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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.

256 questions
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Pyomo Stochastic Optimization for Vehicle Routing Problem

I'm trying to use the framework Pyomo in order to solve an VRP with stochastic demands. I was wondering if there is some simple examples of VRP in order to get a start point to solve it. Any help is welcomed! Thanks a lot in advance!
Álvaro Loza
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Adam optimizer in MatConvNet

I tried implementing Adam instead of default SGD optimizer by changing following code in cnn_train from: opts.solver = [] ; % Empty array means use the default SGD solver [opts, varargin] = vl_argparse(opts, varargin) ; if ~isempty(opts.solver) …
Nicole
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How to code a slider in Octave to have interactive plot?

my target is to have a plot that shows Stochastic oscillator on forex market, and in order to validate which parameter is the best one to setup it, I would use a slider to modify it and show updated result on plot. I have my historical data, for a…
Francesco Piantedosi
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Understanding term deterministic and non random

I am confused about a situation which is presented on the following slide: Last sentences says that: It is important to note that deterministic does not mean that xt is non-random. What does this mean? If A and B are random variable, then x must…
user466534
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How to fit model with individual measurement error in DiceKriging, or can it?

I have a set of 5 data points (x=10,20,30,40,50 and its corresponding response values y and noise as s.d. of y). These data are obtained from stochastic computer experiments. How can I use DiceKriging in R to fit a kriging model for these data? x <-…
user2513881
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How to test if trend is stochastic or deterministic in R

I have some difficulties while trying to understand if my data has stochastic or deterministic trend. As I understand in R I need to use adf.test, but how should I interpretate the results? If adf.test accepts null hypothesis so that means that…
Engi
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Stochastic gradient descent and performance

I'm trying to train a classifier with the MNIST set (a set of handwritten digits) and I want to implement a stochastic gradient descent algorithm. Here is the function I wrote: def Stochastic_gradient_descent(theta, y, X, alpha, nIter): costs =…
Petreius
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Coding of Ito Stochastic Process

I am trying to implement a routine in mathematica/matlab for a stochastic process. Any code written here is for mathematica, but if someone can help me with encoding this in matlab (if they're more familiar with that) then that would be fine as…
user2468702
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In what situations does the difference between random numbers generated on [0,1) and those generated on [0,1] make a difference?

I'm used to pseudo random number generators that return floating point values in the half open interval [0,1). I've seen some reference to RNGs that can return values on the closed interval [0,1], e.g. this implementation of the Mersenne Twister. I…
Dave
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Julia: Run stochastic models in parallel inside a for loop

It's my first time posting here, so I apologize in advance for any error in the writing of the post. I’m working in my master’s thesis and trying to lower the running time that my code has, by parallelizing the optimization of different models…
Pablo Flores
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How to compute Kramers-Moyal coefficients when the time step is not to small in Python?

I am coding a simple one-dimensional Ornstein-Uhlenbeck simulation in python to explain some experimental data from a video source, i.e., tracking a brownian particle in a sequence of frames. The sampling frequency of the camera is fps=30 frames per…
alpelito7
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Split audio files stochastically in python

Hello is there a way to make audio files split stochastically. So far i have managed to split the audio files into 10 second snippets i would appreciate any help? from pydub import AudioSegment from pydub.utils import make_chunks from pydub import…
ys034
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In Julia using StochasticPrograms.jl package how can I get the @sampler object as a n*m matrix not a vector?

In the julia programming language I use StochasticPrograms.jl package to model a two stage stochastic problem. I use @sampler object to develop scenarios and random values. The random variable follows a normal distribution. The @sampler output…
alex_nas
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Stochastic parameter estimation

I have made a pandemic stochastic simulator which takes probabilities of an infection, recovery or neither and uses a gillespie algorithm with vectors to determine the number of people in each category at each time. I want to carry out a simulation…
Matthew Ruddy
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Should deterministic models be trained splitting into train, test datasets?

I'm studying the difference between GLM models (OLS, Logistic Regression, Zero Inflated, etc.), which are deterministic, since we can infer the parameters exactly, and some CART models (Random Forest, LightGBM, CatBoost, etc.) that are based on…
Henrique Branco
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