In this paper we develop monitoring schemes for detecting structural changes
in nonlinear autoregressive models. We approximate the regression function by a
single layer feedforward neural network. We show that CUSUM-type tests based
on cumulative sums of estimated residuals, that have been intensively studied
for linear regression in both an offline as well as online setting, can be extended
to this model. The proposed monitoring schemes reject (asymptotically) the null
hypothesis only with a given probability but will detect a large class of alternatives
with probability one. In order to construct these sequential size tests the limit
distribution under the null hypothesis is obtained.
This report gives an insight into basics of stress field simulations for geothermal reservoirs.
The quasistatic equations of poroelasticity are deduced from constitutive equations, balance
of mass and balance of momentum. Existence and uniqueness of a weak solution is shown.
In order of to find an approximate solution numerically, usage of the so–called method of
fundamental solutions is a promising way. The idea of this method as well as a sketch of
how convergence may be proven are given.
In this paper the multi terminal q-FlowLoc problem (q-MT-FlowLoc) is introduced. FlowLoc problems combine two well-known modeling tools: (dynamic) network flows and locational analysis. Since the q-MT-FlowLoc problem is NP-hard we give a mixed integer programming formulation and propose a heuristic which obtains a feasible solution by calculating a maximum flow in a special graph H. If this flow is also a minimum cost flow, various versions of the heuristic can be obtained by the use of different cost functions. The quality of this solutions is compared.
In a dynamic network, the quickest path problem asks for a path minimizing the time needed to send a given amount of flow from source to sink along this path. In practical settings, for example in evacuation or transportation planning, the reliability of network arcs depends on the specific scenario of interest. In this circumstance, the question of finding a quickest path among all those having at least a desired path reliability arises. In this article, this reliable quickest path problem is solved by transforming it to the restricted quickest path problem. In the latter, each arc is associated a nonnegative cost value and the goal is to find a quickest path among those not exceeding a predefined budget with respect to the overall (additive) cost value. For both, the restricted and reliable quickest path problem, pseudopolynomial exact algorithms and fully polynomial-time approximation schemes are proposed.
We provide a space domain oriented separation of magnetic fields into parts generated by sources in the exterior and sources in the interior of a given sphere. The separation itself is well-known in geomagnetic modeling, usually in terms of a spherical harmonic analysis or a wavelet analysis that is spherical harmonic based. However, it can also be regarded as a modification of the Helmholtz decomposition for which we derive integral representations with explicitly known convolution kernels. Regularizing these singular kernels allows a multiscale representation of the magnetic field with locally supported wavelets. This representation is applied to a set of CHAMP data for crustal field modeling.