Theory and application of Markov modelling

马尔可夫模型理论及应用

• 批准号: 8112-2011
• 负责人: Grassmann, Winfried
• 金额: $ 1.75万
• 依托单位: University of Saskatchewan
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2014
• 资助国家: 加拿大
• 起止时间: 2014-01-01 至 2015-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=544481
• 关键词: Theory; application; Markov; modelling

In the past, I have been actively involved in stochastic modeling and its applications to computer performance evaluation, call centers and communication. I worked mainly with deterministic methods, that is, methods that do not rely on random numbers. This has forced me to use Markovian systems, that is, systems where the future only depends on the present state. One of my main contributions in this area has been the randomization method, also called uniformization. This method has been implemented by others in various software products dealing with generalized stochastic Petri-nets and similar products, such as Möbius. Another method, the so-called GTH (Grassmann/Taksar/Heyman) method is also widely used. We now propose to apply our methods in several application areas, including health applications. I have already applied this method to clarify some issues regarding the initialization bias. Also, a number of problems regarding the simulation run length will be investigated. In this research, we relied on deterministic methods we invented earlier to find means and variances of time averages for Markovian event systems. I am also working on methods to convert arbitrary discrete event systems into Markov chains.

在过去，我一直积极参与随机建模及其在计算机性能评估、呼叫中心和通信方面的应用。我主要使用确定性方法，即不依赖随机数的方法。这迫使我使用马尔科夫体系，也就是未来只取决于当前状态的体系。我在这个领域的主要贡献之一是随机化方法，也被称为统一化。这种方法已经在处理广义随机Petri网和类似产品的各种软件产品中得到了实现，如Möbius。另一种方法，即所谓的GTH(Grassmann/Taksar/Heyman)方法也被广泛使用。我们现在建议将我们的方法应用于几个应用领域，包括健康应用。我已经应用了这种方法来澄清一些关于初始化偏差的问题。此外，还将调查与模拟运行长度有关的一些问题。在这项研究中，我们依赖于我们早先发明的确定性方法来寻找马尔可夫事件系统的时间平均的均值和方差。我还致力于将任意离散事件系统转换为马尔可夫链的方法。