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26 pages, 10416 KB  
Article
A Lightweight FFT-Domain Co-Channel Interference Detection Method for Narrowband Wireless Systems
by Yuqi Qin, Jinbai Zou, Lingxiao Chen and Qing Zhou
Electronics 2026, 15(10), 2195; https://doi.org/10.3390/electronics15102195 - 19 May 2026
Viewed by 228
Abstract
Co-channel interference (CCI) remains a critical factor affecting link reliability in narrowband wireless systems, especially in scenarios with intensive frequency reuse, overlapping coverage, and dense terminal access. Existing interference detection methods are either computationally simple but insufficiently sensitive to short-term spectral variations, or [...] Read more.
Co-channel interference (CCI) remains a critical factor affecting link reliability in narrowband wireless systems, especially in scenarios with intensive frequency reuse, overlapping coverage, and dense terminal access. Existing interference detection methods are either computationally simple but insufficiently sensitive to short-term spectral variations, or highly accurate but dependent on labeled data and nontrivial inference resources. To address this issue, this paper proposes a lightweight CCI detection method in the FFT domain based on spectrum-jump analysis. The proposed method does not rely on absolute power growth as the primary interference indicator. Instead, it tracks the temporal inconsistency of dominant spectral-bin indices across consecutive FFT frames and converts recurrent peak-bin migration into an interference decision through a short-window counting mechanism. The method is computationally efficient, interpretable, and suitable for real-time deployment without offline model training. SDR-based measurements are combined with controlled repeated experiments to assess detector performance under varying signal-to-noise ratio (SNR), interference-to-signal ratio (ISR), carrier-frequency offset (CFO), multi-peak ambiguity, and two-path Rayleigh fading conditions. On the measured SDR record, the proposed method captures all interference-positive windows after the marked onset, while the controlled SNR/ISR experiments yield an overall detection probability of 96.0% over 250 CCI trials with no false alarms over 250 normal trials. ROC and precision–recall analyses further show that the selected threshold lies within a broad validation plateau. The results also reveal clear applicability boundaries: when the CFO approaches zero, when the interference is very weak, or when multiple stationary peaks have nearly equal power, dominant-bin migration may be weak or ambiguous. Therefore, the proposed approach is a low-complexity online detector for CCI cases that induce observable FFT-bin instability, and it can also serve as a front-end trigger for more advanced interference analysis modules. Full article
(This article belongs to the Section Microwave and Wireless Communications)
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27 pages, 904 KB  
Article
Fisher–Rao Distance for Finite-Energy Signal Manifolds: Geometric Foundations and Numerical Analysis
by Franck Florin
Entropy 2026, 28(5), 569; https://doi.org/10.3390/e28050569 - 19 May 2026
Viewed by 93
Abstract
This paper introduces a geometric framework for analyzing finite-energy signals observed with additive noise by representing them as points on statistical manifolds equipped with the Fisher–Rao metric. Each signal is associated with a parameter vector θ, which defines a unique probability distribution [...] Read more.
This paper introduces a geometric framework for analyzing finite-energy signals observed with additive noise by representing them as points on statistical manifolds equipped with the Fisher–Rao metric. Each signal is associated with a parameter vector θ, which defines a unique probability distribution p(x|θ) on a statistical manifold. We propose a unified approach based on the normal multivariate model to describe a raw signal mixed with additive stationary noise. In the approach considered, the background noise is typically assumed to be stationary, whereas the unknown signal is regarded as deterministic. Leveraging tools from information geometry, we compute geodesic equations for the statistical manifolds. We re-derive known results regarding the multivariate normal models and extend them to the signal processing domain. We show that in some cases, the geodesic equations can be solved to obtain a closed-form expression of the Fisher–Rao distance. This expression corresponds to a minimum bound when the sub-manifold is not geodesic, revealing a fundamental geometric constraint in signal parameter estimation. We introduce the spectral distance function, which characterizes the influence of each spectral component of the signals on the Fisher–Rao distance. Our findings provide theoretical insights for signal clustering and machine learning applications, where geometric distances can characterize classification and estimation tasks. Full article
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24 pages, 1434 KB  
Article
Adaptive Service Migration in Hybrid MEC–Cloud Environments: A Queueing-Theoretic Framework for Split-User Offloading
by Anna Kushchazli, Kseniia Leonteva, Darina Shiyapova, Alexandr Priscepov and Irina Kochetkova
Future Internet 2026, 18(5), 258; https://doi.org/10.3390/fi18050258 - 14 May 2026
Viewed by 164
Abstract
Resource-constrained Multi-Access Edge Computing (MEC) nodes cannot fully replace cloud infrastructure, yet existing service placement models treat edge hosting as an all-or-nothing decision. This paper proposes a queueing-theoretic framework for split-user offloading in hybrid MEC–cloud environments. The system is modeled as a Continuous-Time [...] Read more.
Resource-constrained Multi-Access Edge Computing (MEC) nodes cannot fully replace cloud infrastructure, yet existing service placement models treat edge hosting as an all-or-nothing decision. This paper proposes a queueing-theoretic framework for split-user offloading in hybrid MEC–cloud environments. The system is modeled as a Continuous-Time Markov Chain (CTMC) over a load-vector state space that admits a product-form stationary distribution. A delay-aware greedy orchestration policy determines, at every arrival and departure event, which service occupies the MEC node and how many of its users are offloaded from the cloud. Closed-form expressions are derived for average end-to-end (E2E) delay, MEC occupancy and saturation probabilities, per-service hosting probabilities, and delay-saving indicators. Numerical analysis of a five-service industrial scenario shows that the proposed split-user mechanism keeps the MEC node occupied for most of the observation time (around 97% at the baseline load), naturally prioritizes services with the largest aggregate latency benefit, and substantially reduces the average delay compared with a cloud-only configuration. The analytical results are validated by discrete-event simulation, which matches the CTMC values with relative discrepancy below 1% under the Poisson/exponential assumptions; additional simulations quantify the sensitivity to alternative arrival and service-time distributions. The framework provides analytically tractable, interpretable decision logic with negligible runtime overhead, making it a suitable analytical foundation for cloud service orchestration platforms that must meet strict QoS targets in next-generation edge networks. Full article
(This article belongs to the Special Issue Cloud Computing and Cloud Service Orchestration)
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26 pages, 357 KB  
Article
Recurrence and Entropy for Discrete-Time Deterministic Dynamical Systems
by Jumah Swid and Massoud Amini
Symmetry 2026, 18(5), 816; https://doi.org/10.3390/sym18050816 - 9 May 2026
Viewed by 155
Abstract
We investigate discrete-time deterministic systems whose trajectories are indexed by the positive cone of a countable linearly ordered group G and evolve on a σ-finite measure space (Ω,B,m). The paper operates at two levels. At [...] Read more.
We investigate discrete-time deterministic systems whose trajectories are indexed by the positive cone of a countable linearly ordered group G and evolve on a σ-finite measure space (Ω,B,m). The paper operates at two levels. At the measure-theoretic level, the ambient space (Ω,m) may be non-atomic and infinite, where strong recurrence, characterized by the absence of weakly wandering sets of positive measure, governs structural properties such as syndeticity of return-time sets, invariance under measure equivalence, and inheritance to subgroups. At the combinatorial level, the dynamics is compressed onto the finite effective state space Ωeff, the set of states actually visited by a trajectory, on which a canonical atomic probability measure μ is constructed via a deliberate support-switch from m. At this level, the entropy results additionally require G to be amenable, where Følner sequences are employed to show that μ is the limiting empirical distribution along almost every trajectory. When G acts transitively on Ωeff, the measure μ is necessarily uniform and the stationary Shannon entropy H(X)=xμ({x})logμ({x}) achieves its maximum log|Ωeff| from structural constraints alone. A generalized orbit-decomposition formula covers the non-transitive case. Results at both levels are illustrated through cyclic shifts, rational rotations, Sturmian shifts, and Z2-actions. Full article
(This article belongs to the Section Mathematics)
19 pages, 438 KB  
Article
A MAP/PH/1/K Queueing Model with N-Policy for Optimal Regeneration of a Diesel Particulate Filter
by Dmitry Efrosinin, Natalia Stepanova, Zóltan Gál and Janos Sztrik
Mathematics 2026, 14(10), 1596; https://doi.org/10.3390/math14101596 - 8 May 2026
Viewed by 168
Abstract
This paper analyzes a MAP/PH/1/K queue with N-policy, setup, interruptions, reset, and a random environment. Arrivals are the MAP; service, setup, interruption, and reset times are PH-distributed. Under the N-policy, the server [...] Read more.
This paper analyzes a MAP/PH/1/K queue with N-policy, setup, interruptions, reset, and a random environment. Arrivals are the MAP; service, setup, interruption, and reset times are PH-distributed. Under the N-policy, the server idles until the queue length is equal to N, and then performs setup. Interruptions return the system to idle and re-enable the N-policy. At capacity K, a reset empties the system. The random environment modulates parameters for different regimes. Motivated by Diesel Particulate Filter (DPF) regeneration, soot accumulation is mapped to arrivals, burning to service, regeneration triggers to N-policy, heating to setup, engine changes to interruptions, and cleaning to reset. Environmental states represent driving patterns. Regeneration succeeds if either the system empties via service or an interruption occurs with remaining soot less than or equal to level L. We derive the block-structured generator, obtain stationary probabilities via matrix-analytic methods, and optimize the threshold N via average cost. Numerical results quantify how correlation and driving conditions affect performance and costs, offering tools to balance fuel consumption, engine performance, and filter longevity. Full article
(This article belongs to the Special Issue Advances in Queueing Theory and Applications, 2nd Edition)
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22 pages, 3405 KB  
Article
A Simple Argument That Small Hydrogen May Exist
by J. Va’vra
Physics 2026, 8(2), 45; https://doi.org/10.3390/physics8020045 - 7 May 2026
Viewed by 356
Abstract
This paper examines whether a compact electron–proton configuration (“small hydrogen”) with a characteristic radius of a few femtometers is excluded by basic relativistic kinematics and simple stationarity constraints. Motivated by earlier discussions of formally deep relativistic energy scales in Dirac-based treatments, a phenomenological, [...] Read more.
This paper examines whether a compact electron–proton configuration (“small hydrogen”) with a characteristic radius of a few femtometers is excluded by basic relativistic kinematics and simple stationarity constraints. Motivated by earlier discussions of formally deep relativistic energy scales in Dirac-based treatments, a phenomenological, virial-inspired energy-balance framework that incorporates relativistic kinetic energy, finite-size regularization of the central field, and order-of-magnitude spin–magnetic and spin–orbit contributions is developed in this paper. Within this framework, self-consistent characteristic scales associated is obtained with a hypothetical compact configuration without invoking Dirac or quantum-electrodynamics (QED) bound-state eigenvalues. The resulting scales—namely, a central energy scale of about 260 keV and a characteristic spin-dependent scale of order ΔEspin ≈ 100 ± 20 keV—define concrete experimental and observational energy ranges of interest. The present study does not establish the existence, formation probability, lifetime, or dynamical stability of such states. Rather, it shows that relativistic kinematics, finite-size effects, and virial-inspired stationarity constraints do not, by themselves, rule out compact stationary electron–proton configurations within the assumptions of the model. If such states were realized in nature and possessed radiative or interaction channels, those states may have implications for astrophysics, fusion concepts, and dark-matter phenomenology. Full article
(This article belongs to the Section Quantum Mechanics and Quantum Systems)
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23 pages, 1289 KB  
Article
Reliability Analysis of a Hardware–Software Series Repairable System with Multiple Vacations of a Repairman
by Qi Tu and Xue Feng
Mathematics 2026, 14(9), 1524; https://doi.org/10.3390/math14091524 - 30 Apr 2026
Viewed by 218
Abstract
This paper develops a reliability analysis model for a class of computer systems composed of hardware and software in series, considering a repairman taking multiple vacations. The system follows a series failure rule: hardware can be repaired to be as good as new [...] Read more.
This paper develops a reliability analysis model for a class of computer systems composed of hardware and software in series, considering a repairman taking multiple vacations. The system follows a series failure rule: hardware can be repaired to be as good as new after failure; software undergoes minor repairs to maintain operability after the first N1 failures with an increasing failure rate, and is overhauled to be as good as new with cycle reset after the N-th failure. Based on the principle of probability conservation and the supplementary variable method, the state probability evolution equations of the system are derived. A Banach space is constructed, and a linear operator is defined, whose denseness, dissipativity, and closedness are verified. It has been proven that the operator generates a positive contractive C0-semigroup, thus rigorously establishing the well-posedness of the model and the existence of a unique positive dynamic solution. Further spectral analysis verifies that zero belongs to the continuous spectrum rather than the point spectrum of the system operator. This indicates that the investigated system admits no time-invariant constant steady-state probability distribution, and only presents slowly decaying quasi-stationary dynamic behavior. The results can provide theoretical support for the reliability design and maintenance strategy optimization of hardware–software series repairable systems. Full article
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28 pages, 4429 KB  
Article
Reliability Assessment of Harmonic Reducers Based on the Two-Phase Hybrid Stochastic Degradation Process
by Lai Wei, Peng Liu, Hailong Tian, Haoyuan Li and Yunshenghao Qiu
Sensors 2026, 26(8), 2437; https://doi.org/10.3390/s26082437 - 15 Apr 2026
Viewed by 431
Abstract
Harmonic reducers exhibit non-stationary and phase-dependent degradation behavior during long-term service, challenging the ability of classical stochastic degradation models to accurately assess reliability. To address phase-dependent differences in degradation behavior, this paper proposes a reliability assessment model based on a two-phase hybrid stochastic [...] Read more.
Harmonic reducers exhibit non-stationary and phase-dependent degradation behavior during long-term service, challenging the ability of classical stochastic degradation models to accurately assess reliability. To address phase-dependent differences in degradation behavior, this paper proposes a reliability assessment model based on a two-phase hybrid stochastic degradation process. In the proposed framework, the Wiener process is employed to characterize early-phase gradual degradation dominated by stochastic fluctuations, while the Inverse Gaussian process is used to describe later-phase monotonically accelerated degradation driven by cumulative damage. The framework allows for sample-level variability in transition times to more realistically capture individual degradation behavior. The Schwarz Information Criterion is also adopted to detect change points. Maximum likelihood estimation is performed for model parameter inference, and analytical expressions for the reliability function, cumulative distribution function, and probability density function are derived. Numerical results indicate that a change point exists for each tested product and that the proposed model achieves the best goodness of fit among the considered candidates, demonstrating its superiority in capturing phase-dependent characteristics of harmonic reducer degradation. In terms of reliability assessment bias, the proposed model (0.06%) significantly outperforms the Wiener degradation model (32%) and the IG degradation model (9.9%). These results further confirm that, under an identical failure threshold, the proposed approach yields more accurate and realistic reliability assessment outcomes. Full article
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19 pages, 9464 KB  
Article
A New Probabilistic Approach to Fault Detection for Tidal Stream Turbine Blades
by Dongqing Ye, Tianzhen Wang, Qinqin Fan and Ting Xue
J. Mar. Sci. Eng. 2026, 14(8), 721; https://doi.org/10.3390/jmse14080721 - 14 Apr 2026
Viewed by 355
Abstract
To improve the safety and reliability of tidal stream turbines (TSTs) under harsh marine environments, a novel probabilistic approach is proposed for blades fault detection in TSTs subject to stochastic disturbances of unknown probability distribution. On the basis of analytically analyzing the influence [...] Read more.
To improve the safety and reliability of tidal stream turbines (TSTs) under harsh marine environments, a novel probabilistic approach is proposed for blades fault detection in TSTs subject to stochastic disturbances of unknown probability distribution. On the basis of analytically analyzing the influence of blade imbalance fault on stator current signals, stationary wavelet transform (SWT) is first performed to extract multiscale time–frequency characteristics of blade faults from stator current data corrupted by non-stationary stochastic disturbances. Then an enhanced feature space is established by further computing the energy, standard deviation and kurtosis of SWT decomposition coefficients. By introducing the mean-covariance-based ambiguity set to characterize the probability distribution of feature vector in both fault-free and faulty cases, an optimal separating hyperplane for fault detection is learned using a distributionally robust optimization technique. It can achieve an optimal trade-off between the false alarm rate and the missed detection rate in a probabilistic setting, without requiring any specific distribution assumption. In this way, the proposed fault detection system is robust not only against disturbances but also against distributional uncertainties of disturbances. Finally, an experimental study based on a 0.23 kW tidal stream turbine platform is carried out to validate the effectiveness of the proposed method. Full article
(This article belongs to the Section Marine Energy)
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34 pages, 2768 KB  
Article
A Probabilistic Reliability and Risk Framework for Flood Control in Multi-Structure Complexes: Mining Site Design
by Afshin Ghahramani
Water 2026, 18(8), 916; https://doi.org/10.3390/w18080916 - 11 Apr 2026
Viewed by 366
Abstract
This paper developed a probabilistic framework for system level reliability and risk assessment that coupled hydraulic loading with structural response and explicitly modelled cascading interactions and statistical dependence between components. The contribution is a system-level reliability and risk modelling methodology that integrates dynamic [...] Read more.
This paper developed a probabilistic framework for system level reliability and risk assessment that coupled hydraulic loading with structural response and explicitly modelled cascading interactions and statistical dependence between components. The contribution is a system-level reliability and risk modelling methodology that integrates dynamic cascading interactions, non-stationary design-life reliability accumulation, and system-level optimisation within a unified Monte Carlo architecture. Dynamic Monte Carlo simulation was used to evaluate individual, joint, conditional, and system-scale probabilities of failure across varying flood magnitudes and design lives. Model verification confirmed that discretisation and sampling errors were small relative to parameter-driven variability. Results showed that long-term system reliability arose from the combined influence of flood frequency, exposure duration, and the strength of interaction between interdependent structures. Frequent loading accelerates the accumulation of failure probability through repeated events, whereas rare events contribute more slowly but dominate extreme outcomes, indicating that cumulative reliability cannot be inferred by the linear extrapolation of annual probabilities. In an examined diversion–levee–basin configuration, strong structural coupling amplified vulnerability by contracting joint stability margins and increasing conditional failure probabilities. The system-level optimisation of structural parameters over the examined design life reduced cumulative system failure probability from 0.305 to 0.153, whereas single-component optimisation redistributed risk within the system without reducing total system risk. The framework advances beyond static risk analysis by integrating time-dependent reliability, cascading dependencies, and design-life optimisation for system-scale mitigation. Full article
(This article belongs to the Section Hydraulics and Hydrodynamics)
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30 pages, 9044 KB  
Article
Global Seismic Reliability Analysis of Reinforced Concrete Multi-Story Multi-Span Frame Structures Based on the Direct Probability Integral Method
by Yicheng Mao, Fang Yuan and Zhenhao Zhang
Buildings 2026, 16(7), 1356; https://doi.org/10.3390/buildings16071356 - 29 Mar 2026
Viewed by 361
Abstract
Based on the Direct Probability Integral Method (DPIM), this study investigates the global seismic reliability of reinforced concrete (RC) frame structures considering the randomness of material parameters and the non-stationarity of ground motions. A doubly non-stationary ground motion model is established using evolutionary [...] Read more.
Based on the Direct Probability Integral Method (DPIM), this study investigates the global seismic reliability of reinforced concrete (RC) frame structures considering the randomness of material parameters and the non-stationarity of ground motions. A doubly non-stationary ground motion model is established using evolutionary power spectrum theory combined with the spectral representation–stochastic function method. A dimensionality reduction technique is adopted to generate ground motion samples compatible with the design response spectrum. A finite element model of the RC frame is developed in Abaqus. Modal analysis and deterministic time history analysis are conducted to obtain the dynamic characteristics and seismic responses of the structure. Based on 600 representative ground motion time histories generated using the maximum frontier (MF) discrepancy sampling method, nonlinear time history analyses are performed. The DPIM is then employed to calculate the statistical characteristics of structural responses and quantify response variability, enabling a rational evaluation of the structural safety margin. Finally, based on the equivalent extreme value event theory and DPIM, the reliability of the structure under a single failure mode and the global reliability under multiple failure modes are computed. The results show that the global reliability of the structure is 82.088%, which is significantly lower than that of any single failure mode. This study provides a quantitative reference for evaluating the global seismic reliability of RC frame structures subjected to nonstationary seismic excitation. Full article
(This article belongs to the Special Issue Advanced Structural Performance of Concrete Structures)
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14 pages, 6712 KB  
Article
An Adaptive Sticky Hidden Markov Model for Robust State Inference in Non-Stationary Physiological Time Series
by Qizheng Wang, Yuping Wang, Shuai Zhao, Yuhan Wu and Shengjie Li
Mathematics 2026, 14(7), 1107; https://doi.org/10.3390/math14071107 - 25 Mar 2026
Viewed by 508
Abstract
The accurate inference of hidden states from non-stationary physiological signals remains a significant challenge in stochastic process modeling. This paper proposes an Adaptive Sticky Hidden Markov Model (Sticky-HMM) framework designed to enhance the robustness of state decoding in noisy environments. To address the [...] Read more.
The accurate inference of hidden states from non-stationary physiological signals remains a significant challenge in stochastic process modeling. This paper proposes an Adaptive Sticky Hidden Markov Model (Sticky-HMM) framework designed to enhance the robustness of state decoding in noisy environments. To address the “state-flickering” issue inherent in traditional HMMs, we incorporate a “Sticky” parameter into the transition matrix, imposing a temporal penalty on spurious state switching to maintain continuity. Furthermore, we introduce a Dynamic Prior Strategy that adaptively calibrates self-transition probabilities by mapping frequency-domain features of the observed sequence to the model’s parameter space. The proposed decoding process employs a two-pass refinement strategy and the Viterbi algorithm in the logarithmic domain to ensure numerical stability. The model’s efficacy was validated using a high-fidelity dataset of simulated apnea events. This work provides a computationally efficient and mathematically rigorous approach that demonstrates strong potential for long-term respiratory health monitoring. Full article
(This article belongs to the Special Issue Machine Learning and Graph Neural Networks)
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25 pages, 6261 KB  
Article
Stochastic and Statistical Analysis of Cnoidal, Snoidal, Dnoidal, Hyperbolic, Trigonometric and Exponential Wave Solutions of a Coupled Volatility Option-Pricing System
by L. M. Abdalgadir, Shabir Ahmad, Bakri Youniso and Khaled Aldwoah
Entropy 2026, 28(3), 353; https://doi.org/10.3390/e28030353 - 20 Mar 2026
Viewed by 385
Abstract
We investigate a stochastic coupled nonlinear Schrödinger (Manakov-type) system for option price and volatility wave fields within the Ivancevic adaptive-wave option-pricing paradigm, and derive exact wave families together with statistical diagnostics of the resulting dynamics. This system combines behavioral market effects with classical [...] Read more.
We investigate a stochastic coupled nonlinear Schrödinger (Manakov-type) system for option price and volatility wave fields within the Ivancevic adaptive-wave option-pricing paradigm, and derive exact wave families together with statistical diagnostics of the resulting dynamics. This system combines behavioral market effects with classical efficient-market dynamics and incorporates a controlled stochastic volatility component. Randomness in both the option price and volatility is incorporated via white noise, and a system of stochastic partial differential equations (PDEs) is developed that governs the joint evolution of option prices and stock price volatility. We derive advanced solutions of the proposed system using a newly created methodology. The obtained solutions are expressions of cnoidal, snoidal, dnoidal, hyperbolic, trigonometric, and exponential functions. The stochastic dynamical investigation, together with the statistical measures are presented. The autocorrelation function (ACF) of squared returns for the obtained analytical solutions is demonstrated to show distinct differences in second-order temporal dependence, while asymmetries in the temporal evolution of the fluctuations are depicted via leverage correlation (LC). The probability distribution function (PDF) dynamics of the soliton solutions illustrate prominent temporal variability and non-stationary statistical dynamics. Differences in dynamical coupling between the two components of the considered system are presented via phase velocity cross-correlation analysis and are supported by phase difference dynamics visualizations. The strength and structure of coupling between components are displayed via the amplitude cross-correlation function. Mean amplitude dynamics and variance as a function of noise intensity σ, provide a systematic influence of stochastic forcing on their energy and a quantitative measure of stochastic dispersion of soliton solutions. All the results are displayed in 3D and 2D graphs of the stochastics and statistical dynamics of the obtained solutions. Full article
(This article belongs to the Special Issue Stochastic Processes in Pricing Financial Derivatives)
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19 pages, 6417 KB  
Article
Improved Football Team Training Algorithm Based on Modal Decomposition and BiLSTM Method for Short-Term Wind Power Forecasting
by Lingling Xie, Yanjing Luo, Chunhui Li, Long Li and Fengyuan Liu
Processes 2026, 14(6), 951; https://doi.org/10.3390/pr14060951 - 17 Mar 2026
Viewed by 408
Abstract
Reliable wind power forecasting is essential for maintaining the safe and stable operation of power systems with high renewable energy penetration. This study proposes a short-term wind power forecasting model based on decomposition–optimization–prediction, integrating complementary ensemble empirical mode decomposition with adaptive noise (CEEMDAN), [...] Read more.
Reliable wind power forecasting is essential for maintaining the safe and stable operation of power systems with high renewable energy penetration. This study proposes a short-term wind power forecasting model based on decomposition–optimization–prediction, integrating complementary ensemble empirical mode decomposition with adaptive noise (CEEMDAN), the improved football team training algorithm (IFTTA), and the bidirectional long short-term memory network model (BiLSTM). CEEMDAN is employed to decompose the non-stationary wind power sequence into relatively stable intrinsic mode functions (IMFs), thereby separating multi-scale fluctuation features. The IFTTA incorporates a dynamic probability allocation strategy and an adaptive parameter adjustment mechanism, which contributes to a better balance between global exploration and local exploitation. After optimizing the hyperparameters of BiLSTM using IFTTA, the prediction performance significantly improved. Validations were conducted on three datasets from Xinjiang, Ningxia, and Inner Mongolia, China, each containing 1440 samples (1152 for training and 288 for testing). Comparisons with the benchmark forecasting model demonstrate that the pro-posed model reduces the mean absolute error (MAE), mean absolute percentage error (MAPE), and root mean square error (RMSE) by at least 25.29%, 29.62%, and 20.66%, respectively. Correspondingly, the coefficient of determination (R2) was improved by at least 0.0069. This model provides an effective solution for short-term wind power prediction in practical engineering. Full article
(This article belongs to the Special Issue Adaptive Control and Optimization in Power Grids)
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16 pages, 1565 KB  
Article
Shrimp Market Under Innovation Schemes: Hidden Markov Modeling
by Johnny Javier Triviño-Sanchez, Alexander Fernando Haro-Sarango, Julián Coronel-Reyes, Carlos Alfredo De Loor-Platón and Dayanna Soria-Encalada
J. Risk Financial Manag. 2026, 19(3), 214; https://doi.org/10.3390/jrfm19030214 - 12 Mar 2026
Viewed by 722
Abstract
This article models the Ecuadorian shrimp market as a nonlinear system with recurring latent regimes that affect margins and planning decisions. A multivariate Hidden Markov Model (HMM) with Gaussian emissions in log space is estimated via the Baum–Welch algorithm to segment the joint [...] Read more.
This article models the Ecuadorian shrimp market as a nonlinear system with recurring latent regimes that affect margins and planning decisions. A multivariate Hidden Markov Model (HMM) with Gaussian emissions in log space is estimated via the Baum–Welch algorithm to segment the joint dynamics of pounds produced, dollars invoiced, and average price. The analysis uses monthly data from January 2017 to May 2025 (T = 101). The selected four-state specification shows strong fit and outperforms linear alternatives (log likelihood = 480.9; AIC = 859.8; BIC = 729.5). The dominant regime (State 2) concentrates high prices (~USD 2.97/lb) with intermediate production and acts as an attractor (stationary probability ≈ 1), while States 0 and 1 capture orderly expansion and oversupply conditions, and State 3 reflects episodic demand rallies. Adverse regimes (States 0–1) exhibit expected durations of 6–8 months, suggesting natural reversion toward the profitable regime. These estimates enable probabilistic regime forecasting and Monte Carlo scenario simulation to support hedging, inventory management, and financial stress testing. Overall, the proposed HMM framework provides an operational decision tool for producers, traders, and policymakers seeking to anticipate regime shifts, mitigate oversupply cycles, and stabilize margins. Full article
(This article belongs to the Section Mathematics and Finance)
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