Continuous Time Markov Chain Models for Threshold Exceedance

Project Details

Project Lead
Katherine Holcomb 
Project Manager
Katherine Holcomb 
Institution
University of Virginia, UVACSE  
Discipline
Industrial/Manufacturing Engineering (108) 

Abstract

Mr. Deviney, a graduate student in the Department of System and Information Engineering, defended his dissertation entitled “Continuous Time Markov Chain Models for Threshold Exceedance” in May 2009. With the support of UVACSE’s computing resources, he worked to improve the process of reporting the frequency and duration that a water quality parameter spends above or below a threshold. This threshold represents the division between healthy and harmful conditions. One of the major problems is that observations of these parameters are typically unevenly spaced so traditional methods of frequency and duration estimation are not applicable. Over the course of working with Mr. Deviney, he used over 10,000 CPU days and ran hundreds of thousands of jobs.

Intellectual Merit

Improving the process of reporting the frequency and duration that a water quality parameter spends above or below a threshold.

Broader Impacts

Improving the process of reporting the frequency and duration that a water quality parameter spends above or below a threshold.

Scale of Use

Ran batches of 15,000 jobs taking 5-20 minutes each