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127 articles for “Stochastic”
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Research ArticleOpen accessIn the abstractSeasonal Autoregressive Integrated Moving Average Model for Precipitation Time SeriesYan Wang, Xinghua Chang, Meng Gao, Xiyong HouPredicting the trend of precipitation is a difficult task in meteorology and environmental sciences. Statistical approaches from time series analysis provide an alternative way for precipitation prediction. The ARIMA model incorporating seasonal characteristics, which is referred to as seasonal ARIMA model was presented. The time series data is the monthly precipitation data in Yantai, China and the period is from … …Journal of Mathematics and Statistics, Vol. 8, Issue 4 · 20 Feb 2013 · 12,655 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Price Hedging Model in Dynamic MarketKuo-Wei Lin, Kuang-Jung Tseng, Szu-Cheng ChengProblem statement: Pricing is a problem when a firm has to set a price for the first time. This happens when the firm develops or acquires a new product, introduces its regular product into a new distribution or geographical area, or enters bids on the new contract work. Many companies try to set the price to maximize current profits. They … …American Journal of Applied Sciences, Vol. 9, Issue 7 · 3 Aug 2012 · 6,938 accessesView PDFCite
Research ArticleOpen accessIn the abstractImpact of Human Immune Deficiency Virus and Acquired Immune Deficiency Syndrome on Farm HouseholdsOkezie Chukwukere Austin, Athenesius Onyekanma, Amir Hussin BaharuddinProblem statement: The impact of HIV/AIDS in Africa cut across all sectors of human development and it poses serious challenge to the survival of several vulnerable poor, whose livelihood depends solely on agriculture. This study is an attempt to contribute to the understanding of HIV/AIDS by investigating household vulnerablity and its impact on production variability in farm households. Approach: A … …American Journal of Infectious Diseases, Vol. 7, Issue 2 · 17 Sep 2011 · 8,001 accessesView PDFCite
Research ArticleOpen accessIn the abstractDynamic Bandwidth Allocation for Multiple Traffic Classes in IEEE 802.16e WiMax Networks: A Petrinet ApproachS. Geetha, R. JayaparvathyProblem statement: WiMAX supports multiple types of traffic such as data, voice and video. Each flow requires a certain minimum bandwidth to achieve its QoS. Bandwidth allocation to traffic classes should be in such a way that fairness criteria is met with. Hence, we propose a dynamic bandwidth allocation mechanism to achieve fair and efficient allocation. Approach: We present a … …Journal of Computer Science, Vol. 7, Issue 11 · 6 Sep 2011 · 7,101 accessesView PDFCite
Research ArticleOpen accessIn the abstractApplication of Markov Chains to Stock TrendsKevin J. Doubleday, Julius N. EsungeProblem statement: Modeling of the Dow Jones Industrial Average is frequently attempted in order to determine trading strategies with maximum payoff. Changes in the DJIA are important since movements may affect both individuals and corporations profoundly. Previous work showed that modeling a market as a random walk was valid and that a market may be viewed as having the Markov … …Journal of Mathematics and Statistics, Vol. 7, Issue 2 · 18 May 2011 · 8,558 accessesView PDFCite
Research ArticleOpen accessIn the abstractApplications of Conditional Value at Risk to Full Truckload Pricing Under Demand and Service Time UncertaintiesThitima Wonginta, Sompong SirisoponsilpProblem statement: Pricing is one of the fundamental management decisions required by a truckload carrier. Traditional pricing based on an average all relevant costs including fixed and variable costs is not capable of providing adequate margins that prevent losses during operation uncertainties inherent in truckload operation including demand variability and variation in service times. Approach: This study utilizes Conditional Value … …American Journal of Engineering and Applied Sciences, Vol. 4, Issue 1 · 28 Jan 2011 · 8,333 accessesView PDFCite
Research ArticleOpen accessIn the abstractModeling A Multi-Compartments Biological System with Membrane ComputingRavie Chandren Muniyandi, Abdullah Mohd. ZinProblem statement: Most of the biological systems have been hierarchical in structure with processes interacting between different compartments. Membrane computing formalism has provided modeling capabilities in representing the structure of biological systems. Approach: This study was carried to investigate the modeling of a multi-compartment biological system by using membrane computing formalism. The hormone-induced calcium oscillations in liver cells which was … …Journal of Computer Science, Vol. 6, Issue 10 · 10 Aug 2010 · 7,256 accessesView PDFCite
Research ArticleOpen accessIn the abstractAsymptotic Behavior of an Artificial Neural Network Defined on Multipartite Directed GraphN. C. Majee, A. B. RoyProblem statement: Artificial Neural Network (ANN) are simple models to mimic some essential features of the complex central nervous system. ANN models are realistic due to their inherent stochastic nature of neural computation and strong synchronicity. Different ANN models are associated with directed and signed graphs. The present study proceeded by relaxing certain simplifying assumptions in the ANN model. Approach: … …OnLine Journal of Biological Sciences, Vol. 10, Issue 1 · 30 Jun 2010 · 7,476 accessesView PDFCite
Research ArticleOpen accessIn the abstractNumerical Solution of Second-Order Linear Fredholm Integro-Differential Equation Using Generalized Minimal Residual MethodElayaraja Aruchunan, Jumat SulaimanProblem statement: This research purposely brought up to solve complicated equations such as partial differential equations, integral equations, Integro-Differential Equations (IDE), stochastic equations and others. Many physical phenomena contain mathematical formulations such integro-differential equations which are arise in fluid dynamics, biological models and chemical kinetics. In fact, several formulations and numerical solutions of the linear Fredholm integro-differential equation of second … …American Journal of Applied Sciences, Vol. 7, Issue 6 · 30 Jun 2010 · 8,198 accessesView PDFCite
Research ArticleOpen accessIn the abstractExperimenting the Simulation Strategy of Membrane Computing with Gillespie Algorithm by Using Two Biological Case StudiesRavie Chandren Muniyandi, Abdullah Mohd ZinProblem statement: The evolution rules of membrane computing have been applied in a nondeterministic and maximally parallel way. In order to capture these characteristics, Gillespie’s algorithm has been used as simulation strategy of membrane computing in simulating biological systems. Approach: This study was carried to discuss the simulation strategy of membrane computing with Gillespie algorithm in comparison to the simulation … …Journal of Computer Science, Vol. 6, Issue 5 · 31 May 2010 · 6,941 accessesView PDFCite