systems is designed to support managers and system engineers in the improvement of R and A, as well as providing a thorough exploration of the techniques and algorithms available for researchers, and for advanced undergraduate and postgraduate students.
Download or read book Technical Abstract Bulletin written by and published by . This book was released on with total page 1048 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Computer Performance Modeling Handbook written by Stephen Lavenberg and published by Elsevier. This book was released on 1983-02-28 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computer Performance Modeling Handbook
Download or read book From Natural to Artificial Neural Computation written by Jose Mira and published by Springer Science & Business Media. This book was released on 1995-05-24 with total page 1182 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents the proceedings of the International Workshop on Artificial Neural Networks, IWANN '95, held in Torremolinos near Malaga, Spain in June 1995. The book contains 143 revised papers selected from a wealth of submissions and five invited contributions; it covers all current aspects of neural computation and presents the state of the art of ANN research and applications. The papers are organized in sections on neuroscience, computational models of neurons and neural nets, organization principles, learning, cognitive science and AI, neurosimulators, implementation, neural networks for perception, and neural networks for communication and control.
Download or read book On the Numerical Simulation of Nonstationary Random Processes written by Masanobu Shinozuka and published by . This book was released on 1966 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: A method is presented of simulating a class of nonstationary Gaussian random processes by passing a Gaussian white noise through a system introducing desirable nonstationarity at some phase of simulation. The method might have wide applications in stochastic mechanics such as in analysis of aircraft structures subjected to severe, random aerodynamic loading and in earthquake engineering. The relation between the proposed nonstationary Gaussian process and the filtered Poisson process is discussed in detail. Examples show that, if the convolution integrals, involved in general in the expressions for the output of the system and also for the output of the structure, can be avoided by particular choice of the impulse response functions of the system and the structure, then a set of numerical simulations of the nonstationary process and the structural response can be performed on an IBM 7090 within a period of approximately 30 sec. (Author).
Download or read book Linearization Methods for Stochastic Dynamic Systems written by Leslaw Socha and published by Springer Science & Business Media. This book was released on 2007-12-20 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: For most cases of interest, exact solutions to nonlinear equations describing stochastic dynamical systems are not available. This book details the relatively simple and popular linearization techniques available, covering theory as well as application. It examines models with continuous external and parametric excitations, those that cover the majority of known approaches.
Download or read book Winter Simulation Conference written by and published by . This book was released on 1971 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Handbook of Simulation written by Jerry Banks and published by John Wiley & Sons. This book was released on 1998-09-14 with total page 868 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dieses Buch ist eine unschätzbare Informationsquelle für alle Ingenieure, Designer, Manager und Techniker bei Entwicklung, Studium und Anwendung einer großen Vielzahl von Simulationstechniken. Es vereint die Arbeit internationaler Simulationsexperten aus Industrie und Forschung. Alle Aspekte der Simulation werden in diesem umfangreichen Nachschlagewerk abgedeckt. Der Leser wird vertraut gemacht mit den verschiedenen Techniken von Industriesimulationen sowie mit Einsatz, Anwendungen und Entwicklungen. Neueste Fortschritte wie z.B. objektorientierte Programmierung werden ebenso behandelt wie Richtlinien für den erfolgreichen Umgang mit simulationsgestützten Prozessen. Auch gibt es eine Liste mit den wichtigsten Vertriebs- und Zulieferadressen. (10/98)
Download or read book Smooth Flexible Models of Nonhomogeneous Poisson Processes Fit to One Or More Process Realizations written by Shalaka C. Deo and published by . This book was released on 2009 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Simulation is a technique of creating representations or models of real world systems or processes and conducting experiments to predict behavior of actual systems. Input modeling is a critical aspect of simulation modeling. Stochastic input models are used to model various aspects of the system under uncertainty including process times and interarrival times. This research focuses on input models for nonstationary arrival processes that can be represented as nonhomogeneous Poisson processes (NHPPs). In particular, a smooth flexible model for the mean-value function (or integrated rate function) of a general NHPP is estimated. To represent the mean-value function, the method utilizes a specially formulated polynomial that is constrained in least-squares estimation to be nondecreasing so the corresponding rate function is nonnegative and continuously differentiable. The degree of the polynomial is determined by applying a modified likelihood ratio test to a set of transformed arrival times resulting from a variance stabilizing transformation of the observed data. Given the degree of polynomial, final estimates of the polynomial coefficients are obtained from original arrival times using least-squares estimation. The method is extended to fit an NHPP model to multiple observed realizations of a process. In addition, the method is adapted to a multiresolution procedure that effectively models NHPPs with long term trend and cyclic behavior given multiple process realizations. An experimental performance evaluation is conducted to determine the capabilities and limitations of the NHPP fitting procedure for single and multiple realizations of test processes. The method is implemented in a Java-based programming environment along with a web interface that allows user to upload observed data, fit an NHPP, and generate realizations of the fitted NHPP for use in simulation experiments."--Abstract.
Download or read book Modeling and Simulation of Discrete Event Systems written by Byoung Kyu Choi and published by John Wiley & Sons. This book was released on 2013-08-07 with total page 427 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computer modeling and simulation (M&S) allows engineers to study and analyze complex systems. Discrete-event system (DES)-M&S is used in modern management, industrial engineering, computer science, and the military. As computer speeds and memory capacity increase, so DES-M&S tools become more powerful and more widely used in solving real-life problems. Based on over 20 years of evolution within a classroom environment, as well as on decades-long experience in developing simulation-based solutions for high-tech industries, Modeling and Simulation of Discrete-Event Systems is the only book on DES-M&S in which all the major DES modeling formalisms – activity-based, process-oriented, state-based, and event-based – are covered in a unified manner: A well-defined procedure for building a formal model in the form of event graph, ACD, or state graph Diverse types of modeling templates and examples that can be used as building blocks for a complex, real-life model A systematic, easy-to-follow procedure combined with sample C# codes for developing simulators in various modeling formalisms Simple tutorials as well as sample model files for using popular off-the-shelf simulators such as SIGMA®, ACE®, and Arena® Up-to-date research results as well as research issues and directions in DES-M&S Modeling and Simulation of Discrete-Event Systems is an ideal textbook for undergraduate and graduate students of simulation/industrial engineering and computer science, as well as for simulation practitioners and researchers.
Download or read book Stochastic Simulation written by Brian D. Ripley and published by John Wiley & Sons. This book was released on 2009-09-25 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. ". . .this is a very competently written and useful addition to the statistical literature; a book every statistician should look at and that many should study!" —Short Book Reviews, International Statistical Institute ". . .reading this book was an enjoyable learning experience. The suggestions and recommendations on the methods [make] this book an excellent reference for anyone interested in simulation. With its compact structure and good coverage of material, it [is] an excellent textbook for a simulation course." —Technometrics ". . .this work is an excellent comprehensive guide to simulation methods, written by a very competent author. It is especially recommended for those users of simulation methods who want more than a 'cook book'. " —Mathematics Abstracts This book is a comprehensive guide to simulation methods with explicit recommendations of methods and algorithms. It covers both the technical aspects of the subject, such as the generation of random numbers, non-uniform random variates and stochastic processes, and the use of simulation. Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation output, and more.
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1995 with total page 704 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Simulation of Non homogeneous Poisson Processes with Log linear Rate Function written by International Business Machines Corporation. Research Division and published by . This book was released on 1975 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Simulation Modeling and Arena written by Manuel D. Rossetti and published by John Wiley & Sons. This book was released on 2015-05-26 with total page 746 pages. Available in PDF, EPUB and Kindle. Book excerpt: Emphasizes a hands-on approach to learning statistical analysis and model building through the use of comprehensive examples, problems sets, and software applications With a unique blend of theory and applications, Simulation Modeling and Arena®, Second Edition integrates coverage of statistical analysis and model building to emphasize the importance of both topics in simulation. Featuring introductory coverage on how simulation works and why it matters, the Second Edition expands coverage on static simulation and the applications of spreadsheets to perform simulation. The new edition also introduces the use of the open source statistical package, R, for both performing statistical testing and fitting distributions. In addition, the models are presented in a clear and precise pseudo-code form, which aids in understanding and model communication. Simulation Modeling and Arena, Second Edition also features: Updated coverage of necessary statistical modeling concepts such as confidence interval construction, hypothesis testing, and parameter estimation Additional examples of the simulation clock within discrete event simulation modeling involving the mechanics of time advancement by hand simulation A guide to the Arena Run Controller, which features a debugging scenario New homework problems that cover a wider range of engineering applications in transportation, logistics, healthcare, and computer science A related website with an Instructor’s Solutions Manual, PowerPoint® slides, test bank questions, and data sets for each chapter Simulation Modeling and Arena, Second Edition is an ideal textbook for upper-undergraduate and graduate courses in modeling and simulation within statistics, mathematics, industrial and civil engineering, construction management, business, computer science, and other departments where simulation is practiced. The book is also an excellent reference for professionals interested in mathematical modeling, simulation, and Arena.
