Related papers: A dependent complex degrading system with non-peri…
We replicate a renewal process at random times, which is equivalent to nesting two renewal processes, or considering a renewal process subject to stochastic resetting. We investigate the consequences on the statistical properties of the…
Infrastructure asset management systems require a flexible deterioration model that can handle various degradation patterns in a unified way. Owing to its appealing monotonic sample paths, independent increments and mathematical…
We consider renewal stochastic processes generated by non-independent events from the perspective that their basic distribution and associated generating functions obey the statistical-mechanical structure of systems with interacting…
High-dimensional self-exciting point processes have been widely used in many application areas to model discrete event data in which past and current events affect the likelihood of future events. In this paper, we are concerned with…
In the modern world, we are permanently using, leveraging, interacting with, and relying upon systems of ever higher sophistication, ranging from our cars, recommender systems in e-commerce, and networks when we go online, to integrated…
Time series data may exhibit clustering over time and, in a multiple time series context, the clustering behavior may differ across the series. This paper is motivated by the Bayesian non--parametric modeling of the dependence between the…
We present the first framework for Gaussian-process-modulated Poisson processes when the temporal data appear in the form of panel counts. Panel count data frequently arise when experimental subjects are observed only at discrete time…
The decay process of the schematic one-dimensional three-body system is considered. A time-dependent approach is used in combination with a one-dimensional three-body model, which is composed of a heavier core nucleus and two nucleons, with…
We consider the problem of online profile monitoring of random functions that admit basis expansions possessing random coefficients for the purpose of out-of-control state detection. Our approach is applicable to a broad class of random…
Many complex systems experience damage accumulation which leads to aging, manifest as an increasing probability of system collapse with time. This naturally raises the question of how to maximize health and longevity in an aging system at…
This paper studies the identification of causal effects of a continuous treatment using a new difference-in-difference strategy. Our approach allows for endogeneity of the treatment, and employs repeated cross-sections. It requires an…
Recent research on the non-stationary nature of the dynamics of complex systems is reviewed through three specific models. The long time dynamics consists of a slow, decelerating but spasmodic release of generalized intrinsic strain. These…
In order to investigate the evolutionary process of many deterministic Dynamical systems with unfixed parameter, a set of dynamical models with parameter changing continuously and the accumulation of this change might be large is introduced…
We propose a novel adaptive reinforcement learning control approach for fault tolerant control of degrading systems that is not preceded by a fault detection and diagnosis step. Therefore, \textit{a priori} knowledge of faults that may…
The Poisson distribution is the probability distribution of the number of independent events in a given period of time. Although the Poisson distribution appears ubiquitously in various stochastic dynamics of gene expression, both as…
Large organizations have diverse product offerings to meet various business needs. To increase revenue, its common these days to offer software products as integrated product suite(s) rather than individual products. Creating and…
As data from monitored structures become increasingly available, the demand grows for it to be used efficiently to add value to structural operation and management. One way in which this can be achieved is to use structural response…
The time distribution of relaxation events in an aging system is investigated via molecular dynamics simulations. The focus is on the distribution functions of the first passage time, $p_1(\Delta t)$, and the persistence time, $p(\tau)$. In…
Bioprocesses have received a lot of attention to produce clean and sustainable alternatives to fossil-based materials. However, they are generally difficult to optimize due to their unsteady-state operation modes and stochastic behaviours.…
Procedures in assessing the impact of serial dependency on performance analysis are usually built on parametrically specified models. In this paper, we propose a robust, nonparametric approach to carry out this assessment, by computing the…