On search for a Brownian target

1980 ◽  
Vol 17 (01) ◽  
pp. 243-247
Author(s):  
Thomas L. Corwin
Keyword(s):  
Wiener Process ◽  
Failure Probability ◽  
Search Effort ◽  
Exponential Functional ◽  
Independence Assumptions

A target is assumed to move according to a Wiener process in ℝ1. The probability of detecting the target is computed in terms of the search effort which accumulates along the target's path. Under certain independence assumptions this probability is given by the expectation of an exponential functional of the process. It is shown in this note that the failure probability in a search for a Wiener target is asymptotically proportional to , where T is the accumulated time spent searching. The asymptotic failure probability is also shown to be independent of the position of the search in ℝ1. In a similar fashion, it is shown that the failure probability in a search for a Wiener target in ℝ2 is independent of the position of the search and asymptotically proportional to (c log T + l)–1, c >0

On search for a Brownian target

1980 ◽  
Vol 17 (1) ◽  
pp. 243-247 ◽  
Author(s):  
Thomas L. Corwin
Keyword(s):  
Wiener Process ◽  
Failure Probability ◽  
Search Effort ◽  
Exponential Functional ◽  
Independence Assumptions

A target is assumed to move according to a Wiener process in ℝ1. The probability of detecting the target is computed in terms of the search effort which accumulates along the target's path. Under certain independence assumptions this probability is given by the expectation of an exponential functional of the process. It is shown in this note that the failure probability in a search for a Wiener target is asymptotically proportional to , where T is the accumulated time spent searching. The asymptotic failure probability is also shown to be independent of the position of the search in ℝ1. In a similar fashion, it is shown that the failure probability in a search for a Wiener target in ℝ2 is independent of the position of the search and asymptotically proportional to (c log T + l)–1, c >0

Best Neighbor Heuristic Search for Finding Minimum Paths in Transportation Networks

1998 ◽  
Vol 1651 (1) ◽  
pp. 48-52 ◽  
Author(s):  
Jeffrey L. Adler
Keyword(s):  
Heuristic Search ◽  
Transportation Networks ◽  
Transportation Network ◽  
Search Problems ◽  
A Algorithm ◽  
Running Time ◽  
Search Effort ◽  
Wide Range ◽  
Path Search ◽  
Sparse Networks

For a wide range of transportation network path search problems, the A* heuristic significantly reduces both search effort and running time when compared to basic label-setting algorithms. The motivation for this research was to determine if additional savings could be attained by further experimenting with refinements to the A* approach. We propose a best neighbor heuristic improvement to the A* algorithm that yields additional benefits by significantly reducing the search effort on sparse networks. The level of reduction in running time improves as the average outdegree of the network decreases and the number of paths sought increases.

Forecasting based on spectral time series analysis: prediction of the Aurubis stock price

2020 ◽  
Vol 17 (4) ◽  
pp. 215-227
Author(s):  
Julia Babirath ◽  
Karel Malec ◽  
Rainer Schmitl ◽  
Kamil Maitah ◽  
Mansoor Maitah
Keyword(s):  
Time Series ◽  
Risk Management ◽  
Time Series Analysis ◽  
Wiener Process ◽  
Stock Price ◽  
Percentage Error ◽  
Portfolio Performance ◽  
Stock Price Prediction ◽  
Series Analysis ◽  
Augmented Dickey Fuller

The attempt to predict stock price movements has occupied investors ever since. Reliable forecasts are a basis for investment management, and improved forecasting results lead to enhanced portfolio performance and sound risk management. While forecasting using the Wiener process has received great attention in the literature, spectral time series analysis has been disregarded in this respect. The paper’s main objective is to evaluate whether spectral time series analysis can produce reliable forecasts of the Aurubis stock price. Aurubis poses a suitable candidate for an investor’s portfolio due to its sound economic and financial situation and the steady dividend policy. Additionally, reliable management contributes to making Aurubis an investment opportunity. To judge if the achieved forecast results can be considered satisfactory, they are compared against the simulation results of a Wiener process. After de-trending the time series using an Augmented Dickey-Fuller test, the residuals were compartmentalized into sine and cosine functions. The frequencies, amplitude, and phase were obtained using the Fast Fourier transform. The mean absolute percentage error measured the accuracy of the stock price prediction, and the results showed that the spectral analysis was able to deliver superior results when comparing the simulation using a Wiener process. Hence, spectral time series can enhance stock price forecasts and consequently improve risk management.

Recent advances on urban taxi sharing systems with the path arrival probability

2020 ◽  
Vol 13 ◽  
Author(s):  
Dui Hongyan ◽  
Zhang Chi
Keyword(s):  
Failure Probability ◽  
Traffic Congestion ◽  
Optimal Strategy ◽  
Time Windows ◽  
Optimal Path ◽  
Route Planning ◽  
Driving Time ◽  
Load Rate ◽  
Travel Efficiency ◽  
Arrival Probability

Background : Taxi sharing is an emerging transportation arrangement that helps improve the passengers’ travel efficiency and reduce costs. This study proposes an urban taxi sharing system. Methods: Considering each side congestion of the transport network, their corresponding reliability and failure probability are analyzed. Under the constraints of the number of passengers and their own time windows, the analysis is performed on passengers whose optimal path is inclusive. Results: According to the optimal strategy, the different passengers can be arranged into the same taxi to realize the taxi sharing. Then the shared taxi route can be optimized. Conclusion: Due to the reasonable vehicle route planning and passenger combination, these can effectively alleviate the traffic congestion, save the driving time, reduce the taxi no-load rate, and save the driving distance. At last, a numerical example is used to demonstrate the proposed method.

scholarly journals Development of fragility curves for railway ballast and embankment scour due to overtopping flood flow

2016 ◽  
Author(s):  
Ryota Tsubaki ◽  
Koji Ichii ◽  
Jeremy D. Bricker ◽  
Yoshihisa Kawahara
Keyword(s):  
Spatial Distribution ◽  
Failure Probability ◽  
Fragility Curves ◽  
Railway Track ◽  
Single Track ◽  
Hydraulic Analysis ◽  
Railway Ballast ◽  
Log Normal ◽  
Flood Flow

Abstract. Fragility curves evaluating risk of railway track ballast and embankment fill scour were developed. To develop fragility curves, two well-documented single-track railway washouts during two recent floods in Japan were investigated. Type of damage to the railway was categorized into no damage, ballast scour, and embankment scour, in order of damage severity. Railway overtopping surcharge for each event was estimated via hydrologic and hydraulic analysis. Normal and log-normal fragility curves were developed based on failure probability derived from field records. A combined ballast and embankment scour model was validated by comparing the spatial distribution of railway scour with the field damage record.

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