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Questions tagged [stochastic]

A stochastic system is a system which state depends or some random elements making its behavior non-deterministic. Questions with this tag should cover topics regarding random variables and non-determenistic systems.

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Variance of Brownian motion increments in MATLAB

I'm simulating a Brownian motion in MATLAB, however I'm getting a strange outcome where the variance of the increments of the Brownian motion grow over time when it should stay constant. For example I construct a Brownian motion system, brown_drift…
Ivan
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Create a matrix from a distribution, where rows add up to 1

I was wondering how to create a matrix of n cols, where each column is a distribution of the manner 0:0.01:1 What I ideally want is a form of ndgrid with [x1,x2,x3...,xn] = ndgrid(0:0.01:1,0:0.01:1.....m times) My constraint is the rows should…
peacefrog
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The use of neural networks for data that has a trend

I have a signal that ranges from 0 to 1. It's always between these bounds, however, the signal changes over time (it has a trend). Thus its mean changes and standard deviation changes. My goal is to determine how likely it is that the signal will…
Luis Cruz
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Using Fmincon function to solve a stochastic linear programming

I wish to use fmincon to solve a linear optimization problem formulated as : v and at are random parameters approximateb by S scenarios. p is the parobability of each scenario. wt,xt,yt,zt,Wm and Ym are the problem variables. I wonder how to set…
dinjake
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theano - how to have many of the same function

The input is a variable sized array. I can only process a given example one sample at a time in train_model. I want to accumulate the sum of objectives for the elements in the batch then apply regularization and gradient descent. Currently, this is…
user2776945
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Having trouble adding stochasticity to model

Apologies in advance if this question has already been asked, but I can't seem to find anything online to help! I'm trying to add stochasticity to a function I've generated, that contains a logistic growth model. This is my function: ricker <-…
Brooke
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Extract binary function from stochastic data in R

I have power data from a cycling power meter (this is only required for context, not for the mechanics of the problem) which looks somewhat stochastic. See attached image. power_image This is a typical session which is based on a set of target…
User123456789
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random numbers from geometric distribution such that their sum equals SUM

I want to draw k random numbers i_1,...,i_k with min <= i <= max from an exponentially shaped distribution of values with m,std being median and standard of the population's values. The sum(i1,..,ik) should equal a given parameter SUM. Example:…
bajah
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Making histogram out of matrix entries?

Today my task is to make a histogram to represent the operation of A^n where A is a matrix, but only for specific entries in the matrix. For example, say I have a matrix where the rows sum to one. The first entry is some specific decimal number.…
Raleigh L.
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Interpretation of trend in two models

I have estimated the following two models: Δy_t=0.015−0.410Δy_{t−1}−0.220Δy_{t−2} and Δyt=0.400+0.00145t−0.150y_{t−1}−0.325Δy_{t−1}−0.220Δy_{t−2} (Note that yt is the log of monthly trading volume.) How can I interpret how each is modelling the…
RickTLH
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How to code a arrival generator with a varying intensity rate

This is for a simulation model: Most questions I've come about deal with how to code an generator with exponential arrival times. But I'm currently stuck on how to program a generator where the arrival rate can change within a discrete event…
Jack Shade
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Python/Biomolecular Physics- Trying to code a simple stochastic simulation of a system exhibiting conditional behavior!

*edited 6/17/10 I'm trying to understand how to improve my code (make it more pythonic). Also, I'm interested in writing more intuitive 'conditionals' that would describe scenarios that are commonplace in biochemistry. The conditional criteria in…
DocDubya
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pymc and parameterize stochastic variables

I'm fairly new to python and pymc and wanted to try a problem out using pymc for learning purposes. I'm modeling a simple mendelian inheritence from grandparents down to son, but I don't understand how to reapply the same stochastic model multiple…
Charles
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R2OpenBUGS Error: node not stochastic

I have a specific problem in Running R2OpenBUGS in R. But it runs perfectly well in OpenBUGS. I want to understand what the problem is. Here is my code: model volatility; const n=180; { # likelihood: joint distribution of ys for (t in 1:n)…
user1841858
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ODE with stochastic time dependent input

I am trying to repeat an example I found in a paper. I have to solve this ODE: 25 a + 15 v + 330000 x = p(t) where p(t) is a white noise sequence band-limited into the 10-25 Hz range; a is the acceleration, v is the velocity and x the…
Rhei
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