Search Results (132)

Learning from demonstration with multiple executions must contend with time warping, sensor noise, and alternating quasi-stationary and transition phases. We propose a label-free pipeline that couples unsupervised segmentation, duration-explicit alignment, and probabilistic encoding. A dimensionless multi-feature saliency (velocity, acceleration, curvature, direction-change rate) yields scale-robust keyframes via persistent peak–valley pairs and non-maximum suppression. A hidden semi-Markov model (HSMM) with explicit duration distributions is jointly trained across demonstrations to align trajectories on a shared semantic time base. Segment-level probabilistic motion models (GMM/GMR or ProMP, optionally combined with DMP) produce mean trajectories with calibrated covariances, directly interfacing with constrained planners. Feature weights are tuned without labels by minimizing cross-demonstration structural dispersion on the simplex via CMA-ES. Across UAV flight, autonomous driving, and robotic manipulation, the method reduces phase-boundary dispersion by 31% on UAV-Sim and by 30–36% under monotone time warps, noise, and missing data (vs. HMM); improves the sparsity–fidelity trade-off (higher time compression at comparable reconstruction error) with lower jerk; and attains nominal 2σ coverage (94–96%), indicating well-calibrated uncertainty. Ablations attribute the gains to persistence plus NMS, weight self-calibration, and duration-explicit alignment. The framework is scale-aware and computationally practical, and its uncertainty outputs feed directly into MPC/OMPL for risk-aware execution. Full article

We present empirical evidence on the sensitivity of housing demand in Chile to changes in mortgage interest rates, focusing on units priced between CLF 2000 and 4000 (approximately USD 80,000 to 160,000). This sector, which comprises nearly two-thirds of the country’s housing supply, has experienced a significant decline in sales since 2021. Given its size and responsiveness, it represents a key target for policy measures aimed at reactivating the Chilean real estate market, such as demand-side subsidies for middle-income households. Using impulse response functions derived from vector autoregressive (VAR) and semi-structural models estimated via Bayesian methods with Markov Chain Monte Carlo (MCMC) simulations, we find that a 100-basis-point increase in mortgage rates leads to an average annual decline of 18% in housing sales during the first quarter after the shock. This effect results in a cumulative decline of approximately 57% by the end of the first year. A comparable reduction in mortgage rates yields a symmetrical response. Finally, we offer a linear extrapolation of potential impacts under a hypothetical 200-basis-point decrease in mortgage rates. Full article

Global supply chains often face uncertainties in production lead times, fluctuating exchange rates, and varying tariff regulations, all of which can significantly impact total profit. To address these challenges, this study formulates a multi-country supply chain problem as a Semi-Markov Decision Process (SMDP), integrating both currency variability and tariff levels. Using a Q-learning-based method (SMART), we explore three scenarios: (1) wide currency gaps under a uniform tariff, (2) narrowed currency gaps encouraging more local sourcing, and (3) distinct tariff structures that highlight how varying duties can reshape global fulfillment decisions. Beyond these baselines we analyze uncertainty-extended variants and targeted sensitivities (quantity discounts, tariff escalation, and the joint influence of inventory holding costs and tariff costs). Simulation results, accompanied by policy heatmaps and performance metrics, illustrate how small or large shifts in exchange rates and tariffs can alter sourcing strategies, transportation modes, and inventory management. A Deep Q-Network (DQN) is also applied to validate the Q-learning policy, demonstrating alignment with a more advanced neural model for moderate-scale problems. These findings underscore the adaptability of reinforcement learning in guiding practitioners and policymakers, especially under rapidly changing trade environments where exchange rate volatility and incremental tariff changes demand robust, data-driven decision-making. Full article

In the present study, we model the migration process and the changes in the market environment. The migration process is being modeled as an $\mathcal{F}$-inhomogeneous semi-Markov process with fuzzy states. The evolution of the migration process takes place within a stochastic market environment with fuzzy states, the transitions of which are being modeled as an $\mathcal{F}$-inhomogeneous semi-Markov process. We prove a recursive relation from which we could find the survival probabilities of the bonds or debts as functions of the basic parameters of the two $\mathcal{F}$-inhomogeneous semi-Markov processes. The asymptotic behavior of the survival probabilities is being found under certain easily met conditions in closed analytic form. Finally, we provide maximum likelihood estimators for the basic parameters of the proposed models. Full article

Severe aortic valve diseases (AVD) cause changes in heart sounds, making phonocardiogram (PCG) analyses challenging. This study presents a novel method for segmenting heart sounds without relying on an electrocardiogram (ECG), specifically targeting patients with severe AVD. Our algorithm enhances traditional Hidden Semi-Markov Models by incorporating signal envelope calculations and statistical tests to improve the detection of the first and second heart sounds (S1 and S2). We evaluated the method on the PhysioNet/CinC 2016 Challenge dataset and a newly acquired AVD-specific dataset. The method was tested on a total of 27,400 cardiac cycles. The proposed approach outperformed the existing methods, achieving a higher sensitivity and positive predictive value for S2, especially in the presence of severe heart murmurs. Notably, in patients with severe aortic stenosis, our proposed ECG-free method improved S2 sensitivity from 41% to 70%. Full article

This paper is devoted to the study of stochastic optimal control of averaged stochastic differential delay equations (SDDEs) with semi-Markov switchings and their applications in economics. By using the Dynkin formula and solution of the Dirichlet–Poisson problem, the Hamilton–Jacobi–Bellman (HJB) equation and the inverse HJB equation are derived. Applications are given to a new Ramsey stochastic models in economics, namely the averaged Ramsey diffusion model with semi-Markov switchings. A numerical example is presented as well. Full article

To enhance road safety and optimize intelligent driving systems, this study introduces the concept of “driving style tendency” to characterize short-term driver behavior, particularly lane-changing patterns. A multidimensional framework is established to analyze driving roles and behaviors, utilizing a Hidden Semi-Markov Model and Hierarchical Dirichlet Process for the unsupervised segmentation of driving trajectory data into behavioral primitives. By systematically analyzing driver behaviors in leading and following scenarios, characteristic thresholds are derived through distribution fitting, enabling the development of a non-parametric Bayesian-based scoring method for driving style tendency. The K-means clustering algorithm is employed to transform primitive segments into quantifiable semantic information, facilitating the interpretation of driver behavior preferences. This research contributes to improved collision risk prediction in complex traffic environments, supports the design of personalized driving assistance systems, and provides valuable insights for autonomous driving technology development. Full article

In human behavior recognition using machine learning, model performance degrades when the training data and operational data follow different distributions which is a phenomenon known as domain shift. This study proposes a method for domain adaptation in the hidden semi-Markov model (HSMM) by modifying only the emission probability distributions. Assuming that the state transition probabilities remain unchanged, the method updates the emission probabilities based on the posterior distribution of the target domain. This approach enables domain adaptation with minimal computational cost without requiring model retraining. The effectiveness of the proposed method was evaluated on synthetic time-series data from different domains and actual care work data, achieving recognition performance comparable to that of models retrained for each domain. These findings suggest that the proposed method applies to various time-series data analysis tasks requiring domain adaptation. Full article

Regime switching models have been widely studied for their ability to capture the dynamic behavior of time series data and are widely used in economic and financial data analysis. This paper reviews various regime switching models with various regime switching mechanisms, including threshold models, hidden Markov regime switching models, hidden semi-Markov regime switching models, and smooth transition models. The focus is on regime switching models for time series, studying their underlying frameworks, popular variants, and commonly used estimation methods. In addition, six different regime switching models are compared using two real-world datasets. Full article

This paper extends classical Markov switching models. We introduce a generalized semi-Markov switching framework in which the system dynamics are governed by an Itô stochastic differential equation. Of note, the optimal control synthesis problem is formulated for stochastic dynamic systems with semi-Markov parameters. Further, a system of ordinary differential equations is derived to characterize the Bellman functional and the corresponding optimal control. We investigate the case of linear dynamics in detail, and propose a closed-form solution for the optimal control law. A numerical example is presented to illustrate the theoretical results. Full article

Glacial retreat is a major global challenge, particularly in arid and semi-arid regions where glaciers serve as critical water sources. This research focuses on glacial retreat and its impact on land cover and land use changes (LULC) in the Barroso Mountain range, Tacna, Peru, which is a critical area for water resources in the hyperarid Atacama Desert. Employing advanced remote sensing techniques through the Google Earth Engine (GEE) cloud computing platform, we analyzed historical trends (1985–2022) using Landsat satellite imagery. A normalized index classification was carried out to generate LULC maps for the years 1986, 2001, 2012, and 2022. Future projections until 2042 were developed using Cellular Automata–Markov (CA–Markov) modeling in QGIS, incorporating six predictive environmental variables. The resulting maps presented an overall accuracy (OA) greater than 83%. Historical analysis revealed a dramatic glacier reduction from 44.7 km² in 1986 to 7.4 km² in 2022. In contrast, wetlands expanded substantially from 5.70 km² to 12.14 km², indicating ecosystem shifts potentially driven by glacier meltwater availability. CA–Markov chain modeling projected further glacier loss to 3.07 km² by 2042, while wetlands are expected to expand to 18.8 km² and bodies of water will reach 4.63 km². These future projections (with accuracies above 84%) underline urgent implications for water management, environmental sustainability, and climate adaptation strategies, particularly with regard to downstream hydrological risks and ecosystem resilience. Full article

The conventional diagnostic techniques for ethylene cracker furnace tube coking rely on manual expertise, offline analysis and on-site inspection. However, these methods have inherent limitations, including prolonged inspection times, low accuracy and poor real-time performance. This makes it challenging to meet the requirements of chemical production. The necessity for high efficiency, high reliability and high safety, coupled with the inherent complexity of the production process, results in data that is characterized by multimodal, nonlinear, non-Gaussian and strong noise. This renders the traditional data processing and analysis methods ineffective. In order to address these issues, this paper puts forth a novel soft measurement approach, namely the ‘Mixed Student’s t-distribution regression soft measurement model based on Variational Inference (VI) and Markov Chain Monte Carlo (MCMC)’. The initial variational distribution is selected during the initialization step of VI. Subsequently, VI is employed to iteratively refine the distribution in order to more closely approximate the true posterior distribution. Subsequently, the outcomes of VI are employed to initiate the MCMC, which facilitates the placement of the iterative starting point of the MCMC in a region that more closely approximates the true posterior distribution. This approach allows the convergence process of MCMC to be accelerated, thereby enabling a more rapid approach to the true posterior distribution. The model integrates the efficiency of VI with the accuracy of the MCMC, thereby enhancing the precision of the posterior distribution approximation while preserving computational efficiency. The experimental results demonstrate that the model exhibits enhanced accuracy and robustness in the diagnosis of ethylene cracker tube coking compared to the conventional Partial Least Squares Regression (PLSR), Gaussian Process Regression (GPR), Gaussian Mixture Regression (GMR), Bayesian Student’s T-Distribution Mixture Regression (STMR) and Semi-supervised Bayesian T-Distribution Mixture Regression (SsSMM). This method provides a scientific basis for optimizing and maintaining the ethylene cracker, enhancing its production efficiency and reliability, and effectively addressing the multimodal, non-Gaussian distribution and uncertainty of the coking data of the ethylene cracker furnace tube. Full article

Complex dynamics and nonlinear systems play a critical role in industrial processes, where complex interactions, high uncertainty, and external disturbances can significantly impact efficiency, stability, and safety. In sectors such as mining, manufacturing, and energy networks, even small perturbations can lead to unexpected system behaviors, operational inefficiencies, or cascading failures. Understanding and controlling these dynamics is essential for developing robust, adaptive, and resilient industrial systems. This study conducts a systematic literature review covering 2015–2025 in Scopus and Web of Science, initially retrieving 2628 (Scopus) and 343 (WoS) articles. After automated filtering (Python) and applying inclusion/exclusion criteria, a refined dataset of 2900 references was obtained, from which 89 highly relevant studies were selected. The literature was categorized into six key areas: (i) heat transfer with magnetized fluids, (ii) nonlinear control, (iii) big-data-driven optimization, (iv) energy transition via SOEC, (v) fault detection in control valves, and (vi) stochastic modeling with semi-Markov switching. Findings highlight the convergence of robust control, machine learning, IoT, and Industry 4.0 methodologies in tackling industrial challenges. Cybersecurity and sustainability also emerge as critical factors in developing resilient models, alongside barriers such as limited data availability, platform heterogeneity, and interoperability gaps. Future research should integrate multiscale analysis, deterministic chaos, and deep learning to enhance the adaptability, security, and efficiency of industrial operations in high-complexity environments. Full article

Land use land cover (LULC) changes due to rapid urbanization pose critical challenges to sustainable development, particularly in arid and semi-arid regions like Saudi Arabia, where cities such as Abha are experiencing unprecedented expansion. Urban sprawl is accelerating environmental degradation, affecting key natural resources such as vegetation, water bodies, and barren land. This study introduces an advanced machine learning (ML) and deep learning (DL)-based framework for high-accuracy LULC classification, urban sprawl quantification, and ecosystem service assessment, providing a more precise and scalable approach compared to traditional remote sensing techniques. A hybrid methodology combining ML models—Random Forest, Artificial Neural Networks, Gradient Boosting Machine, and LightGBM—with a 1D Convolutional Neural Network (CNN) was fine-tuned using grid search optimization to enhance classification accuracy. The integration of deep learning improves feature extraction and classification consistency, achieving an AUC of 0.93 for Dense Vegetation and 0.82 for Cropland, outperforming conventional classification methods. The study also applies the Markov transition model to project land cover changes, offering a probabilistic understanding of urban expansion trends and ecosystem dynamics, providing a significant improvement over static LULC assessments by quantifying transition probabilities and predicting future land cover transformations. The results reveal that urban areas in Abha expanded by 120.74 km² between 2014 and 2023, with barren land decreasing by 557.09 km² and cropland increasing by 205.14 km². The peak ecosystem service value (ESV) loss was recorded at USD 125,662.7 between 2017 and 2020, but subsequent land management efforts improved ESV to USD 96,769.5 by 2023. The resilience and recovery of natural land cover types, particularly barren land (44,163 km² recovered by 2023), indicate the potential for targeted restoration strategies. This study advances urban sustainability research by integrating state-of-the-art deep learning models with Markov-based land change predictions, enhancing the accuracy and predictive capability of LULC assessments. The findings highlight the need for proactive land management policies to mitigate the adverse effects of urban sprawl and promote sustainable ecosystem service recovery. The methodological advancements presented in this study provide a scalable and adaptable framework for future urbanization impact assessments, particularly in rapidly developing regions. Full article

We develop a deep reinforcement learning (RL) framework for an optimal market-making (MM) trading problem, specifically focusing on price processes with semi-Markov and Hawkes Jump-Diffusion dynamics. We begin by discussing the basics of RL and the deep RL framework used; we deployed the state-of-the-art Soft Actor–Critic (SAC) algorithm for the deep learning part. The SAC algorithm is an off-policy entropy maximization algorithm more suitable for tackling complex, high-dimensional problems with continuous state and action spaces, like those in optimal market-making (MM). We introduce the optimal MM problem considered, where we detail all the deterministic and stochastic processes that go into setting up an environment to simulate this strategy. Here, we also provide an in-depth overview of the jump-diffusion pricing dynamics used and our method for dealing with adverse selection within the limit order book, and we highlight the working parts of our optimization problem. Next, we discuss the training and testing results, where we provide visuals of how important deterministic and stochastic processes such as the bid/ask prices, trade executions, inventory, and the reward function evolved. Our study includes an analysis of simulated and real data. We include a discussion on the limitations of these results, which are important points for most diffusion style models in this setting. Full article