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.
This geo-historical case study analyses Vistelius’ingenious idea of conceptual stochastic models and their application as Markov chain analysis in the geosciences.Vistelius(1915–1995)is regarded as one of the founde...This geo-historical case study analyses Vistelius’ingenious idea of conceptual stochastic models and their application as Markov chain analysis in the geosciences.Vistelius(1915–1995)is regarded as one of the founders of mathematical geology.He was the fi rst to defi ne mathematical geology as“a scientifi c discipline concerned with the construction,analysis and use of conceptual mathematical models of geological events to solve concrete problems”(Vistelius in Principles of mathematical geology,Nauka,Leningrad,1980;Principles of mathematical geology,Kluwer Academic Publishers,Dordrecht,1992).Mathematical models in this context should be primarily probabilistic because of the large number of infl uencing natural factors.They must be conceptual to avoid fundamental errors in application.Vistelius devoted his seminal book to geological random sequences and their description and analysis using Markov models as stochastic tools.He applied this approach to grain sequences in granitic intrusive rocks and to sedimentary rock layers.Among other things,Vistelius has used Markov chain analysis in mineral resource exploration to distinguish between“ideal”granites,which are not subsequently mineralized,and mainly hydrothermally mineralized,sometimes ore-bearing granites which contain at least two generations of main minerals.The application of this special conceptual stochastic model is demonstrated on Lusatian granite(Saxony,Germany).展开更多
Permanent magnet synchronous motors(PMSMs), owing to the features of low maintenance costs, great efficiency, and high power density, are extensively utilized in applications such as rail transportation, industrial ro...Permanent magnet synchronous motors(PMSMs), owing to the features of low maintenance costs, great efficiency, and high power density, are extensively utilized in applications such as rail transportation, industrial robots, and new energy electric vehicles. However, the application of space vector pulse width modulation(SVPWM) results in the motor phase current exhibiting clustered harmonic distributions at the integer multiples of the switching frequency, leading to motor noise and vibration issues. To address the issues, this paper proposes a three-random SVPWM(TRPWM) strategy based on a threestate Markov chain, integrating random pulse position, random switching frequency, and random small vector dwell time. By adhering to the principle of voltage-second balance, this strategy spreads the concentrated high-frequency harmonics over a wider frequency range, significantly reducing the magnitude of the concentrated harmonics in the phase current. Comparative experiments with conventional SVPWM, conventional dual-random SVPWM, and conventional three-random SVPWM strategies demonstrate that the proposed approach achieves the expansion of harmonics at integer multiples of the switching frequency in the phase current, effectively suppressing high-frequency vibrations in PMSMs.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
在多种合理的无信息先验分布下,基于Markov Chain Monte Carlo方法,提出了一种简单且易于抽样的幂律过程的Bayesian分析方法.所提方法将失效、时间截尾数据统一分析,能快捷地获取幂律过程模型参数的Markov Chain Monte Carlo样本,利用...在多种合理的无信息先验分布下,基于Markov Chain Monte Carlo方法,提出了一种简单且易于抽样的幂律过程的Bayesian分析方法.所提方法将失效、时间截尾数据统一分析,能快捷地获取幂律过程模型参数的Markov Chain Monte Carlo样本,利用该样本不但能直接给出模型参数函数的后验分布,还能给出单样预测和双样预测的分析.一个经典工程数值算例说明了所提方法的可行性、合理性与有效性.该方法具有一定的优越性,可为小子样可靠性增长分析提供一种值得参考的方法.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
目的对医院出院病人调查表普遍存在的数据缺失进行填补与分析,以保证统计调查表的质量,为医院以及上级卫生部门了解现状,进行预策和决策提供技术支持和质量保证。方法运用SAS9.1,采用多重填补方法Markov Chain Monte Carlo(MCMC)模型对...目的对医院出院病人调查表普遍存在的数据缺失进行填补与分析,以保证统计调查表的质量,为医院以及上级卫生部门了解现状,进行预策和决策提供技术支持和质量保证。方法运用SAS9.1,采用多重填补方法Markov Chain Monte Carlo(MCMC)模型对缺失数据进行多次填补并综合分析。结果MCMC填补10次的结果最优。结论(Multiple Imputation)MI方法在解决医院出院病人调查表数据缺失时有优势,发挥空间较大,且填补效率较高。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
This paper describes the procedure of using the GM (1,1) weighted Markov chain (GMWMC) to forecast the utility water supply, a quantity that usually has significant temporal variability. The GMWMC is formulated into f...This paper describes the procedure of using the GM (1,1) weighted Markov chain (GMWMC) to forecast the utility water supply, a quantity that usually has significant temporal variability. The GMWMC is formulated into five steps: (1) use GM (1,1) to fit the trend of the data, and obtain the relative error of the fitted values; (2) divide the relative error into ‘state’ data based on pre-set intervals; (3) calibrate the weighted Markov chain model: herein the parameters are the pre-set interval and the step of transition matrix (TM); (4) by using auto-correlation coefficient as the weight, the Markov chain provides the prediction interval. Then the mid-value of the interval is selected as the relative error for the data. Upon combining the data and its relative error, the predicted magnitude in a specific time period is obtained; and, (5) validate the model. Commonly, static intervals are used in both model calibration and validation stages, usually causing large errors. Thus, a dynamic adjustment interval (DAI) is proposed for a better performance. The proposed procedure is described and demonstrated through a case study, which shows that the DAI can usually achieve a better performance than the static interval, and the best TM may exist for certain data.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
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Open Access funding enabled and organized by Projekt DEAL.
文摘This geo-historical case study analyses Vistelius’ingenious idea of conceptual stochastic models and their application as Markov chain analysis in the geosciences.Vistelius(1915–1995)is regarded as one of the founders of mathematical geology.He was the fi rst to defi ne mathematical geology as“a scientifi c discipline concerned with the construction,analysis and use of conceptual mathematical models of geological events to solve concrete problems”(Vistelius in Principles of mathematical geology,Nauka,Leningrad,1980;Principles of mathematical geology,Kluwer Academic Publishers,Dordrecht,1992).Mathematical models in this context should be primarily probabilistic because of the large number of infl uencing natural factors.They must be conceptual to avoid fundamental errors in application.Vistelius devoted his seminal book to geological random sequences and their description and analysis using Markov models as stochastic tools.He applied this approach to grain sequences in granitic intrusive rocks and to sedimentary rock layers.Among other things,Vistelius has used Markov chain analysis in mineral resource exploration to distinguish between“ideal”granites,which are not subsequently mineralized,and mainly hydrothermally mineralized,sometimes ore-bearing granites which contain at least two generations of main minerals.The application of this special conceptual stochastic model is demonstrated on Lusatian granite(Saxony,Germany).
基金supported by the Pioneer Project of Zhejiang Province under Grant 2024C01014the National Natural Science Foundation of China under Grants 52177055 and 52277064。
文摘Permanent magnet synchronous motors(PMSMs), owing to the features of low maintenance costs, great efficiency, and high power density, are extensively utilized in applications such as rail transportation, industrial robots, and new energy electric vehicles. However, the application of space vector pulse width modulation(SVPWM) results in the motor phase current exhibiting clustered harmonic distributions at the integer multiples of the switching frequency, leading to motor noise and vibration issues. To address the issues, this paper proposes a three-random SVPWM(TRPWM) strategy based on a threestate Markov chain, integrating random pulse position, random switching frequency, and random small vector dwell time. By adhering to the principle of voltage-second balance, this strategy spreads the concentrated high-frequency harmonics over a wider frequency range, significantly reducing the magnitude of the concentrated harmonics in the phase current. Comparative experiments with conventional SVPWM, conventional dual-random SVPWM, and conventional three-random SVPWM strategies demonstrate that the proposed approach achieves the expansion of harmonics at integer multiples of the switching frequency in the phase current, effectively suppressing high-frequency vibrations in PMSMs.
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.
文摘在多种合理的无信息先验分布下,基于Markov Chain Monte Carlo方法,提出了一种简单且易于抽样的幂律过程的Bayesian分析方法.所提方法将失效、时间截尾数据统一分析,能快捷地获取幂律过程模型参数的Markov Chain Monte Carlo样本,利用该样本不但能直接给出模型参数函数的后验分布,还能给出单样预测和双样预测的分析.一个经典工程数值算例说明了所提方法的可行性、合理性与有效性.该方法具有一定的优越性,可为小子样可靠性增长分析提供一种值得参考的方法.
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.
文摘目的对医院出院病人调查表普遍存在的数据缺失进行填补与分析,以保证统计调查表的质量,为医院以及上级卫生部门了解现状,进行预策和决策提供技术支持和质量保证。方法运用SAS9.1,采用多重填补方法Markov Chain Monte Carlo(MCMC)模型对缺失数据进行多次填补并综合分析。结果MCMC填补10次的结果最优。结论(Multiple Imputation)MI方法在解决医院出院病人调查表数据缺失时有优势,发挥空间较大,且填补效率较高。
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Project supported by the National Natural Science Foundation of China (No. 50778121)the National Basic Research Program of China (No. 2007CB407306-1)the National Water Pollution Control and Management of Science and Technology Project of China (No. 2008ZX07317-005)
文摘This paper describes the procedure of using the GM (1,1) weighted Markov chain (GMWMC) to forecast the utility water supply, a quantity that usually has significant temporal variability. The GMWMC is formulated into five steps: (1) use GM (1,1) to fit the trend of the data, and obtain the relative error of the fitted values; (2) divide the relative error into ‘state’ data based on pre-set intervals; (3) calibrate the weighted Markov chain model: herein the parameters are the pre-set interval and the step of transition matrix (TM); (4) by using auto-correlation coefficient as the weight, the Markov chain provides the prediction interval. Then the mid-value of the interval is selected as the relative error for the data. Upon combining the data and its relative error, the predicted magnitude in a specific time period is obtained; and, (5) validate the model. Commonly, static intervals are used in both model calibration and validation stages, usually causing large errors. Thus, a dynamic adjustment interval (DAI) is proposed for a better performance. The proposed procedure is described and demonstrated through a case study, which shows that the DAI can usually achieve a better performance than the static interval, and the best TM may exist for certain data.
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.
