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Applied Stochastic Models and Data Analysis
- Publisher: Wiley Subscription Services, Inc., A Wiley Company —
- Wiley
- ISSN:
- 8755-0024
- Scimago Journal Rank:
- 41
journal article
LitStream Collection
journal article
LitStream Collection
Two‐state‐variable stochastic tree problems
1989 Applied Stochastic Models and Data Analysis
This paper extends the one‐state‐variable stochastic tree problem to the two‐state‐variable case. (Considering, for example, a tree whose size and price evolve according to two different Wiener processes, we solve for the optimal cutting time. The optimization of the expected present discounted value of the tree is converted to a standard free‐boundary problem. Analytical results are reported. In particular we find that more variance near the optimal free boundary will increase the value of the tree. Finally, a method is developed to find the numerical solution to the free boundary problem. A numerical example is presented.
journal article
LitStream Collection
Application of a stochastic model to the breakage of flocs in stirred tanks
Nassar, R.; Kim, Y. H.; Glasgow, L. A.; Fan, L. T.
1989 Applied Stochastic Models and Data Analysis
A stochastic model is employed to account for the dynamic behaviour of floc breakage. More specifically, the evolution of the particle‐size distribution over time is presented. The model is compared to experimental data obtained by exposing kaolin—iron(III) flocs to hydrodynamic stress generated by a turbine impeller. The agreement between the model and experimental data appears to be satisfactory.
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LitStream Collection
Relational analysis and dictionaries
1989 Applied Stochastic Models and Data Analysis
The aim of the paper is to propose adequate models for the description of and appropriate solutions to dictionary optimization. A dictionary dedicated to human users is (as with any human artefact) full of errors and inconsistencies which cannot be handled by a computer as an end user. Thus, it is necessary to check and optimize the contents. By using ‘pairwise optimal clustering’ approaches, similarity aggregation and the new quadri‐decomposition methods, we will show how they are adapted to handle linguistic data in different configurations (a dictionary of synonyms and a bilingual dictionary). On these real‐life applications (i.e. our processed dictionary of synonyms corresponds to more than 2.5 billion matrix cells) we will describe how different aspects of such a method can be a good tool for designing new dictionaries for both applications.
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LitStream Collection
Analysis of patient self‐assessment visual analogue scales
1989 Applied Stochastic Models and Data Analysis
The present paper describes an example of practical analysis of data from an application of visual analogue scales. Potentially useful and simple methods for analysing visual analogue scales are described for effective handling of complex data when the desire is to compare two or more groups of patients. Visual analogue scales were used to assess subjective tolerability in the International Prospective Primary Prevention Study in Hypertension, a large scale clinical trial. The methods are illustrated on the IPPPSH data.
journal article
LitStream Collection
Judgement by pairwise comparisons
1989 Applied Stochastic Models and Data Analysis
This article gives an alternative solution to the problem of W. Gaul and M. Schader (Vol. 4, no. 4 pp. 273–282).
journal article
LitStream Collection
journal article
LitStream Collection
journal article
LitStream Collection
journal article
LitStream Collection
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