Models that combine Markovian states with implicit geometric state occupancy distributions and semi-Markovian states with explicit state occupancy distributions, are investigated. This type of model retains the flexibility of hidden semi-Markov chains for the modeling of short or medium size homogeneous zones along sequences but also enables the modeling of long zones with Markovian states. The...

This research estimates portfolio VaR (Value-at-Risk) on G7 exchange rates using a GJR-GARCH-EVT (extreme value theory)-Copula based approach. We first extracts the filtered residuals from each return series via an asymmetric GJR-GARCH model, then constructs the semi-parametric empirical marginal cumulative distribution function (CDF) of each asset using a Gaussian kernel estimate for the inter...

Survival studies often generate not only a survival time for each patient but also a sequence of health measurements at annual or semi-annual check-ups while the patient remains alive. Such a sequence of random length accompanied by a survival time is called a survival process. Robust health is ordinarily associated with longer survival, so the two parts of a survival process cannot be assumed ...

SUMMARY We derive the joint distribution of the sequence of estimates of the parameter vector in a normal general linear model when data accumulate over a series of analyses. This sequence of estimates has a remarkably simple covariance structure, even when observations are correlated, allowing standard group sequential tests to be applied in very general settings. If variances and covariances ...

This paper presents a model based approach to human body tracking in which the 2D silhouette of a moving human and the corresponding 3D skeletal structure are encapsulated within a non-linear Point Distribution Model. This statistical model allows a direct mapping to be achieved between the external boundary of a human and the anatomical position. It is shown how this information, along with th...

Recently, Portelli et al (2003) have semi-numerically obtained a functional form of the probability distribution of fluctuations in the total energy flow in a model for fluid turbulence. This follows earlier work suggesting that fluctuations in the total magnetization in the 2D X-Y model for a ferromagnet also follow this distribution. Here, starting from the scaling anzatz that is the basis of...

An improvement of the Active Shape procedure identifying new examples of previously learned shapes using the point distribution model is presented. The novel segmentation and interpretation approach incorporates a priori knowledge about the objects of interest and their speciic structural relationships to provide robust segmentation and labeling. The method was utilized to successfully identify...

the paper tries to present an improved mathematical model for distribution companies (discos) in order to solve distribution network expansion planning (dnep) problems in the presence of certain resources of distributed generations (dgs) entitled small scale gas engines in the medium voltage grids. with the aim of minimizing investment and operation costs, the recommended model combines a compr...

In this paper, we propose and study a simple bipartite network model. Significantly, we prove that the degree distribution of one kind nodes obey power-law form with adjustable exponents. And the other obeys exponential distribution. Furthermore, we study the degree-degree correlation of the model by calculating the mixing coefficient and find that the network model is dissortative. Numerical s...

We apply a single Boltzmann-like integro-diierential equation to model pattern formation in aspect space. Dynamics of density distributions are considered in two cases. First, the distribution of organisms on the real line is investigated. A linear stability analysis reveals conditions on interactions between the organisms that lead to aggregation and periodic patterns. Use of diiusion approxim...