Stochastic

Test::Stochastic is a Perl module to check probabilities of randomized methods. SYNOPSIS use Test::Stochastic qw(stochastic_ok); stochastic_ok sub { ...random sub...}, {a => 0.4, b => 0.6}; stochastic_ok {a => 0.4, b => 0.6}, sub { ...random sub...}; Test::Stochastic::setup(times => 100,...

This introductory-level text is suited for a junior or senior level undergraduate course on stochastic models.For a full book description and ordering information, please refer to http://www.mathworks.com/support/books/book1585.jsp.

This code provides a tool to identify a state space model from stochastic signals using a subspace approach.The code is implemented in two steps using a nested function. The first step returns a vector of subspace singular values, from which a user can determine an appropriate order for the state...


Platforms: Matlab

This text takes a modern applied approach to stochastic processes.For a full book description and ordering information, please refer to http://www.mathworks.com/support/books/book1387.jsp.


Platforms: Matlab

Free Expert Advisor 3-Stochastic. Fully automated trading system - Metatrader Expert Advisor.


Platforms: Windows

Stochastic simulator for signaling pathways occuring in biological cells. Handles reaction-diffusion processes in 3D tetrahedral meshes.


Platforms: Mac, BSD, Linux

Introduction to Stochastic Search and Optimization is an overview of the principles, algorithms, and practical aspects of stochastic optimization, including applications drawn from engineering, statistics, and computer science. The book may serve as either a reference book for researchers and...


Platforms: Matlab

WeaGETS is a Matlab-based versatile stochastic daily weather generator (WeaGETS) for producing daily precipitation, maximum and minimum temperatures (Tmax and Tmin) series of unlimited length, thus permitting impact studies of rare occurrences of meteorological variables. Furthermore, it can be...


Platforms: Matlab

Stochastic Dynamic Programming is an optimization technique for decision making under uncertainty. In this program, the technique was applied for water reservoir management to decide amount of water release from a water reservoir.


Platforms: Matlab

Online Simulation of Brownian motion in 2d, 3d. Stock Simulation with EWMA, GARCH(1,1). One factor equilibrium interest rate model simulations, estimation and residual testing using Euler's appr. Monte Carlo option pricing with stochastic interest rates.


Platforms: Matlab

The linear Stochastic Differential Equation (LSDE) is very widely used equation in the noise analysis of LTI circuits. It involves the input signal to be perturbed with Gaussian white noise. To find the solution statistics like mean, varaiance is a tasking job and requires full power of...


Platforms: Matlab

Petri Net Editor is a small, easy to use, Java based application specially designed to offer users an editor for stochastic Petri-nets. This tool is designed to also allow you to create reachability trees and Markov graphs, simulate and gather statistics on simulation. for WindowsAll


Platforms: Windows

StochPy (Stochastic modelling in Python) is an easy-to-use package, which provides several stochastic simulation algorithms (SSAs), which can be used to simulate biochemical systems in a stochastic manner. Further, several unique and easy-to-use analysis techniques are provided by StochPy....


Platforms: Windows

StochPy (Stochastic modelling in Python) is an easy-to-use package, which provides several stochastic simulation algorithms (SSAs), which can be used to simulate biochemical systems in a stochastic manner. Further, several unique and easy-to-use analysis techniques are provided by StochPy....


Platforms: Mac

StochPy (Stochastic modelling in Python) is an easy-to-use package, which provides several stochastic simulation algorithms (SSAs), which can be used to simulate biochemical systems in a stochastic manner. Further, several unique and easy-to-use analysis techniques are provided by StochPy....


Platforms: Linux

SSRLSWAM is a combination of SSRLS and stochastic gradient method .It exploits the concept of forgetting factor d?T¬ that may be required due to model uncertainty, presence of unknown external disturbances, time-varying nature of observed signal or Non-stationary behaviour of observation noise.


Platforms: Matlab

This code calculates the generalized Hurst exponent H(q) of a stochastic variable x(t) (a time series) from the scaling of the renormalized q-moments of the distribution/ ~ r^[qH(q)]The value of H(q) give indication about the fractal nature of the signal. H(q) = 0.5 corresponds to a Brownian...


Platforms: Matlab

Multi-Knapsack solver by two stochastic solvers : i) by Cross-Entropy Method and ii) by Botev-Kroese Method for the following problemmax S(X)=(p^{t}X) st. WX


Platforms: Matlab

Thomas-Fiering model is one of some approaches of stochastic modeling. It has been widely used for forecasting discharge in water reservoir.


Platforms: Matlab

AbstractStochastic timing machinery (STM) is a diagram-oriented parallel programming language. Examples in electrical engineering, chemistry, game theory, and physics lead to associated ordinary and stochastic differential and partial differential equations. We od¬TCdeer an abstract...


Platforms: Matlab