University of British Columbia Department of Statistics Technical Report # 256 April 2010 “ Selecting a binary Markov model for a precipitation process

A blended model for estimating of missing precipitation data (Case study of Tehran - Mehrabad station)

Meteorological stations usually contain some missing data for different reasons.There are several traditional methods for completing data, among them bivariate and multivariate linear and non-linear correlation analysis, double mass curve, ratio and difference methods, moving average and probability density functions are commonly used. In this paper a blended model comprising the bivariate expo...

The UNIVERSITY OF BRITISH COLUMBIA DEPARTMENT OF STATISTICS TECHNICAL REPORT #259 PREDICTING SEQUENCES OF PROGRESSIVE EVENTS TIMES WITH TIME-DEPENDENT COVARIATES BY

This paper presents an approach to modeling progressive event-history data when the overall objective is prediction based on time-dependent covariates. This approach does not model the hazard function directly. Instead, it models the process of the state indicators of the event history so that the time-dependent covariates can be incorporated and predictors of the future events easily formulate...

The University of British Columbia Department of Statistics Technical Report #272 by Brad

Hysteresis Modeling, Identification and Fuzzy PID Control of SMA Wire Actuators Using Generalized Prandtl-Ishlinskii Model with Experimental Validation

In this paper, hysteretic behavior modeling, system identification and control of a mechanism that is actuated by shape memory alloy (SMA) wires are presented. The mechanism consists of two airfoil plates and the rotation angle between these plates can be changed by SMA wire actuators. This mechanism is used to identify the unknown parameters of a hysteresis model. Prandtl–Ishlinskii method is ...

The Sharp Markov Property of the Brownian Sheet and Related Processes

Many papers concerned with the Brownian sheet contain a statement to the effect that this process satisfies the sharp Markov property with respect to almost no curve in the plane, and thus is not Markovian in a natural way. The objective of this paper is to show quite the opposite: the Brownian sheet satisfies the sharp Markov property with respect to almost every Jordan curve in the plane. The...