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This paper addresses the design of an event-triggered, data-based, and performance-oriented adaption method for model predictive control (MPC). The performance of such a strategy strongly depends on the accuracy of the prediction model,…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Samuel Mallick , Laura Boca de de Giuli , Alessio La Bella , Azita Dabiri , Bart De Schutter , Riccardo Scattolini

Stablecoins, digital assets pegged to a specific currency or commodity value, are heavily involved in transactions of major cryptocurrencies. The effects of deviations from their desired fixed values (depeggings) on the cryptocurrencies for…

Statistical Finance · Quantitative Finance 2022-05-16 Connor Oxenhorn

A well-known approach for identifying defect-prone parts of software in order to focus testing is to use different kinds of product metrics such as size or complexity. Although this approach has been evaluated in many contexts, the question…

Software Engineering · Computer Science 2014-02-05 Frank Elberzhager , Stephan Kremer , Jürgen Münch , Danilo Assmann

We show by means of experiments, theory and simulations, that the slow dynamics of coarsening systems displays dynamic heterogeneity similar to that observed in glass-forming systems. We measure dynamic heterogeneity via novel multi-point…

Central to the efficacy of prognostics and health management methods is the acquisition and analysis of degradation data, which encapsulates the evolving health condition of engineering systems over time. Degradation data serves as a rich…

Databases · Computer Science 2026-02-06 Fabian Mauthe , Christopher Braun , Julian Raible , Peter Zeiler , Marco F. Huber

Learning the causal-interaction network of multivariate Hawkes processes is a useful task in many applications. Maximum-likelihood estimation is the most common approach to solve the problem in the presence of long observation sequences.…

Machine Learning · Computer Science 2019-11-04 Farnood Salehi , William Trouleau , Matthias Grossglauser , Patrick Thiran

Prognostics is a process of assessing the extent of deviation or degradation of a product from its expected normal operating condition, and then, based on continuous monitoring, predicting the future reliability of the product. By being…

Materials Science · Physics 2007-09-13 N. Vchare , M. Pecht

Product quality assessment in the petroleum processing industry can be difficult and time-consuming, e.g. due to a manual collection of liquid samples from the plant and subsequent chemical laboratory analysis of the samples. The product…

Machine Learning · Computer Science 2021-11-23 Kamil Oster , Stefan Güttel , Lu Chen , Jonathan L. Shapiro , Megan Jobson

We propose an extension to Hawkes processes by treating the levels of self-excitation as a stochastic differential equation. Our new point process allows better approximation in application domains where events and intensities accelerate…

Machine Learning · Computer Science 2016-09-23 Young Lee , Kar Wai Lim , Cheng Soon Ong

We show that long standing debates on the collapse and the role of the observer in quantum mechanics can be resolved experimentally via a nondistructive continuous monitoring of a single quantum system. An example of such a system, coupled…

Quantum Physics · Physics 2007-05-23 S. A. Gurvitz

An extension of the Hawkes process, the Marked Hawkes process distinguishes itself by featuring variable jump size across each event, in contrast to the constant jump size observed in a Hawkes process without marks. While extensive…

Machine Learning · Statistics 2024-02-08 Sobin Joseph , Shashi Jain

Product cannibalisation in the marketplace refers to the decrease in the sales of one product due to competition from another product. We examine this phenomenon in a wholesale data set provided by an international company. We use a…

Applications · Statistics 2023-09-12 Isabella Deutsch , Gordon J. Ross

Objective audio quality measurement systems often use perceptual models to predict the subjective quality scores of processed signals, as reported in listening tests. Most systems map different metrics of perceived degradation into a single…

Audio and Speech Processing · Electrical Eng. & Systems 2022-12-12 Pablo M. Delgado , Jürgen Herre

Defining strategies on how to perform quality assurance (QA) and how to control such activities is a challenging task for organizations developing or maintaining software and software-intensive systems. Planning and adjusting QA activities…

Software Engineering · Computer Science 2014-01-08 Michael Kläs , Frank Elberzhager , Jürgen Münch , Klaus Hartjes , Olaf von Graevemeyer

While purely data-driven assessment is feasible for the first levels of the Structural Health Monitoring (SHM) process, namely damage detection and arguably damage localization, this does not hold true for more advanced processes. The tasks…

Computational Engineering, Finance, and Science · Computer Science 2021-05-03 Thomas Simpson , Vasilis Dertimanis , Costas Papadimitriou , Eleni Chatzi

Industrial prognostics focuses on utilizing degradation signals to forecast and continually update the residual useful life of complex engineering systems. However, existing prognostic models for systems with multiple failure modes face…

Machine Learning · Computer Science 2025-01-15 Yuqi Su , Xiaolei Fang

This study explores reduced-order modeling for analyzing the time-dependent diffusion-deformation of hydrogels. The full-order model describing hydrogel transient behavior consists of a coupled system of partial differential equations in…

Computational Engineering, Finance, and Science · Computer Science 2024-06-18 Gopal Agarwal , Jorge-Humberto Urrea-Quintero , Henning Wessels , Thomas Wick

In this paper, we establish a large deviations principle for a multivariate compound process induced by a multivariate Hawkes process with random marks. Our proof hinges on showing essential smoothness of the limiting cumulant of the…

Probability · Mathematics 2023-06-29 Raviar S. Karim , Roger J. A. Laeven , Michel R. H. Mandjes

The dropwise condensation underneath a horizontal super-hydrophobic surface having unidirectional wettability gradient is modeled with implication to enhance the rate of condensation. The mathematical model includes nucleation, growth by…

Materials Science · Physics 2016-03-16 Basant Singh Sikarwar , Abdelwadood Adil Daoud

Dynamic mode decomposition (DMD) is a versatile approach that enables the construction of low-order models from data. Controller design tasks based on such models require estimates and guarantees on predictive accuracy. In this work, we…

Systems and Control · Electrical Eng. & Systems 2020-03-24 Qiugang Lu , Sungho Shin , Victor M. Zavala
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