Now showing items 1-20 of 69

    • A construction of continuous-time ARMA models by iterations of Ornstein-Uhlenbeck processes 

      Arratia Quesada, Argimiro Alejandro; Cabaña, Ana Alejandra; Cabaña Perez, Enrique (Institut d'Estadística de Catalunya, 2016-12)
      Article
      Open Access
      We present a construction of a family of continuous-time ARMA processes based on p iterations of the linear operator that maps a Lévy process onto an Ornstein-Uhlenbeck process. The construction resembles the procedure to ...
    • A mathematical proof of the soundness of the Fibonacci retracement rule in technical analysis of asset prices 

      Pujadas Ramalhinho, Vera (Universitat Politècnica de Catalunya, 2021-01)
      Bachelor thesis
      Open Access
      This project covers the idea of the Fibonacci retracement rule and its mathematical proof. Firstly, a thorough analysis of stochastic processes, in particular, diffusion processes such as the Brownian motion, the CEV model ...
    • A new approach to texture coding using stochastic vector quantization 

      Gimeno, D; Torres Urgell, Lluís; Casas Pla, Josep Ramon (IEEE Computer Society, 1994)
      Conference report
      Open Access
      A new method for texture coding which combines 2-D linear prediction and stochastic vector quantization is presented in this paper. To encode a texture, a linear predictor is computed first. Next, a codebook following the ...
    • A novel methodology for adaptive community detection 

      Vilà Insa, Marc (Universitat Politècnica de Catalunya, 2019-06)
      Bachelor thesis
      Open Access
      Community detection and statistical dependence detection between different sets of data are two very intertwined topics of research with many real world applications in areas involving information science resources, such ...
    • A simulation-based algorithm for solving the Vehicle Routing Problem with Stochastic Demands 

      Juan Pérez, Angel Alejandro; Faulín, Javier; Caceres Cruz, Jose de Jesus; Riera Terrén, Daniel; Grasman, Scott (2011)
      Conference report
      Open Access
      This paper proposes a flexible solution methodology for solving the Vehicle Routing Problem with Stochastic Demands (VRPSD). The logic behind this methodology is to transform the issue of solving a given VRPSD instance ...
    • Accelerated Multi-agent optimization method over stochastic networks 

      Ananduta, Wayan Wicak; Ocampo-Martínez, Carlos; Nedic, Angelia (Institute of Electrical and Electronics Engineers (IEEE), 2020)
      Conference report
      Open Access
      We propose a distributed method to solve a multi-agent optimization problem with strongly convex cost function and equality coupling constraints. The method is based on Nesterov’s accelerated gradient approach and works ...
    • Adaptive Kalman Filter-Based Phase-Tracking in GNSS 

      Gómez Arias, Mario (Universitat Politècnica de Catalunya, 2010-10-04)
      Bachelor thesis
      Open Access
      This work introduces, implements and evaluates different adaptive Kalman filtering techniques based on the innovation autocorrelation function. The reason of considering these adaptive techniques is the effect of a wrong ...
    • An alternative to CARMA models via iterations of Ornstein–Uhlenbeck processes 

      Arratia Quesada, Argimiro Alejandro; Cabaña, Ana Alejandra; Cabaña Perez, Enrique (Springer, 2015)
      Conference report
      Restricted access - publisher's policy
      We present a new construction of continuous ARMA processes based on iterating an Ornstein–Uhlenbeck operator OUκ that maps a random variable y(t) onto OUκy(t)=∫t−∞e−κ(t−s)dy(s). This construction resembles the procedure ...
    • An efficient technique of texture representation in segmentation-based image coding schemes 

      Torres Urgell, Lluís; Casas Pla, Josep Ramon; Campins, J (IEEE IEEE, 1995)
      Conference report
      Open Access
      In segmentation-based image coding techniques the image to be compressed is first segmented. Then, the information is coded describing the shape and the interior of the regions. A new method to encode the texture obtained ...
    • Analysis of Frozen Concentrated Orange Juice's Production Model under Stochastic Demand 

      Aguadé Borrull, Albert (Universitat Politècnica de Catalunya / Universidade de Sao Paulo, 2009)
      Master thesis (pre-Bologna period)
      Restricted access - author's decision
      This project will study the model of Frozen Concentrated Orange Juice (FCOJ) by [10] from a stochastic point of view. A review of the literature around stochastic processes, stochastic linear problems and two-stage ...
    • Asymptotically optimal filtering in linear systems with fractional Brownian noises 

      Le Breton, Alain; Kleptsyna, Marina L.; Viot, Michel (Institut d'Estadística de Catalunya, 2004)
      Article
      Open Access
      In this paper, the filtering problem is revisited in the basic Gaussian homogeneous linear system driven by fractional Brownian motions. We exhibit a simple approximate filter which is asymptotically optimal in the sense ...
    • Canards, folded nodes and mixed-mode oscillations in piecewise-linear slow-fast systems 

      Desroches, Mathieu; Guillamon Grabolosa, Antoni; Ponce Núñez, Enrique; Prohens Sastre, Rafel; Rodrigues, Serafim; Teruel, Antonio E. (2016-11-03)
      Article
      Open Access
      Canard-induced phenomena have been extensively studied in the last three decades, from both the mathematical and the application viewpoints. Canards in slow-fast systems with (at least) two slow variables, especially near ...
    • Caractérisation des signaux radio avec des outils de traitement d’images 

      Morral Adell, Gemma (Universitat Politècnica de Catalunya, 2011-05-09)
      Master thesis (pre-Bologna period)
      Open Access
      Covenantee:   École nationale supérieure des télécommunications
      Català: Ens basem en una representació 2D en temps-freqüència dels senyals rebuts després d'una detecció no-coherent ("square law detector" és a dir, es prèn el módul al quadrat de les NFFT dels senyals rebuts dins una ...
    • Cálculo del número medio de máquinas activas en un grupo de un operario y N máquinas, con incidencias poissonianas y tiempos de servicio aleatorios 

      Corominas Subias, Albert (Universitat Politècnica de Barcelona. Centre de Càlcul, 1988)
      Article
      Open Access
      Este artículo expone un modelo para el cálculo del número medio de máquinas en funcionamiento en un sistema formado por un operario y N máquinas iguales, con tiempos de funcionamiento entre averías exponenciales y tiempos ...
    • Continous random trees 

      Ganjour, Dmitri (Universitat Politècnica de Catalunya, 2019-07)
      Bachelor thesis
      Open Access
      The Brownian motion has played an important role in the development of probability theory and stochastic processes. We are going to see that it appears in the limiting process of several discrete processes. In particular, ...
    • Current Trends in Simheuristics: from smart transportation to agent-based simheuristics 

      Estrada-Moreno, Alejandro; Juan Pérez, Ángel Alejandro; Panadero, Javier; Serrat Piè, Carles; Freixes, Alfons (Universidad de Granada, 2018)
      Conference lecture
      Open Access
      Simheuristics extend metaheuristics by adding a simulation layer that allows the optimization component to deal efficiently with scenarios under uncertainty. This presentation reviews both initial as well as recent ...
    • Detección de M señales gaussianas utilizando el desarrollo modificado de un proceso estocástico 

      Navarro-Moreno, Jesús; Ruiz Molina, Juan Carlos (Institut d'Estadística de Catalunya, 2001)
      Article
      Open Access
      Utilizando el desarrollo modificado de un proceso estocástico se propone una nueva metodología, alternativa a la basada en el desarrollo de Karhunen-Loeve, para el problema de detección de M señales Gaussianas en ruido ...
    • Detección de rasgos en imágenes binarias mediante procesos puntuales espaciales marcados 

      Mateu, Jorge; Lorenzo, Gil (Institut d'Estadística de Catalunya, 2002)
      Article
      Open Access
      En este trabajo consideramos el problema de la detección de rasgos bajo la presencia de ruido en imágenes que tras un cierto tratamiento se reducen a binarias, por la presencia de dos tipos de elementos. Podemos encontrar ...
    • Diffusion coefficient in periodic and random potentials 

      Khoury, M; Gleeson, James P.; Sancho, Jose Maria; Lacasta Palacio, Ana María; Lindenberg, K (2009)
      Article
      Open Access
    • Discrete-time retrial queue with Bernoulli vacation, preemptive resume and feedback customers 

      Chen, Peishu; Zhou, Yongwu; Li, Changwen (OmniaScience, 2015-10)
      Article
      Open Access
      Purpose: We consider a discrete-time Geo/G/1 retrial queue where the retrial time follows a general distribution, the server subject to Bernoulli vacation policy and the customer has preemptive resume priority, Bernoulli ...