WorldWideScience

Sample records for autocorrelation

  1. Maximum Autocorrelation Factorial Kriging

    DEFF Research Database (Denmark)

    Nielsen, Allan Aasbjerg; Conradsen, Knut; Pedersen, John L.

    2000-01-01

    This paper describes maximum autocorrelation factor (MAF) analysis, maximum autocorrelation factorial kriging, and its application to irregularly sampled stream sediment geochemical data from South Greenland. Kriged MAF images are compared with kriged images of varimax rotated factors from...

  2. Maximum Autocorrelation Factorial Kriging

    OpenAIRE

    Nielsen, Allan Aasbjerg; Conradsen, Knut; Pedersen, John L.; Steenfelt, Agnete

    2000-01-01

    This paper describes maximum autocorrelation factor (MAF) analysis, maximum autocorrelation factorial kriging, and its application to irregularly sampled stream sediment geochemical data from South Greenland. Kriged MAF images are compared with kriged images of varimax rotated factors from an ordinary non-spatial factor analysis, and they are interpreted in a geological context. It is demonstrated that MAF analysis contrary to ordinary non-spatial factor analysis gives an objective discrimina...

  3. Low autocorrelation binary sequences

    Science.gov (United States)

    Packebusch, Tom; Mertens, Stephan

    2016-04-01

    Binary sequences with minimal autocorrelations have applications in communication engineering, mathematics and computer science. In statistical physics they appear as groundstates of the Bernasconi model. Finding these sequences is a notoriously hard problem, that so far can be solved only by exhaustive search. We review recent algorithms and present a new algorithm that finds optimal sequences of length N in time O(N {1.73}N). We computed all optimal sequences for N≤slant 66 and all optimal skewsymmetric sequences for N≤slant 119.

  4. A simple method to estimate interwell autocorrelation

    Energy Technology Data Exchange (ETDEWEB)

    Pizarro, J.O.S.; Lake, L.W. [Univ. of Texas, Austin, TX (United States)

    1997-08-01

    The estimation of autocorrelation in the lateral or interwell direction is important when performing reservoir characterization studies using stochastic modeling. This paper presents a new method to estimate the interwell autocorrelation based on parameters, such as the vertical range and the variance, that can be estimated with commonly available data. We used synthetic fields that were generated from stochastic simulations to provide data to construct the estimation charts. These charts relate the ratio of areal to vertical variance and the autocorrelation range (expressed variously) in two directions. Three different semivariogram models were considered: spherical, exponential and truncated fractal. The overall procedure is demonstrated using field data. We find that the approach gives the most self-consistent results when it is applied to previously identified facies. Moreover, the autocorrelation trends follow the depositional pattern of the reservoir, which gives confidence in the validity of the approach.

  5. Bayesian Estimates of Autocorrelations in Single-Case Designs

    Science.gov (United States)

    Shadish, William R.; Rindskopf, David M.; Hedges, Larry V.; Sullivan, Kristynn J.

    2012-01-01

    Researchers in the single-case design tradition have debated the size and importance of the observed autocorrelations in those designs. All of the past estimates of the autocorrelation in that literature have taken the observed autocorrelation estimates as the data to be used in the debate. However, estimates of the autocorrelation are subject to…

  6. Spatial Autocorrelation and Localization of Urban Development

    Institute of Scientific and Technical Information of China (English)

    LIU Jisheng; CHEN Yanguang

    2007-01-01

    A nonlinear analysis of urban evolution is made by using of spatial autocorrelation theory. A first-order nonlinear autoregression model based on Clark's negative exponential model is proposed to show urban population density. The new method and model are applied to Hangzhou City, China, as an example. The average distance of population activities, the auto-correlation coefficient of urban population density, and the auto-regressive function values all show trends of gradual increase from 1964 to 2000, but there always is a sharp first-order cutoff in the partial autocorrelations. These results indicate that urban development is a process of localization. The discovery of urban locality is significant to improve the cellular-automata-based urban simulation of modeling spatial complexity.

  7. Auto-correlation of Binary stars

    CERN Document Server

    Saha, S K

    2001-01-01

    Speckle interferometric technique is used to record a series of short exposure images of several close binary stars with sub-arcsecond separation through a narrow band filter centred at H$\\alpha$ at the Cassegrain focus of the 2.34 meter Vainu Bappu telescope (VBT), situated at Vainu Bappu Observatory (VBO), Kavalur. The auto-correlation method is developed under Image Reduction Analysis Facility (IRAF). Wiener filter is included in the programme to eliminate spurious high frequency contributions; a few sets of data provide the optimised results. The auto-correlated image of these stars gives the separation of the binary components.

  8. Linear Prediction Using Refined Autocorrelation Function

    Directory of Open Access Journals (Sweden)

    M. Shahidur Rahman

    2007-07-01

    Full Text Available This paper proposes a new technique for improving the performance of linear prediction analysis by utilizing a refined version of the autocorrelation function. Problems in analyzing voiced speech using linear prediction occur often due to the harmonic structure of the excitation source, which causes the autocorrelation function to be an aliased version of that of the vocal tract impulse response. To estimate the vocal tract characteristics accurately, however, the effect of aliasing must be eliminated. In this paper, we employ homomorphic deconvolution technique in the autocorrelation domain to eliminate the aliasing effect occurred due to periodicity. The resulted autocorrelation function of the vocal tract impulse response is found to produce significant improvement in estimating formant frequencies. The accuracy of formant estimation is verified on synthetic vowels for a wide range of pitch frequencies typical for male and female speakers. The validity of the proposed method is also illustrated by inspecting the spectral envelopes of natural speech spoken by high-pitched female speaker. The synthesis filter obtained by the current method is guaranteed to be stable, which makes the method superior to many of its alternatives.

  9. Bayesian estimation of the network autocorrelation model

    NARCIS (Netherlands)

    Dittrich, D.; Leenders, R.T.A.J.; Mulder, J.

    2017-01-01

    The network autocorrelation model has been extensively used by researchers interested modeling social influence effects in social networks. The most common inferential method in the model is classical maximum likelihood estimation. This approach, however, has known problems such as negative bias of

  10. Autocorrelation of Sequences Generated by Single Cycle T-Functions

    Institute of Scientific and Technical Information of China (English)

    Wang Yan; Hu Yupu; Li Shunbo; Yang Yang

    2011-01-01

    Cryptographic properties of the single cycle T-function's output sequences are investigated.Bounds of autocorrelation functions of the kth coordinate sequence and bounds of state output sequence are calculated respectively.The Maximum Sidelobe Ratio (MSR) of the kth coordinate sequence and the MSR of state output sequence are given respectively.The bounds of autocorrelation functions show that the values of autocorrelation functions are large when shifts are small.Comparisons of the autocorrelations between the state output sequence and coordinate output sequence are illustrated.The autocorrelation properties demonstrate that T-functions have cryptographic weaknesses and the illustration result shows coordinate output sequences have better autocorrelation than that of state output sequences.

  11. Modeling social influence through network autocorrelation : constructing the weight matrix

    NARCIS (Netherlands)

    Leenders, RTAJ

    2002-01-01

    Many physical and social phenomena are embedded within networks of interdependencies, the so-called 'context' of these phenomena. In network analysis, this type of process is typically modeled as a network autocorrelation model. Parameter estimates and inferences based on autocorrelation models, hin

  12. An autocorrelation model of bat sonar.

    Science.gov (United States)

    Wiegrebe, Lutz

    2008-06-01

    Their sonar system allows echolocating bats to navigate with high skill through a complex, three- dimensional environment at high speed and low light. The auditory analysis of the echoes of their ultrasonic sounds requires a detailed comparison of the emission and echoes. Here an auditory model of bat sonar is introduced and evaluated against a set of psychophysical phantom-target, echo-acoustic experiments. The model consists of a relatively detailed simulation of auditory peripheral processing in the bat, Phyllostomus discolor, followed by a functional module consisting of a strobed, normalised, autocorrelation in each frequency channel. The model output is accumulated in a sonar image buffer. The model evaluation is based on the comparison of the image-buffer contents generated in individually simulated psychophysical trials. The model provides reasonably good predictions for both temporal and spectral behavioural sonar processing in terms of sonar delay-, roughness, and phase sensitivity and in terms of sensitivity to the temporal separations in two-front targets and the classification of spectrally divergent phantom targets.

  13. MEASUREMENTS OF STELLAR MAGNETIC FIELDS USING AUTOCORRELATION OF SPECTRA

    Energy Technology Data Exchange (ETDEWEB)

    Borra, E. F.; Deschatelets, D. [Département de physique, de génie physique et d’optique. Université Laval (Canada)

    2015-11-15

    We present a novel technique that uses the autocorrelation of the spectrum of a star to measure the line broadening caused by the modulus of its average surface magnetic field. The advantage of the autocorrelation comes from the fact that it can detect very small spectral line broadening effects because it averages over many spectral lines and therefore gives an average with a very high signal-to-noise ratio. We validate the technique with the spectra of known magnetic stars and obtain autocorrelation curves that are in full agreement with published magnetic curves obtained with Zeeman splitting. The autocorrelation also gives less noisy curves so that it can be used to obtain very accurate curves. We degrade the resolution of the spectra of these magnetic stars to lower spectral resolutions where the Zeeman splitting is undetectable. At these resolutions, the autocorrelation still gives good quality curves, thereby showing that it can be used to measure magnetic fields in spectra where the Zeeman splitting is significantly smaller than the width of the spectral line. This would therefore allow observing magnetic fields in very faint Ap stars with low-resolution spectrographs, thereby greatly increasing the number of known magnetic stars. It also demonstrates that the autocorrelation can measure magnetic fields in rapidly rotating stars as well as weak magnetic fields that give a Zeeman splitting smaller than the intrinsic width of the spectral lines. Finally, it shows that the autocorrelation can be used to find unknown magnetic stars in low-resolution spectroscopic surveys.

  14. Balance Maintenance in the Upright Body Position: Analysis of Autocorrelation

    Directory of Open Access Journals (Sweden)

    Stodolka¹ Jacek

    2016-04-01

    Full Text Available The present research aimed to analyze values of the autocorrelation function measured for different time values of ground reaction forces during stable upright standing. It was hypothesized that if recording of force in time depended on the quality and way of regulating force by the central nervous system (as a regulator, then the application of autocorrelation for time series in the analysis of force changes in time function would allow to determine regulator properties and its functioning. The study was performed on 82 subjects (students, athletes, senior and junior soccer players and subjects who suffered from lower limb injuries. The research was conducted with the use of two Kistler force plates and was based on measurements of ground reaction forces taken during a 15 s period of standing upright while relaxed. The results of the autocorrelation function were statistically analyzed. The research revealed a significant correlation between a derivative extreme and velocity of reaching the extreme by the autocorrelation function, described as gradient strength. Low correlation values (all statistically significant were observed between time of the autocorrelation curve passing through 0 axis and time of reaching the first peak by the said function. Parameters computed on the basis of the autocorrelation function are a reliable means to evaluate the process of flow of stimuli in the nervous system. Significant correlations observed between the parameters of the autocorrelation function indicate that individual parameters provide similar properties of the central nervous system.

  15. Time evolution of the autocorrelation function in dynamical replica theory

    Science.gov (United States)

    Sakata, A.

    2013-04-01

    Asynchronous dynamics given by the master equation in the Sherrington-Kirkpatrick (SK) spin-glass model is studied based on dynamical replica theory (DRT) with an extension to take into account the autocorrelation function. The dynamical behaviour of the system is approximately described by dynamical equations of the macroscopic quantities: magnetization, energy contributed by randomness and the autocorrelation function. The dynamical equations under the replica symmetry assumption are derived by introducing the subshell equipartitioning assumption and exploiting the replica method. The obtained dynamical equations are compared with Monte Carlo simulations, and it is demonstrated that the proposed formula describes well the time evolution of the autocorrelation function in some parameter regions. The study offers a reasonable description of the autocorrelation function in the SK spin-glass system.

  16. DIAGNOSTIC TEST FOR GARCH MODELS BASED ON ABSOLUTE RESIDUAL AUTOCORRELATIONS

    Directory of Open Access Journals (Sweden)

    Farhat Iqbal

    2013-10-01

    Full Text Available In this paper the asymptotic distribution of the absolute residual autocorrelations from generalized autoregressive conditional heteroscedastic (GARCH models is derived. The correct asymptotic standard errors for the absolute residual autocorrelations are also obtained and based on these results, a diagnostic test for checking the adequacy of GARCH-type models are developed. Our results do not depend on the existence of higher moments and is therefore robust under heavy-tailed distributions.

  17. A method for detecting positive growth autocorrelation without marking individuals.

    Directory of Open Access Journals (Sweden)

    Mollie E Brooks

    Full Text Available In most ecological studies, within-group variation is a nuisance that obscures patterns of interest and reduces statistical power. However, patterns of within-group variability often contain information about ecological processes. In particular, such patterns can be used to detect positive growth autocorrelation (consistent variation in growth rates among individuals in a cohort across time, even in samples of unmarked individuals. Previous methods for detecting autocorrelated growth required data from marked individuals. We propose a method that requires only estimates of within-cohort variance through time, using maximum likelihood methods to obtain point estimates and confidence intervals of the correlation parameter. We test our method on simulated data sets and determine the loss in statistical power due to the inability to identify individuals. We show how to accommodate nonlinear growth trajectories and test the effects of size-dependent mortality on our method's accuracy. The method can detect significant growth autocorrelation at moderate levels of autocorrelation with moderate-sized cohorts (for example, statistical power of 80% to detect growth autocorrelation ρ (2 = 0.5 in a cohort of 100 individuals measured on 16 occasions. We present a case study of growth in the red-eyed tree frog. Better quantification of the processes driving size variation will help ecologists improve predictions of population dynamics. This work will help researchers to detect growth autocorrelation in cases where marking is logistically infeasible or causes unacceptable decreases in the fitness of marked individuals.

  18. MAX-EWMA CHART FOR AUTOCORRELATED PROCESSES (MEWMAP CHART

    Directory of Open Access Journals (Sweden)

    K. Thaga

    2012-01-01

    Full Text Available

    ENGLISH ABSTRACT: This paper proposes an exponentially weighted moving average (EWMA control chart that is capable of detecting changes in both process mean and standard deviation for autocorrelated data (referred to as the Maximum Exponentially Weighted Moving Average Chart for Autocorrelated Process, or MEWMAP chart. This chart is based on fitting a time series model to the data, and then calculating the residuals. The observations are represented as a first-order autoregressive process plus a random error term. The Average Run Lengths (ARLs for fixed decision intervals and reference values (h, k are calculated. The proposed chart is compared with the Max-CUSUM chart for autocorrelated data proposed by Thaga (2003. Comparisons are based on the out-of-control ARLs. The MEWMAP chart detects moderate to large shifts in the mean and/or standard deviation at both low and high levels of autocorrelations more quickly than the Max-CUSUM chart for autocorrelated processes.

    AFRIKAANSE OPSOMMING: Die navorsing stel voor dat 'n eksponensiaal geweegde bewegende gemiddelde kontrolekaart gebruik word om verandering van prosesgemiddelde en – standaardafwyking van outogekorreleerde data te bepaal. Die kontrolekaart word gedryf deur passing van 'n tydreeks as datamodel met bepaling van residuwaardes. Met hierdie gegewens as vertrekpunt word gemiddelde looplengtes vir vaste besluitintervalle en verwysingwaardes (h, k bereken. Die kontrolekaart bepaal matige en groot verskuiwings van waardes vir hoë en lae outokorrelasiewaardes heel snel.

  19. Measurements of stellar magnetic fields with the autocorrelation of spectra

    CERN Document Server

    Borra, Ermanno F

    2015-01-01

    We present a novel technique that uses the autocorrelation of the spectrum of a star to measure the line broadening caused by the modulus of its average surface magnetic field. The advantage of the autocorrelation comes from the fact that it can detect very small spectral line broadening effects because it averages over many spectral lines and therefore gives an average with a very high signal to noise ratio. We validate the technique with the spectra of known magnetic stars and obtain autocorrelation curves that are in full agreement with published magnetic curves obtained with Zeeman splitting. The autocorrelation also gives less noisy curves so that it can be used to obtain very accurate curves. We degrade the resolution of spectra of these magnetic stars to lower spectral resolutions where the Zeeman splitting is undetectable. At these resolutions, the autocorrelation still gives good quality curves, thereby showing that it can be used to measure magnetic fields in spectra where the Zeeman splitting is si...

  20. Parallelism of spatial data mining based on autocorrelation decision tree

    Institute of Scientific and Technical Information of China (English)

    Zhang Shuyu; Zhu Zhongying

    2005-01-01

    Define and theory of autocorrelation decision tree (ADT) is introduced. In spatial data mining, spatial parallel query are very expensive operations. A new parallel algorithm in terms of autocorrelation decision tree is presented. And the new method reduces CPU- and I/O-time and improves the query efficiency of spatial data. For dynamic load balancing, there are better control and optimization. Experimental performance comparison shows that the improved algorithm can obtain a optimal accelerator with the same quantities of processors. There are more completely accesses on nodes. And an individual implement of intelligent information retrieval for spatial data mining is presented.

  1. Autocorrelation in queuing network type production systems - revisited

    DEFF Research Database (Denmark)

    Nielsen, Erland Hejn

    -production systems (Takahashi and Nakamura, 1998) establishes that autocorrelation plays definitely a non-negligible role in relation to the dimensioning as well as functioning of Kanban-controlled production flow lines . This must logically either imply that production managers are missing an important aspect...

  2. New approaches for calculating Moran's index of spatial autocorrelation.

    Science.gov (United States)

    Chen, Yanguang

    2013-01-01

    Spatial autocorrelation plays an important role in geographical analysis; however, there is still room for improvement of this method. The formula for Moran's index is complicated, and several basic problems remain to be solved. Therefore, I will reconstruct its mathematical framework using mathematical derivation based on linear algebra and present four simple approaches to calculating Moran's index. Moran's scatterplot will be ameliorated, and new test methods will be proposed. The relationship between the global Moran's index and Geary's coefficient will be discussed from two different vantage points: spatial population and spatial sample. The sphere of applications for both Moran's index and Geary's coefficient will be clarified and defined. One of theoretical findings is that Moran's index is a characteristic parameter of spatial weight matrices, so the selection of weight functions is very significant for autocorrelation analysis of geographical systems. A case study of 29 Chinese cities in 2000 will be employed to validate the innovatory models and methods. This work is a methodological study, which will simplify the process of autocorrelation analysis. The results of this study will lay the foundation for the scaling analysis of spatial autocorrelation.

  3. Thirty-two phase sequences design with good autocorrelation properties

    Indian Academy of Sciences (India)

    S P Singh; K Subba Rao

    2010-02-01

    Polyphase Barker Sequences are finite length, uniform complex sequences; the magnitude of their aperiodic autocorrelation sidelobes are bounded by 1. Such sequences have been used in numerous real-world applications such as channel estimation, radar and spread spectrum communication. In this paper, thirty-two phase Barker sequences up to length 24 with an alphabet size of only 32 are presented. The sequences from length 25 to 289 have autocorrelation properties better than well-known Frank codes. Because of the complex structure the sequences are very difficult to detect and analyse by an enemy’s electronic support measures (ESMs). The synthesized sequences are promising for practical application to radar and spread spectrum communication systems. These sequences are found using the Modified Simulated Annealing Algorithm (MSAA). The convergence rate of the algorithm is good.

  4. New autocorrelation topological indexes and their application in QSAR study

    Institute of Scientific and Technical Information of China (English)

    WANG Peng; YANG Lei; CHEN Chun-yun; GAO Da-wen; LONG Ming-ce

    2005-01-01

    Considering the problems of classical structure parameters that existed in the study of quantitative structure activity relationship (QSAR). Two new groups of autocorrelation topological indexes V(t), E(t),P(t) and A(t), B(t), C(t), D(t) were developed on the basis of molecular topology and autocorrelation function in mathematics. The first group were obtained from Van der Waals volume, electronegativity and topological vertex degree; and the second group were obtained from the different combination of topological vertex degree. Corresponding softwares of ATIJP and ATITP have been developed for calculating these two new groups of indexes. Better results have been obtained from the application of these indexes in QSAR study.

  5. New Approaches for Calculating Moran's Index of Spatial Autocorrelation

    CERN Document Server

    Chen, Yanguang

    2016-01-01

    Spatial autocorrelation plays an important role in geographical analysis, however, there is still room for improvement of this method. The formula for Moran's index is complicated, and several basic problems remain to be solved. Therefore, I will reconstruct its mathematical framework using mathematical derivation based on linear algebra and present four simple approaches to calculating Moran's index. Moran's scatterplot will be ameliorated, and new test methods will be proposed. The relationship between the global Moran's index and Geary's coefficient will be discussed from two different vantage points: spatial population and spatial sample. The sphere of applications for both Moran's index and Geary's coefficient will be clarified and defined. One of theoretical findings is that Moran's index is a characteristic parameter of spatial weight matrices, so the selection of weight functions is very significant for autocorrelation analysis of geographical systems. A case study of 29 Chinese cities in 2000 will be...

  6. Is spatial autocorrelation an intrinsic property of territory size?

    Science.gov (United States)

    Valcu, Mihai; Kempenaers, Bart

    2010-03-01

    In animals, competition for space and resources often results in territorial behaviour. The size of a territory is an important correlate of fitness and is primarily determined by the spatial distribution of resources and by interactions between competing individuals. Both of these determinants, alone or in interaction, could lead to spatial non-independence of territory size (i.e. spatial autocorrelation). We investigated the presence and magnitude of spatial autocorrelation (SAC) in territory size using Monte Carlo simulations of the most widely used territory measures. We found significant positive SAC in a wide array of competition-simulated conditions. A meta-analysis of territory size data showed that SAC is also a feature of territories mapped based on behavioural observations. Our results strongly suggest that SAC is an intrinsic trait of any territory measure. Hence, we recommend that appropriate statistical methods should be employed for the analysis of data sets where territory size is either a dependent or an explanatory variable.

  7. Autocorrelation Properties of OFDM Timing Synchronization Waveforms Employing Pilot Subcarriers

    Directory of Open Access Journals (Sweden)

    Oktay Üreten

    2009-01-01

    Full Text Available We investigate the autocorrelation properties of timing synchronization waveforms that are generated by embedded frequency domain pilot tones in orthogonal frequency division multiplex (OFDM systems. The waveforms are composed by summing a selected number of OFDM subcarriers such that the autocorrelation function (ACF of the resulting time waveform has desirable sidelobe behavior. Analytical expressions for the periodic and aperiodic ACF sidelobe energy are derived. Sufficient conditions for minimum and maximum aperiodic ACF sidelobe energy for a given number of pilot tones are presented. Several useful properties of the pilot design problem, such as invariance under transformations and equivalence of complementary sets are demonstrated analytically. Pilot tone design discussion is expanded to the ACF sidelobe peak minimization problem by including various examples and simulation results obtained from a genetic search algorithm.

  8. Autocorrelation Properties of OFDM Timing Synchronization Waveforms Employing Pilot Subcarriers

    Directory of Open Access Journals (Sweden)

    Taşcıoğlu Selçuk

    2009-01-01

    Full Text Available Abstract We investigate the autocorrelation properties of timing synchronization waveforms that are generated by embedded frequency domain pilot tones in orthogonal frequency division multiplex (OFDM systems. The waveforms are composed by summing a selected number of OFDM subcarriers such that the autocorrelation function (ACF of the resulting time waveform has desirable sidelobe behavior. Analytical expressions for the periodic and aperiodic ACF sidelobe energy are derived. Sufficient conditions for minimum and maximum aperiodic ACF sidelobe energy for a given number of pilot tones are presented. Several useful properties of the pilot design problem, such as invariance under transformations and equivalence of complementary sets are demonstrated analytically. Pilot tone design discussion is expanded to the ACF sidelobe peak minimization problem by including various examples and simulation results obtained from a genetic search algorithm.

  9. Chaotic substitution for highly autocorrelated data in encryption algorithm

    Science.gov (United States)

    Anees, Amir; Siddiqui, Adil Masood; Ahmed, Fawad

    2014-09-01

    This paper addresses the major drawback of substitution-box in highly auto-correlated data and proposes a novel chaotic substitution technique for encryption algorithm to sort the problem. Simulation results reveal that the overall strength of the proposed technique for encryption is much stronger than most of the existing encryption techniques. Furthermore, few statistical security analyses have also been done to show the strength of anticipated algorithm.

  10. Auto-correlation analysis of ocean surface wind vectors

    Indian Academy of Sciences (India)

    Abhijit Sarkar; Sujit Basu; A K Varma; Jignesh Kshatriya

    2002-09-01

    The nature of the inherent temporal variability of surface winds is analyzed by comparison of winds obtained through different measurement methods. In this work, an auto-correlation analysis of a time series data of surface winds measured in situ by a deep water buoy in the Indian Ocean has been carried out. Hourly time series data available for 240 hours in the month of May, 1999 were subjected to an auto-correlation analysis. The analysis indicates an exponential fall of the auto- correlation in the first few hours with a decorrelation time scale of about 6 hours. For a meaningful comparison between satellite derived products and in situ data, satellite data acquired at different time intervals should be used with appropriate `weights', rather than treating the data as concurrent in time. This paper presents a scheme for temporal weighting using the auto-correlation analysis. These temporal `weights' can potentially improve the root mean square (rms) deviation between satellite and in situ measurements. A case study using the TRMM Microwave Imager (TMI) and Indian Ocean buoy wind speed data resulted in an improvement of about 10%.

  11. Auto-correlation Properties of Scattering Light in Ultrasound-modulated Random Media

    Institute of Scientific and Technical Information of China (English)

    ZHANG Xiqin; XING Da; LIU Ying; MA Shining

    2001-01-01

    In this paper, the auto-correlation properties of scattering light in random media modulated by ultrasound were studied. The expression of temporal auto-correlation function of scattering light amplitude in the ultrasound-modulated media was presented. The results show that the auto-correlation function is modulated as the ultrasound is introduced into the media and the modulation amplitude decays with correlation time. The influences of ultrasound amplitude, Brownian diffusion coefficient, scattering and absorption coefficients on auto-correlation function were discussed. The auto-correlation imaging of an object hidden in random media was also studied by the use of Monte Carlo simulations.

  12. THE USE OF CORRELATION ANALYSIS IN AIC SUGAR INDUSTRY (PART 1 –AUTOCORRELATION AND PRIVATE AUTOCORRELATION

    Directory of Open Access Journals (Sweden)

    Zhmurko D. Y.

    2016-02-01

    Full Text Available This article is devoted to the practical application of economic-mathematical methods (based on correlation analysis to control the economic parameters of the integrated production systems sugar subcomplex (IPS SS AIC oriented to meet the needs in the sugar production of the population not only of individuals, but also of the regions and the country as a whole. This article discusses and solves the following tasks: autocorrelation and partial autocorrelation functions, cross-correlation function (correlation matrix study of deciduous macroeconomics series, with appropriate verification (test Durbin - Watson. The study used Statistica, MS Excel and Xlstat add-in. The work describes experiments with various kinds of nonstationary time series of the agricultural sector and food industry sugar subcomplex, as well as the test results on the difficulty of communication between them. We have identified industry-high cycles. The article presents results of numerical experiments autocorrelation of the time series of sugar production, acreage, gross harvest and yield of sugar beet and sugar cane, by country. Systematically, we describe ideas and methods underlying the correlation analysis. We have given the evaluation of the results of correlation analysis on each type. Further, it can be assumed that the proposed techniques will greatly affect a key points when making recommendations for new models of production of sugar products, market-oriented – this will minimize the time and cost of the finished product that will make a more stable position in the sector for this integrated production system in relation to its competition

  13. Autocorrelation Analysis of Meteorological Data from a RASS Sodar.

    Science.gov (United States)

    Pérez, Isidro A.; Ángeles García, M.; Sánchez, M. Luisa; de Torre, Beatriz

    2004-08-01

    Autocorrelation analysis is necessary in persistence studies and identification of cyclical processes. In this paper, autocorrelations of available wind speed and temperature data from a radio acoustic sounding system (RASS) sodar were calculated. This device was placed on flat terrain, and the measuring campaign extended over April 2001. Ten-minute averages were considered from 40 to 500 m in 20-m levels. The direction frequency rose indicated clear, prevailing directions in the east-northeast west-southwest axis. Analysis of median temperatures revealed that east-northeast advections were 5°C colder than those from the west-southwest. A defined pattern was obtained for both autocorrelations, comprising deterministic and random parts. Noise became more relevant at the higher levels. The deterministic part could be considered as an initial fast-decaying term with the addition of two harmonic functions. The initial decay, linked to fast changes, increased with height for wind speed and decreased for temperature. A diurnal cycle was relevant at intermediate levels for wind speed and at lower temperature levels. The absence of the surface influence added to the horizontal movement associated with the stable night stratification and diurnal convection produced a sharp daily contrast in wind speed at intermediate levels. The influence of the surface decreased with height for temperature. The second cycle was linked to changes in the synoptic pattern and had a 5 6-day period. It was more relevant at lower levels for wind speed, and its amplitude decreased with height. For temperature, this second cycle was less significant. Following these assumptions, a model for the autocorrelation function was proposed and its coefficients are calculated by means of a simple method—a multiple linear regression beyond the first day and a simple linear regression for the first 12-h residuals. This model proved satisfactory, especially below 300 m. A rough height parameterization has

  14. A series expansion for the time autocorrelation of dynamical variables

    CERN Document Server

    Maiocchi, A M; Giorgilli, A

    2011-01-01

    We present here a general iterative formula which gives a (formal) series expansion for the time autocorrelation of smooth dynamical variables, for all Hamiltonian systems endowed with an invariant measure. We add some criteria, theoretical in nature, which enable one to decide whether the decay of the correlations is exponentially fast or not. One of these criteria is implemented numerically for the case of the Fermi-Pasta-Ulam system, and we find indications which might suggest a sub-exponentially decay for such a system.

  15. Decay ratio estimation using the instantaneous autocorrelation function

    Energy Technology Data Exchange (ETDEWEB)

    Torres-Fernandez, Jose E.; Prieto-Guerrero, Alfonso [Division de Ciencias Basicas e Ingenieria, Universidad Autonoma Metropolitana-Iztapalapa, Av. San Rafael Atlixco 186 Col. Vicentina, Mexico, D.F. 09340 (Mexico); Espinosa-Paredes, Gilberto, E-mail: gepe@xanum.uam.m [Division de Ciencias Basicas e Ingenieria, Universidad Autonoma Metropolitana-Iztapalapa, Av. San Rafael Atlixco 186 Col. Vicentina, Mexico, D.F. 09340 (Mexico)

    2010-10-15

    Research highlights: {yields} The ACEDR measure reflects major long-term changes in BWR stability. {yields} Synthetic and real neutronic signals were used to validate the method. {yields} The method was tested on the Laguna Verde Unit 1. {yields} The method was tested in three events reported in the Ringhals stability benchmark. {yields} The ACEDR measure exhibits a series of interesting properties. {yields} The ACEDR can detect long signal trends. - Abstract: In this paper a novel method based on the instantaneous autocorrelation function (IACF) is proposed to determine the time evolution of the linear stability parameters of a boiling water reactor (BWR) using neutronic noise signals. The IACF allow us to track the instantaneous signal envelope changes in time by defining an envelope instantaneous decay ratio (EIDR) which is used as a measure of local stability. In order to account for long-term changes in BWR stability, the accumulated envelope-based decay ratio (ACEDR) measure is introduced as the product of the local EIDRs. As it is shown in this paper, the ACEDR measure clearly reflects major long-term changes in BWR stability. Last the natural resonant frequency of the nuclear reactor is estimated from the Fourier transform of a weighted version of the IACF called generalized local autocorrelation function (GLACF). In order to validate our method, synthetic and real neutronic signals were used. The methodology was tested on the Laguna Verde Unit 1 and three events reported in the Ringhals stability benchmark.

  16. Suppressing Autocorrelation Sidelobes of LFM Pulse Trains with Genetic Algorithm

    Institute of Scientific and Technical Information of China (English)

    WANG Peng; MENG Huadong; WANG Xiqin

    2008-01-01

    Modulations and diversities, including the Costas-ordered stepped-frequency and nonlinear stepped-frequency waveforms are widely used in linear frequency modulation (LFM) pulse trains to reduce the relatively high autocorrelation function (ACF) sidelobes. An efficient method was developed to optimize the interpulse frequency modulation to remove most of the ACF sidelobes about the mainlobe peak, with only a small increase in the mainlobe width. The genetic algorithm is used to solve the nonlinear optimization problem to find the interpulse frequency modulation sequence. The effects on the ACF sidelobes suppres-sion and mainlobe widening are studied. The results show that the new design is supedor to the corre-sponding stepped-frequency LFM signal and weighted stepped-frequency LFM signal in the terms of the ACF sidelobes reduction and mainlobe spread.

  17. A Comparison of Various Forecasting Methods for Autocorrelated Time Series

    Directory of Open Access Journals (Sweden)

    Karin Kandananond

    2012-07-01

    Full Text Available The accuracy of forecasts significantly affects the overall performance of a whole supply chain system. Sometimes, the nature of consumer products might cause difficulties in forecasting for the future demands because of its complicated structure. In this study, two machine learning methods, artificial neural network (ANN and support vector machine (SVM, and a traditional approach, the autoregressive integrated moving average (ARIMA model, were utilized to predict the demand for consumer products. The training data used were the actual demand of six different products from a consumer product company in Thailand. Initially, each set of data was analysed using Ljung‐Box‐Q statistics to test for autocorrelation. Afterwards, each method was applied to different sets of data. The results indicated that the SVM method had a better forecast quality (in terms of MAPE than ANN and ARIMA in every category of products.

  18. Cryptanalyzing a chaotic encryption algorithm for highly autocorrelated data

    Science.gov (United States)

    Li, Ming; Liu, Shangwang; Niu, Liping; Liu, Hong

    2016-12-01

    Recently, a chaotic encryption algorithm for highly autocorrelated data was proposed. By adding chaotic diffusion to the former work, the information leakage of the encryption results especially for the images with lower gray scales was eliminated, and both higher-level security and fast encryption time were achieved. In this study, we analyze the security weakness of this scheme. By applying the ciphertext-only attack, the encrypted image can be restored into the substituted image except for the first block; and then, by using the chosen-plaintext attack, the S-boxes, the distribution map, and the block of chaotic map values, can all be revealed, and the encrypted image can be completely cracked. The improvement is also proposed. Experimental results verify our assertion.

  19. Seismic ambient noise H/V spectral ratio using the ACA (autocorrelations of coda of autocorrelations) approach

    Science.gov (United States)

    Sanchez-Sesma, F. J.; Piña, J.; Campillo, M.; Luzón, F.; García-Jerez, A.; Albarello, D.; Lunedei, E.

    2012-12-01

    The seismic ambient noise horizontal-to-vertical spectral ratios (NHVSR) are valuable for microzonation, and seismic prospecting. This is particularly true for low-cost dense spatial sampling projects. Arai and Tokimatsu (2004) proposed to use average energy densities to compose the ratios. It means that H/V comes from the square root of the ratio of averages. On the other hand, a popular approach makes the average of spectral ratios. For ergodic processes peak values are usually the same using these two approaches. Sometimes however, the observations are insufficient and computed values for low frequencies display large variability and the corresponding H/V estimates may be inaccurate. The bias caused by localized sources may be the source of errors in the estimates. In this work we propose to compute the NHVSR using the Autocorrelations of Coda of Autocorrelations. This ACA approach is inspired in the work by Stehly et al. (2008). They used the Correlations of Coda of Correlations (C3) to isotropize the field. In our ACA approach the whole time series, say of 30 minutes, for each component is autocorrelated and the averages of the spectral density of selected windows (late coda windows are eliminated) are then improved estimates of directional energy densities. The computation of NHVSR using ACA appears more stable and free of transient effects. It remains to establish how this may be accounted for in forward calculation of H/V spectral ratios for models like a layered medium (e.g. Sánchez-Sesma et al., 2011; Albarello and Lunedei, 2011). This will require further scrutiny. References. Albarello, D. & E. Lunedei (2011). Structure of ambient vibration wavefield in the frequency range of engineering interest ([0.5, 20] Hz): insights from numerical modelling. Near Surface Geophysics 9, 543-559. Arai, H. & K. Tokimatsu (2004). S-wave velocity profiling by inversion of microtremor H/V spectrum, Bull. Seismol. Soc. Am. 94, 53-63. Sánchez-Sesma, F. J., M. Rodr

  20. The Quality of Lagged Products and Autoregressive Yule–Walker Models as Autocorrelation Estimates

    NARCIS (Netherlands)

    Broersen, P.M.T.

    2009-01-01

    The sample autocorrelation function is defined by the mean lagged products (LPs) of random observations. It is the inverse Fourier transform of the raw periodogram. Both contain the same information, and the quality of the full-length sample autocorrelation to represent random data is as poor as tha

  1. The specification of weight structures in network autocorrelation models of social influence

    NARCIS (Netherlands)

    Leenders, Roger Th.A.J.

    2002-01-01

    Many physical and social phenomena are embedded within networks of interdependencies, the so-called 'context' of these phenomena. In network analysis, this type of process is typically modeled as a network autocorrelation model. Parameter estimates and inferences based on autocorrelation models, hin

  2. MATLAB-Based Program for Teaching Autocorrelation Function and Noise Concepts

    Science.gov (United States)

    Jovanovic Dolecek, G.

    2012-01-01

    An attractive MATLAB-based tool for teaching the basics of autocorrelation function and noise concepts is presented in this paper. This tool enhances traditional in-classroom lecturing. The demonstrations of the tool described here highlight the description of the autocorrelation function (ACF) in a general case for wide-sense stationary (WSS)…

  3. A Quantized Analog Delay for an ir-UWB Quadrature Downconversion Autocorrelation Receiver

    NARCIS (Netherlands)

    Bagga, S.; Zhang, L.; Serdijn, W.A.; Long, J.R.; Busking, E.B.

    2005-01-01

    A quantized analog delay is designed as a requirement for the autocorrelation function in the quadrature downconversion autocorrelation receiver (QDAR). The quantized analog delay is comprised of a quantizer, multiple binary delay lines and an adder circuit. Being the foremost element, the quantizer

  4. Generalised partial autocorrelations and the mutual information between past and future

    DEFF Research Database (Denmark)

    Proietti, Tommaso; Luati, Alessandra

    the generalized partial autocorrelations as the partial autocorrelation coefficients of an auxiliary process, we derive their properties and relate them to essential features of the original process. Based on a parameterisation suggested by Barndorff-Nielsen and Schou (1973) and on Whittle likelihood, we develop...

  5. Proposal of a new autocorrelation function in low wind speed conditions

    Science.gov (United States)

    Moor, L. P.; Degrazia, G. A.; Stefanello, M. B.; Mortarini, L.; Acevedo, O. C.; Maldaner, S.; Szinvelski, C. R. P.; Roberti, D. R.; Buligon, L.; Anfossi, D.

    2015-11-01

    In this study a new mathematical expression to describe the observed meandering autocorrelation functions in low-wind speed is proposed. The analysis utilizes a large number of best fit curves to show that the proposed theoretical function well reproduces the general form and the negative lobes characterizing the experimental meandering autocorrelation function. Further, the good agreement of the measured autocorrelation curves with the proposed algebraic autocorrelation function allows to calculate the magnitudes of the meandering period and of the loop parameter. The results agree with the values presented and discussed in the literature. Therefore, the new formulation describing experimental meandering autocorrelation functions can be used to simulate the dispersion of contaminant during low wind episodes and to determine relevant meandering parameters.

  6. Exploring spatial autocorrelation of traffic crashes based on severity.

    Science.gov (United States)

    Soltani, Ali; Askari, Sajad

    2017-01-19

    As a developing country, Iran has one of the highest crash-related deaths, with a typical rate of 15.6 cases in every 100 thousand people. This paper is aimed to find the potential temporal and spatial patterns of road crashes aggregated at traffic analysis zonal (TAZ) level in urban environments. Localization pattern and hotspot distribution were examined using geo-information approach to find out the impact of spatial/temporal dimensions on the emergence of such patterns. The spatial clustering of crashes and hotspots were assessed using spatial autocorrelation methods such as the Moran's I and Getis-Ord Gi* index. Comap was used for comparing clusters in three attributes: the time of occurrence, severity, and location. The analysis of the annually crash frequencies aggregated in 156 TAZ in Shiraz; from 2010 to 2014, Iran showed that both Moran's I method and Getis-Ord Gi* statistics produced significant clustering of crash patterns. While crashes emerged a clustered pattern, comparison of the spatio-temporal separations showed an accidental spread in distinct categories. The local governmental agencies can use the outcomes to adopt more effective strategies for traffic safety planning and management.

  7. Spectral velocity estimation using autocorrelation functions for sparse data sets

    DEFF Research Database (Denmark)

    2006-01-01

    . The lag corresponds to the difference in pulse number, so that for lag k data from emission i is correlated with i + k. The autocorrelation for lag k can be averaged over N-k pairs of emissions. It is possible to calculate Ry (k) for a sparse set of emissions, as long as all combinations of emissions...... cover all lags in Ry (k). A sparse set of emissions inter-spaced with B-mode emissions can, therefore, be used for estimating Ry (k) The sequence 'v B v v B! gives 2 B-mode emissions (B) for every 3 velocity emissions (v) and is denoted a 3:2 sequence. All combinations on lags are present k='0123........!, if the sequence is continually repeated. The variance on the estimate of Ry (k) is determined by the number of emission pairs for the value of k, and it can be lowered by averaging the RF data over the range gate. Many other sequences can be devised with this property giving 3:3, 3:4, and 5:8 or even random...

  8. Influence of laser pulse on the autocorrelation function of H in a strong electric field

    Institute of Scientific and Technical Information of China (English)

    Lifei Wang; Guangcan Yang

    2009-01-01

    The autocorrelation function of electronic wave packet of hydrogen atom in a strong electric field below the zero-field ionization threshold is investigated in the formalism of semiclassical theory. It is found that the autocorrelation depends on the applied laser pulse significantly. In the case of narrow laser pulse, the reviving peaks in the autocorrelation can be attributed to the closed orbits of electrons, which are related to the classical dynamics of the system. But this correspondence is wiped out with increasing the laser width because of the interference among the adjacent reviving peaks.

  9. Simultaneous maximization of spatial and temporal autocorrelation in spatio-temporal data

    DEFF Research Database (Denmark)

    Nielsen, Allan Aasbjerg

    2002-01-01

    . This is done by solving the generalized eigenproblem represented by the Rayleigh coefficient where is the dispersion of and is the dispersion of the difference between and spatially shifted. Hence, the new variates are obtained from the conjugate eigenvectors and the autocorrelations obtained are , i.e., high...... autocorrelations are associated with small eigenvalues and vice versa. Often is calculated by means of a pool of a horizontal and a vertical shift. If the data are not spatial but temporal the spatial shift is replaced by a temporal shift causing the temporal autocorrelation to be maximized. Such a temporal MAF...

  10. Auto-correlation analysis of wave heights in the Bay of Bengal

    Indian Academy of Sciences (India)

    Abhijit Sarkar; Jignesh Kshatriya; K Satheesan

    2006-04-01

    Time series observations of significant wave heights in the Bay of Bengal were subjected to auto-correlation analysis to determine temporal variability scale.The analysis indicates an exponential fall of auto-correlation in the first few hours with a decorrelation time scale of about six hours.A similar figure was found earlier for ocean surface winds.The nature of variation of auto-correlation with time lags was also found to be similar for winds and wave heights.

  11. A GaAssolarAlAs superlattice autocorrelator for picosecond THz radiation pulses

    Science.gov (United States)

    Winnerl, S.; Pesahl, S.; Schomburg, E.; Grenzer, J.; Renk, K. F.; Pellemans, H. P. M.; van der Meer, A. F. G.; Pavel'ev, D. G.; Koschurinov, Yu.; Ignatov, A. A.; Melzer, B.; Ustinov, V.; Ivanov, S.; Kop'ev, P. S.

    1999-01-01

    We report on a GaAs/AlAs, wide-miniband, superlattice autocorrelator for picosecond THz radiation pulses (operated at room temperature); the autocorrelator is based on the THz radiation-induced reduction of current through the superlattice. THz radiation (frequency 7.2 THz) from the FELIX (free-electron laser for infrared experiments) was coupled into the superlattice with an antenna system. We measured the current reduction for two time-delayed pulses and found that the signal decreased when the time delay was smaller than the pulse duration. With this superlattice autocorrelator we were able to resolve laser pulses that had a duration of a few picoseconds.

  12. Spatial Autocorrelation of Cancer Incidence in Saudi Arabia

    Directory of Open Access Journals (Sweden)

    Khalid Al-Ahmadi

    2013-12-01

    Full Text Available Little is known about the geographic distribution of common cancers in Saudi Arabia. We explored the spatial incidence patterns of common cancers in Saudi Arabia using spatial autocorrelation analyses, employing the global Moran’s I and Anselin’s local Moran’s I statistics to detect nonrandom incidence patterns. Global ordinary least squares (OLS regression and local geographically-weighted regression (GWR were applied to examine the spatial correlation of cancer incidences at the city level. Population-based records of cancers diagnosed between 1998 and 2004 were used. Male lung cancer and female breast cancer exhibited positive statistically significant global Moran’s I index values, indicating a tendency toward clustering. The Anselin’s local Moran’s I analyses revealed small significant clusters of lung cancer, prostate cancer and Hodgkin’s disease among males in the Eastern region and significant clusters of thyroid cancers in females in the Eastern and Riyadh regions. Additionally, both regression methods found significant associations among various cancers. For example, OLS and GWR revealed significant spatial associations among NHL, leukemia and Hodgkin’s disease (r² = 0.49–0.67 using OLS and r² = 0.52–0.68 using GWR and between breast and prostate cancer (r² = 0.53 OLS and 0.57 GWR in Saudi Arabian cities. These findings may help to generate etiologic hypotheses of cancer causation and identify spatial anomalies in cancer incidence in Saudi Arabia. Our findings should stimulate further research on the possible causes underlying these clusters and associations.

  13. Application of autocorrelation method on ionospheric short-term forecasting in China

    Institute of Scientific and Technical Information of China (English)

    LIU Ruiyuan; LIU Shunlin; XU Zhonghua; WU Jian; WANG Xianyi; ZHANG Beichen; HU Hongqiao

    2006-01-01

    Adopting the autocorrelation method in the ionospheric short-term forecasting, we put forward a simple and practical forecasting method―the sectional autocorrelation method, that is, for predictions of one hour to four hours ahead the autocorrelation coefficient of RDF with the "iteration" method is selected, for prediction of more than four hours ahead, the autocorrelation coefficient of f0F2 with the "at once" method is used. The prediction precisions have been quantitatively estimated based on the data from Chongqing and Guangzhou Ionosonde Stations. It is shown that the method is much improved for the predictions of one hour to four hours ahead. For the predictions of more than four hours ahead the prediction error reaches a saturation value, which is still lower than that of the "median" method. This new method could also be applied to the short-term forecasting of other ionospheric parameters.

  14. Using Autocorrelation Analysis to Build the Evaluating Model of Train Impulse Grade

    Institute of Scientific and Technical Information of China (English)

    LIU Chuanbo; MO Yimin

    2006-01-01

    To the shortage of the traditional analysis methods about train impact, this paper put forward a new method using autocorrelation theory and virtual instrument technology to analyze train impulse. Using a double-MCU system, the acceleration signals were acquired at different speed by train, and were transmitted into PC through USB interface. Besides the impulse signals, the acquisition data included other useless signals. The autocorrelation function was small when trains run steadily, but was greater during train impact happened. So the autocorrelation function was adopted to distill the valid impulse data. After frequency domain analyzed and autocorrelation analyzed on the Virtual Instrument flat, a new train impulse grade assessment criterion was built, based on the correlation peak and the width of the peak. In experiment, the impulse signal was separated from noise signal well and truly, and the quantitative model of evaluating train impulse was believable. This system possessed a certain extent theory value and application value.

  15. A broadly tunable autocorrelator for ultra-short, ultra-high power infrared optical pulses

    Energy Technology Data Exchange (ETDEWEB)

    Szarmes, E.B.; Madey, J.M.J. [Duke Univ., Durham, NC (United States)

    1995-12-31

    We describe the design of a crossed-beam, optical autocorrelator that uses an uncoated, birefringent beamsplitter to split a linearly polarized incident pulse into two orthogonally polarized pulses, and a Type II, SHG crystal to generate the intensity autocorrelation function. The uncoated beamsplitter accommodates extremely broad tunability while precluding any temporal distortion of ultrashort optical pulses at the dielectric interface, and the specific design provides efficient operation between 1 {mu}m and 4 {mu}m. Furthermore, the use of Type II SHG completely eliminates any single-beam doubling, so the autocorrelator can be operated at very shallow crossed-beam angles without generating a background pedestal. The autocorrelator has been constructed and installed in the Mark III laboratory at Duke University as a broadband diagnostic for ongoing compression experiments on the chirped-pulse FEL.

  16. The local autocorrelation time in thin film and semi-infinite model

    Science.gov (United States)

    Korneta, W.; Pytel, Z.

    1984-05-01

    The nearest-neighbour Ising model of a film in which exchange couplings in surface layers can differ from exchange couplings in other layers is considered. The dependence of the local autocorrelation time on distances to surfaces of the film, temperature and surface exchange couplings is discussed. The behaviour of the local autocorrelation time in a three-dimensional semi-infinite model is obtained assuming that the thickness of the film tends to infinity.

  17. An algorithm to solve autocorrelation matrix singular value based on SNR estimation

    Institute of Scientific and Technical Information of China (English)

    赵继军; 张曙光; 赵文玉

    2009-01-01

    SNR estimation of communication signals is important to improve demodulation performance and channel quality of communication system,thus it is an important research issue of communication field.According to the core problem of autocorrelation matrix singular value in SNR estimation process,through making use of householder transforming autocorrelation matrix into tridiagonal matrix,and by using the relation of corresponding characteristic equation coefficients and singular value,a numerical algorithm is gi...

  18. Rigorous home range estimation with movement data: a new autocorrelated kernel density estimator.

    Science.gov (United States)

    Fleming, C H; Fagan, W F; Mueller, T; Olson, K A; Leimgruber, P; Calabrese, J M

    2015-05-01

    Quantifying animals' home ranges is a key problem in ecology and has important conservation and wildlife management applications. Kernel density estimation (KDE) is a workhorse technique for range delineation problems that is both statistically efficient and nonparametric. KDE assumes that the data are independent and identically distributed (IID). However, animal tracking data, which are routinely used as inputs to KDEs, are inherently autocorrelated and violate this key assumption. As we demonstrate, using realistically autocorrelated data in conventional KDEs results in grossly underestimated home ranges. We further show that the performance of conventional KDEs actually degrades as data quality improves, because autocorrelation strength increases as movement paths become more finely resolved. To remedy these flaws with the traditional KDE method, we derive an autocorrelated KDE (AKDE) from first principles to use autocorrelated data, making it perfectly suited for movement data sets. We illustrate the vastly improved performance of AKDE using analytical arguments, relocation data from Mongolian gazelles, and simulations based upon the gazelle's observed movement process. By yielding better minimum area estimates for threatened wildlife populations, we believe that future widespread use of AKDE will have significant impact on ecology and conservation biology.

  19. Robust testing for normality of error terms with presence of autocorrelation and conditional heteroscedasticity

    Science.gov (United States)

    Střelec, Luboš; Stehlík, Milan

    2017-01-01

    Normality of the error terms in regression models is one of the basic assumptions in the applied regression analysis. Therefore, testing for normality of the error terms constitutes one of the most important steps of regression model verification and validation. Failure to assess non-normality of the error terms may lead to incorrect results of usual statistical inference techniques such as t-test or F-test. Within the applied regression analysis there is a frequent problem of the presence of autocorrelation and conditional heteroscedasticity of the error terms. Under both autocorrelation and heteroscedasticity, the usual OLS estimators are still unbiased, linear and asymptotically normally distributed, however, no longer have the minimum variance property among all linear unbiased estimators. Therefore, the aim of this paper is to present and discuss normality testing of the error terms with presence of autocorrelation and conditional heteroscedasticity. To explore the power of selected classical tests and robust tests for normality, we perform simulation study.

  20. Recursive Estimation for Dynamical Systems with Different Delay Rates Sensor Network and Autocorrelated Process Noises

    Directory of Open Access Journals (Sweden)

    Jianxin Feng

    2014-01-01

    Full Text Available The recursive estimation problem is studied for a class of uncertain dynamical systems with different delay rates sensor network and autocorrelated process noises. The process noises are assumed to be autocorrelated across time and the autocorrelation property is described by the covariances between different time instants. The system model under consideration is subject to multiplicative noises or stochastic uncertainties. The sensor delay phenomenon occurs in a random way and each sensor in the sensor network has an individual delay rate which is characterized by a binary switching sequence obeying a conditional probability distribution. By using the orthogonal projection theorem and an innovation analysis approach, the desired recursive robust estimators including recursive robust filter, predictor, and smoother are obtained. Simulation results are provided to demonstrate the effectiveness of the proposed approaches.

  1. Spectrum sensing algorithm based on autocorrelation energy in cognitive radio networks

    Science.gov (United States)

    Ren, Shengwei; Zhang, Li; Zhang, Shibing

    2016-10-01

    Cognitive radio networks have wide applications in the smart home, personal communications and other wireless communication. Spectrum sensing is the main challenge in cognitive radios. This paper proposes a new spectrum sensing algorithm which is based on the autocorrelation energy of signal received. By taking the autocorrelation energy of the received signal as the statistics of spectrum sensing, the effect of the channel noise on the detection performance is reduced. Simulation results show that the algorithm is effective and performs well in low signal-to-noise ratio. Compared with the maximum generalized eigenvalue detection (MGED) algorithm, function of covariance matrix based detection (FMD) algorithm and autocorrelation-based detection (AD) algorithm, the proposed algorithm has 2 11 dB advantage.

  2. ESTIMATORS OF LINEAR REGRESSION MODEL WITH AUTOCORRELATED ERRROR TERMS AND PREDICTION USING CORRELATED UNIFORM REGRESSORS

    Directory of Open Access Journals (Sweden)

    KAYODE AYINDE

    2012-11-01

    Full Text Available Performances of estimators of linear regression model with autocorrelated error term have been attributed to the nature and specification of the explanatory variables. The violation of assumption of the independence of the explanatory variables is not uncommon especially in business, economic and social sciences, leading to the development of many estimators. Moreover, prediction is one of the main essences of regression analysis. This work, therefore, attempts to examine the parameter estimates of the Ordinary Least Square estimator (OLS, Cochrane-Orcutt estimator (COR, Maximum Likelihood estimator (ML and the estimators based on Principal Component analysis (PC in prediction of linear regression model with autocorrelated error terms under the violations of assumption of independent regressors (multicollinearity using Monte-Carlo experiment approach. With uniform variables as regressors, it further identifies the best estimator that can be used for prediction purpose by averaging the adjusted co-efficient of determination of each estimator over the number of trials. Results reveal that the performances of COR and ML estimators at each level of multicollinearity over the levels of autocorrelation are convex – like while that of the OLS and PC estimators are concave; and that asthe level of multicollinearity increases, the estimators perform much better at all the levels of autocorrelation. Except when the sample size is small (n=10, the performances of the COR and ML estimators are generally best and asymptotically the same. When the sample size is small, the COR estimator is still best except when the autocorrelation level is low. At these instances, the PC estimator is either best or competes with the best estimator. Moreover, at low level of autocorrelation in all the sample sizes, the OLS estimator competes with the best estimator in all the levels of multicollinearity.

  3. Testing pairwise association between spatially autocorrelated variables: a new approach using surrogate lattice data.

    Directory of Open Access Journals (Sweden)

    Vincent Deblauwe

    Full Text Available BACKGROUND: Independence between observations is a standard prerequisite of traditional statistical tests of association. This condition is, however, violated when autocorrelation is present within the data. In the case of variables that are regularly sampled in space (i.e. lattice data or images, such as those provided by remote-sensing or geographical databases, this problem is particularly acute. Because analytic derivation of the null probability distribution of the test statistic (e.g. Pearson's r is not always possible when autocorrelation is present, we propose instead the use of a Monte Carlo simulation with surrogate data. METHODOLOGY/PRINCIPAL FINDINGS: The null hypothesis that two observed mapped variables are the result of independent pattern generating processes is tested here by generating sets of random image data while preserving the autocorrelation function of the original images. Surrogates are generated by matching the dual-tree complex wavelet spectra (and hence the autocorrelation functions of white noise images with the spectra of the original images. The generated images can then be used to build the probability distribution function of any statistic of association under the null hypothesis. We demonstrate the validity of a statistical test of association based on these surrogates with both actual and synthetic data and compare it with a corrected parametric test and three existing methods that generate surrogates (randomization, random rotations and shifts, and iterative amplitude adjusted Fourier transform. Type I error control was excellent, even with strong and long-range autocorrelation, which is not the case for alternative methods. CONCLUSIONS/SIGNIFICANCE: The wavelet-based surrogates are particularly appropriate in cases where autocorrelation appears at all scales or is direction-dependent (anisotropy. We explore the potential of the method for association tests involving a lattice of binary data and discuss its

  4. Testing Pairwise Association between Spatially Autocorrelated Variables: A New Approach Using Surrogate Lattice Data

    Science.gov (United States)

    Deblauwe, Vincent; Kennel, Pol; Couteron, Pierre

    2012-01-01

    Background Independence between observations is a standard prerequisite of traditional statistical tests of association. This condition is, however, violated when autocorrelation is present within the data. In the case of variables that are regularly sampled in space (i.e. lattice data or images), such as those provided by remote-sensing or geographical databases, this problem is particularly acute. Because analytic derivation of the null probability distribution of the test statistic (e.g. Pearson's r) is not always possible when autocorrelation is present, we propose instead the use of a Monte Carlo simulation with surrogate data. Methodology/Principal Findings The null hypothesis that two observed mapped variables are the result of independent pattern generating processes is tested here by generating sets of random image data while preserving the autocorrelation function of the original images. Surrogates are generated by matching the dual-tree complex wavelet spectra (and hence the autocorrelation functions) of white noise images with the spectra of the original images. The generated images can then be used to build the probability distribution function of any statistic of association under the null hypothesis. We demonstrate the validity of a statistical test of association based on these surrogates with both actual and synthetic data and compare it with a corrected parametric test and three existing methods that generate surrogates (randomization, random rotations and shifts, and iterative amplitude adjusted Fourier transform). Type I error control was excellent, even with strong and long-range autocorrelation, which is not the case for alternative methods. Conclusions/Significance The wavelet-based surrogates are particularly appropriate in cases where autocorrelation appears at all scales or is direction-dependent (anisotropy). We explore the potential of the method for association tests involving a lattice of binary data and discuss its potential for

  5. A Comparison of Decision Methods for C pk When Data are Autocorrelated

    DEFF Research Database (Denmark)

    Lundkvist, Peder; Vannman, Kerstin; Kulahci, Murat

    2012-01-01

    In many industrial applications, autocorrelated data are becoming increasingly common due to, for example, on-line data collection systems with high-frequency sampling. Therefore, the basic assumption of independent observations for process capability analysis is not valid. The purpose...... of this article is to compare decision methods using the process capability index C-pk when data are autocorrelated. This is done through a case study followed by a simulation study. In the simulation study the actual significance level and power of the decision methods are investigated. The outcome...

  6. A Conjugate-Cyclic-Autocorrelation Projection-Based Algorithm for Signal Parameter Estimation

    Directory of Open Access Journals (Sweden)

    2006-01-01

    Full Text Available A new algorithm to estimate amplitude, delay, phase, and frequency offset of a received signal is presented. The frequency-offset estimation is performed by maximizing, with respect to the conjugate cycle frequency, the projection of the measured conjugate-cyclic-autocorrelation function of the received signal over the true conjugate second-order cyclic autocorrelation. It is shown that this estimator is mean-square consistent, for moderate values of the data-record length, outperforms a previously proposed frequency-offset estimator, and leads to mean-square consistent estimators of the remaining parameters.

  7. Velocity-Autocorrelation Function in Liquids, Deduced from Neutron Incoherent Scattering Results

    DEFF Research Database (Denmark)

    Carneiro, Kim

    1976-01-01

    The Fourier transform p(ω) of the velocity-autocorrelation function is derived from neutron incoherent scattering results, obtained from the two liquids Ar and H2. The quality and significance of the results are discussed with special emphasis on the long-time t-3/2 tail, found in computer...

  8. Differentiating between clonal growth and limited gene flow using spatial autocorrelation of microsatellites

    NARCIS (Netherlands)

    Reusch, B.H.T.; Hukriede, W; Stam, W.T.; Olsen, J.L.

    1999-01-01

    In plant populations alleles often deviate from a random distribution and reveal positive autocorrelation at short distances. In species with both clonal and sexual reproduction, such clustering may be because ramets of the same genet were sampled at nearby locations. Alternatively, clustering may b

  9. Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing

    OpenAIRE

    Inoue, Akihiko; Kasahara, Yukio

    2004-01-01

    Let {Xn : ∈Z} be a fractional ARIMA(p,d,q) process with partial autocorrelation function α(·). In this paper, we prove that if d∈(−1/2,0) then |α(n)|~|d|/n as n→∞. This extends the previous result for the case 0

  10. Crude oil market efficiency and modeling. Insights from the multiscaling autocorrelation pattern

    Energy Technology Data Exchange (ETDEWEB)

    Alvarez-Ramirez, Jose [Departamento de Ingenieria de Procesos e Hidraulica, Universidad Autonoma Metropolitana-Iztapalapa, Apartado Postal 55-534, Mexico D.F., 09340 (Mexico); Departamento de Economia, Universidad Autonoma Metropolitana-Iztapalapa, Apartado Postal 55-534, Mexico D.F., 09340 (Mexico); Alvarez, Jesus [Departamento de Ingenieria de Procesos e Hidraulica, Universidad Autonoma Metropolitana-Iztapalapa, Apartado Postal 55-534, Mexico D.F., 09340 (Mexico); Solis, Ricardo [Departamento de Economia, Universidad Autonoma Metropolitana-Iztapalapa, Apartado Postal 55-534, Mexico D.F., 09340 (Mexico)

    2010-09-15

    Empirical research on market inefficiencies focuses on the detection of autocorrelations in price time series. In the case of crude oil markets, statistical support is claimed for weak efficiency over a wide range of time-scales. However, the results are still controversial since theoretical arguments point to deviations from efficiency as prices tend to revert towards an equilibrium path. This paper studies the efficiency of crude oil markets by using lagged detrended fluctuation analysis (DFA) to detect delay effects in price autocorrelations quantified in terms of a multiscaling Hurst exponent (i.e., autocorrelations are dependent of the time scale). Results based on spot price data for the period 1986-2009 indicate important deviations from efficiency associated to lagged autocorrelations, so imposing the random walk for crude oil prices has pronounced costs for forecasting. Evidences in favor of price reversion to a continuously evolving mean underscores the importance of adequately incorporating delay effects and multiscaling behavior in the modeling of crude oil price dynamics. (author)

  11. Spectral Velocity Estimation using the Autocorrelation Function and Sparse data Sequences

    DEFF Research Database (Denmark)

    Jensen, Jørgen Arendt

    2005-01-01

    both the B-mode frame rate, and at the same time have the highest possible $f_{prf}$ only limited by the depth of investigation, are, thus, of great interest. The power spectrum can be calculated from the Fourier transform of the autocorrelation function $R_r(k)$. The lag $k$ corresponds...

  12. Crustal thickness in central Europe from single-station seismic noise autocorrelation analysis

    Science.gov (United States)

    Becker, Gesa; Knapmeyer-Endrun, Brigitte

    2016-04-01

    The InSight mission to Mars will place a single three-component seismometer on the planet's surface, requiring the application of single-station methods. In addition, seismicity on Mars is likely less abundant than on Earth, making it important to also use the available seismic noise. For these reasons different approaches of seismic noise autocorrelation have been tested with broadband three-component datasets from 12 stations across central Europe. These stations cover varying Moho depths of ca. 25-50 km depth. With the help of the autocorrelations, reflected body waves are extracted in order to estimate the crustal thickness at each station. This is of special relevance for Mars, where average crustal thickness is uncertain by a factor of two. The different approaches used are waterlevel normalized autocorrelation, with and without application of a short-term and long-term average filter to the spectrum of the data prior to autocorrelation, and phase autocorrelation. These approaches are compared and analyzed. Estimates for the Moho depths are made from the lag times of the reflected P-waves and compared to available Moho depth values at the stations. Due to the availability of three-component data these estimates can be cross-validated and in some cases not only P-wave reflections, but also possible S-wave and multiple reflections can be identified. The estimates compare well with the general trend of Moho depth expected for these stations. The consistency of results is further investigated by comparing different stations of the GERES array (aperture 2 km), which also allows to examine results for closely located broad-band and short-period stations side by side.

  13. IMPLEMENTATION OF REAL TIME AUTOCORRELATION METHOD EMPLOYING THE DS87C550 MICROCONTROLLER

    Directory of Open Access Journals (Sweden)

    A. Jiménez-Cañas

    2005-04-01

    Full Text Available In this work, the implementation of Real Time Autocorrelation method proposed by Takeuchi and Hogaki, isexposed. The purpose is to obtain the frequency of the fetal cardiac beats, originated from a Fetal Detector, using awide-benefits DS87C550 microcontroller. The value of frequency is showed in a LCD. The autocorrelation algorithmwas simulated in a PC to know its dynamic behavior from selected signals. A criterion to carry out the recognitionand the selection of the first conformed crest, was obtained. By means of this criterion, the period of the processedsignal is determined. Consequently, an optimized and original algorithm was created and implemented in themicrocontroller, where the value of the fetal cardiac frequency (given in pulses per minute, ppm. is obtained each1.2 sec. In that time, two calculated values of frequency are averaged.

  14. Retrieval of the P wave reflectivity response from autocorrelation of seismic noise: Jakarta Basin, Indonesia

    Science.gov (United States)

    Saygin, Erdinc; Cummins, Phil R.; Lumley, David

    2017-01-01

    We autocorrelate the continuously recorded seismic wavefield across a dense network of seismometers to map the P wave reflectivity response of the Jakarta Basin, Indonesia. The proximity of this mega city to known active faults and the subduction of the Australian plate, especially when the predominance of masonry construction and thick sedimentary basin fill are considered, suggests that it is a hot spot for seismic risk. In order to understand the type of ground motion that earthquakes might cause in the basin, it is essential to obtain reliable information on its seismic velocity structure. The body wave reflections are sensitive to the sharp velocity contrasts, which makes them useful in seismic imaging. Results show autocorrelograms at different seismic stations with reflected-wave travel time variations, which reflect the variation in basement depth across the thick sedimentary basin. We also confirm the validity of the observed autocorrelation waveforms by conducting a 2-D full waveform modeling.

  15. Yarn-Dyed Fabric Defect Detection Based On Autocorrelation Function And GLCM

    Directory of Open Access Journals (Sweden)

    Zhu Dandan

    2015-09-01

    Full Text Available In this study, a new detection algorithm for yarn-dyed fabric defect based on autocorrelation function and grey level co-occurrence matrix (GLCM is put forward. First, autocorrelation function is used to determine the pattern period of yarn-dyed fabric and according to this, the size of detection window can be obtained. Second, GLCMs are calculated with the specified parameters to characterise the original image. Third, Euclidean distances of GLCMs between being detected images and template image, which is selected from the defect-free fabric, are computed and then the threshold value is given to realise the defect detection. Experimental results show that the algorithm proposed in this study can achieve accurate detection of common defects of yarn-dyed fabric, such as the wrong weft, weft crackiness, stretched warp, oil stain and holes.

  16. OFDM Signal Detector Based on Cyclic Autocorrelation Function and its Properties

    Directory of Open Access Journals (Sweden)

    Z. Fedra

    2011-12-01

    Full Text Available This paper is devoted to research of the general and particular properties of the OFDM signal detector based on the cyclic autocorrelation function. The cyclic autocorrelation function is estimated using DFT. The parameters of the testing signal have been chosen according to 802.11g WLAN. Some properties are described analytically; all events are examined via computer simulations. It is shown that the detector is able to detect an OFDM signal in the case of multipath propagation, inexact frequency synchronization and without time synchronization. The sensitivity of the detector could be decreased in the above cases. An important condition for proper value of the detector sampling interval was derived. Three types of the channels were studied and compared. Detection threshold SNR=-9 dB was found for the signal under consideration and for two-way propagation.

  17. Global 3D-QSAR methods: MS-WHIM and autocorrelation

    Science.gov (United States)

    Gancia, Emanuela; Bravi, Gianpaolo; Mascagni, Paolo; Zaliani, Andrea

    2000-04-01

    The recently proposed MS-WHIM indices, a set of theoretical descriptors containing information about size, shape and electrostatic distribution of a molecule, have been further investigated. The main objectives of this work were: (i) to confirm the descriptive power of MS-WHIM in modelling specific biological interactions, (ii) to analyse the dependence of MS-WHIM on the type of atomic charges used for computing electrostatic potential and (iii) to compare the performances of MS-WHIM with those provided by other global 3D molecular descriptors. The spatial autocorrelation of atomic and molecular surface properties were selected for comparison purposes. WHIM-based and autocorrelation-based vectors were calculated for two molecular sets from the literature, namely a series of 18 HIV-1 reverse transcriptase inhibitors and a set of 36 sulphonamide endothelin inhibitors. PLS was adopted to derive statistical predictive models that were validated by means of cross-validation. The reported results confirmed that MS-WHIM indices are able to provide meaningful statistical correlations with biological activity. MS-WHIM descriptors are sensitive to the type of partial atomic charges applied and improved models were obtained using more accurate charges. Moreover for both the datasets, MS-WHIM results, in terms of fitting and predictive power of PLS models, were superior to those from autocorrelation. Finally, the strengths/weaknesses of global 3D-QSAR descriptors over local CoMFA-like methods, as well as the main differences between WHIM-based and autocorrelation-based vectors, are discussed.

  18. Detection of Burn Area and Severity with MODIS Satellite Images and Spatial Autocorrelation Techniques

    Science.gov (United States)

    Kaya, S.; Kavzoglu, T.; Tonbul, H.

    2014-12-01

    Effects of forest fires and implications are one of the most important natural disasters all over the world. Statistical data observed that forest fires had a variable structure in the last century in Turkey, but correspondingly the population growth amount of forest fires and burn area increase widely in recent years. Depending on this, erosion, landslides, desertification and mass loss come into existence. In addition; after forest fires, renewal of forests and vegetation are very important for land management. Classic methods used for detection of burn area and severity requires a long and challenging process due to time and cost factors. Thanks to advanced techniques used in the field of Remote Sensing, burn area and severity can be determined with high detail and precision. The purpose of this study based on blending MODIS (Moderate Resolution Imaging Spectradiometer) satellite images and spatial autocorrelation techniques together, thus detect burn area and severity absolutely. In this context, spatial autocorrelation statistics like Moran's I and Get is-Ord Local Gi indexes were used to measure and analyze to burned area characteristics. Prefire and postfire satellite images were used to determine fire severity depending on spectral indexes corresponding to biomass loss and carbon emissivity intensities. Satellite images have used for identification of fire damages and risks in terms of fire management for a long time. This study was performed using prefire and postfire satellite images and spatial autocorrelation techniques to determining and analyzing forest fires in Antalya, Turkey region which serious fires occurred. In this context, this approach enables the characterization of distinctive texture of burned area and helps forecasting more precisely. Finally, it is observed that mapping of burned area and severity could be performed from local scale to national scale. Key Words: Spatial autocorrelation, MODIS, Fire, Burn Severity

  19. Assessing the reliability of the modified three-component spatial autocorrelation technique

    OpenAIRE

    Kohler, A.; M. Ohrnberger; Scherbaum, F.; Wathelet, M.; Cornou, Cécile

    2007-01-01

    Analysis of seismic ambient vibrations is becoming a widespread approach to estimate subsurface shear wave velocity profiles. However, the common restriction to vertical component wavefield data does not allow investigations of Love wave dispersion and the partitioning between Rayleigh and Love waves. In this study we extend the modified spatial autocorrelation technique (MSPAC) to three-component analysis (3c-MSPAC). By determination of Love wave dispersion curves, this technique provides ad...

  20. Second-order fluctuation theory and time autocorrelation function for currents

    Science.gov (United States)

    Belousov, Roman; Cohen, E. G. D.

    2016-12-01

    By using recent developments for the Langevin dynamics of spatially asymmetric systems, we routinely generalize the Onsager-Machlup fluctuation theory of the second order in time. In this form, it becomes applicable to fluctuating variables, including hydrodynamic currents, in equilibrium as well as nonequilibrium steady states. From the solution of the obtained stochastic equations we derive an analytical expression for the time autocorrelation function of a general fluctuating quantity. This theoretical result is then tested in a study of a shear flow by molecular dynamics simulations. The proposed form of the time autocorrelation function yields an excellent fit to our computational data for both equilibrium and nonequilibrium steady states. Unlike the analogous result of the first-order Onsager-Machlup theory, our expression correctly describes the short-time correlations. Its utility is demonstrated in an application of the Green-Kubo formula for the transport coefficient. Curiously, the normalized time autocorrelation function for the shear flow, which only depends on the deterministic part of the fluctuation dynamics, appears independent of the external shear force in the linear nonequilibrium regime.

  1. Generalized Langevin equation with multiplicative noise: temporal behavior of the autocorrelation functions.

    Science.gov (United States)

    Mankin, R; Laas, K; Sauga, A

    2011-06-01

    The temporal behavior of the mean-square displacement and the velocity autocorrelation function of a particle subjected to a periodic force in a harmonic potential well is investigated for viscoelastic media using the generalized Langevin equation. The interaction with fluctuations of environmental parameters is modeled by a multiplicative white noise, by an internal Mittag-Leffler noise with a finite memory time, and by an additive external noise. It is shown that the presence of a multiplicative noise has a profound effect on the behavior of the autocorrelation functions. Particularly, for correlation functions the model predicts a crossover between two different asymptotic power-law regimes. Moreover, a dependence of the correlation function on the frequency of the external periodic forcing occurs that gives a simple criterion to discern the multiplicative noise in future experiments. It is established that additive external and internal noises cause qualitatively different dependences of the autocorrelation functions on the external forcing and also on the time lag. The influence of the memory time of the internal noise on the dynamics of the system is also discussed.

  2. Lagged Poincar\\'{e} and auto-correlation analysis of Heart rate variability in diabetes

    CERN Document Server

    Ghatak, S K

    2010-01-01

    The heart rate variability (HRV) in diabetic human subjects, has been analyzed using lagged Poincar\\'{e} plot, auto-correlation and the detrended fluctuation analysis methods. The parameters $SD1$, and $SD12 (= SD1/SD2)$ for Poincar\\'{e} plot for diabetic are lower than that for non-diabetic subjects and reverse is case for $SD2$ for all lagged number (m). The slope and the curvature of the plot SD12 vs m is much reduced for diabetic subject. The scatter plot of two successive interbeat intervals points out smaller variability in diabetic heart. The detrended fluctuation exponent has a higher value for diabetic group. The auto-correlation function of the deviation of interbeat interval in diabetic group shows highly correlated pattern when compared to that of normal one. The study suggests that the curvature of $SD12$ and auto-correlation method appear to be better way to assess the alteration of regulatory system on heart dynamics in diabetic condition.

  3. Mammographic Breast Density in Chinese Women: Spatial Distribution and Autocorrelation Patterns.

    Directory of Open Access Journals (Sweden)

    Christopher W K Lai

    Full Text Available Mammographic breast density (MBD is a strong risk factor for breast cancer. The spatial distribution of MBD in the breast is variable and dependent on physiological, genetic, environmental and pathological factors. This pilot study aims to define the spatial distribution and autocorrelation patterns of MBD in Chinese women aged 40-60. By analyzing their digital mammographic images using a public domain Java image processing program for segmentation and quantification of MBD, we found their left and right breasts were symmetric to each other in regard to their breast size (Total Breast Area, the amount of BMD (overall PD and Moran's I values. Their MBD was also spatially autocorrelated together in the anterior part of the breast in those with a smaller breast size, while those with a larger breast size tend to have their MBD clustered near the posterior part of the breast. Finally, we observed that the autocorrelation pattern of MBD was dispersed after a 3-year observation period.

  4. Spatial autocorrelation method using AR model; Kukan jiko sokanho eno AR model no tekiyo

    Energy Technology Data Exchange (ETDEWEB)

    Yamamoto, H.; Obuchi, T.; Saito, T. [Iwate University, Iwate (Japan). Faculty of Engineering

    1996-05-01

    Examination was made about the applicability of the AR model to the spatial autocorrelation (SAC) method, which analyzes the surface wave phase velocity in a microtremor, for the estimation of the underground structure. In this examination, microtremor data recorded in Morioka City, Iwate Prefecture, was used. In the SAC method, a spatial autocorrelation function with the frequency as a variable is determined from microtremor data observed by circular arrays. Then, the Bessel function is adapted to the spatial autocorrelation coefficient with the distance between seismographs as a variable for the determination of the phase velocity. The result of the AR model application in this study and the results of the conventional BPF and FFT method were compared. It was then found that the phase velocities obtained by the BPF and FFT methods were more dispersed than the same obtained by the AR model. The dispersion in the BPF method is attributed to the bandwidth used in the band-pass filter and, in the FFT method, to the impact of the bandwidth on the smoothing of the cross spectrum. 2 refs., 7 figs.

  5. Vertex degree autocorrelation topological index and its application in QSAR study of organic chemicals

    Institute of Scientific and Technical Information of China (English)

    王鹏; 杨蕾; 高大文; 龙明策

    2001-01-01

    Considering the calculated result and higher degeneracy existing in the calculation of autocorrelation topological index totally depend on experimental parameters, a new group of autocorrelation topological index as At, Bt, Ct and Dt was designed and developed based on the vertex degree of molecular topology and autocorrela tion function of mathematics. Autocorrelation function f(i) was calculated from the square root of the vertex degree, revised vertex degree and their combination, and they are (δi)1/2, (δiv)1/2, (δVi + δi )1/2 and (δEi -δi )1/2 / N. With the matrix description method achieved, and the unit input in matrix of unsaturated bond and heteroatoms revised based on the adjacency matrix and distance matrix of organic molecular graph, the corresponding computer software has also been designed and developed. Better results have been obtained for the application of these indexes in QSAR study of organic chemicals.

  6. Adaptive Bessel-autocorrelation of ultrashort pulses with phase-only spatial light modulators

    Science.gov (United States)

    Huferath-von Luepke, Silke; Bock, Martin; Grunwald, Ruediger

    2009-06-01

    Recently, we proposed a new approach of a noncollinear correlation technique for ultrashort-pulsed coherent optical signals which was referred to as Bessel-autocorrelator (BAC). The BAC-principle combines the advantages of Bessellike nondiffracting beams like stable propagation, angular robustness and self-reconstruction with the principle of temporal autocorrelation. In comparison to other phase-sensitive measuring techniques, autocorrelation is most straightforward and time-effective because of non-iterative data processing. The analysis of nonlinearly converted fringe patterns of pulsed Bessel-like beams reveals their temporal signature from details of fringe envelopes. By splitting the beams with axicon arrays into multiple sub-beams, transversal resolution is approximated. Here we report on adaptive implementations of BACs with improved phase resolution realized by phase-only liquid-crystal-on-silicon spatial light modulators (LCoS-SLMs). Programming microaxicon phase functions in gray value maps enables for a flexible variation of phase and geometry. Experiments on the diagnostics of few-cycle pulses emitted by a mode-locked Ti:sapphire laser oscillator at wavelengths around 800 nm with 2D-BAC and angular tuned BAC were performed. All-optical phase shift BAC and fringe free BAC approaches are discussed.

  7. What autocorrelation tells us about motor variability: insights from dart throwing.

    Directory of Open Access Journals (Sweden)

    Robert J van Beers

    Full Text Available In sports such as golf and darts it is important that one can produce ballistic movements of an object towards a goal location with as little variability as possible. A factor that influences this variability is the extent to which motor planning is updated from movement to movement based on observed errors. Previous work has shown that for reaching movements, our motor system uses the learning rate (the proportion of an error that is corrected for in the planning of the next movement that is optimal for minimizing the endpoint variability. Here we examined whether the learning rate is hard-wired and therefore automatically optimal, or whether it is optimized through experience. We compared the performance of experienced dart players and beginners in a dart task. A hallmark of the optimal learning rate is that the lag-1 autocorrelation of movement endpoints is zero. We found that the lag-1 autocorrelation of experienced dart players was near zero, implying a near-optimal learning rate, whereas it was negative for beginners, suggesting a larger than optimal learning rate. We conclude that learning rates for trial-by-trial motor learning are optimized through experience. This study also highlights the usefulness of the lag-1 autocorrelation as an index of performance in studying motor-skill learning.

  8. Effects of autocorrelation and temporal sampling schemes on estimates of trend and spatial correlation

    Energy Technology Data Exchange (ETDEWEB)

    Tiao, G.C.; Daming, Xu; Pedrick, J.H.; Xiaodong, Zhu (Univ. of Chicago, IL (USA)); Reinsel, G.C. (Univ. of Wisconsin, Madison (USA)); Miller, A.J.; DeLuisi, J.J. (National Oceanic and Atmospheric Administration, Boulder, CO (USA)); Mateer, C.L. (Atmospheric Environment Service, Ottawa, Ontario (Canada)); Wuebbles, D.J. (Lawrence Livermore National Lab., CA (USA))

    1990-11-20

    This paper is concerned with temporal data requirements for the assessment of trends and for estimating spatial correlations of atmospheric species. The authors examine statistically three basic issues: (1) the effect of autocorrelations in monthly observations and the effect of the length of data record on the precision of trend estimates, (2) the effect of autocorrelations in the daily data on the sampling frequency requirements with respect to the representativeness of monthly averages for trend estimation, and (3) the effect of temporal sampling schemes on estimating spatial correlations of atmospheric species in neighboring stations. The principal findings are (1) the precision of trend estimates depends critically on the magnitude of auto-correlations in the monthly observations, (2) this precision is insensitive to the temporal sampling rates of daily measurements under systematic sampling, and (3) the estimate of spatial correlation between two neighboring stations is insensitive to temporal sampling rate under systematic sampling, but is sensitive to the time lag between measurements taken at the two stations. These results are based on methodological considerations as well as on empirical analysis of total and profile ozone and rawinsonde temperature data from selected ground stations.

  9. Improving the assessment of ICESat water altimetry accuracy accounting for autocorrelation

    Science.gov (United States)

    Abdallah, Hani; Bailly, Jean-Stéphane; Baghdadi, Nicolas; Lemarquand, Nicolas

    2011-11-01

    Given that water resources are scarce and are strained by competing demands, it has become crucial to develop and improve techniques to observe the temporal and spatial variations in the inland water volume. Due to the lack of data and the heterogeneity of water level stations, remote sensing, and especially altimetry from space, appear as complementary techniques for water level monitoring. In addition to spatial resolution and sampling rates in space or time, one of the most relevant criteria for satellite altimetry on inland water is the accuracy of the elevation data. Here, the accuracy of ICESat LIDAR altimetry product is assessed over the Great Lakes in North America. The accuracy assessment method used in this paper emphasizes on autocorrelation in high temporal frequency ICESat measurements. It also considers uncertainties resulting from both in situ lake level reference data. A probabilistic upscaling process was developed. This process is based on several successive ICESat shots averaged in a spatial transect accounting for autocorrelation between successive shots. The method also applies pre-processing of the ICESat data with saturation correction of ICESat waveforms, spatial filtering to avoid measurement disturbance from the land-water transition effects on waveform saturation and data selection to avoid trends in water elevations across space. Initially this paper analyzes 237 collected ICESat transects, consistent with the available hydrometric ground stations for four of the Great Lakes. By adapting a geostatistical framework, a high frequency autocorrelation between successive shot elevation values was observed and then modeled for 45% of the 237 transects. The modeled autocorrelation was therefore used to estimate water elevations at the transect scale and the resulting uncertainty for the 117 transects without trend. This uncertainty was 8 times greater than the usual computed uncertainty, when no temporal correlation is taken into account. This

  10. Adaptive non-collinear autocorrelation of few-cycle pulses with an angular tunable bi-mirror

    Energy Technology Data Exchange (ETDEWEB)

    Treffer, A., E-mail: treffer@mbi-berlin.de; Bock, M.; König, S.; Grunwald, R. [Max Born Institute for Nonlinear Optics and Short-Pulse Spectroscopy, Max Born Strasse 2A, D-12489 Berlin (Germany); Brunne, J.; Wallrabe, U. [Laboratory for Microactuators, Department of Microsystems Engineering, IMTEK, University of Freiburg, Georges-Koehler-Allee 102, Freiburg 79110 (Germany)

    2016-02-01

    Adaptive autocorrelation with an angular tunable micro-electro-mechanical system is reported. A piezo-actuated Fresnel bi-mirror structure was applied to measure the second order autocorrelation of near-infrared few-cycle laser pulses in a non-collinear setup at tunable superposition angles. Because of enabling measurements with variable scaling and minimizing the influence of distortions by adaptive self-reconstruction, the approach extends the capability of autocorrelators. Flexible scaling and robustness against localized amplitude obscurations are demonstrated. The adaptive reconstruction of temporal frequency information by the Fourier analysis of autocorrelation data is shown. Experimental results and numerical simulations of the beam propagation and interference are compared for variable angles.

  11. Walsh Spectral Characteristics and the Auto-Correlation Function Characteristics of Forming Orthomorphic Permutations of Multi-Output Functions

    Institute of Scientific and Technical Information of China (English)

    ZHAO Yaqun; WANG Jue

    2006-01-01

    Orthomorphic permutations have good characteristics in cryptosystems. In this paper, by using of knowledge about relation between orthomorphic permutations and multi-output functions, and conceptions of the generalized Walsh spectrum of multi-output functions and the auto-correlation function of multi-output functions to investigate the Walsh spectral characteristics and the auto-correlation function characteristics of orthormophic permutations, several results are obtained.

  12. 3D photon impact determination in monolithic crystals based on autocorrelation filters and RTP methods

    Energy Technology Data Exchange (ETDEWEB)

    Conde, Pablo; Gonzalez, Antonio [Institute for Instrumentation in Molecular Imaging, I3M-CSIC, Valencia (Spain); Bettiol, Marco; Fabbri, Andrea; Pani, Roberto [Department of Molecular Medicine, Sapienza University of Rome (Italy); Benlloch Baviera, José María; Talens Aguilar, Albert; Hernandez, Liczandro; Sanchez, Filomeno [Institute for Instrumentation in Molecular Imaging, I3M-CSIC, Valencia (Spain)

    2015-05-18

    In PET detectors based on monolithic scintillators, the photon impact position can be estimated from the light intensity distribution (LD) on the photodetector pixels. Typically, there is a poor estimation of the interaction positions towards the edges when linear algorithms such as Center of Gravity (CoG) are used. We present a novel method to determine the interaction coordinates in thick monolithic crystals filtering the digitized LDs from each gamma-event by means of an autocorrelation filter and the raise to power (RTP) positioning algorithm to reduce the border effects. The experimental setup was based on two detector blocks based on monolithic LYSO scintillator crystals (50x50x20 mm{sup 3}). Each crystal is coupled to a SiPMs array as 12x12 photosensors and an electronic readout that outputs information of each SiPM row and column. Between the detector blocks, a collimated array of 9x9 {sup 22}Na sources, separated 5 mm each other, was placed. The optimum power to use in the RTP positioning algorithm was determined using the third order intercept point (IP3) from plots of the measured coordinates versus known positions. After applying the autocorrelation and RTP fifth to the data, we found an improvement of the spatial resolution from 2.5 mm when CoG is used, to 1.2 mm in the crystal center region. In this work we show how to accurately resolve 3D photon impact coordinates in thick monolithic crystals using autocorrelation filters merged with RTP methods. After applying the new approach it is possible to accurately resolve impacts close to the entrance of 20 mm thick LYSO scintillators. The reached spatial resolution at any photon depth of interaction is comparable with state-of-the-art crystal array approaches with the advantage of the proposed work to also provide continuous depth of interaction information.

  13. A poisson regression approach for modelling spatial autocorrelation between geographically referenced observations

    Directory of Open Access Journals (Sweden)

    Jolley Damien

    2011-10-01

    Full Text Available Abstract Background Analytic methods commonly used in epidemiology do not account for spatial correlation between observations. In regression analyses, omission of that autocorrelation can bias parameter estimates and yield incorrect standard error estimates. Methods We used age standardised incidence ratios (SIRs of esophageal cancer (EC from the Babol cancer registry from 2001 to 2005, and extracted socioeconomic indices from the Statistical Centre of Iran. The following models for SIR were used: (1 Poisson regression with agglomeration-specific nonspatial random effects; (2 Poisson regression with agglomeration-specific spatial random effects. Distance-based and neighbourhood-based autocorrelation structures were used for defining the spatial random effects and a pseudolikelihood approach was applied to estimate model parameters. The Bayesian information criterion (BIC, Akaike's information criterion (AIC and adjusted pseudo R2, were used for model comparison. Results A Gaussian semivariogram with an effective range of 225 km best fit spatial autocorrelation in agglomeration-level EC incidence. The Moran's I index was greater than its expected value indicating systematic geographical clustering of EC. The distance-based and neighbourhood-based Poisson regression estimates were generally similar. When residual spatial dependence was modelled, point and interval estimates of covariate effects were different to those obtained from the nonspatial Poisson model. Conclusions The spatial pattern evident in the EC SIR and the observation that point estimates and standard errors differed depending on the modelling approach indicate the importance of accounting for residual spatial correlation in analyses of EC incidence in the Caspian region of Iran. Our results also illustrate that spatial smoothing must be applied with care.

  14. A second-order autocorrelator for single-shot measurement of femtosecond laser pulse durations

    Indian Academy of Sciences (India)

    M Raghuramaiah; A K Sharma; P A Naik; P D Gupta; R A Ganeev

    2001-12-01

    A second-order autocorrelator for single-shot measurement of ultrashort laser pulse durations has been set up. It is based on recording the spatial profile of non-collinear phase-matched second harmonic generation in a KDP crystal using a CCD camera-framegrabber combination. Performance of the system is described from measurement of 250 femtosecond transform-limited laser pulses from a passively mode-locked, diode pumped Nd:glass laser. It can also be used for measurement of picosecond laser pulses in the multi-shot scanning mode.

  15. A comparison of control charts for the average of autocorrelated processes

    Directory of Open Access Journals (Sweden)

    Fabiane R. S. Yassukawa

    2008-04-01

    Full Text Available Control charts are extensively used with the purpose of monitoring some parameters of the process. In general these charts are based on the normality and independence assumptions of the sample observations. However, there are situations where the independence is not valid such as in chemical processes or sampling on-line. In this paper we compared the control charts based on geostatistics and time series methodologies with the well-known charts Shewhart, CUSUM and EWMA, when used to monitor the average of autocorrelated processes. The comparison was performed by using Monte Carlo simulation implemented in the software R for Windows.

  16. Analysis of energy autocorrelation functionsin dissipative heavy ion collision of 27Al+27Al

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    The excitation functions were measured in the reaction of27Al+27Al at incidentenergies from 114 MeV to 127 MeV in steps of 200 keV. Thedetection angles were continuouslycovered from 10 to 57 in the laboratory system. Theenergy autocorrelation functions of the dissipativefragmentswere analyzed by using different approaches. The nonself-averaging oscillations in theexcitation functions were considered due to the angular momentum coherence and damping ofthe coherent nuclear rotation. The damping results from a quantum chaotic motion.

  17. Large Zero Autocorrelation Zone of Golay Sequences and $4^q$-QAM Golay Complementary Sequences

    CERN Document Server

    Gong, Guang; Yang, Yang

    2011-01-01

    Sequences with good correlation properties have been widely adopted in modern communications, radar and sonar applications. In this paper, we present our new findings on some constructions of single $H$-ary Golay sequence and $4^q$-QAM Golay complementary sequence with a large zero autocorrelation zone, where $H\\ge 2$ is an arbitrary even integer and $q\\ge 2$ is an arbitrary integer. Those new results on Golay sequences and QAM Golay complementary sequences can be explored during synchronization and detection at the receiver end and thus improve the performance of the communication system.

  18. Bit corruption correlation and autocorrelation in a stochastic binary nano-bit system

    Science.gov (United States)

    Sa-nguansin, Suchittra

    2014-10-01

    The corruption process of a binary nano-bit model resulting from an interaction with N stochastically-independent Brownian agents (BAs) is studied with the help of Monte-Carlo simulations and analytic continuum theory to investigate the data corruption process through the measurement of the spatial two-point correlation and the autocorrelation of bit corruption at the origin. By taking into account a more realistic correlation between bits, this work will contribute to the understanding of the soft error or the corruption of data stored in nano-scale devices.

  19. Heteroscedasticity and/or Autocorrelation Checks in Longitudinal Nonlinear Models with Elliptical and AR(1)Errors

    Institute of Scientific and Technical Information of China (English)

    Chun-Zheng CAO; Jin-Guan LIN

    2012-01-01

    The aim of this paper is to study the tests for variance heterogeneity and/or autocorrelation in nonlinear regression models with elliptical and AR(1) errors.The elliptical class includes several symmetric multivariate distributions such as normal,Student-t,power exponential,among others.Several diagnostic tests using score statistics and their adjustment are constructed.The asymptotic properties,including asymptotic chi-square and approximate powers under local alternatives of the score statistics,are studied.The properties of test statistics are investigated through Monte Carlo simulations.A data set previously analyzed under normal errors is reanalyzed under elliptical models to illustrate our test methods.

  20. New autocorrelation technique for the IR FEL optical pulse width measurements

    Energy Technology Data Exchange (ETDEWEB)

    Amirmadhi, F.; Brau, K.A.; Becker, C. [Vanderbilt Univ., Nashville, TN (United States)] [and others

    1995-12-31

    We have developed a new technique for the autocorrelation measurement of optical pulse width at the Vanderbilt University FEL center. This method is based on nonlinear absorption and transmission characteristics of semiconductors such as Ge, Te and InAs suitable for the wavelength range from 2 to over 6 microns. This approach, aside being simple and low cost, removes the phase matching condition that is generally required for the standard frequency doubling technique and covers a greater wavelength range per nonlinear material. In this paper we will describe the apparatus, explain the principal mechanism involved and compare data which have been acquired with both frequency doubling and two-photon absorption.

  1. Autocorrelation in ultraviolet radiation measured at ground level using detrended fluctuation analysis

    Science.gov (United States)

    da Silva Filho, Paulo Cavalcante; da Silva, Francisco Raimundo; Corso, Gilberto

    2016-07-01

    In this study, we analyzed the autocorrelation among four ultraviolet (UV) radiation data sets obtained at 305 nm, 320 nm, 340 nm, and 380 nm. The data were recorded at ground level at the INPE climate station in Natal, RN, Brazil, which is a site close to the equator. The autocorrelations were computed by detrended fluctuation analysis (DFA) to estimate the index α. We found that the ​fluctuations in the UV radiation data were fractal, with scale-free behavior at a DFA index α ≃ 0.7. In addition, we performed a power law spectral analysis, which showed that the power spectrum exhibited a power law behavior with an exponent of β ≃ 0.45. Given that the theoretical result is β = 2 α - 1, these two results are in good agreement. Moreover, the application of the DFA ​method to the UV radiation data required detrending using a polynomial with an order of at least eight, which was related to the complex daily solar radiation curve obtained at ground level in a tropical region. The results indicated that the α exponent of UV radiation is similar to other climatic records such as air temperature, wind, or rain, but not solar activity.

  2. Temporal and spatiotemporal autocorrelation of daily concentrations of Alnus, Betula, and Corylus pollen in Poland.

    Science.gov (United States)

    Nowosad, J; Stach, A; Kasprzyk, I; Grewling, Ł; Latałowa, M; Puc, M; Myszkowska, D; Weryszko-Chmielewska, E; Piotrowska-Weryszko, K; Chłopek, K; Majkowska-Wojciechowska, B; Uruska, A

    The aim of the study was to determine the characteristics of temporal and space-time autocorrelation of pollen counts of Alnus, Betula, and Corylus in the air of eight cities in Poland. Daily average pollen concentrations were monitored over 8 years (2001-2005 and 2009-2011) using Hirst-designed volumetric spore traps. The spatial and temporal coherence of data was investigated using the autocorrelation and cross-correlation functions. The calculation and mathematical modelling of 61 correlograms were performed for up to 25 days back. The study revealed an association between temporal variations in Alnus, Betula, and Corylus pollen counts in Poland and three main groups of factors such as: (1) air mass exchange after the passage of a single weather front (30-40 % of pollen count variation); (2) long-lasting factors (50-60 %); and (3) random factors, including diurnal variations and measurements errors (10 %). These results can help to improve the quality of forecasting models.

  3. Dispersal leads to spatial autocorrelation in species distributions: A simulation model

    Science.gov (United States)

    Bahn, V.; Krohn, W.B.; O'Connor, R.J.

    2008-01-01

    Compared to population growth regulated by local conditions, dispersal has been underappreciated as a central process shaping the spatial distribution of populations. This paper asks: (a) which conditions increase the importance of dispersers relative to local recruits in determining population sizes? and (b) how does dispersal influence the spatial distribution patterns of abundances among connected populations? We approached these questions with a simulation model of populations on a coupled lattice with cells of continuously varying habitat quality expressed as carrying capacities. Each cell contained a population with the basic dynamics of density-regulated growth, and was connected to other populations by immigration and emigration. The degree to which dispersal influenced the distribution of population sizes depended most strongly on the absolute amount of dispersal, and then on the potential population growth rate. Dispersal decaying in intensity with distance left close neighbours more alike in population size than distant populations, leading to an increase in spatial autocorrelation. The spatial distribution of species with low potential growth rates is more dependent on dispersal than that of species with high growth rates; therefore, distribution modelling for species with low growth rates requires particular attention to autocorrelation, and conservation management of these species requires attention to factors curtailing dispersal, such as fragmentation and dispersal barriers. ?? 2007 Elsevier B.V. All rights reserved.

  4. Autocorrelation-based time synchronous averaging for condition monitoring of planetary gearboxes in wind turbines

    Science.gov (United States)

    Ha, Jong M.; Youn, Byeng D.; Oh, Hyunseok; Han, Bongtae; Jung, Yoongho; Park, Jungho

    2016-03-01

    We propose autocorrelation-based time synchronous averaging (ATSA) to cope with the challenges associated with the current practice of time synchronous averaging (TSA) for planet gears in planetary gearboxes of wind turbine (WT). An autocorrelation function that represents physical interactions between the ring, sun, and planet gears in the gearbox is utilized to define the optimal shape and range of the window function for TSA using actual kinetic responses. The proposed ATSA offers two distinctive features: (1) data-efficient TSA processing and (2) prevention of signal distortion during the TSA process. It is thus expected that an order analysis with the ATSA signals significantly improves the efficiency and accuracy in fault diagnostics of planet gears in planetary gearboxes. Two case studies are presented to demonstrate the effectiveness of the proposed method: an analytical signal from a simulation and a signal measured from a 2 kW WT testbed. It can be concluded from the results that the proposed method outperforms conventional TSA methods in condition monitoring of the planetary gearbox when the amount of available stationary data is limited.

  5. Spatial Autocorrelation Analysis on Regional Economic Disparity of Northeast Economic Region in China

    Institute of Scientific and Technical Information of China (English)

    Li Fei; Zhou Chenghu

    2009-01-01

    Popular regional inequality indexes such as variation coefficient and Gini coefficient can only reveal overall inequal-it),, and have limited ability in revealing spatial dependence or spatial agglomeration.Recently some methods of exploratory spatial data analysis such as spatial autocorrelation have provid-ed effective tools to analyze spatial agglomeration and cluster, which can reveal the pattern of regional inequality.This article attempts to use spatial autocorrelation at county level to get refined spatial pattern of regional disparity in Chinese northeast economic region over 2000-2006 (2001 absent).The result in-dicates that the basic trend of regional economy is an increasing concentration of growth among counties in northeast economic region, and there are two geographical clusters of poorer coun-ties including the counties in western Liaoning Province and adjacent counties in Inner Mongolia, poorer counties of Heihe, Qiqihar and Suihua in Heilongjiang Province.This article also reveals that we can use the methods of exploratory spatial data analysis as the supplementary analysis methods in regional eco-nomic analysis.

  6. Spatial autocorrelation among automated geocoding errors and its effects on testing for disease clustering.

    Science.gov (United States)

    Zimmerman, Dale L; Li, Jie; Fang, Xiangming

    2010-04-30

    Automated geocoding of patient addresses is an important data assimilation component of many spatial epidemiologic studies. Inevitably, the geocoding process results in positional errors. Positional errors incurred by automated geocoding tend to reduce the power of tests for disease clustering and otherwise affect spatial analytic methods. However, there are reasons to believe that the errors may often be positively spatially correlated and that this may mitigate their deleterious effects on spatial analyses. In this article, we demonstrate explicitly that the positional errors associated with automated geocoding of a data set of more than 6000 addresses in Carroll County, Iowa are spatially autocorrelated. Furthermore, through two simulation studies of disease processes, including one in which the disease process is overlain upon the Carroll County addresses, we show that spatial autocorrelation among geocoding errors maintains the power of two tests for disease clustering at a level higher than that which would occur if the errors were independent. Implications of these results for cluster detection, privacy protection, and measurement error modeling of geographic health data are discussed.

  7. Implementation of an Autocorrelation Pitch Detector in Application to Query by Humming

    Institute of Scientific and Technical Information of China (English)

    SHE Kun; CHEN Shu-zhen

    2005-01-01

    A pitch detector for application in query by humming (QBH) is implemented in this paper. This algorithm is made up of two parts: note segmentation and pitch detection. In the first part, voiced/silence decision is made on each segment of the input signal by a pattern recognition approach, and further, the preparatory note borders are obtained; then, via analysis of the instantaneous energy contour, the adjacent notes that adhere to each other are separated. In the second part, pitch is estimated for all frames contained in a note's duration by an autocorrelation method and the mean of these pitch values is taken as the average pitch of this note. Moreover, in order to remove the effect of formant structure, a nonlinear preprocessing is adopted in the pitch detection part and the autocorrelation function is properly weighted before peak picking. Finally, hummings of several experimenters with different voice characters are recorded to test this pitch detector, whose efficiency and reliability are proved by the result.

  8. The impact of Weibull data and autocorrelation on the performance of the Shewhart and exponentially weighted moving average control charts

    Directory of Open Access Journals (Sweden)

    Gary Black

    2011-01-01

    Full Text Available Many real-world processes generate autocorrelated and/or Weibull data. In such cases, the independence and/or normality assumptions underlying the Shewhart and EWMA control charts are invalid. Although data transformations exist, such tools would not normally be understood or employed by naive practitioners. Thus, the question arises, “What are the effects on robustness whenever these charts are used in such applications?” Consequently, this paper examines and compares the performance of these two control charts when the problem (the model is subjected to autocorrelated and/or Weibull data. A variety of conditions are investigated related to the magnitudes of various parameters related to the process shift, the autocorrelation coefficient and the Weibull shape parameter. Results indicate that the EWMA chart outperforms the Shewhart in 62% of the cases, particularly those cases with low to moderate autocorrelation effects. The Shewhart chart outperforms the EWMA chart in 35% of the cases, particularly those cases with high autocorrelation and zero or high process shift effects.

  9. Performance of signal-to-noise ratio estimation for scanning electron microscope using autocorrelation Levinson-Durbin recursion model.

    Science.gov (United States)

    Sim, K S; Lim, M S; Yeap, Z X

    2016-07-01

    A new technique to quantify signal-to-noise ratio (SNR) value of the scanning electron microscope (SEM) images is proposed. This technique is known as autocorrelation Levinson-Durbin recursion (ACLDR) model. To test the performance of this technique, the SEM image is corrupted with noise. The autocorrelation function of the original image and the noisy image are formed. The signal spectrum based on the autocorrelation function of image is formed. ACLDR is then used as an SNR estimator to quantify the signal spectrum of noisy image. The SNR values of the original image and the quantified image are calculated. The ACLDR is then compared with the three existing techniques, which are nearest neighbourhood, first-order linear interpolation and nearest neighbourhood combined with first-order linear interpolation. It is shown that ACLDR model is able to achieve higher accuracy in SNR estimation.

  10. The autocorrelation of speckles in deep Fresnel diffraction region and characterizations of random self-affine fractal surfaces

    Institute of Scientific and Technical Information of China (English)

    Teng Shu-Yun; Cheng Chuan-Fu; Liu Man; Gui Wei-Ling; Xu Zhi-Zhan

    2005-01-01

    This paper studies the correlation properties of the speckles in the deep Fresnel diffraction region produced by the scattering of rough self-affine fractal surfaces. The autocorrelation function of the speckle intensities is formulated by the combination of the light scattering theory of Kirchhoff approximation and the principles of speckle statistics. We propose a method for extracting the three surface parameters, i.e. the roughness w, the lateral correlation length ξ and the roughness exponent α, from the autocorrelation functions of speckles. This method is verified by simulating the speckle intensities and calculating the speckle autocorrelation function. We also find the phenomenon that for rough surfaces with α = 1, the structure of the speckles resembles that of the surface heights, which results from the effect of the peak and the valley parts of the surface, acting as micro-lenses converging and diverging the light waves.

  11. TEMPORAL CHARACTERIZATION OF LASER PULSES FROM JIGUANG-I LASER FACILITY WITH A COMPACT DUAL FUNCTION AUTOCORRELATOR

    Institute of Scientific and Technical Information of China (English)

    夏江帆; 魏志义; 邱阳; 吕铁铮; 腾浩; 王兆华; 张杰

    2001-01-01

    An optical pulse autocorrelator for rapid and slow scanning is described in this paper. Using an audio loudspeaker on one arm, an interferometric rapid-scanning signal of the output from a high-repetition laser oscillator is obtained.However, by adjusting the positions of the mirrors and using a step-motor on another arm, the intensity autocorrelation function of the output from a low-repetition laser amplifier can be easily measured. Using all-reflecting optics and an adequate nonlinear crystal, the whole instrument is very compact and has been used to measure sub-20 fs light pulses in both configurations with excellent agreement. In the slow-scanning configuration, a pulse train as long as 500ps has been determined. Using this autocorrelator, the home-made JIGUANG-I CPA laser facility was characterized for its pulse duration evolution.

  12. Investigations of Passive Seismic Body-Wave Interferometry Using Noise Auto-correlations for Crustal and Upper Mantle Structure

    Science.gov (United States)

    Oren, C.; Nowack, R. L.

    2015-12-01

    It is known that the positive lags of the auto-correlation for the seismic transmission response of a layered medium correspond to the reflection seismogram (Claerbout, 1968). In this study, we investigate the use of ambient seismic noise recorded at selected broadband USArray EarthScope Transportable Array (TA) stations to obtain effective reflection seismograms for frequencies up to 1 Hz. The goal is to determine the most suitable parameters used for the processing of ambient seismic noise for the identification of crustal and upper mantle reflections and to minimize unwanted artifacts in the noise correlations. In order to best retrieve the body-wave components of the Green's function beneath a station, a number of processing steps are required. We first remove the instrument response and apply a temporal normalization to remove the effects of the most energetic sources. Next we implement spectral whitening. We test several operators for the spectral whitening where the undulations of the power spectrum are related to the strengths of later arrivals in the auto-correlation. Different filters are then applied to the auto-correlation functions, including Gaussian and zero phase Butterworth filters, in order to reduce the effect of side lobes. Hourly auto-correlations are then stacked for up to one year. On the final stack, Automatic Gain Control (AGC) is applied to equalize the correlation amplitudes in the time domain. The robustness of the resulting ambient noise auto-correlation is first tested on selected TA stations in Nevada, where we are able to identify PmP and SmS arrivals similar to those found by Tibuleac and von Seggern (2012). We then investigate noise auto-correlations applied to selected USArray TA stations in the central US.

  13. The autocorrelated noise filtering problem: the ISMC filter in a specific case of distance measuring

    CERN Document Server

    Prattico, Flavio

    2013-01-01

    In a previous paper we were working on a electronic travel aid for blind people based on infrared sensors. The signals coming from them are affected by a great noise that also with the use of low pass filter cannot be clean well. Motivated by the improvement of the system, in this paper we show a novelty way to filter autocorrelated noise based on a probabilistic description of the process. We apply an indexed semi-Markov model in order to filter the signal coming from the infrared sensor. We conduce first of all a data analysis on the noise in order to understand well its form. We give the general formulation of the new ISMC filter and at last we compare the results with a particular kind of Kalman filter for the specific stochastic application.

  14. Lagrangian velocity auto-correlations in statistically-steady rotating turbulence

    CERN Document Server

    Del Castello, Lorenzo

    2013-01-01

    Lagrangian statistics of passive tracers in rotating turbulence is investigated by Particle Tracking Velocimetry. A confined and steadily-forced turbulent flow is subjected to five different rotation rates. The PDFs of the velocity components clearly reveal the anisotropy induced by background rotation. Although the statistical properties of the horizontal turbulent flow field are approximately isotropic, in agreement with previously reported results by van Bokhoven and coworkers [Phys. Fluids 21, 096601 (2009)], the velocity component parallel to the (vertical) rotation axis gets strongly reduced (compared to the horizontal ones) while the rotation is increased. The auto-correlation coefficients of all three components are progressively enhanced for increasing rotation rates, although the vertical one shows a tendency to decrease for slow rotation rates. The decorrelation is approximately exponential. Lagrangian data compare favourably with previously reported Eulerian data for horizontal velocity components...

  15. Search for neutrino point sources with an all-sky autocorrelation analysis in IceCube

    Energy Technology Data Exchange (ETDEWEB)

    Turcati, Andrea; Bernhard, Anna; Coenders, Stefan [TU, Munich (Germany); Collaboration: IceCube-Collaboration

    2016-07-01

    The IceCube Neutrino Observatory is a cubic kilometre scale neutrino telescope located in the Antarctic ice. Its full-sky field of view gives unique opportunities to study the neutrino emission from the Galactic and extragalactic sky. Recently, IceCube found the first signal of astrophysical neutrinos with energies up to the PeV scale, but the origin of these particles still remains unresolved. Given the observed flux, the absence of observations of bright point-sources is explainable with the presence of numerous weak sources. This scenario can be tested using autocorrelation methods. We present here the sensitivities and discovery potentials of a two-point angular correlation analysis performed on seven years of IceCube data, taken between 2008 and 2015. The test is applied on the northern and southern skies separately, using the neutrino energy information to improve the effectiveness of the method.

  16. Geary autocorrelation and DCCA coefficient: Application to predict apoptosis protein subcellular localization via PSSM

    Science.gov (United States)

    Liang, Yunyun; Liu, Sanyang; Zhang, Shengli

    2017-02-01

    Apoptosis is a fundamental process controlling normal tissue homeostasis by regulating a balance between cell proliferation and death. Predicting subcellular location of apoptosis proteins is very helpful for understanding its mechanism of programmed cell death. Prediction of apoptosis protein subcellular location is still a challenging and complicated task, and existing methods mainly based on protein primary sequences. In this paper, we propose a new position-specific scoring matrix (PSSM)-based model by using Geary autocorrelation function and detrended cross-correlation coefficient (DCCA coefficient). Then a 270-dimensional (270D) feature vector is constructed on three widely used datasets: ZD98, ZW225 and CL317, and support vector machine is adopted as classifier. The overall prediction accuracies are significantly improved by rigorous jackknife test. The results show that our model offers a reliable and effective PSSM-based tool for prediction of apoptosis protein subcellular localization.

  17. Processing of pulse oximeter signals using adaptive filtering and autocorrelation to isolate perfusion and oxygenation components

    Science.gov (United States)

    Ibey, Bennett; Subramanian, Hariharan; Ericson, Nance; Xu, Weijian; Wilson, Mark; Cote, Gerard L.

    2005-03-01

    A blood perfusion and oxygenation sensor has been developed for in situ monitoring of transplanted organs. In processing in situ data, motion artifacts due to increased perfusion can create invalid oxygenation saturation values. In order to remove the unwanted artifacts from the pulsatile signal, adaptive filtering was employed using a third wavelength source centered at 810nm as a reference signal. The 810 nm source resides approximately at the isosbestic point in the hemoglobin absorption curve where the absorbance of light is nearly equal for oxygenated and deoxygenated hemoglobin. Using an autocorrelation based algorithm oxygenation saturation values can be obtained without the need for large sampling data sets allowing for near real-time processing. This technique has been shown to be more reliable than traditional techniques and proven to adequately improve the measurement of oxygenation values in varying perfusion states.

  18. Estimating the Persistence and the Autocorrelation Function of a Time Series that is Measured with Error

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard; Lunde, Asger

    An economic time series can often be viewed as a noisy proxy for an underlying economic variable. Measurement errors will influence the dynamic properties of the observed process and may conceal the persistence of the underlying time series. In this paper we develop instrumental variable (IV......) methods for extracting information about the latent process. Our framework can be used to estimate the autocorrelation function of the latent volatility process and a key persistence parameter. Our analysis is motivated by the recent literature on realized (volatility) measures, such as the realized...... variance, that are imperfect estimates of actual volatility. In an empirical analysis using realized measures for the DJIA stocks we find the underlying volatility to be near unit root in all cases. Although standard unit root tests are asymptotically justified, we find them to be misleading in our...

  19. Estimating the Persistence and the Autocorrelation Function of a Time Series that is Measured with Error

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard; Lunde, Asger

    2014-01-01

    An economic time series can often be viewed as a noisy proxy for an underlying economic variable. Measurement errors will influence the dynamic properties of the observed process and may conceal the persistence of the underlying time series. In this paper we develop instrumental variable (IV......) methods for extracting information about the latent process. Our framework can be used to estimate the autocorrelation function of the latent volatility process and a key persistence parameter. Our analysis is motivated by the recent literature on realized volatility measures that are imperfect estimates...... of actual volatility. In an empirical analysis using realized measures for the Dow Jones industrial average stocks, we find the underlying volatility to be near unit root in all cases. Although standard unit root tests are asymptotically justified, we find them to be misleading in our application despite...

  20. Simple autocorrelator for ultraviolet pulse-width measurements based on the nonlinear photoelectric effect.

    Science.gov (United States)

    Takagi, Y

    1994-09-20

    An optical pulse-width measurement in the ultraviolet spectral region has been performed in a simple manner by introducing into the second-order autocorrelator a nonlinear response of the optical detector based on the two-photon photoelectric effect. The pulse widths of the third, fourth, and fifth harmonics of a mode-locked Nd:YAG laser were measured by the use of a photomultiplier with a cesium iodide photocathode with a minimum required pulse energy of 10 nJ and a power density of 10 kW/cm(2). The effect of transient interband optical excitation with different photon energies on the intensity correlation profile was also studied for the case of a copper iodide photocathode, and the result provides a background-free intensity correlation in a part of the ultraviolet spectral region.

  1. Kernel principal component and maximum autocorrelation factor analyses for change detection

    DEFF Research Database (Denmark)

    Nielsen, Allan Aasbjerg; Canty, Morton John

    2009-01-01

    in Nevada acquired on successive passes of the Landsat-5 satellite in August-September 1991. The six-band images (the thermal band is omitted) with 1,000 by 1,000 28.5 m pixels were first processed with the iteratively re-weighted MAD (IR-MAD) algorithm in order to discriminate change. Then the MAD image......Principal component analysis (PCA) has often been used to detect change over time in remotely sensed images. A commonly used technique consists of finding the projections along the eigenvectors for data consisting of pair-wise (perhaps generalized) differences between corresponding spectral bands...... covering the same geographical region acquired at two different time points. In this paper kernel versions of the principal component and maximum autocorrelation factor (MAF) transformations are used to carry out the analysis. An example is based on bi-temporal Landsat-5 TM imagery over irrigation fields...

  2. Long-Time Autocorrelation Function of ECG Signal for Healthy versus Diseased Human Heart

    Science.gov (United States)

    Kulessa, B.; Srokowski, T.; Drozdz, S.

    2003-01-01

    Long-time ECG time series for healthy subjects and diseased patients are analysed. In the first case, the power spectrum has the 1/f shape in a broad frequency range. However, its behaviour for very low and very high frequency is different and the entire spectrum is integrable. For patients with post-ictal heart rate oscillation in partial epilepsy the 1/f noise is not present. We determine the power spectrum by evaluating the Fourier transform of the signal in both cases and calculate the signal autocorrelation function. It falls with time faster for diseased patients then for healthy people. The presented method can serve as a diagnostic tool of some heart diseases.

  3. Extension of the spatial autocorrelation (SPAC) method to mixed-component correlations of surface waves

    Science.gov (United States)

    Haney, Matthew M.; Mikesell, T. Dylan; van Wijk, Kasper; Nakahara, Hisashi

    2012-01-01

    Using ambient seismic noise for imaging subsurface structure dates back to the development of the spatial autocorrelation (SPAC) method in the 1950s. We present a theoretical analysis of the SPAC method for multicomponent recordings of surface waves to determine the complete 3 × 3 matrix of correlations between all pairs of three-component motions, called the correlation matrix. In the case of isotropic incidence, when either Rayleigh or Love waves arrive from all directions with equal power, the only non-zero off-diagonal terms in the matrix are the vertical–radial (ZR) and radial–vertical (RZ) correlations in the presence of Rayleigh waves. Such combinations were not considered in the development of the SPAC method. The method originally addressed the vertical–vertical (ZZ), RR and TT correlations, hence the name spatial autocorrelation. The theoretical expressions we derive for the ZR and RZ correlations offer additional ways to measure Rayleigh wave dispersion within the SPAC framework. Expanding on the results for isotropic incidence, we derive the complete correlation matrix in the case of generally anisotropic incidence. We show that the ZR and RZ correlations have advantageous properties in the presence of an out-of-plane directional wavefield compared to ZZ and RR correlations. We apply the results for mixed-component correlations to a data set from Akutan Volcano, Alaska and find consistent estimates of Rayleigh wave phase velocity from ZR compared to ZZ correlations. This work together with the recently discovered connections between the SPAC method and time-domain correlations of ambient noise provide further insights into the retrieval of surface wave Green’s functions from seismic noise.

  4. Spatial autocorrelation in predictors reduces the impact of positional uncertainty in occurrence data on species distribution modelling

    NARCIS (Netherlands)

    Naimi, B.; Skidmore, A.K.; Groen, T.A.; Hamm, N.A.S.

    2011-01-01

    Aim To investigate the impact of positional uncertainty in species occurrences on the predictions of seven commonly used species distribution models (SDMs), and explore its interaction with spatial autocorrelation in predictors. Methods A series of artificial datasets covering 155 scenarios includin

  5. Ultrasound modulated light blood flow measurement using intensity autocorrelation function: a Monte-Carlo simulation

    Science.gov (United States)

    Tsalach, A.; Metzger, Y.; Breskin, I.; Zeitak, R.; Shechter, R.

    2014-03-01

    Development of techniques for continuous measurement of regional blood flow, and in particular cerebral blood flow (CBF), is essential for monitoring critical care patients. Recently, a novel technique, based on ultrasound modulation of light was developed for non-invasive, continuous CBF monitoring (termed ultrasound-tagged light (UTL or UT-NIRS)), and shown to correlate with readings of 133 Xe SPECT1 and laser Doppler2. Coherent light is introduced into the tissue concurrently with an Ultrasound (US) field. Displacement of scattering centers within the sampled volume induced by Brownian motion, blood flow and the US field affects the photons' temporal correlation. Hence, the temporal fluctuations of the obtained speckle pattern provide dynamic information about the blood flow. We developed a comprehensive simulation, combining the effects of Brownian motion, US and flow on the obtained speckle pattern. Photons trajectories within the tissue are generated using a Monte-Carlo based model. Then, the temporal changes in the optical path due to displacement of scattering centers are determined, and the corresponding interference pattern over time is derived. Finally, the light intensity autocorrelation function of a single speckle is calculated, from which the tissue decorrelation time is determined. The simulation's results are compared with in-vitro experiments, using a digital correlator, demonstrating decorrelation time prediction within the 95% confidence interval. This model may assist in the development of optical based methods for blood flow measurements and particularly, in methods using the acousto-optic effect.

  6. Autocorrelation structure at rest predicts value correlates of single neurons during reward-guided choice

    Science.gov (United States)

    Cavanagh, Sean E; Wallis, Joni D; Kennerley, Steven W; Hunt, Laurence T

    2016-01-01

    Correlates of value are routinely observed in the prefrontal cortex (PFC) during reward-guided decision making. In previous work (Hunt et al., 2015), we argued that PFC correlates of chosen value are a consequence of varying rates of a dynamical evidence accumulation process. Yet within PFC, there is substantial variability in chosen value correlates across individual neurons. Here we show that this variability is explained by neurons having different temporal receptive fields of integration, indexed by examining neuronal spike rate autocorrelation structure whilst at rest. We find that neurons with protracted resting temporal receptive fields exhibit stronger chosen value correlates during choice. Within orbitofrontal cortex, these neurons also sustain coding of chosen value from choice through the delivery of reward, providing a potential neural mechanism for maintaining predictions and updating stored values during learning. These findings reveal that within PFC, variability in temporal specialisation across neurons predicts involvement in specific decision-making computations. DOI: http://dx.doi.org/10.7554/eLife.18937.001 PMID:27705742

  7. Single-shot electron bunch length measurements using a spatial electro-optical autocorrelation interferometer.

    Science.gov (United States)

    Sütterlin, Daniel; Erni, Daniel; Schlott, Volker; Sigg, Hans; Jäckel, Heinz; Murk, Axel

    2010-10-01

    A spatial, electro-optical autocorrelation (EOA) interferometer using the vertically polarized lobes of coherent transition radiation (CTR) has been developed as a single-shot electron bunch length monitor at an optical beam port downstream the 100 MeV preinjector LINAC of the Swiss Light Source. This EOA monitor combines the advantages of step-scan interferometers (high temporal resolution) [D. Mihalcea et al., Phys. Rev. ST Accel. Beams 9, 082801 (2006) and T. Takahashi and K. Takami, Infrared Phys. Technol. 51, 363 (2008)] and terahertz-gating technologies [U. Schmidhammer et al., Appl. Phys. B: Lasers Opt. 94, 95 (2009) and B. Steffen et al., Phys. Rev. ST Accel. Beams 12, 032802 (2009)] (fast response), providing the possibility to tune the accelerator with an online bunch length diagnostics. While a proof of principle of the spatial interferometer was achieved by step-scan measurements with far-infrared detectors, the single-shot capability of the monitor has been demonstrated by electro-optical correlation of the spatial CTR interference pattern with fairly long (500 ps) neodymium-doped yttrium aluminum garnet (Nd:YAG) laser pulses in a ZnTe crystal. In single-shot operation, variations of the bunch length between 1.5 and 4 ps due to different phase settings of the LINAC bunching cavities have been measured with subpicosecond time resolution.

  8. SPEECH ENHANCEMENT BASED ON DYNAMIC NOISE ESTIMATION WITHIN AUTO-CORRELATION DOMAIN

    Institute of Scientific and Technical Information of China (English)

    吴亚栋; 吴旭辉

    2002-01-01

    Most noise suppression algorithms of single channel use the mean of noisy segments to estimate the characteristics of noise spectrum, ignoring the estimation of noise in speech segments. Therefore, when the energy level of noise varies with the time, the performance of removing noise will be degraded. To solve this problem, a speech enhancement approach based on dynamic noise estimation within correlation domain was proposed. This method exploits the characteristics that noise energy mainly concentrates on 0 th-order correlation coefficients, signal is auto-correlated but signal and noise, noise and noise are uncorrelated, then estimates and decomposes the noise, thus helps to solve the above-mentioned problem. The results of recognition experiments on speech signals of 15 Chinese cities' names corrupted by noise of exhibition hall shows, this approach is better than SS (Spectral Subtraction) method, adapts better to the variances of energy levels of speech signal corrupted by noise, has some practicability to improve the robustness of recognition systems under noisy environment.

  9. Seismic Spatial Autocorrelation as a Technique to Track Changes in the Permafrost Active Layer

    Science.gov (United States)

    Abbott, R. E.

    2013-12-01

    We present preliminary results from an effort to continuously track freezing and thawing of the permafrost active layer using a small-aperture seismic array. The 7-element array of three-component posthole seismometers is installed on permafrost at Poker Flat Research Range, near Fairbanks, Alaska. The array is configured in two three-station circles with 75 and 25 meter radii that share a common center station. This configuration is designed to resolve omnidirectional, high-frequency seismic microtremor (i.e. ambient noise). Microtremor is continuously monitored and the data are processed using the spatial autocorrelation (SPAC) method. The resulting SPAC coefficients are then inverted for shear-wave velocity structure versus depth. Thawed active-layer soils have a much slower seismic velocity than frozen soils, allowing us to track the depth and intensity of thawing. Persistent monitoring on a permanent array would allow for a way to investigate year-to-year changes without costly site visits. Results from the seismic array will compared to, and correlated with, other measurement techniques, such as physical probing and remote sensing methods. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

  10. Analytical and Numerical Characterization of Autocorrelation and Perturbation-Correlation Moving-Window Methods.

    Science.gov (United States)

    Lee, Young Jong

    2017-01-01

    Moving-window (MW) approaches to two-dimensional correlation spectroscopy (2D-COS) make it possible to characterize spectral changes occurring in a narrow range of perturbation variable (e.g., time, temperature, and concentration). Despite the wide range of application, the physical meanings of MW correlation intensities have been only qualitatively associated with the direction and curvature of spectral intensity change with regard to a perturbation variable. Here are full and simplified analytical expressions of autocorrelation moving-window (ACMW) and synchronous and asynchronous perturbation-correlation moving-window ( s-PCMW and as-PCMW) intensities. When the window is set sufficiently narrower than the bandwidth of spectral change, the square root of ACMW intensity and s-PCMW intensity becomes proportional to the first order derivative, and as-PCMW intensity becomes proportional to the negative of the second order derivative. This paper demonstrates that both ACMW and PCMW profiles can be significantly altered by non-uniform perturbation spacing. It is also found that intensity noise can cause ACMW to display a false offset drift. This analytical and numerical characterization of the two MW correlation intensities elucidates their physical meanings and ascertains the analysis conditions for reliable interpretation.

  11. Detecting Anomaly Regions in Satellite Image Time Series Based on Sesaonal Autocorrelation Analysis

    Science.gov (United States)

    Zhou, Z.-G.; Tang, P.; Zhou, M.

    2016-06-01

    Anomaly regions in satellite images can reflect unexpected changes of land cover caused by flood, fire, landslide, etc. Detecting anomaly regions in satellite image time series is important for studying the dynamic processes of land cover changes as well as for disaster monitoring. Although several methods have been developed to detect land cover changes using satellite image time series, they are generally designed for detecting inter-annual or abrupt land cover changes, but are not focusing on detecting spatial-temporal changes in continuous images. In order to identify spatial-temporal dynamic processes of unexpected changes of land cover, this study proposes a method for detecting anomaly regions in each image of satellite image time series based on seasonal autocorrelation analysis. The method was validated with a case study to detect spatial-temporal processes of a severe flooding using Terra/MODIS image time series. Experiments demonstrated the advantages of the method that (1) it can effectively detect anomaly regions in each of satellite image time series, showing spatial-temporal varying process of anomaly regions, (2) it is flexible to meet some requirement (e.g., z-value or significance level) of detection accuracies with overall accuracy being up to 89% and precision above than 90%, and (3) it does not need time series smoothing and can detect anomaly regions in noisy satellite images with a high reliability.

  12. DETECTING ANOMALY REGIONS IN SATELLITE IMAGE TIME SERIES BASED ON SESAONAL AUTOCORRELATION ANALYSIS

    Directory of Open Access Journals (Sweden)

    Z.-G. Zhou

    2016-06-01

    Full Text Available Anomaly regions in satellite images can reflect unexpected changes of land cover caused by flood, fire, landslide, etc. Detecting anomaly regions in satellite image time series is important for studying the dynamic processes of land cover changes as well as for disaster monitoring. Although several methods have been developed to detect land cover changes using satellite image time series, they are generally designed for detecting inter-annual or abrupt land cover changes, but are not focusing on detecting spatial-temporal changes in continuous images. In order to identify spatial-temporal dynamic processes of unexpected changes of land cover, this study proposes a method for detecting anomaly regions in each image of satellite image time series based on seasonal autocorrelation analysis. The method was validated with a case study to detect spatial-temporal processes of a severe flooding using Terra/MODIS image time series. Experiments demonstrated the advantages of the method that (1 it can effectively detect anomaly regions in each of satellite image time series, showing spatial-temporal varying process of anomaly regions, (2 it is flexible to meet some requirement (e.g., z-value or significance level of detection accuracies with overall accuracy being up to 89% and precision above than 90%, and (3 it does not need time series smoothing and can detect anomaly regions in noisy satellite images with a high reliability.

  13. High-Responsivity Graphene-Boron Nitride Photodetector and Autocorrelator in a Silicon Photonic Integrated Circuit.

    Science.gov (United States)

    Shiue, Ren-Jye; Gao, Yuanda; Wang, Yifei; Peng, Cheng; Robertson, Alexander D; Efetov, Dmitri K; Assefa, Solomon; Koppens, Frank H L; Hone, James; Englund, Dirk

    2015-11-11

    Graphene and other two-dimensional (2D) materials have emerged as promising materials for broadband and ultrafast photodetection and optical modulation. These optoelectronic capabilities can augment complementary metal-oxide-semiconductor (CMOS) devices for high-speed and low-power optical interconnects. Here, we demonstrate an on-chip ultrafast photodetector based on a two-dimensional heterostructure consisting of high-quality graphene encapsulated in hexagonal boron nitride. Coupled to the optical mode of a silicon waveguide, this 2D heterostructure-based photodetector exhibits a maximum responsivity of 0.36 A/W and high-speed operation with a 3 dB cutoff at 42 GHz. From photocurrent measurements as a function of the top-gate and source-drain voltages, we conclude that the photoresponse is consistent with hot electron mediated effects. At moderate peak powers above 50 mW, we observe a saturating photocurrent consistent with the mechanisms of electron-phonon supercollision cooling. This nonlinear photoresponse enables optical on-chip autocorrelation measurements with picosecond-scale timing resolution and exceptionally low peak powers.

  14. Simultaneous measurement of particle velocity and size based on gray difference and autocorrelation

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    The gray of two images of a same particle taken by a digital camera with different exposure times is different too. Based on the gray difference of particle images in a double-exposed photo and autocorrelation processing of digital images,this paper proposes a method for measuring particle velocities and sizes simultaneously. This paper also introduces the theoretical foundation of this method,the process of particle imaging and image processing,and the simultaneous measurement of velocity and size of a low speed flow field with 35 μm and 75 μm standard particles. The graphical measurement results can really reflect the flow characteristics of the flow field. In addition,although the measured velocity and size histograms of these two kinds of standard particles are slightly wider than the theoretical ones,they are all still similar to the normal distribution,and the peak velocities and diameters of the histograms are consistent with the default values. Therefore,this measurement method is capable of providing moderate measurement accuracy,and it can be further developed for high-speed flow field measurements.

  15. Numerical Toy-Model Calculation of the Nucleon Spin Autocorrelation Function in a Supernova Core

    CERN Document Server

    Raffelt, G G; Raffelt, Georg; Sigl, Guenter

    1999-01-01

    We develop a simple model for the evolution of a nucleon spin in a hot and dense nuclear medium. A given nucleon is limited to one-dimensional motion in a distribution of external, spin-dependent scattering potentials. We calculate the nucleon spin autocorrelation function numerically for a variety of potential densities and distributions which are meant to bracket realistic conditions in a supernova core. For all plausible configurations the width of the spin-density structure function is found to be less than the temperature. This is in contrast with a naive perturbative calculation based on the one-pion exchange potential which overestimates the width and thus suggests a large suppression of the neutrino opacities by nucleon spin fluctuations. Our results suggest that it may be justified to neglect the collisional broadening of the spin-density structure function for the purpose of estimating the neutrino opacities in the deep inner core of a supernova. On the other hand, we find no indication that process...

  16. CUSUM chart to monitor autocorrelated counts using Negative Binomial GARMA model.

    Science.gov (United States)

    Albarracin, Orlando Yesid Esparza; Alencar, Airlane Pereira; Lee Ho, Linda

    2017-01-01

    Cumulative sum control charts have been used for health surveillance due to its efficiency to detect soon small shifts in the monitored series. However, these charts may fail when data are autocorrelated. An alternative procedure is to build a control chart based on the residuals after fitting autoregressive moving average models, but these models usually assume Gaussian distribution for the residuals. In practical health surveillance, count series can be modeled by Poisson or Negative Binomial regression, this last to control overdispersion. To include serial correlations, generalized autoregressive moving average models are proposed. The main contribution of the current article is to measure the impact, in terms of average run length on the performance of cumulative sum charts when the serial correlation is neglected in the regression model. Different statistics based on transformations, the deviance residual, and the likelihood ratio are used to build cumulative sum control charts to monitor counts with time varying means, including trend and seasonal effects. The monitoring of the weekly number of hospital admissions due to respiratory diseases for people aged over 65 years in the city São Paulo-Brazil is considered as an illustration of the current method.

  17. A binary sequence of period 60 with better autocorrelation properties than the Barker sequence of period 13

    Science.gov (United States)

    Watkins, J.; Loftsson, J.; Tyler, S.

    1985-01-01

    A binary sequence of period 60 has been discovered which in some respects has better autocorrelation properties than the Barker sequence of period 13. When both sequences are processed using appropriate sidelobe-eliminating mismatched filters, the Barker sequence's main lobe is reduced by a factor of 1.040 or 0.17 dB, while the new sequence's main lobe is reduced by a factor of only 1.035 or 0.15 dB. This sequence is the first counterexample known to the authors of the hypothesis that the autocorrelation properties of all sequences of periods greater than 13 are inferior to those of the Barker period-13 sequences. Sequences of this type are very useful in radar and deep space communications, especially in situations where there is an adverse signal to noise ratio.

  18. Improving autocorrelation regression for the Hurst parameter estimation of long-range dependent time series based on golden section search

    Science.gov (United States)

    Li, Ming; Zhang, Peidong; Leng, Jianxing

    2016-03-01

    This article presents an improved autocorrelation correlation function (ACF) regression method of estimating the Hurst parameter of a time series with long-range dependence (LRD) by using golden section search (GSS). We shall show that the present method is substantially efficient than the conventional ACF regression method of H estimation. Our research uses fractional Gaussian noise as a data case but the method introduced is applicable to time series with LRD in general.

  19. Identification of cross and autocorrelations in time series within an approach based on Wigner eigenspectrum of random matrices

    CERN Document Server

    Sawa, Michal

    2014-01-01

    We present an original and novel method based on random matrix approach that enables to distinguish the respective role of temporal autocorrelations inside given time series and cross correlations between various time series. The proposed algorithm is based on properties of Wigner eigenspectrum of random matrices instead of commonly used Wishart eigenspectrum methodology. The proposed approach is then qualitatively and quantitatively applied to financial data in stocks building WIG (Warsaw Stock Exchange Index).

  20. The local autocorrelation time near the surface of a system with uniaxial anisotropy in a transverse field

    Science.gov (United States)

    Korneta, W.; Pytel, Z.

    1988-07-01

    A three-dimensional semi-infinite system with strong uniaxial anisotropy ina transverse field is considered. The behaviour of the local autocorrelation time for the component of the order parameter in the direction parallel to the easy axis near the second-order phase transition for this component induced by the transverse field is given. The effect of the surface on this behaviour is discussed. The Landau approximation is used.

  1. Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates

    OpenAIRE

    Yashkir, Olga; Yashkir, Yuriy

    2003-01-01

    Many financial products sensitive to daily rate changes dictate the importance of adequate modelling of short-term rates. Their intrinsic properties are investigated based on historical market data. A new short-term rate model with the non-Gaussian random driver and auto-correlation factors is introduced. Special calibration procedures for the model are presented.Short-term rate stochastic dynamics are investigated in several numerical experiments.

  2. Long-time behavior of the velocity autocorrelation function at low densities and near the critical point of simple fluids.

    Science.gov (United States)

    Dib, R F A; Ould-Kaddour, F; Levesque, D

    2006-07-01

    Numerous theoretical and numerical works have been devoted to the study of the algebraic decrease at large times of the velocity autocorrelation function of particles in a fluid. The derivation of this behavior, the so-called long-time tail, generally based on linearized hydrodynamics, makes no reference to any specific characteristic of the particle interactions. However, in the literature doubts have been expressed about the possibility that by numerical simulations the long-time tail can be observed in the whole fluid phase domain of systems in which the particles interact by soft-core and attractive pair potentials. In this work, extensive and accurate molecular-dynamics simulations establish that the predicted long-time tail of the velocity autocorrelation function exists in a low-density fluid of particles interacting by a soft-repulsive potential and near the liquid-gas critical point of a Lennard-Jones system. These results contribute to the confirmation that the algebraic decay of the velocity autocorrelation function is universal in these fluid systems.

  3. The analysis of trend variations of reference evapotranspiration via eliminating the significance effect of all autocorrelation coefficients

    Science.gov (United States)

    Amirataee, Babak; Montaseri, Majid; Sanikhani, Hadi

    2016-10-01

    Reference evapotranspiration (ET0) is considered a key parameter for evaluating the climatic changes as well as spatial and temporal patterns of parameters influencing the eco-hydrological processes. The analysis of trend variations of this index can be used to determine appropriate strategies in planning and management of water resources. In this paper, the trend variations of monthly and annual ET0 in Urmia Lake basin, located in the northwest of Iran, have been analyzed using data from 14 synoptic stations in the study area. Regarding the significant effect of autocorrelation coefficients with different lags on trend variations of ET0, this paper has resorted to modified Mann-Kendall test via eliminating the significance effect of autocorrelation coefficients with different lags to analyze the trend variations. Furthermore, Theil-Sen estimator has been used to determine the slope of trend line of ET0. The results indicated an increasing trend in ET0 values at all the studied stations. Having used the modified Mann-Kendall test, the values of significant increasing (positive) trend, which were estimated using common Mann-Kendall test, dramatically decreased. As such, the values of only 7 stations have been significant at 95 % level. The results confirmed the need for eliminating the significance effect of autocorrelation coefficients with different lags to determine and evaluate the trend of hydrological variables.

  4. Explaining local-scale species distributions: relative contributions of spatial autocorrelation and landscape heterogeneity for an avian assemblage.

    Science.gov (United States)

    Mattsson, Brady J; Zipkin, Elise F; Gardner, Beth; Blank, Peter J; Sauer, John R; Royle, J Andrew

    2013-01-01

    Understanding interactions between mobile species distributions and landcover characteristics remains an outstanding challenge in ecology. Multiple factors could explain species distributions including endogenous evolutionary traits leading to conspecific clustering and endogenous habitat features that support life history requirements. Birds are a useful taxon for examining hypotheses about the relative importance of these factors among species in a community. We developed a hierarchical Bayes approach to model the relationships between bird species occupancy and local landcover variables accounting for spatial autocorrelation, species similarities, and partial observability. We fit alternative occupancy models to detections of 90 bird species observed during repeat visits to 316 point-counts forming a 400-m grid throughout the Patuxent Wildlife Research Refuge in Maryland, USA. Models with landcover variables performed significantly better than our autologistic and null models, supporting the hypothesis that local landcover heterogeneity is important as an exogenous driver for species distributions. Conspecific clustering alone was a comparatively poor descriptor of local community composition, but there was evidence for spatial autocorrelation in all species. Considerable uncertainty remains whether landcover combined with spatial autocorrelation is most parsimonious for describing bird species distributions at a local scale. Spatial structuring may be weaker at intermediate scales within which dispersal is less frequent, information flows are localized, and landcover types become spatially diversified and therefore exhibit little aggregation. Examining such hypotheses across species assemblages contributes to our understanding of community-level associations with conspecifics and landscape composition.

  5. Explaining local-scale species distributions: relative contributions of spatial autocorrelation and landscape heterogeneity for an avian assemblage.

    Directory of Open Access Journals (Sweden)

    Brady J Mattsson

    Full Text Available Understanding interactions between mobile species distributions and landcover characteristics remains an outstanding challenge in ecology. Multiple factors could explain species distributions including endogenous evolutionary traits leading to conspecific clustering and endogenous habitat features that support life history requirements. Birds are a useful taxon for examining hypotheses about the relative importance of these factors among species in a community. We developed a hierarchical Bayes approach to model the relationships between bird species occupancy and local landcover variables accounting for spatial autocorrelation, species similarities, and partial observability. We fit alternative occupancy models to detections of 90 bird species observed during repeat visits to 316 point-counts forming a 400-m grid throughout the Patuxent Wildlife Research Refuge in Maryland, USA. Models with landcover variables performed significantly better than our autologistic and null models, supporting the hypothesis that local landcover heterogeneity is important as an exogenous driver for species distributions. Conspecific clustering alone was a comparatively poor descriptor of local community composition, but there was evidence for spatial autocorrelation in all species. Considerable uncertainty remains whether landcover combined with spatial autocorrelation is most parsimonious for describing bird species distributions at a local scale. Spatial structuring may be weaker at intermediate scales within which dispersal is less frequent, information flows are localized, and landcover types become spatially diversified and therefore exhibit little aggregation. Examining such hypotheses across species assemblages contributes to our understanding of community-level associations with conspecifics and landscape composition.

  6. Auto-correlation of journal impact factor for consensus research reporting statements: a cohort study

    Directory of Open Access Journals (Sweden)

    Daniel R. Shanahan

    2016-03-01

    . The impact factor of the journal in which a reporting statement was published was shown to influence the number of citations that statement will gather over time. Similarly, the number of article accesses also influenced the number of citations, although to a lesser extent than the impact factor. This demonstrates that citation counts are not purely a reflection of scientific merit and the impact factor is, in fact, auto-correlated.

  7. Auto-correlation of journal impact factor for consensus research reporting statements: a cohort study.

    Science.gov (United States)

    Shanahan, Daniel R

    2016-01-01

    journal in which a reporting statement was published was shown to influence the number of citations that statement will gather over time. Similarly, the number of article accesses also influenced the number of citations, although to a lesser extent than the impact factor. This demonstrates that citation counts are not purely a reflection of scientific merit and the impact factor is, in fact, auto-correlated.

  8. Characterizing tissue microstructure using an ultrasound system-independent spatial autocorrelation function

    Science.gov (United States)

    Dong, Fang

    1999-09-01

    The research described in this dissertation is related to characterization of tissue microstructure using a system- independent spatial autocorrelation function (SAF). The function was determined using a reference phantom method, which employed a well-defined ``point- scatterer'' reference phantom to account for instrumental factors. The SAF's were estimated for several tissue-mimicking (TM) phantoms and fresh dog livers. Both phantom tests and in vitro dog liver measurements showed that the reference phantom method is relatively simple and fairly accurate, providing the bandwidth of the measurement system is sufficient for the size of the scatterer being involved in the scattering process. Implementation of this method in clinical scanner requires that distortions from patient's body wall be properly accounted for. The SAF's were estimated for two phantoms with body-wall-like distortions. The experimental results demonstrated that body wall distortions have little effect if echo data are acquired from a large scattering volume. One interesting application of the SAF is to form a ``scatterer size image''. The scatterer size image may help providing diagnostic tools for those diseases in which the tissue microstructure is different from the normal. Another method, the BSC method, utilizes information contained in the frequency dependence of the backscatter coefficient to estimate the scatterer size. The SAF technique produced accurate scatterer size images of homogeneous TM phantoms and the BSC method was capable of generating accurate size images for heterogeneous phantoms. In the scatterer size image of dog kidneys, the contrast-to-noise-ratio (CNR) between renal cortex and medulla was improved dramatically compared to the gray- scale image. The effect of nonlinear propagation was investigated by using a custom-designed phantom with overlaying TM fat layer. The results showed that the correlation length decreased when the transmitting power increased. The

  9. THE APPLICATION OF BOX-BEHNKEN METHOD TO OPTIMIZE THE DESIGN OF EWMA CHART FOR AUTOCORRELATED PROCESSES

    Directory of Open Access Journals (Sweden)

    Karin Kandananond

    2013-06-01

    Full Text Available This research aims to evaluate the performance of the exponentially weighted moving average (EWMA control chart under the situation that the observations are autocorrelated. Three autoregressive integrated moving average (ARIMA models, AR (1, ARMA (1, 1 and IMA (1, 1, and a step func tion were utilized to characterize the process model. The auto correlated observations were monitored by the exponentially weighted moving average (EWMA chart and the average run length (ARL was used as the performance index. A response surface method, Box- Behnken design, was utilized to carry out the optimal design of the EWMA parameters, λ and L, while the robustness of the control chart was still maintained when there was no shift in the process. The empirical results show that the auto correlation has asignificant effect on the value of the ARL, i.e., the ability to detect a special cause and the occurrence frequency of a false alarm. Another important finding is that, under the autocorrelated situation (both stationary and non-stationary, the control limits of the EWMA chart should be narrowed down to L = 2 for the best performance. On the other hand, the value of λ does not seem to have a significant effect on the ARL except only when the observation follows ARMA (1, 1. Moreover, the results also reveal that the size of a shift will impact the detection sensitivity of the EWMA to a shift only when the process is stationary. According to the study, if the EWMA chart utilized under the autocorrelated environment is appropriately designed, the practitioners on the shop floor will have a state of the art guidelines for achieving the highest possible performance when deploying the EWMA chart.

  10. A single-shot nonlinear autocorrelation approach for time-resolved physics in the vacuum ultraviolet spectral range

    Energy Technology Data Exchange (ETDEWEB)

    Rompotis, Dimitrios

    2016-02-15

    In this work, a single-shot temporal metrology scheme operating in the vacuum-extreme ultraviolet spectral range has been designed and experimentally implemented. Utilizing an anti-collinear geometry, a second-order intensity autocorrelation measurement of a vacuum ultraviolet pulse can be performed by encoding temporal delay information on the beam propagation coordinate. An ion-imaging time-of-flight spectrometer, offering micrometer resolution has been set-up for this purpose. This instrument enables the detection of a magnified image of the spatial distribution of ions exclusively generated by direct two-photon absorption in the combined counter-propagating pulse focus and thus obtain the second-order intensity autocorrelation measurement on a single-shot basis. Additionally, an intense VUV light source based on high-harmonic generation has been experimentally realized. It delivers intense sub-20 fs Ti:Sa fifth-harmonic pulses utilizing a loose-focusing geometry in a long Ar gas cell. The VUV pulses centered at 161.8 nm reach pulse energies of 1.1 μJ per pulse, while the corresponding pulse duration is measured with a second-order, fringe-resolved autocorrelation scheme to be 18 ± 1 fs on average. Non-resonant, two-photon ionization of Kr and Xe and three-photon ionization of Ne verify the fifth-harmonic pulse intensity and indicate the feasibility of multi-photon VUV pump/VUV probe studies of ultrafast atomic and molecular dynamics. Finally, the extended functionally of the counter-propagating pulse metrology approach is demonstrated by a single-shot VUV pump/VUV probe experiment aiming at the investigation of ultrafast dissociation dynamics of O{sub 2} excited in the Schumann-Runge continuum at 162 nm.

  11. Measurement of nonlinear optical refraction of composite material based on sapphire with silver by Kerr-lens autocorrelation method.

    Science.gov (United States)

    Yu, Xiang-xiang; Wang, Yu-hua

    2014-01-13

    Silver nanoparticles synthesized in a synthetic sapphire matrix were fabricated by ion implantation using the metal vapor vacuum arc ion source. The optical absorption spectrum of the Ag: Al2O3 composite material has been measured. The analysis of the supercontinuum spectrum displayed the nonlinear refractive property of this kind of sample. Nonlinear optical refraction index was identified at 800 nm excitation using the Kerr-lens autocorrelation (KLAC) technique. The spectrum showed that the material possessed self-defocusing property (n(2) = -1.1 × 10(-15) cm(2)W). The mechanism of nonlinear refraction has been discussed.

  12. Remarks on the possible universal mechanism of the non-linear long-term autocorrelations in financial time-series

    Science.gov (United States)

    Kutner, Ryszard; Świtała, Filip

    2004-12-01

    The paper consists of two parts: (i) the empirical one where the non-linear, long-term autocorrelations present in high-frequency data extracting from the Warsaw Stock Exchange were analyzed and (ii) theoretical one where predictions of our model (Quantitative Finance 3 (2003) 201; Physica A (2003); Chem. Phys. 284 (2002) 481; Phys. Comm. 147 (2002) 565; Physica A 264 (1999) 84; Physica A 264 (1999) 107; Lecture Notes in Computer Science 2657 (2003) 407; Eur. Phys. J. B 33 (2003) 495) were shown and discussed. This model introduces the possibility that the Weierstrass (hierarchical) random walk can be occasionally intermitted by momentary localizations; the localizations themselves are again described by the Weierstrass process. In other words, this combined walk is a kind of the non-separable, generalized continuous-time random walk formalism. To adapt the model to the description of empirical data recorded at time horizon Δt=1 min, we applied a discretization procedure into the continuous-time series produced by the model. We observed that such a procedure generates the non-linear, long-term autocorrelations even in the Gaussian regime, as turning points of the random walk trajectory are, most often, incommensurable with discretization time-step. These autocorrelations appear to be similar to those observed in the financial time series (Physica A 287 (2000) 396; Physica A 299 (2001) 1; Physica A 299 (2001) 16; Physica A 299 (2001) 28), although single steps of the walker within continuous time are, by definition, uncorrelated. Our approach suggests a surprising origin of the non-linear, long-term autocorrelations alternative to the one proposed very recently (cf. Phys. Rev. E 67 (2003) 021112 and refs. therein) although both approaches involve related variants of the well-known CTRW formalism applied in yet many different branches of knowledge (Phys. Rep. 158 (1987) 263; Phys. Rep. 195 (1990) 127; in: A. Bunde, S. Havlin (Eds.), Fractals in Science, Springer

  13. The Detection of Shifts in Autocorrelated Processes with Moving Range and Exponentially-Weighted Moving Average Charts

    Directory of Open Access Journals (Sweden)

    Karin KANDANANOND

    2010-12-01

    Full Text Available The objective of this research is to select the appropriate control charts for detecting a shift in the autocorrelated observations. The autocorrelated processes were characterized using AR (1 and IMA (1, 1 for stationary and non-stationary processes respectively. A process model was simulated to achieve the response, the average run length (ARL. The empirical analysis was conducted to quantify the impacts of critical factors e.g., AR coefficient (f, MA coefficient (q, types of charts and shift sizes on the ARL. The results showed that the exponentially weighted moving average (EWMA was the most appropriate control chart to monitor AR (1 and IMA (1, 1 processes because of its sensitivity. For non-stationary case, the ARL at positive q was significantly higher than the one at negative q when a shift size was small. If the performance of the statistical process control under stationary and non-stationary disturbances is correctly characterized, practitioners will have guidelines for achieving the highest possible performance potential when deploying SPC.

  14. Automatic Frequency Identification under Sample Loss in Sinusoidal Pulse Width Modulation Signals Using an Iterative Autocorrelation Algorithm

    Directory of Open Access Journals (Sweden)

    Alejandro Said

    2016-08-01

    Full Text Available In this work, we present a simple algorithm to calculate automatically the Fourier spectrum of a Sinusoidal Pulse Width Modulation Signal (SPWM. Modulated voltage signals of this kind are used in industry by speed drives to vary the speed of alternating current motors while maintaining a smooth torque. Nevertheless, the SPWM technique produces undesired harmonics, which yield stator heating and power losses. By monitoring these signals without human interaction, it is possible to identify the harmonic content of SPWM signals in a fast and continuous manner. The algorithm is based in the autocorrelation function, commonly used in radar and voice signal processing. Taking advantage of the symmetry properties of the autocorrelation, the algorithm is capable of estimating half of the period of the fundamental frequency; thus, allowing one to estimate the necessary number of samples to produce an accurate Fourier spectrum. To deal with the loss of samples, i.e., the scan backlog, the algorithm iteratively acquires and trims the discrete sequence of samples until the required number of samples reaches a stable value. The simulation shows that the algorithm is not affected by either the magnitude of the switching pulses or the acquisition noise.

  15. The Effect of Nonzero Autocorrelation Coefficients on the Distributions of Durbin-Watson Test Estimator: Three Autoregressive Models

    Directory of Open Access Journals (Sweden)

    Mei-Yu LEE

    2014-11-01

    Full Text Available This paper investigates the effect of the nonzero autocorrelation coefficients on the sampling distributions of the Durbin-Watson test estimator in three time-series models that have different variance-covariance matrix assumption, separately. We show that the expected values and variances of the Durbin-Watson test estimator are slightly different, but the skewed and kurtosis coefficients are considerably different among three models. The shapes of four coefficients are similar between the Durbin-Watson model and our benchmark model, but are not the same with the autoregressive model cut by one-lagged period. Second, the large sample case shows that the three models have the same expected values, however, the autoregressive model cut by one-lagged period explores different shapes of variance, skewed and kurtosis coefficients from the other two models. This implies that the large samples lead to the same expected values, 2(1 – ρ0, whatever the variance-covariance matrix of the errors is assumed. Finally, comparing with the two sample cases, the shape of each coefficient is almost the same, moreover, the autocorrelation coefficients are negatively related with expected values, are inverted-U related with variances, are cubic related with skewed coefficients, and are U related with kurtosis coefficients.

  16. Autocorrelation measurement of femtosecond laser pulses based on two-photon absorption in GaP photodiode

    Energy Technology Data Exchange (ETDEWEB)

    Chong, E. Z.; Watson, T. F.; Festy, F., E-mail: frederic.festy@kcl.ac.uk [Biomaterials, Biomimetics and Biophotonics Division, King' s College London—Dental Institute, SE1 9RT London (United Kingdom)

    2014-08-11

    Semiconductor materials which exhibit two-photon absorption characteristic within a spectral region of interest can be useful in building an ultra-compact interferometric autocorrelator. In this paper, we report on the evidence of a nonlinear absorption process in GaP photodiodes which was exploited to measure the temporal profile of femtosecond Ti:sapphire laser pulses with a tunable peak wavelength above 680 nm. The two-photon mediated conductivity measurements were performed at an average laser power of less than a few tenths of milliwatts. Its suitability as a single detector in a broadband autocorrelator setup was assessed by investigating the nonlinear spectral sensitivity bandwidth of a GaP photodiode. The highly favourable nonlinear response was found to cover the entire tuning range of our Ti:sapphire laser and can potentially be extended to wavelengths below 680 nm. We also demonstrated the flexibility of GaP in determining the optimum compensation value of the group delay dispersion required to restore the positively chirped pulses inherent in our experimental optical system to the shortest pulse width possible. With the rise in the popularity of nonlinear microscopy, the broad two-photon response of GaP and the simplicity of this technique can provide an alternative way of measuring the excitation laser pulse duration at the focal point of any microscopy systems.

  17. Spatial autocorrelation in the response of soft-bottom marine benthos to gas extraction activities: the case of amphipods in the Ionian Sea.

    Science.gov (United States)

    Fiorentino, Dario; Caruso, Tancredi; Terlizzi, Antonio

    2012-08-01

    The spatial distributions of marine fauna and of pollution are both highly structured, and thus the resulting high levels of autocorrelation may invalidate conclusions based on classical statistical approaches. Here we analyse the close correlation observed between proxies for the disturbance associated with gas extraction activities and amphipod distribution patterns around four hydrocarbon platforms. We quantified the amount of variation independently accounted for by natural environmental variables, proxies for the disturbance caused by platforms, and spatial autocorrelation. This allowed us to demonstrate how each of these three factors significantly affects the community structure of amphipods. Sophisticated statistical techniques are required when taking into account spatial autocorrelation; nevertheless our data demonstrate that this approach not only enables the formulation of robust statistical inferences but also provides a much deeper understanding of the subtle interactions between human disturbance and natural factors affecting the structure of marine invertebrates communities.

  18. Streams of events and performance of queuing systems: The basic anatomy of arrival/departure processes, when the focus is set on autocorrelation

    DEFF Research Database (Denmark)

    Nielsen, Erland Hejn

    2004-01-01

    some arrival processes for some simulation study a thorough preliminary analysis has to be undertaken in order to uncover the basic time series nature of the interacting processes. Flexible methods for generating streams of autocorrelated variates of any desired distributional type, such as the ARTA...... method or some autocorrelation extended descriptive sampling method, can then easily be applied. The results from the Livny, Melamed and Tsiolis (1993) study as well as the results from this work both indicates that system performance measures as for instance average waiting time or average time...

  19. Exact exponential function solution of the generalized Langevin equation for autocorrelation functions of many-body systems.

    Science.gov (United States)

    Barocchi, Fabrizio; Bafile, Ubaldo; Sampoli, Marco

    2012-02-01

    We show that an exact solution of the generalized Langevin equation (GLE) for the autocorrelations of a many-body classical system can be given in an exponential functionality (EF) form. As a consequence, the power spectrum of the correlation has a Lorentzian functionality, i.e., is represented by an infinite sum of Lorentzian functions corresponding to the eigenmodes of the considered correlation. By means of the simple derivation of the GLE by M. H. Lee [Phys. Rev. B 26, 2547 (1982)], we also show that, in practical cases of interest to experimental spectroscopies, possible approximations of the EF are related to a reduction of the relevant dynamical variables via a restriction of the dimensions of the orthogonalized space onto which the dynamics of the system is projected.

  20. Autocorrelation studies of the arrival directions of UHECRs measured by the surface detector of the Pierre Auger Observatory

    Energy Technology Data Exchange (ETDEWEB)

    Schulte, Stephan

    2011-07-11

    The history of cosmic rays started in the beginning of the 20th century. Since then one of the main questions is their origin. Due to the very low flux at the highest energies huge areas have to be instrumented to answer this question. For this purpose the distribution of the arrival directions of cosmic rays is studied. The largest experiment so far is the Pierre Auger Observatory, located in the Pampa in western Argentina with an area of about 3000 km{sup 2}. In recent years it provided many major contributions to the field of cosmic ray physics and its data is the basis of this work. Among other things a correlation analysis of Ultra High Energy Cosmic Rays (UHECRs) with Active Galactic Nuclei (AGN) was performed leading to the first evidence that UHECRs are not isotropically distributed. Here the distribution of arrival directions of cosmic rays at the highest energies (>50 EeV) is examined by using autocorrelation methods to check whether it is compatible with the isotropic expectation or not.This thesis is organised as follows: in the first two chapters a short introduction to the topic is given, followed by a more general discussion on cosmic rays including models of acceleration, possible sources and the propagation of UHECRs in the third chapter. The fourth chapter focuses on the detector design of the Pierre Auger Observatory and event reconstruction at highest energies. Special attention is paid to the monitoring of the High Elevation Auger Telescopes (HEAT). It is a low energy enhancement of the observatory consisting of three tiltable fluorescence telescopes. The calibration of the new sensor setups is described as well as the installation in each HEAT shelter. The next chapter starts with a detailed description of the underlying ideas and motivations of autocorrelation methods: a representation of the 2pt-Correlation Function and its extension, a Minimum Spanning Tree and a Cluster Algorithm with different weighting procedures. The principle of each

  1. A liver cirrhosis classification on B-mode ultrasound images by the use of higher order local autocorrelation features

    Science.gov (United States)

    Sasaki, Kenya; Mitani, Yoshihiro; Fujita, Yusuke; Hamamoto, Yoshihiko; Sakaida, Isao

    2017-02-01

    In this paper, in order to classify liver cirrhosis on regions of interest (ROIs) images from B-mode ultrasound images, we have proposed to use the higher order local autocorrelation (HLAC) features. In a previous study, we tried to classify liver cirrhosis by using a Gabor filter based approach. However, the classification performance of the Gabor feature was poor from our preliminary experimental results. In order accurately to classify liver cirrhosis, we examined to use the HLAC features for liver cirrhosis classification. The experimental results show the effectiveness of HLAC features compared with the Gabor feature. Furthermore, by using a binary image made by an adaptive thresholding method, the classification performance of HLAC features has improved.

  2. Velocity autocorrelation by quantum simulations for direct parameter-free computations of the neutron cross sections. II. Liquid deuterium

    Science.gov (United States)

    Guarini, E.; Neumann, M.; Bafile, U.; Celli, M.; Colognesi, D.; Bellissima, S.; Farhi, E.; Calzavara, Y.

    2016-06-01

    Very recently we showed that quantum centroid molecular dynamics (CMD) simulations of the velocity autocorrelation function provide, through the Gaussian approximation (GA), an appropriate representation of the single-molecule dynamic structure factor of liquid H2, as witnessed by a straightforward absolute-scale agreement between calculated and experimental values of the total neutron cross section (TCS) at thermal and epithermal incident energies. Also, a proper quantum evaluation of the self-dynamics was found to guarantee, via the simple Sköld model, a suitable account of the distinct (intermolecular) contributions that influence the neutron TCS of para-H2 for low-energy neutrons (below 10 meV). The very different role of coherent nuclear scattering in D2 makes the neutron response from this liquid much more extensively determined by the collective dynamics, even above the cold neutron range. Here we show that the Sköld approximation maintains its effectiveness in producing the correct cross section values also in the deuterium case. This confirms that the true key point for reliable computational estimates of the neutron TCS of the hydrogen liquids is, together with a good knowledge of the static structure factor, the modeling of the self part, which must take into due account quantum delocalization effects on the translational single-molecule dynamics. We demonstrate that both CMD and ring polymer molecular dynamics (RPMD) simulations provide similar results for the velocity autocorrelation function of liquid D2 and, consequently, for the neutron double differential cross section and its integrals. This second investigation completes and reinforces the validity of the proposed quantum method for the prediction of the scattering law of these cryogenic liquids, so important for cold neutron production and related condensed matter research.

  3. Spatial autocorrelation calculations of the nine malignant neoplasms in Taiwan in 2005-2009: a gender comparison study

    Institute of Scientific and Technical Information of China (English)

    Pui-Jen Tsai

    2011-01-01

    Spatial analytical techniques and models are often used in epidemiology to identify spatial anomalies (hotspots) in disease regions.These analytical approaches can be used to identify not only the location of such hotspots,but also their spatial patterns.We used spatial autocorrelation methodologies,including Global Moran's I and Local Getis-Ord statistics,to describe and map spatial clusters and areas in which nine malignant neoplasms are situated in Taiwan.In addition,we used a logistic regression model to test the characteristics of similarity and dissimilarity between males and females and to formulate the common spatial risk.The mean found by local spatial autocorrelation analysis was used to identify spatial cluster patterns.We found a significant relationship between the leading malignant neoplasms and welldocumented spatial risk factors.For instance,in Taiwan,the geographic distribution of clusters where oral cavity cancer in males is prevalent was closely correspond to the locations in central Taiwan with serious metal pollution.In females,clusters of oral cavity cancer were closely related with aboriginal townships in eastern Taiwan,where cigarette smoking,alcohol drinking,and betel nut chewing are commonplace.The difference between males and females in the spatial distributions was stark.Furthermore,areas with a high morbidity of gastric cancer were clustered in aboriginal townships where the occurrence of Helicobacter pylori is frequent.Our results revealed a similarity between both males and females in spatial pattern.Cluster mapping clarified the spatial aspects of both internal and external correlations for the nine malignant neoplasms.In addition,using a method of logistic regression also enabled us to find differentiation between gender-specific spatial patterns.

  4. Long-time tails of the velocity autocorrelation function in 2D and 3D lattice gas cellular automata: a test of mode-coupling theory

    NARCIS (Netherlands)

    Hoef, M.A. van der; Frenkel, D.

    1990-01-01

    We report simulations of the velocity autocorrelation function (VACF) of a tagged particle in two- and three-dimensional lattice-gas cellular automata, using a new technique that is about a million times more efficient than the conventional techniques. The simulations clearly show the algebraic t-D/

  5. A Predictive Risk Model for A(H7N9) Human Infections Based on Spatial-Temporal Autocorrelation and Risk Factors: China, 2013–2014

    Science.gov (United States)

    Dong, Wen; Yang, Kun; Xu, Quan-Li; Yang, Yu-Lian

    2015-01-01

    This study investigated the spatial distribution, spatial autocorrelation, temporal cluster, spatial-temporal autocorrelation and probable risk factors of H7N9 outbreaks in humans from March 2013 to December 2014 in China. The results showed that the epidemic spread with significant spatial-temporal autocorrelation. In order to describe the spatial-temporal autocorrelation of H7N9, an improved model was developed by introducing a spatial-temporal factor in this paper. Logistic regression analyses were utilized to investigate the risk factors associated with their distribution, and nine risk factors were significantly associated with the occurrence of A(H7N9) human infections: the spatial-temporal factor φ (OR = 2546669.382, p 0.70) of the predictive risk map, whereas 44.6% (45/101) of which overlaid on the high risk areas (the predictive risk > 0.70) for the traditional model, and the fitting accuracy of the improved model was 91.6% which was superior to the traditional model (86.1%). The predictive risk map generated based on the improved model revealed that the east and southeast of China were the high risk areas of A(H7N9) human infections in February 2014. These results provided baseline data for the control and prevention of future human infections. PMID:26633446

  6. Interference effects in the long-time tail of the velocity auto-correlation function for a dense one-component plasma in a magnetic field

    NARCIS (Netherlands)

    Suttorp, L.G.; Schoolderman, A.J.

    1987-01-01

    The long-time behaviour of the velocity autocorrelation function that describes the motion of a tagged particle through a one-component plasma in a uniform magnetic field has been determined with the use of mode-coupling theory. The long-time tail depends on the orientation of the velocity with resp

  7. Pitch detection based on a harmonic autocorrelation method%基于谐波自相关的基音检测

    Institute of Scientific and Technical Information of China (English)

    王杰; 耿丽红

    2013-01-01

    The extracting pitch frequency based on the harmonic autocorrelation algorithm is discussed. First, a harmonic autocorrelation model is derived. By this model a least squares fitting optimization technique is developed to extract a pitch harmonic from the noise speech. Then, the harmonic number is determined by an objective function formulated as the short-time autocorrelation function of the noisy speech weighted an impulse-train. The pitch contour is obtained by pitch harmonic and harmonic number. The experiments show that in low signal-to-noise ratio, the error rate of harmonic autocorrelation method is 5. 0% and 13. 6% lower than that of autocorrelation method.%在分析短时自相关法的基础上,探讨了使用谐波自相关方法进行基音频率提取.首先根据语音信号建立谐波自相关模型,通过最小二乘法提取基音谐波频率.然后根据基音谐波频率建立一个周期单位脉冲序列函数,用该函数加权短时自相关函数计算谐波数.最后利用提取的基音谐波和相应的谐波数目进行基音频率估计.实验表明在较低信噪比时,谐波自相关法基音检测错误率为5.0%,比自相关法降低了13.6%.

  8. A GENERAL APPROACH BASED ON AUTOCORRELATION TO DETERMINE INPUT VARIABLES OF NEURAL NETWORKS FOR TIME SERIES FORECASTING

    Institute of Scientific and Technical Information of China (English)

    HUANG Wei; NAKAMORI Yoshiteru; WANG Shouyang

    2004-01-01

    Input selection is probably one of the most critical decision issues in neural network designing, because it has a great impact on forecasting performance. Among the many applications of artificial neural networks to finance, time series forecasting is perhaps one of the most challenging issues. Considering the features of neural networks, we propose a general approach called Autocorrelation Criterion (AC) to determine the inputs variables for a neural network. The purpose is to seek optimal lag periods, which are more predictive and less correlated. AC is a data-driven approach in that there is no prior assumption about the models for time series under study. So it has extensive applications and avoids a lengthy experimentation and tinkering in input selection. We apply the approach to the determination of input variables for foreign exchange rate forecasting and conduct comparisons between AC and information-based in-sample model selection criterion. The experiment results show that AC outperforms information-based in-sample model selection criterion.

  9. A global autocorrelation study after the first Auger data impact on the number density of UHECR sources

    CERN Document Server

    Cuoco, A; Haugbølle, T; Kachelrieß, M; Serpico, P D

    2009-01-01

    We perform an autocorrelation study of the Auger data with the aim to constrain the number density ns of ultrahigh energy cosmic ray (UHECR) sources, estimating at the same time the effect on ns of the systematic energy scale uncertainty and of the distribution of UHECR. The use of global analysis has the advantage that no biases are introduced, either in ns or in the related error bar, by the a priori choice of a single angular scale. The case of continuous, uniformly distributed sources is nominally disfavored at 99% CL and the fit improves if the sources follow the large-scale structure of matter in the universe. The best-fit values obtained for the number density of proton sources are within a factor ~2 around ns 1 × 10–4Mpc–3 and depend mainly on the Auger energy calibration scale, with lower densities being preferred if the current scale is correct. The data show no significant small-scale clustering on scales smaller than a few degrees. This might be interpreted as a signature of magnetic smearing...

  10. Structures and autocorrelation functions of liquid Al and Mg modelled via Lennard-Jones potential from molecular dynamics simulation

    Indian Academy of Sciences (India)

    G A Adebayo; O Akinlade; L A Hussain

    2005-02-01

    The structures and autocorrelation functions of Al and Mg in the liquid state are investigated through the pair distribution function (), the diffusion coefficients as well as the shear viscosity via the Green{Kubo and Einstein relations. From the structure and the Enskog relation we determined the frequency of collisions of atoms in the first shell of () in the systems. We also discovered that the packing fraction of Lennard-Jones liquids should be approximately half the reduced density value. This approximation is accurate to within 99%. The temperature dependence of the pair distribution function and the atomic mean square displacement are investigated by performing simulations at various experimental temperatures and corresponding densities. The structures of the systems are affected by temperature via movements of atoms in the first minimum of (). The Lennard-Jones model shows that density dependence of the shear viscosity is in agreement with what is expected of simple liquids in the range of investigated temperatures and densities. In the gas limit, the Stoke-Einstein relation = B/2 is grossly overestimated by Lennard-Jones model. This could not be attributed to defficiencies in the model, as other investigators using first principle method could not obtain the gas limit of the Stoke-Einstein relation.

  11. Detection of X-ray Emission from the Warm-Hot Intergalactic Medium through the Angular Autocorrelation Function with Chandra

    CERN Document Server

    Galeazzi, Massimiliano; Huffenberger, Kevin; Ursino, Eugenio

    2012-01-01

    We have used the angular Autocorrelation Function (AcF) on the angular scale of a few arcminutes to detect and characterize the emission from the Warm-Hot Intergalactic Medium (WHIM) in a pointing with Chandra's ACIS-S instrument. We focused our attention on the energy bands 0.4-0.6 keV, where the WHIM emission is expected to be strongest, due to the redshifted O VII and O VIII lines, and 0.7-0.9 keV, where the WHIM emission is expected to be significantly smaller. After removing identified point sources, and any spurious signal due to detector background and unidentified point sources, in the lower energy band we found a clear AcF signal that we attribute to the WHIM, with a statistical significance of several sigmas (chi2=129, N=31). The attribution of the signal to the WHIM (and not to other spurious emissions, such as unresolved point sources) is confirmed by the higher energy band where the signal is compatible with zero.

  12. Autocorrelation Analysis Combined with a Wavelet Transform Method to Detect and Remove Cosmic Rays in a Single Raman Spectrum.

    Science.gov (United States)

    Maury, Augusto; Revilla, Reynier I

    2015-08-01

    Cosmic rays (CRs) occasionally affect charge-coupled device (CCD) detectors, introducing large spikes with very narrow bandwidth in the spectrum. These CR features can distort the chemical information expressed by the spectra. Consequently, we propose here an algorithm to identify and remove significant spikes in a single Raman spectrum. An autocorrelation analysis is first carried out to accentuate the CRs feature as outliers. Subsequently, with an adequate selection of the threshold, a discrete wavelet transform filter is used to identify CR spikes. Identified data points are then replaced by interpolated values using the weighted-average interpolation technique. This approach only modifies the data in a close vicinity of the CRs. Additionally, robust wavelet transform parameters are proposed (a desirable property for automation) after optimizing them with the application of the method in a great number of spectra. However, this algorithm, as well as all the single-spectrum analysis procedures, is limited to the cases in which CRs have much narrower bandwidth than the Raman bands. This might not be the case when low-resolution Raman instruments are used.

  13. A hierarchical model of daily stream temperature using air-water temperature synchronization, autocorrelation, and time lags

    Science.gov (United States)

    Letcher, Benjamin; Hocking, Daniel; O'Neill, K.; Whiteley, Andrew R.; Nislow, Keith H.; O'Donnell, Matthew

    2016-01-01

    Water temperature is a primary driver of stream ecosystems and commonly forms the basis of stream classifications. Robust models of stream temperature are critical as the climate changes, but estimating daily stream temperature poses several important challenges. We developed a statistical model that accounts for many challenges that can make stream temperature estimation difficult. Our model identifies the yearly period when air and water temperature are synchronized, accommodates hysteresis, incorporates time lags, deals with missing data and autocorrelation and can include external drivers. In a small stream network, the model performed well (RMSE = 0.59 °C), identified a clear warming trend (0.63 °C · decade-1) and a widening of the synchronized period (29 d · decade-1). We also carefully evaluated how missing data influenced predictions. Missing data within a year had a small effect on performance (~ 0.05% average drop in RMSE with 10% fewer days with data). Missing all data for a year decreased performance (~ 0.6 °C jump in RMSE), but this decrease was moderated when data were available from other streams in the network.

  14. Analysis of autocorrelation and ambiguity function of complicated radiolocation signal with binary phase manipulation by Kasami sequence

    Directory of Open Access Journals (Sweden)

    O. D. Mrachkovskyi

    2015-09-01

    Full Text Available Introduction. Were reviewed publications dedicated to pseudorandom sequences in radiolocation, and was made conclusion about necessity of researching in this subject. Modeling of probing radiolocation signal with binary phase manipulation by Kasami sequence. Were considered the method of forming Kasami sequences and measuring their properties. Example of generator for sequence with length 63 symbols is also shown. Technique of research. Were shown graphical results for modeling of Kasami sequence with lengths of 255 binary values. Amplitude of side maximums of autocorrelation function are measured. Modeling of ambiguity function. In this article, graphical results for modeling Kasami sequence ambiguity function are shown. These includes 3-dimensional plot of function body and its cross-sections by plane of equal ranges and planes of function level, equal to 0.9, 0.7, 0.5, 0.4, 0.3, 0.2 and 0.1 of its maximum. Were analyzed amplitude of side maximums, cross-section form and relative values of range and speed resolution. Conclusion. These articles contain analyses of characteristics of previously shown plots. These analyses include estimation of total value of side maximums of ambiguity function of Kasami sequence, ambiguity function cross-section form analysis and conclusion about ability of using these sequences as probe signal in radiolocation.

  15. Can spatial autocorrelation method be applied to arbitrary array shape; Kukan jiko sokanho no nin`i array eno tekiyo kanosei

    Energy Technology Data Exchange (ETDEWEB)

    Yamamoto, H.; Iwamoto, K.; Saito, T.; Tachibana, M. [Iwate University, Iwate (Japan). Faculty of Engineering

    1997-05-27

    Methods to learn underground structures by utilizing the dispersion phenomenon of surface waves contained in microtremors include the frequency-wave number analysis method (the F-K method) and the spatial autocorrelation method (the SAC method). Despite the fact that the SAC method is capable of exploring structures at greater depths, the method is not utilized because of its stringent restriction in arrangement of seismometers during observation that they must be arranged evenly on the same circumference. In order to eliminate this restriction in the SAC method, a research group in the Hokuriku University has proposed an expanded spatial autocorrelation (ESAC) method. Using the concept of the ESAC method as its base, a method was realized to improve phase velocity estimation by making a simulation on an array shifted to the radius direction. As a result of the discussion, it was found that the proposed improvement method can be applied to places where waves come from a number of directions, such as urban areas. If the improvement method can be applied, the spatial autocorrelation function needs not be even in the circumferential direction. In other words, the SAC method can be applied to arbitrary arrays. 1 ref., 7 figs.

  16. 平稳自相关过程的残差累积和控制图%Stationary Residuals and Control Charts of Cumulative Autocorrelation Process

    Institute of Scientific and Technical Information of China (English)

    荀海潞; 常安定; 娄聃; 孙丽芹

    2015-01-01

    常规控制图的使用都是基于过程中得到的观测值是彼此独立的,但实际中过程出现自相关现象极为普遍。为了讨论对平稳自相关过程中出现的较小均值波动进行监控的一种方法,采用经典的自回归模型对平稳的自相关过程进行拟合,通过计算残差的方法消除过程中的自相关性,在此基础上建立了残差CUSUM控制图,并通过一个简单的例子进行说明。%The application of conventional control chart is that the observation values obtained on the basis of the pro⁃cess are independent,but autocorrelation appears in many processes.To discuss the method of monitoring the small mean shift in a stationary autocorrelated process,apply a classical auto-regressive model to fit the stationary au⁃to-correlated process,by calculating the residual to eliminate the autocorrelation of the process,and establish a resid⁃ual CUSUM control chart on this basis,and describe the use of this method by using a simple case.

  17. Non-Markovian spin-resolved counting statistics and an anomalous relation between autocorrelations and cross correlations in a three-terminal quantum dot

    Science.gov (United States)

    Luo, JunYan; Yan, Yiying; Huang, Yixiao; Yu, Li; He, Xiao-Ling; Jiao, HuJun

    2017-01-01

    We investigate the noise correlations of spin and charge currents through an electron spin resonance (ESR)-pumped quantum dot, which is tunnel coupled to three electrodes maintained at an equivalent chemical potential. A recursive scheme is employed with inclusion of the spin degrees of freedom to account for the spin-resolved counting statistics in the presence of non-Markovian effects due to coupling with a dissipative heat bath. For symmetric spin-up and spin-down tunneling rates, an ESR-induced spin flip mechanism generates a pure spin current without an accompanying net charge current. The stochastic tunneling of spin carriers, however, produces universal shot noises of both charge and spin currents, revealing the effective charge and spin units of quasiparticles in transport. In the case of very asymmetric tunneling rates for opposite spins, an anomalous relationship between noise autocorrelations and cross correlations is revealed, where super-Poissonian autocorrelation is observed in spite of a negative cross correlation. Remarkably, with strong dissipation strength, non-Markovian memory effects give rise to a positive cross correlation of the charge current in the absence of a super-Poissonian autocorrelation. These unique noise features may offer essential methods for exploiting internal spin dynamics and various quasiparticle tunneling processes in mesoscopic transport.

  18. Density of states and dynamical crossover in a dense fluid revealed by exponential mode analysis of the velocity autocorrelation function

    Science.gov (United States)

    Bellissima, S.; Neumann, M.; Guarini, E.; Bafile, U.; Barocchi, F.

    2017-01-01

    Extending a preceding study of the velocity autocorrelation function (VAF) in a simulated Lennard-Jones fluid [Phys. Rev. E 92, 042166 (2015), 10.1103/PhysRevE.92.042166] to cover higher-density and lower-temperature states, we show that the recently demonstrated multiexponential expansion method allows for a full account and understanding of the basic dynamical processes encompassed by a fundamental quantity as the VAF. In particular, besides obtaining evidence of a persisting long-time tail, we assign specific and unambiguous physical meanings to groups of exponential modes related to the longitudinal and transverse collective dynamics, respectively. We have made this possible by consistently introducing the interpretation of the VAF frequency spectrum as a global density of states in fluids, generalizing a solid-state concept, and by giving to specific spectral components, obtained through the VAF exponential expansion, the corresponding meaning of partial densities of states relative to specific dynamical processes. The clear identification of a high-frequency oscillation of the VAF with the near-top excitation frequency in the dispersion curve of acoustic waves is a neat example of the power of the method. As for the transverse mode contribution, its analysis turns out to be particularly important, because the multiexponential expansion reveals a transition marking the onset of propagating excitations when the density is increased beyond a threshold value. While this finding agrees with the recent literature debating the issue of dynamical crossover boundaries, such as the one identified with the Frenkel line, we can add detailed information on the modes involved in this specific process in the domains of both time and frequency. This will help obtain a still missing full account of transverse dynamics, in both its nonpropagating and propagating aspects which are linked through dynamical transitions depending on both the thermodynamic states and the excitation

  19. Functional Maximum Autocorrelation Factors

    DEFF Research Database (Denmark)

    Larsen, Rasmus; Nielsen, Allan Aasbjerg

    2005-01-01

    Purpose. We aim at data where samples of an underlying function are observed in a spatial or temporal layout. Examples of underlying functions are reflectance spectra and biological shapes. We apply functional models based on smoothing splines and generalize the functional PCA in\\verb+~+\\$\\backsl......Purpose. We aim at data where samples of an underlying function are observed in a spatial or temporal layout. Examples of underlying functions are reflectance spectra and biological shapes. We apply functional models based on smoothing splines and generalize the functional PCA in...

  20. Accounting for autocorrelation in multi-drug resistant tuberculosis predictors using a set of parsimonious orthogonal eigenvectors aggregated in geographic space

    Directory of Open Access Journals (Sweden)

    Benjamin G. Jacob

    2010-05-01

    Full Text Available Spatial autocorrelation is problematic for classical hierarchical cluster detection tests commonly used in multidrug resistant tuberculosis (MDR-TB analyses as considerable random error can occur. Therefore, when MDR-TB clusters are spatially autocorrelated the assumption that the clusters are independently random is invalid. In this research, a product moment correlation coefficient (i.e. the Moran’s coefficient was used to quantify local spatial variation in multiple clinical and environmental predictor variables sampled in San Juan de Lurigancho, Lima, Peru. Initially, QuickBird (spatial resolution = 0.61 m data, encompassing visible bands and the near infra-red bands, were selected to synthesize images of land cover attributes of the study site. Data of residential addresses of individual patients with smear-positive MDR-TB were geocoded, prevalence rates calculated and then digitally overlaid onto the satellite data within a 2 km buffer of 31 georeferenced health centres, using a 10 m2 grid-based algorithm. Geographical information system (GIS- gridded measurements of each health centre were generated based on preliminary base maps of the georeferenced data aggregated to block groups and census tracts within each buffered area. A three-dimensional model of the study site was constructed based on a digital elevation model (DEM to determine terrain covariates associated with the sampled MDRTB covariates. Pearson’s correlation was used to evaluate the linear relationship between the DEM and the sampled MDR-TB data. A SAS/GIS® module was then used to calculate univariate statistics and to perform linear and non-linear regression analyses using the sampled predictor variables. The estimates generated from a global autocorrelation analyses were then spatially decomposed into empirical orthogonal bases, using a negative binomial regression with a non-homogeneous mean. Results of the DEM analyses indicated a statistically non

  1. Poincaré plot analysis of autocorrelation function of RR intervals in patients with acute myocardial infarction.

    Science.gov (United States)

    Chuang, Shin-Shin; Wu, Kung-Tai; Lin, Chen-Yang; Lee, Steven; Chen, Gau-Yang; Kuo, Cheng-Deng

    2014-08-01

    The Poincaré plot of RR intervals (RRI) is obtained by plotting RRIn+1 against RRIn. The Pearson correlation coefficient (ρRRI), slope (SRRI), Y-intercept (YRRI), standard deviation of instantaneous beat-to-beat RRI variability (SD1RR), and standard deviation of continuous long-term RRI variability (SD2RR) can be defined to characterize the plot. Similarly, the Poincaré plot of autocorrelation function (ACF) of RRI can be obtained by plotting ACFk+1 against ACFk. The corresponding Pearson correlation coefficient (ρACF), slope (SACF), Y-intercept (YACF), SD1ACF, and SD2ACF can be defined similarly to characterize the plot. By comparing the indices of Poincaré plots of RRI and ACF between patients with acute myocardial infarction (AMI) and patients with patent coronary artery (PCA), we found that the ρACF and SACF were significantly larger, whereas the RMSSDACF/SDACF and SD1ACF/SD2ACF were significantly smaller in AMI patients. The ρACF and SACF correlated significantly and negatively with normalized high-frequency power (nHFP), and significantly and positively with normalized very low-frequency power (nVLFP) of heart rate variability in both groups of patients. On the contrary, the RMSSDACF/SDACF and SD1ACF/SD2ACF correlated significantly and positively with nHFP, and significantly and negatively with nVLFP and low-/high-frequency power ratio (LHR) in both groups of patients. We concluded that the ρACF, SACF, RMSSDACF/SDACF, and SD1ACF/SD2ACF, among many other indices of ACF Poincaré plot, can be used to differentiate between patients with AMI and patients with PCA, and that the increase in ρACF and SACF and the decrease in RMSSDACF/SDACF and SD1ACF/SD2ACF suggest an increased sympathetic and decreased vagal modulations in both groups of patients.

  2. Compressed Speech Signal Sensing Based on Autocorrelative Measurement%基于自相关观测的语音信号压缩感知

    Institute of Scientific and Technical Information of China (English)

    季云云; 杨震

    2011-01-01

    A new measurement matrix-truncated circulant autocorrelation matrix is presented based on the Compressed Sensing theory and features of speech signals in this paper. From a practical point of view, an approximate truncated circulant autocorrelation matrix based on template matching as the measurement matrix is proposed in this paper and it proves that the new measurement matrix satisfies the restricted isometry property(RIP). By speech signals and the truncated circulant autocorrelation matrix, the approximate truncated circulant autoconelation matrix and the Gaussian random matrix respectively , Basis Pursuit ( BP) algorithm is used to reconstruct the original speech signal. Simulation results demonstrate that the performance of the approximate truncated circulant autocorrelation matrix created by a linear combination of two template elements to reconstruct the original speech signal is almost the aame as the truncated circulant autocorrelation matrix, and greatly better than the classic Gaussian random matrix. Moreover,in terms of the same reconstruction performance,the ratio of compression realized by the approximate truncated circulant autocorrelation matrix created by a linear combination of two template elements is far bigger than that of the Gaussian random matrix, which means that the new measurement matrix can significantly enhance the performance of compression for speech signals.%本文基于压缩感知技术,根据语音信号的特点,提出了一种基于自相关特性的截断循环自相关矩阵作为观测矩阵,并在此基础上,从实用的角度出发,提出了基于模板匹配的近似截断循环自相关矩阵作为观测矩阵,并证明其满足RIP特性.由语音信号与截断循环自相关矩阵、近似截断循环自相关矩阵和高斯随机矩阵分别构造相应的观测,采用基追踪(BP)算法来重构原始语音信号.实验表明,由2个模板元素线性组合而成的近似截断循环自相关矩阵重构原始语

  3. 基于CAM的认知超宽带频谱感知方法%Spectrum Detection for Cognitive Ultra-wideband Based on Cyclic Autocorrelation Matrix

    Institute of Scientific and Technical Information of China (English)

    陈小波; 陈红; 蔡晓霞; 丁敬校

    2012-01-01

    Spectrum sensing is one of key parts for CUWB system, since styles of targeted signals in the UWB spectrum band are predefined, in order to offset shortcomings of autocorrelation detection?which could not distinguish signal styles. This paper presents a sensing method employing the differences of cyclic feature and autocorrelation matrix between signals to distinguish whether the frequencies can be used by cognitive users, this method combines advantages of cyclostationary detection and autocorrelation detection to make a decision cooperatively. The simulation shows that performance of the proposed method is much better than the cyclostationary detection and energy detection both in high and low SNR environment, therefore, this method is fit for CUWB system.%频谱感知是认知超宽带系统的核心部分,针对超宽带频带内授权信号类型确定的特点,为了弥补自相关检测不能够识别信号类型的缺点,提出利用信号的循环谱特征和自相关矩阵差异性来检测授权信号,该方法融合了自相关检测和循环谱检测的优点进行合作判决.仿真表明该方法在高低信噪比环境下均能比循环谱检测和能量检测得到更好地检测效果,因此适合于认知超宽带系统.

  4. Recommended number of strides for automatic assessment of gait symmetry and regularity in above-knee amputees by means of accelerometry and autocorrelation analysis

    Directory of Open Access Journals (Sweden)

    Tura Andrea

    2012-02-01

    Full Text Available Abstract Background Symmetry and regularity of gait are essential outcomes of gait retraining programs, especially in lower-limb amputees. This study aims presenting an algorithm to automatically compute symmetry and regularity indices, and assessing the minimum number of strides for appropriate evaluation of gait symmetry and regularity through autocorrelation of acceleration signals. Methods Ten transfemoral amputees (AMP and ten control subjects (CTRL were studied. Subjects wore an accelerometer and were asked to walk for 70 m at their natural speed (twice. Reference values of step and stride regularity indices (Ad1 and Ad2 were obtained by autocorrelation analysis of the vertical and antero-posterior acceleration signals, excluding initial and final strides. The Ad1 and Ad2 coefficients were then computed at different stages by analyzing increasing portions of the signals (considering both the signals cleaned by initial and final strides, and the whole signals. At each stage, the difference between Ad1 and Ad2 values and the corresponding reference values were compared with the minimum detectable difference, MDD, of the index. If that difference was less than MDD, it was assumed that the portion of signal used in the analysis was of sufficient length to allow reliable estimation of the autocorrelation coefficient. Results All Ad1 and Ad2 indices were lower in AMP than in CTRL (P Conclusions Without the need to identify and eliminate the phases of gait initiation and termination, twenty strides can provide a reasonable amount of information to reliably estimate gait regularity in transfemoral amputees.

  5. Spatial and Temporal Characterization of Femtosecond Pulses at High-Numerical Aperture Using Collinear, Background-Free, Third-Harmonic Autocorrelation

    Energy Technology Data Exchange (ETDEWEB)

    Fittinghoff, D N; der Au, J A; Squier, J A

    2004-08-09

    We show that a simple plane wave analysis can be used even under tight focusing conditions to predict the dependence of third-harmonic generation on the polarization state of the incident beam. Exploiting this fact, we then show that circularly polarized beams may be used to spatially characterize the beam focus and temporally characterize ultrashort pulses in high numerical aperture systems by experimentally demonstrating, for the first time, novel collinear, background-free, third-harmonic intensity autocorrelations in time and space in a high numerical aperture microscope. We also discuss the possibility of using third harmonic generation with circularly polarized beams for background-free collinear frequency resolved optical gating.

  6. A Predictive Risk Model for A(H7N9 Human Infections Based on Spatial-Temporal Autocorrelation and Risk Factors: China, 2013–2014

    Directory of Open Access Journals (Sweden)

    Wen Dong

    2015-12-01

    Full Text Available This study investigated the spatial distribution, spatial autocorrelation, temporal cluster, spatial-temporal autocorrelation and probable risk factors of H7N9 outbreaks in humans from March 2013 to December 2014 in China. The results showed that the epidemic spread with significant spatial-temporal autocorrelation. In order to describe the spatial-temporal autocorrelation of H7N9, an improved model was developed by introducing a spatial-temporal factor in this paper. Logistic regression analyses were utilized to investigate the risk factors associated with their distribution, and nine risk factors were significantly associated with the occurrence of A(H7N9 human infections: the spatial-temporal factor φ (OR = 2546669.382, p < 0.001, migration route (OR = 0.993, p < 0.01, river (OR = 0.861, p < 0.001, lake(OR = 0.992, p < 0.001, road (OR = 0.906, p < 0.001, railway (OR = 0.980, p < 0.001, temperature (OR = 1.170, p < 0.01, precipitation (OR = 0.615, p < 0.001 and relative humidity (OR = 1.337, p < 0.001. The improved model obtained a better prediction performance and a higher fitting accuracy than the traditional model: in the improved model 90.1% (91/101 of the cases during February 2014 occurred in the high risk areas (the predictive risk > 0.70 of the predictive risk map, whereas 44.6% (45/101 of which overlaid on the high risk areas (the predictive risk > 0.70 for the traditional model, and the fitting accuracy of the improved model was 91.6% which was superior to the traditional model (86.1%. The predictive risk map generated based on the improved model revealed that the east and southeast of China were the high risk areas of A(H7N9 human infections in February 2014. These results provided baseline data for the control and prevention of future human infections.

  7. Cholesterol favors the emergence of a long-range autocorrelated fluctuation pattern in voltage-induced ionic currents through lipid bilayers.

    Science.gov (United States)

    Corvalán, Natalia A; Kembro, Jackelyn M; Clop, Pedro D; Perillo, María A

    2013-08-01

    The present paper was aimed at evaluating the effect of cholesterol (CHO) on the voltage-induced lipid pore formation in bilayer membranes through a global characterization of the temporal dynamics of the fluctuation pattern of ion currents. The bilayer model used was black lipid membranes (BLMs) of palmitoyloleoylphosphatidylethanolamine and palmitoyloleoylphosphatidylcholine (POPE:POPC) at a 7:3 molar ratio in the absence (BLM0) or in the presence of 30 (BLM30), 40 (BLM40) or 50(BLM50)mol% of cholesterol with respect to total phospholipids. Electrical current intensities (I) were measured in voltage (ΔV) clamped conditions at ΔV ranging between 0 and ±200mV. The autocorrelation parameter α derived from detrended fluctuation analysis (DFA) on temporal fluctuation patterns of electrical currents allowed discriminating between non-correlated (α=0.5, white noise) and long-range correlated (0.5number of conductance states, the magnitude of conductance level, the capacitance of the bilayers and increased the tendency towards the development of long-range autocorrelated (fractal) processes (0.5<α<1) in lipid channel generation. Experiments were performed above the phase transition temperature of the lipid mixtures, but compositions used predicted a superlattice-like organization. This leads to the conclusion that structural defects other than phase coexistence may promote lipid channel formation under voltage clamped conditions. Furthermore, cholesterol controls the voltage threshold that allows the percolation of channel behavior where isolated channels become an interconnected network.

  8. 带有测量误差的相关数据的CUSUM控制图%The CUSUM Control Chart for the Autocorrelated Data with Measurement Error

    Institute of Scientific and Technical Information of China (English)

    刘晓红; 王兆军

    2009-01-01

    As we know, the measurement error often exists in practice, and affects the performance of quality control in some cases. The autoregressive process with the measurement error is investigated in this paper. For detecting the step shift of the autoregressive process mean with measurement error, a CUSUM control chart based on the maximum log-likelihood ratio test is obtained. Simulated in-control and out-of-control ARL's are made for various measurement error and autocorrelation coefficients. The simulation results show that this new CUSUM scheme works well when the process is negatively autocorrelated.%实际中测量误差不仅存在而且在某些情况下还影响质量摔制的表现,本文将考虑带有测量误差的相关数据的监控问题.为检测这类数据的飘移,我们给出了一个基于极大似然比检验的CUSUM控制图及其多种情况下的可控与失控的ARL.模拟结果显示,当过程负相关时,我们提出的CUSUM控制图具有良好的表现.

  9. Power spectral density function and spatial autocorrelation of the ambient vibration full-wavefield generated by a distribution of spatially correlated surface sources

    Science.gov (United States)

    Lunedei, Enrico; Albarello, Dario

    2016-03-01

    Synthetic dispersion curves are here computed in the frame of an ambient-vibration full-wavefield model, which relies on the description of both ambient-vibration ground displacement and its sources as stochastic fields defined on the Earth's surface, stationary in time and homogeneous in space. In this model, previously developed for computing synthetic Horizontal-to-Vertical Spectral Ratio curves, the power spectral density function and the spatial autocorrelation of the displacement are naturally described as functions of the power spectral density function of the generating forces and of the subsoil properties (via the relevant Green's function), by also accounting for spatial correlation of these forces. Dispersion curves are computed from the displacement power spectral density function and from the spatial autocorrelation according with the well-known f-k and SPAC techniques, respectively. Two examples illustrate the way this new ambient-vibration model works, showing its possible use in better understanding the role of the surface waves in forming the dispersion curves, as well as its capability to capture some remarkable experimental findings.

  10. New Markov-autocorrelation indices for re-evaluation of links in chemical and biological complex networks used in metabolomics, parasitology, neurosciences, and epidemiology.

    Science.gov (United States)

    González-Díaz, Humberto; Riera-Fernández, Pablo

    2012-12-21

    The development of new methods for the computational re-evaluation of links in chemical and biological complex networks is very important to save time and resources. The Moreau-Broto autocorrelation indices (MBis) are well-known topological indices (TIs) used in QSAR/QSPR studies to encode the structural information contained in molecular graphs. In addition, MBis and similar autocorrelation measures have been used to study other systems like, for example, proteins. In the present work, MBis are combined with Markov chains to develop a general class of stochastic MBis of order k (MB(k)) that is used to encode the structural information contained in different types of large complex networks. The MB(k) values obtained for the nodes (centralities) of these networks are used as input variables to seek QSPR-like equations (by means of linear discriminant analysis) in which the outputs are numerical scores S(L(ij)) that allow us to discriminate between connected and nonconnected nodes and therefore re-evaluate the connectivity of the whole network. The models developed in this work produced the following results in terms of overall accuracy for network reconstruction: metabolic networks (72.10%), parasite-host networks (88.70%), CoCoMac brain cortex coactivation network (81.89%), and fasciolosis spreading network (86.39%).

  11. Some Special Cases of Khintchine's Conjectures in Statistical Mechanics: Approximate Ergodicity of the Auto-Correlation Functions of an Assembly of Linearly Coupled Oscillators

    CERN Document Server

    Johnson, Joseph F

    2011-01-01

    We give Sir James Jeans's notion of 'normal state' a mathematically precise definition. We prove that normal cells of trajectories exist in the Hamiltonian heat-bath model of an assembly of linearly coupled oscillators that generates the Ornstein--Uhlenbeck process in the limit of an infinite number of degrees of freedom. This, in some special cases, verifies some far-reaching conjectures of Khintchine on the weak ergodicity of a dynamical system with a large number of degrees of freedom. In order to estimate the theoretical auto-correlation function of a time series from the sample auto-correlation function of one of its realisations, it is usually assumed without justification that the time series is ergodic. Khintchine's conjectures about dynamical systems with large numbers of degrees of freedom justifies, even in the absence of ergodicity, approximately the same conclusions. Para emplear el correlograma de los valores muestrales de un proceso estoc\\'astico para estimar su funci\\'on te\\'orica de autocorre...

  12. Auto-correlation Effects on the sp3-d Exchange Interaction in Cd1-xMnxTe/CdTe Multilayers

    Institute of Scientific and Technical Information of China (English)

    K. Afif; A. Benyoussef; J. Diouri

    2002-01-01

    Band offsets and total energy of Wannier excitons in multilayers are affected by dimensional and auto-correlation effects, and sp3-d coupling is consequently modified. Thus, the calculation of the Zeeman splitting in the quantum wells has to take into account these effects, especially when the mismatch cannot be disregarded. In this work,the theoretical study of these combined effects has been performed for Cd1-xMnx Te/CdTe multilayers embedded by Cd1-yZny Te as the substrate (or the buffer) on one side and as a cladding layer on the other side. This sample allows us to highlight the role played by the substrate (buffer) and the growth direction on the Zeeman splitting in such multilayers.

  13. Determination of the normalized surface height autocorrelation function of a two-dimensional randomly rough dielectric surface by the inversion of light scattering data

    CERN Document Server

    Simonsen, Ingve; Kryvi, Jacob B; Maradudin, Alexei A

    2015-01-01

    An expression is obtained on the basis of phase perturbation theory for the contribution to the mean differential reflection coefficient from the in-plane co-polarized component of the light scattered diffusely from a two-dimensional randomly rough dielectric surface when the latter is illuminated by s-polarized light. This result forms the basis for an approach to inverting experimental light scattering data to obtain the normalized surface height autocorrelation function of the surface. Several parametrized forms of this correlation function, and the minimization of a cost function with respect to the parameters defining these representations, are used in the inversion scheme. This approach also yields the rms height of the surface roughness, and the dielectric constant of the dielectric substrate if it is not known in advance. The input data used in validating this inversion consists of computer simulation results for surfaces defined by exponential and Gaussian surface height correlation functions, withou...

  14. ADDING A NEW STEP WITH SPATIAL AUTOCORRELATION TO IMPROVE THE FOUR-STEP TRAVEL DEMAND MODEL WITH FEEDBACK FOR A DEVELOPING CITY

    Directory of Open Access Journals (Sweden)

    Xuesong FENG, Ph.D Candidate

    2009-01-01

    Full Text Available It is expected that improvement of transport networks could give rise to the change of spatial distributions of population-related factors and car ownership, which are expected to further influence travel demand. To properly reflect such an interdependence mechanism, an aggregate multinomial logit (A-MNL model was firstly applied to represent the spatial distributions of these exogenous variables of the travel demand model by reflecting the influence of transport networks. Next, the spatial autocorrelation analysis is introduced into the log-transformed A-MNL model (called SPA-MNL model. Thereafter, the SPA-MNL model is integrated into the four-step travel demand model with feedback (called 4-STEP model. As a result, an integrated travel demand model is newly developed and named as the SPA-STEP model. Using person trip data collected in Beijing, the performance of the SPA-STEP model is empirically compared with the 4-STEP model. It was proven that the SPA-STEP model is superior to the 4-STEP model in accuracy; most of the estimated parameters showed statistical differences in values. Moreover, though the results of the simulations to the same set of assumed scenarios by the 4-STEP model and the SPA-STEP model consistently suggested the same sustainable path for the future development of Beijing, it was found that the environmental sustainability and the traffic congestion for these scenarios were generally overestimated by the 4-STEP model compared with the corresponding analyses by the SPA-STEP model. Such differences were clearly generated by the introduction of the new modeling step with spatial autocorrelation.

  15. Quantifying Temporal Autocorrelations for the Expression of Geobacter species mRNA Gene Transcripts at Variable Ammonium Levels during in situ U(VI) Bioremediation

    Science.gov (United States)

    Mouser, P. J.

    2010-12-01

    In order to develop decision-making tools for the prediction and optimization of subsurface bioremediation strategies, we must be able to link the molecular-scale activity of microorganisms involved in remediation processes with biogeochemical processes observed at the field-scale. This requires the ability to quantify changes in the in situ metabolic condition of dominant microbes and associate these changes to fluctuations in nutrient levels throughout the bioremediation process. It also necessitates a need to understand the spatiotemporal variability of the molecular-scale information to develop meaningful parameters and constraint ranges in complex bio-physio-chemical models. The expression of three Geobacter species genes (ammonium transporter (amtB), nitrogen fixation (nifD), and a housekeeping gene (recA)) were tracked at two monitoring locations that differed significantly in ammonium (NH4+) concentrations during a field-scale experiment where acetate was injected into the subsurface to simulate Geobacteraceae in a uranium-contaminated aquifer. Analysis of amtB and nifD mRNA transcript levels indicated that NH4+ was the primary form of fixed nitrogen during bioremediation. Overall expression levels of amtB were on average 8-fold higher at NH4+ concentrations of 300 μM or more than at lower NH4+ levels (average 60 μM). The degree of temporal correlation in Geobacter species mRNA expression levels was calculated at both locations using autocorrelation methods that describe the relationship between sample semi-variance and time lag. At the monitoring location with lower NH4+, a temporal correlation lag of 8 days was observed for both amtB and nifD transcript patterns. At the location where higher NH4+ levels were observed, no discernable temporal correlation lag above the sampling frequency (approximately every 2 days) was observed for amtB or nifD transcript fluctuations. Autocorrelation trends in recA expression levels at both locations indicated that

  16. Discussion on sensor location in circular array for spatial autocorrelation method; Kukan jiko sokanho no enkei array ni okeru jishinkei haichi no kento

    Energy Technology Data Exchange (ETDEWEB)

    Yamamoto, H.; Iwamoto, K.; Saito, T.; Yoshida, A. [Iwate University, Iwate (Japan). Faculty of Engineering

    1997-05-27

    Methods to derive underground structures by utilizing the dispersion phenomenon of surface waves contained in microtremors include the frequency-wave number analysis method (the F-K method) and the spatial autocorrelation method (SAC method). The SAC method is said capable of estimating the structures to deeper depths than with the F-K method if the same seismometer is used. However, the F-K method is used more frequently. This is because the SAC method imposes a strict restriction that seismometers must be arranged evenly on the same circumference, while the F-K method allows seismometers to be arranged arbitrarily during an observation. Therefore, the present study has discussed whether the SAC method can be applied to observations with the seismometers arranged in the same way as in the F-K method, by using microtremor data acquired from actual observations. It was made clear that a seismometer arrangement for the SAC method may be sufficed with at least three meters arranged on the same circumference. These meters may not have to be arranged evenly, but because the acquired phase velocities may vary according to wave arriving directions and seismometer arrangement, it is desirable to perform observations with seismometers arranged as evenly as possible. 13 figs.

  17. Velocity Change in the Zone of a Moderate Mw 5.0 Earthquake Revealed by Autocorrelations of Ambient Noise and by Event Spectra

    Science.gov (United States)

    von Seggern, David H.; Anderson, John G.

    2017-03-01

    A moderate Mw 5.0 earthquake occurred near Mogul, Nevada (just west of Reno, Nevada), on 26 April 2008. This mainshock was surrounded by notable foreshock and aftershock sequences. Due to the long foreshock sequence, the area was well instrumented at the time of the mainshock. We investigated the foreshock and aftershock sequences for evidence of velocity changes in the structure immediate to the hypocenter and above it in the area of observed strong ground motion. Using autocorrelations of the time periods with nearly continuous foreshocks and aftershocks, we detected a nearly 1% negative change in velocity on recordings of station MOGL which was approximately over the hypocenter of the mainshock. We also observed from these recordings a shift in the spectral peaks to lower frequency following the mainshock, again indicative of a velocity decrease. Due to the different spatial sampling of the two methods, the effects could not be attributed to the same subsurface volume. However, both results are strong evidence for coseismic velocity changes accompanying an earthquake which is very much smaller than those for which previous velocity changes have been reported. We hypothesize that these changes can be observed for even smaller earthquakes, given a fortuitous placement of observing stations.

  18. A novel auto-correlation function method and FORTRAN codes for the determination of the decay ratio in BWR stability analysis

    Energy Technology Data Exchange (ETDEWEB)

    Behringer, K

    2001-08-01

    A novel auto-correlation function (ACF) method has been investigated for determining the oscillation frequency and the decay ratio in BWR stability analyses. The report describes not only the method but also documents comprehensively the used and developed FORTRAN codes. The neutron signals are band-pass filtered to separate the oscillation peak in the power spectral density (PSD) from background. Two linear second-order oscillation models are considered. The ACF of each model, corrected for signal filtering and with the inclusion of a background term under the peak in the PSD, is then least-squares fitted to the ACF estimated on the previously filtered neutron signals, in order to determine the oscillation frequency and the decay ratio. The procedures of filtering and ACF estimation use fast Fourier transform techniques with signal segmentation. Gliding 'short-time' ACF estimates along a signal record allow the evaluation of uncertainties. Some numerical results are given which have been obtained from neutron signal data offered by the recent Forsmark I and Forsmark II NEA benchmark project. They are compared with those from other benchmark participants using different other analysis methods. (author)

  19. One- and two-point velocity distribution functions and velocity autocorrelation functions for various Reynolds numbers in decaying homogeneous isotropic turbulence

    Science.gov (United States)

    Hosokawa, Iwao

    2007-01-01

    A decaying homogeneous isotropic turbulence is treated on the combined bases of the Kolmogorov hypothesis and the cross-independence hypothesis (for a closure of the Monin-Lundgren (ML) hierarchy of many-point velocity distributions) in turbulence. Similarity solutions for one- and two-point velocity distributions are obtained in the viscous, inertial and large-scale ranges of separation distance, from which we can give a reasonable picture of longitudinal and transverse velocity autocorrelation functions for any Reynolds number, even though they are distant from exact solutions of the infinite ML hierarchy. Possibility of non-similarity solutions with other reasonable and more realistic features is unveiled within the same theoretical framework. The cross-independence hypothesis is proved to be inconsistent with the Kolmogorov [1941b. Dissipation of energy in locally isotropic turbulence. Dokl. Akad. Nauk SSSR 32, 16-18.] theory in the inertial range. This is the main factor by which our special strategy (described in Introduction) is taken for solving this problem.

  20. Determination of the normalized surface height autocorrelation function of a two-dimensional randomly rough dielectric surface by the inversion of light scattering data in p-polarization

    Science.gov (United States)

    Kryvi, J. B.; Simonsen, I.; Maradudin, A. A.

    2016-09-01

    The contribution to the mean differential reflection coefficient from the in-plane, co-polarized scattering of p- polarized light from a two-dimensional randomly rough dielectric surface is used to invert scattering data to obtain the normalized surface height autocorrelation function of the surface. Within phase perturbation theory this contribution to the mean differential reflection coefficient possesses singularities (poles) when the polar scattering angle θs equals +/-θB= +/- tan-1√E, where E is the dielectric constant of the dielectric medium and θB is the Brewster angle. Nevertheless, we show in this paper that if the mean differential reflection coefficient is measured only in the angular range |θs| inversion scheme. This approach also yields the rms height of the surface roughness, and the dielectric constant of the scattering medium if it is not known in advance. The input data used in this minimization procedure consist of computer simulation results for surfaces defined by exponential and Gaussian surface height correlation functions, without and with the addition of multiplicative noise. The proposed inversion scheme is computationally efficient.

  1. Spatial Clustering of Water Pollution Based on Spatial Autocorrelation Analysis%基于空间自相关的水污染空间聚类研究

    Institute of Scientific and Technical Information of China (English)

    王新成; 王斌之; 黄建毅

    2014-01-01

    运用空间自相关分析方法对《中国环境质量报告2012》中全国地表水监测点位的溶解氧、高锰酸钾指数、五日生化需氧量、氨氮、石油类、挥发酚、汞和铅8项主要污染物水质常规监测指标进行了空间分布特征的定量研究。结果表明,各污染物的Moran指数都大于0,说明我国主要污染物的空间分布具有明显的空间自相关性;局部自相关分析的Moran散点图表明,各类污染物形成了多种空间分布格局。总体而言,我国污染物的扩散分布与地区社会经济有着密切关系,人口活动密集地区的水污染程度明显较高,如京津冀地区。从宏观格局看,我国水污染可分为东西、南北两大格局,东部沿海地区的水污染高集聚区明显高于中西部地区;北方地区的水环境污染状况比南方地区严重,且各种污染物指标在全国范围内有不同的集聚地域。%The spatial autocorrelation analysis was performed to quantitatively analyze the spatial distribution characteristics of water pollution monitoring indices , based on China Status of Environment in 2012.Eight water pollution indices , including dissolved oxygen , potassium permanganate index , BOD5 , ammonia nitrogen , petroleum, volatile phenol, mercury and lead.The Moran’s I is greater than 0 for all pollution indices, indicating that the spatial distribution of the main pollutants in China has significant spatial autocorrelation .The result of Moran scatter diagram of LISA shows that the pollutants have developed several kinds of spatial patterns .In general , the distribution of the water pollutants has close relationship with regional socio-economic situations , with obviously higher pollution in densely populated areas , such as Beijing-Tianjin-Hebei region .The water pollution in China could be divided into two major patterns ‘east-west’ and ‘north-south’, namely, the water pollution in China’s eastern

  2. Mono-static GPR without transmitting anything for pavement damage inspection: interferometry by auto-correlation applied to mobile phone signals

    Science.gov (United States)

    Feld, R.; Slob, E. C.; Thorbecke, J.

    2015-12-01

    Creating virtual sources at locations where physical receivers have measured a response is known as seismic interferometry. A much appreciated benefit of interferometry is its independence of the actual source locations. The use of ambient noise as actual source is therefore not uncommon in this field. Ambient noise can be commercial noise, like for example mobile phone signals. For GPR this can be useful in cases where it is not possible to place a source, for instance when it is prohibited by laws and regulations. A mono-static GPR antenna can measure ambient noise. Interferometry by auto-correlation (AC) places a virtual source on this antenna's position, without actually transmitting anything. This can be used for pavement damage inspection. Earlier work showed very promising results with 2D numerical models of damaged pavement. 1D and 2D heterogeneities were compared, both modelled in a 2D pavement world. In a 1D heterogeneous model energy leaks away to the sides, whereas in a 2D heterogeneous model rays can reflect and therefore still add to the signal reconstruction (see illustration). In the first case the amount of stationary points is strictly limited, while in the other case the amount of stationary points is very large. We extend these models to a 3D world and optimise an experimental configuration. The illustration originates from the journal article under submission 'Non-destructive pavement damage inspection by mono-static GPR without transmitting anything' by R. Feld, E.C. Slob, and J.W. Thorbecke. (a) 2D heterogeneous pavement model with three irregular-shaped misalignments between the base and subbase layer (marked by arrows). Mono-antenna B-scan positions are shown schematically. (b) Ideal output: a real source at the receiver's position. The difference w.r.t. the trace found in the middle is shown. (c) AC output: a virtual source at the receiver's position. There is a clear overlap with the ideal output.

  3. 基于循环自相关的OFDM调制识别方法%Recognition of OFDM Signals Based on Cyclic Autocorrelation

    Institute of Scientific and Technical Information of China (English)

    王玉娥; 张天骐; 白娟; 包锐

    2012-01-01

    For the problem of modulation recognition of communication signals, an algorithm based on cyclic autocorrelation is proposed to recognize OFDM signals and single-carrier signals according to the cycle-stationarity of communication signals. Then a single-carrier signals recognition method is proposed based on wavelet decomposition which combines wavelet theory of multiresolution analysis with modulated signals' instantaneous characteristics and high-order cumulants. What's more, a hierarchical neural network classifier is used to identify seven kinds of modulation signals as OFDM, 2ASK, 4ASK, 2PSK, 4PSK, 8FSK, 16QAM The simulation results show that the method is high in performance and not sensitive to noise.%针对通信信号的调制识别问题,首先根据通信信号的循环平稳性,提出一种基于循环自相关的OFDM信号和单载波信号的调制识别算法,然后将小波多分辨分析理论与调制信号的瞬时特征以及高阶累积量相结合,提出一种基于小波分解的单载波信号识别方法,在此基础上采用分层结构的神经网络分类器对OFDM,2ASK,4ASK,2PSK,4PSK,8PSK,16QAM这7种调制信号进行识别.仿真结果表明该方法具有良好的分类性能,且对噪声不敏感.

  4. Surface Roughness and Critical Exponent Analyses of Boron-Doped Diamond Films Using Atomic Force Microscopy Imaging: Application of Autocorrelation and Power Spectral Density Functions

    Science.gov (United States)

    Gupta, S.; Vierkant, G. P.

    2014-09-01

    The evolution of the surface roughness of growing metal or semiconductor thin films provides much needed information about their growth kinetics and corresponding mechanism. While some systems show stages of nucleation, coalescence, and growth, others exhibit varying microstructures for different process conditions. In view of these classifications, we report herein detailed analyses based on atomic force microscopy (AFM) characterization to extract the surface roughness and growth kinetics exponents of relatively low boron-doped diamond (BDD) films by utilizing the analytical power spectral density (PSD) and autocorrelation function (ACF) as mathematical tools. The machining industry has applied PSD for a number of years for tool design and analysis of wear and machined surface quality. Herein, we present similar analyses at the mesoscale to study the surface morphology as well as quality of BDD films grown using the microwave plasma-assisted chemical vapor deposition technique. PSD spectra as a function of boron concentration (in gaseous phase) are compared with those for samples grown without boron. We find that relatively higher boron concentration yields higher amplitudes of the longer-wavelength power spectral lines, with amplitudes decreasing in an exponential or power-law fashion towards shorter wavelengths, determining the roughness exponent ( α ≈ 0.16 ± 0.03) and growth exponent ( β ≈ 0.54), albeit indirectly. A unique application of the ACF, which is widely used in signal processing, was also applied to one-dimensional or line analyses (i.e., along the x- and y-axes) of AFM images, revealing surface topology datasets with varying boron concentration. Here, the ACF was used to cancel random surface "noise" and identify any spatial periodicity via repetitive ACF peaks or spatially correlated noise. Periodicity at shorter spatial wavelengths was observed for no doping and low doping levels, while smaller correlations were observed for relatively

  5. 基于Moran统计量的空间自相关理论发展和方法改进%Reconstructing the mathematical process of spatial autocorrelation based on Moran's statistics

    Institute of Scientific and Technical Information of China (English)

    陈彦光

    2009-01-01

    This paper is devoted to developing the theory and methods of spatial autoeorre-lation analysis based on the Moran statistics. Firstly, the mathematical process of the Mo-ran's index is reconstructed with the theory of linear algebra. Two kinds of generalized spatial weighting matrix (GSWM) are defined as follows: one is the ideal spatial weighting matrix (ISWM), and the other is the real spatial weighting matrix (RSWM). The Moran's I can be redefined by both ISWM and RSWM. Secondly, the theoretical essence of Mo-ran's I is brought to light by using the ideas from symmetry and invarianee of mathemati-cal transform. The Moran's I is in fact the eigenvalue of ISWM and RSWM, and the cor-responding eigenvector is just the vector consisting of the standardized data for spatial au-tocorrelation analysis. Thirdly, the Moran seatterplot is revised. Based on ISWM and RSWM, the Moran scatterplot for local analysis of spatial association is improved and the result is more satisfying than the original form. In the improved seatterplot, ISWM pres-ents a straight line, and RSWM shows itself as a random distribution of data points.Three approaches to estimating the Moran's I are advanced as follows: (1) The method of formula. Three-step computation process is summed up by means of matrix the-ory. (2) The method of matrix. The scaling relation is employed to estimate the Moran'sI by calculating the eigenvalue of ISWM or RSWM. (3) The method of regression analy-sis. This approach is based on the correlation between the standardized vector and ISWM or RSWM. The key step of making analysis of spatial autocorrelation is to construet the contiguity matrix. The spatial weighting matrix (SWM) is divided into four types: (1) lo-cality correlation, (2) quasi-locality correlation, (3) quasi-long-distanee eorrelation, and (4) long distance correlation associated with action at a distance. Different types of SWM are suitable for different eases of geographical analysis.The improved theory and

  6. AUTOCORRELAÇÃO ESPACIAL NA AVALIAÇÃO DE COMPOSTOS DE MILHO PARA RESISTÊNCIA À LAGARTA DO CARTUCHO (Spodoptera frugiperda SPATIAL AUTOCORRELATION IN THE EVALUATION OF MAIZE COMPOSITES FOR RESISTANCE TO FALL ARMYWORM (Spodoptera frugiperda

    Directory of Open Access Journals (Sweden)

    José Branco de Miranda Filho

    2007-09-01

    resistance to fall armyworm using a scale varying from 0 (no damage to 5 (destroyed whorl. The experimental design was randomized complete blocks with two replications. Two models were considered: using the classical analysis with independent errors, and a model with spatially correlated errors. In the spatial model, the residual covariance matrix (R followed a model built according to the spatial autocorrelation detected in the experiment. The test of Durbin-Watson was used to detect the presence of the spatial autocorrelation between plots, which showed to be highly significant. The distance range of the spatial autocorrelation was about 1.5 m. The use of the spatial model allowed a better local control, resulting a reduction in the estimates of residual variances and an increase of heritability coefficient estimates and expected progress with the selection. The ranking of progenies was changed when using different models of analysis. The use of mixed model was more appropriate than classical analysis in such circumstances.

    KEY-WORDS: Exotic germplasm; spatial autocorrelation; mixed model; BLUP.

  7. Rural settlements spatial pattern evolution and zoning district based on spatial autocorrelation%基于空间自相关的农村居民点空间格局演变及其分区

    Institute of Scientific and Technical Information of China (English)

    姜广辉; 何新; 马雯秋; 王明珠; 张瑞娟

    2015-01-01

    Research on rural settlements spatial pattern and their evolution helps to reveal the interaction between human and land in different development stages and different areas. It provides theoretical basis for rational land use planning and rural settlement classification management. Rural settlements’ morphology reflects both the natural geographical and social economic development condition. According to our research, rural settlements’ morphology characteristic has significant correlation with topography, population and living condition of people, etc. Therefore, attributes of rural settlements themselves, namely their displayed morphology, can be used to replace the commonly-used index for the zoning of rural settlements. Meanwhile, spatial autocorrelation method can measure the morphological characteristics of spatial agglomeration pattern which provides the foundation for concentrated continuous rural settlements zoning. Taking Pinggu District, Beijing City as an example, the paper conducted a study on the spatial pattern and zoning of rural settlements. The paper extracted rural settlements in 1993, 2003 and 2011 in Pinggu District. Spatial autocorrelation was applied to depict the spatial pattern of rural settlements morphology characteristics, including the size, shape and distribution. And then the relationship was analyzed between size, shape and distribution characteristics of overlapped regions. On the basis of the spatial autocorrelation result and the overlap region analysis, we put forward the comprehensive management zoning of rural settlements. The main results of the study were as follows: Firstly, size, shape and distribution showed significant spatial autocorrelation. Positive autocorrelation types took the form of the group, whereas negative ones scattered. Secondly, obvious differences existed in agglomeration characters between the plain and the hilly mountainous areas. Rural settlements demonstrated large size, regular shape and

  8. Spatiotemporal Pattern Changes of Urban Heat Island Based on Spatial Autocorrelation%基于空间自相关的城市热岛时空格局变化

    Institute of Scientific and Technical Information of China (English)

    江振蓝; 潘辉; 张宝玉; 王婷芬

    2016-01-01

    Objective] To find the effectiveness and feasibility of applying Spatial Autocorrelation Analysis Method in revealing spatiotemporal change law of urban heat island.[Method] Landsat thermal infrared band was used to define the spatial autocorrelation local index G coefficient within the range of urban heat island.Spatiotemporal pattern of urban heat island in Fuzhou was researched from 1996 to 2016.[Result] Within 1996-2016,heat island problem deteriorated,featuring continuous expansion of heat islands and higher rate of deterioration than that of mitiga-tion.But the intensity of heat was mitigated inside the heat islands.This showed that the threat of heat island in the city was mainly from the new heat island areas developed in the process of urbanization.[Conclusion] Spatial autocorrelation local index G coefficient reflects both the level of land surface temperature and its spatial correlation.It helps to define the scope of urban heat island statistically and to visualize the spatiotemporal dynamics.This research provides a new way of research on urban heat island.%[目的]明确空间自相关分析方法运用于揭示城市热岛时空变化规律的有效性和可行性。[方法]利用Landsat热红外波段进行地表温度反演,采用空间自相关局部指标G系数进行城市热岛范围的界定,并进行1996—2016年福州城市热岛的时空格局研究。[结果]1996—2016年城市热岛范围持续扩展,热岛状况的恶化速度大于缓解速度,热岛问题日益严重,但在热岛内部,强度却有所缓解,福州热岛效应的威胁主要来源于城市扩展形成的新热岛区。[结论]空间自相关局部指标G系数能同时兼顾地表温度的高低及其空间相关关系,不仅能从统计学意义上有效地界定城市热岛范围,还能从可视化角度揭示其时空变化规律,从而为城市热岛定量研究提供新思路。

  9. Modified spatial autocorrelation method using autoregressive model for estimating underground velocity structure from microtremor array observation; Bido array tansa ni okeru kukan jiko sokanho no jiko kaiki model wo mochiita kairyo

    Energy Technology Data Exchange (ETDEWEB)

    Yamamoto, H.; Saito, T. [Iwate University, Iwate (Japan). Faculty of Engineering; Obuchi, T. [Kawasaki Geological Engineering Co. Ltd., Tokyo (Japan)

    1998-02-01

    Spatial autocorrelation method (SAC) is an effective analysis for estimating underground S-wave velocity structure from microtremor phase velocity dispersion relation because it has larger detectable range of microtremor wavelength than frequency-wavenumber analysis. However, phase velocities estimated by conventional SAC methods such as band-pass filtered method or Fast Fourier Transform method were not precise if suitable band width was not selected for analysis. We proposed a new technique for SAC using autoregressive model which estimated spectra with high resolution because the best fitting model can be selected using AIC. We apply the new method to calculate phase velocities of microtremors which were observed at a ground of Morioka Technical High School with arrays. As a result, phase velocities calculated by the new method were continuous with frequency although those calculated by the conventional methods were scattered. This indicates that SAC functions calculated by the new method are estimated better than those by conventional SAC methods. 13 refs., 7 figs.

  10. On-site processing systems for determination of the phase velocity of Rayleigh waves in microtremors using the spatial autocorrelation method; Kukan jiko sokanho wo mochiita bidochu no Rayleigh ha iso sokudo no genba kettei system

    Energy Technology Data Exchange (ETDEWEB)

    Matsuoka, T.; Umezawa, N. [Saitama Institute of Environmental Pollution, Saitama (Japan)

    1996-05-01

    To render the spatial autocorrelation (SAC) method easier to use, a system has been constructed that can be used with ease on the site for the calculation of phase velocities. This system can perform two observation methods of the same frequency characteristics, that is, the simultaneous multi-point observation and one-point independent observation. The pickup is a velocity type seismograph of a natural period of 1 second that has been so electrically adjusted as to work on an apparent natural period of 7 seconds. Among the frequency characteristics, those related to phase are regarded as important because the SAC method is based on the measurement of coherence between two points. The analysis software runs on a waveform processing software DADiSP/WIN designed for personal computers. To know the operability of this system on the site and to accumulate records using the SAC method, observations were made at the depth of 100-500m at 6 locations in Saitama Prefecture where the underground structure was known thanks to prior PS logging. As the result, a dispersion curve was obtained by use of an array of appropriate dimensions at every location agreeing with the underground structure. 9 refs., 10 figs.

  11. 利用各向异性高斯方向导数相关矩阵的角点检测方法%A Corner Detection Algorithm Using Anisotropic Gaussian Directional Derivatives Autocorrelation Matrix on Edge Contours

    Institute of Scientific and Technical Information of China (English)

    章为川; 水鹏朗; 朱磊

    2012-01-01

    为了抑制图像边缘上的局部变化和噪声对角点检测的影响,提出了利用各向异性高斯方向导数自相关矩阵的角点检测算法.该算法首先利用Canny边缘检测器提取图像的边缘映射;然后用各向异性高斯方向导数滤波器对输入图像进行平滑,对每个边缘像素,利用它与相邻像素之间方向导数的相关性构造自相关矩阵;若边缘像素点的自相关矩阵所对应的归一化特征值的和是局部极大值,则标记该点为角点.与传统的基于轮廓的角点检测方法不同,文中提出的方法利用的是邻近像素的方向导数的相关信息,而不是轮廓曲线的曲率,因而具有更好的稳健性.实验结果表明:在无噪声和含噪声的条件下,该检测方法与已有的3种算法相比,平均配准角点数分别提高了7.4%和9.3%左右,平均定位误差分别降低了10%和15.2%左右.%A new corner detection algorithm based on the anisotropic Gaussian directional derivatives (ANDDs) autocorrelation matrix on edge contours is proposed to suppress noise and local variation, and to detect corners effectively. Firstly, the edge map of an image is extracted by the Canny edge detector. Secondly, the input image is smoothed by the ANDD filters; autocorrelation matrices are constructed for each edge pixel by the directional derivatives correlation of the pixel and its surrounding pixels. Finally, the contour pixels with local maxima of the sum of the normalized eigenvalues are labeled as corners. The proposed algorithm is different from the traditional contour-based detectors, and it uses the intensity variation auto-information on contours and their surrounding pixels rather than the curvatures of the planar curves, hence has better robustness to noise. Experimental results and comparisons with several state-of-art algorithms in both the noise-free and noise cases show that the average matched corner numbers of the proposed algorithm increase by

  12. Analyzing and modeling the coverage of vegetation in the Qaidam Basin of China:The role of spatial autocorrelation%柴达木盆地植被覆盖度的分析与模拟——空间自相关方法的运用

    Institute of Scientific and Technical Information of China (English)

    ZHU Wenbin; JIA Shaofeng; L(U) Aifeng; YAN Tingting

    2012-01-01

    @@%Relationship between vegetation and environmental factors has always been a major topic in ecology,but it has also been an important way to reveal vegetation's dynamic response to and feedback effects on climate change.For the special geographical location and climatic characteristics of the Qaidam Basin,with the support of traditional and remote sensing data,in this paper a vegetation coverage model was established.The quantitative prediction of vegetation coverage by five environmental factors was initially realized through multiple stepwise regression (MSR) models.However,there is significant multicollinearity among these five environmental factors,which reduces the performance of the MSR model.Then through the introduction of the Moran Index,an indicator that reflects the spatial autocorrelation of vegetation distribution,only two variables of average annual rainfall and local Moran Index were used in the final establishment of the vegetation coverage model.The results show that there is significant spatial autocorrelation in the distribution of vegetation.The role of spatial autocorrelation in the establishment of vegetation coverage model has not only improved the model fitting R2 from 0.608 to 0.656,but also removed the multicollinearity among independents.

  13. The Circular Serial Autocorrelation Computer Program,

    Science.gov (United States)

    1987-04-01

    Fourier Analysis of Time Series: An Introduction, New York: Wiley Interscience, 1976. 4. Wald , A. and J. Wolfowitz , "An Exact Test for Randomness in the Non...by design). Thus, the error should meet the hypotheses of Wald and Waltowitz [4] for most finite data. Having now presented the essentials of the

  14. Multivariate Process Control with Autocorrelated Data

    DEFF Research Database (Denmark)

    Kulahci, Murat

    2011-01-01

    As sensor and computer technology continues to improve, it becomes a normal occurrence that we confront with high dimensional data sets. As in many areas of industrial statistics, this brings forth various challenges in statistical process control and monitoring. This new high dimensional data...... often exhibit not only cross-­‐correlation among the quality characteristics of interest but also serial dependence as a consequence of high sampling frequency and system dynamics. In practice, the most common method of monitoring multivariate data is through what is called the Hotelling’s T2 statistic...

  15. Risk Measures for Autocorrelated Hedge Fund Returns

    NARCIS (Netherlands)

    A. Di Cesare (Antonio); Ph.A. Stork (Philip); C.G. de Vries (Casper)

    2011-01-01

    textabstractStandard risk metrics tend to underestimate the true risks of hedge funds because of serial correlation in the reported returns. Getmansky et al. (2004) derive mean, variance, Sharpe ratio, and beta formulae adjusted for serial correlation. Following their lead, adjusted downside and glo

  16. Phylogenetic autocorrelation under distinct evolutionary processes.

    Science.gov (United States)

    Diniz-Filho, J A

    2001-06-01

    I show how phylogenetic correlograms track distinct microevolutionary processes and can be used as empirical descriptors of the relationship between interspecific covariance (V(B)) and time since divergence (t). Data were simulated under models of gradual and speciational change, using increasing levels of stabilizing selection in a stochastic Ornstein-Uhlenbeck (O-U) process, on a phylogeny of 42 species. For each simulated dataset, correlograms were constructed using Moran's I coefficients estimated at five time slices, established at constant intervals. The correlograms generated under different evolutionary models differ significantly according to F-values derived from analysis of variance comparing Moran's I at each time slice and based on Wilks' lambda from multivariate analysis of variance comparing their overall profiles in a two-way design. Under Brownian motion or with small restraining forces in the O-U process, correlograms were better fit by a linear model. However, increasing restraining forces in the O-U process cause a lack of linear fit, and correlograms are better described by exponential models. These patterns are better fit for gradual than for speciational modes of change. Correlograms can be used as a diagnostic method and to describe the V(B)/t relationship before using methods to analyze correlated evolution that assume (or perform statistically better when) this relationship is linear.

  17. Decomposition of spectra using maximum autocorrelation factors

    DEFF Research Database (Denmark)

    Larsen, Rasmus

    2001-01-01

    into classification or regression type analyses. A featured method for low dimensional representation of multivariate datasets is Hotellings principal components transform. We will extend the use of principal components analysis incorporating new information into the algorithm. This new information consists......This paper addresses the problem of generating a low dimensional representation of the variation present in a set of spectra, e.g. reflection spectra recorded from a series of objects. The resulting low dimensional description may subseque ntly be input through variable selection schemes...... Fourier decomposition these new variables are located in frequency as well as well wavelength. The proposed algorithm is tested on 100 samples of NIR spectra of wheat....

  18. Shape Modelling Using Maximum Autocorrelation Factors

    DEFF Research Database (Denmark)

    Larsen, Rasmus

    2001-01-01

    of the training set are in reality a time series, e.g.\\$\\backslash\\$ snapshots of a beating heart during the cardiac cycle or when the shapes are slices of a 3D structure, e.g. the spinal cord. Second, in almost all applications a natural order of the landmark points along the contour of the shape is introduced......This paper addresses the problems of generating a low dimensional representation of the shape variation present in a training set after alignment using Procrustes analysis and projection into shape tangent space. We will extend the use of principal components analysis in the original formulation...... of Active Shape Models by Timothy Cootes and Christopher Taylor by building new information into the model. This new information consists of two types of prior knowledge. First, in many situation we will be given an ordering of the shapes of the training set. This situation occurs when the shapes...

  19. Análise quantitativa da influência de um novo paradigma ecológico: autocorrelação espacial - DOI: 10.4025/actascibiolsci.v25i1.2113 Quantitative analysis of the influence of a new ecological paradigm: spatial autocorrelation - DOI: 10.4025/actascibiolsci.v25i1.2113

    Directory of Open Access Journals (Sweden)

    Luis Mauricio Bini

    2003-04-01

    Full Text Available O objetivo desse trabalho foi o de avaliar a influência da autocorrelação espacial (ausência de independência estatística de observações obtidas ao longo do espaço geográfico nos estudos ecológicos. Para tanto, uma avaliação dos trabalhos que empregaram os métodos necessários para a quantificação da autocorrelação espacial foi realizada, utilizando os dados fornecidos pelo “Institute for Scientific Information”. Os resultados demonstraram que existe uma tendência crescente da utilização das análises de autocorrelação espacial em estudos ecológicos, e que a presença de autocorrelação espacial significativa foi detectada na maior parte dos estudos. Além disso, esses estudos foram desenvolvidos em vários países, por cientistas de diferentes nacionalidades, com diferentes grupos de organismos e em diferentes tipos de ecossistemas. Dessa forma, pode-se considerar que o reconhecimento explícito da estrutura espacial dos processos naturais, por meio da análise da autocorrelação espacial, é um novo paradigma dos estudos ecológicosThe aim of this paper was to evaluate the influence of the spatial autocorrelation (absence of independence among observations gathered along geographical space in ecological studies. For this task, an evaluation of the studies that used spatial autocorrelation analysis was carried out using the data furnished by the Institute for Scientific Information. There is a positive temporal tendency in the number of studies that used spatial autocorrelation analysis. A significant autocorrelation was detected in most studies. Moreover, scientist of several nationalities carried out these studies in different countries, with different organisms and in different types of ecosystems. In this way, it is possible to consider that the explicit incorporation of the spatial structure of natural processes, through the autocorrelation analysis, is a new ecological paradigm

  20. Exploration of underground basement structures in Kanto plain using the spatial autocorrelation method. 1. S-wave velocity structure along the line from Hatoyama, Saitama to Noda, Chiba; Kukan jiko sokanho ni yoru Kanto heiya no kiban kozo tansa. 1. Saitamaken Hatoyama machi - Chibaken Nodashi kan no S ha sokudo kozo

    Energy Technology Data Exchange (ETDEWEB)

    Matsuoka, T.; Umezawa, N.; Shiraishi, H. [Saitama Institute of Environmental Pollution, Saitama (Japan)

    1997-05-27

    The Saitama prefectural government has been conducting basement structure exploration using the spatial autocorrelation method by dividing the entire plain area into meshes, for the purpose of improving the accuracy of estimating large-scale seismic damages. This paper reports the result of explorations on meshes in the east-west direction in the central part of Saitama Prefecture. The present exploration was intended on ten meshes in the east-west direction along the north latitude 36-degree line. The number of exploration points is 13 comprising three points on the hilly area bordering on the eastern edge of the Kanto mountainous area and ten points on the plain area. The arrangement constitutes a traverse line with a total distance of about 33 km from the west edge (Hatoyama-machi in Saitama Prefecture) to the east edge (Noda City in Chiba Prefecture). The phase velocities were estimated from the result of the array microtremor observations using the spatial autocorrelation method applied with the FET. The phase velocities were used to estimate underground structures by using an inverse analysis. As a result, detailed two-dimensional S-wave velocity structures were revealed on the traverse line. The velocity cross section expresses change in the basement structures with sufficient resolution, and at the same time the information is judged highly harmonious with existing deep boring data and the result of artificial earthquake exploration. 15 refs., 6 figs.

  1. A robust lo calization metho d for source lo calization based on the auto-correlation function of wide-band signal%一种基于单水听器宽带信号自相关函数的水下目标定位稳健方法∗

    Institute of Scientific and Technical Information of China (English)

    张同伟; 杨坤德; 马远良; 汪勇

    2015-01-01

    It is very difficult to estimate the relative arrival delay of the eigenrays for an unknown source in shallow water. The effects of a source position changing in the neighborhood and sound speed profile perturbation on arrival time of eigenvays are similar. In this paper, we present a robust localization method based on the auto-correlation function of wide-band signal of single hydrophone. By designing neighboring location constraints, a weighting function is constructed to change the peak cross-interference of the auto-correlation function to useful information that is conducible to the improving of targeting performance. In this method there is no need to estimate the relative arrival delay of the eigenray. Computer simulation shows that the robust method can achieve better localization performance, and even has tolerences of environment mismatch and searching grid mismatch. The performance of the robust method is validated through the broad-band data collected on a vertical line array during the Shallow Water 2006 experiments.%在浅海波导中,未知声源的本征声线相对到达时延估计是非常困难的。声源位置在邻域内变化和声速剖面扰动对本征声线相对达到时延的影响是类似的。基于这种思想,提出了基于单水听器宽带信号自相关函数的水下目标定位稳健方法。通过设计邻域位置约束,构造加权函数,将宽带信号自相关函数包含的交叉干扰峰值转化为能够改善目标定位性能的有用信息。该方法不仅不需要估计本征声线的相对到达时延,而且对搜索网格失配和环境参数失配具有相当的宽容性。利用典型浅海环境下的仿真数据和海上实验数据(Shallow Water 2006 experiments)对所提出方法的有效性进行了验证。

  2. Identificação e modelagem da autocorrelação residual no ajuste do modelo de Wood às curvas de lactação de cabras Identification and modeling of residual autocorrelation in the adjustments of Wood’s model to lactation curves of goats

    Directory of Open Access Journals (Sweden)

    Ana Lúcia Puerro de Melo

    2011-10-01

    Full Text Available Objetivou-se com este trabalho apresentar uma metodologia de identificação e modelagem da autocorrelação residual considerando ajustes individuais do modelo de Wood às lactações de cabras leiteiras e também avaliar a influência de tal modelagem na qualidade do ajuste. O modelo de Wood foi ajustado individualmente às lactações, considerando três estruturas residuais. Na primeira, assumiu-se independência dos erros (EI para todas as lactações, na segunda, assumiu-se a estrutura de erros autoregressivos de primeira ordem (AR1 para todas as lactações e, na terceira, nomeada por EI-AR1, foi utilizada a estrutura de erros AR1 somente para as lactações que apresentaram autocorrelação residual, segundo o teste de Durbin-Watson, e de EI para as demais. As três situações de ajuste foram comparadas pelos percentuais de convergência e pelas médias dos quadrados médios dos erros (QME e dos coeficientes de determinação ajustados (R²aj. As médias dos QME e dos R²aj apresentaram valores semelhantes nas três situações de estrutura residual. No entanto, o modelo com estrutura EI-AR1 apresentou maior convergência, o que consiste em uma vantagem, já que permite que um maior número de animais seja avaliado quanto à sua curva de lactação. Portanto, em função da maior convergência obtida, o ajuste do modelo de Wood com a estrutura EI-AR1 consiste na opção mais indicada para grandes conjuntos de dados.The objective of this research was to present a methodology for identification and modeling of residual autocorrelation considering individual adjustments of the Wood's model to lactation dairy goats and evaluate the influence of such modeling in the quality of adjustment. The Wood's model was adjusted individually for lactations in three different ways, the first have assumed independence of errors (IE for all lactations, the second have assumed autoregressives first order errors (AR1 for all lactations and the third, named

  3. 网络自相关模型在心理学研究中的应用--以同群效应、学习动机对青少年学业表现的影响为例%Application of Network Autocorrelation Models in Psychological Studies:Taking the Impact of Peer Effect, Learning Motivation on Adolescents’ Academic Performance as Examples

    Institute of Scientific and Technical Information of China (English)

    焦璨; 吴换杰; 黄玥娜; 黄菲菲; 张敏强

    2014-01-01

    In general, social science data can be divided into attribute data and relational data. Focusing on individual properties, plus lagged statistical methods, the traditional social research, by simplifying relational data into attribute data, adopts traditional statistical analysis to deal with the former. This approach is not desirable, because traditional statistical analysis needs to meet the independence of cases. However, relational data mainly involves the relationships between interdependent actors, in which sense, it violates the assumption of independence, inapplicable to traditional statistical analysis. With the development of the statistical methods, a new approach—social network analysis (SNA) is proposed to deal with relational data. Social network analysis is a large and growing body of researches on the measurement and analysis of relational structure. It mainly evaluates relationships between actors, and the contexts of the social actors. Network autocorrelation models are common for social network analysis, which are used to study on the relationship between network effect and individual behavior. In order to explore the difference between social network analysis and traditional statistical analysis, we have compared the performance of network effect model and traditional linear model in dealing with relational data through simulation studies. The simulation studies were conducted in R statistical programming environment. This article also presents the application of network effect model in psychology, and the empirical study was to investigate the impact of peer effect and learning motivation on adolescents’ academic performance. Network effect model, a type of the network autocorrelation models that fully considers the interdependencies among sample units, was applied to delve into the data by using“sna”software package in R project. The simulation study suggests that parameter estimation and model fit of network effect model are

  4. Autocorrelation in queuing network-type production systems - revisited

    DEFF Research Database (Denmark)

    Nielsen, Erland Hejn

    2007-01-01

    In managing production systems, a strong emphasis is placed on the reduction of variance in specific transformation processes (e.g. for quality control purposes) and on controlling the level of variability in general, as for instance with the Bullwhip effect. However, the possible disturbing...

  5. Autocorrelation and Regularization of Query-Based Information Retrieval Scores

    Science.gov (United States)

    2008-02-01

    projected scores. This problem has similar solutions to monolingual regularization. The iterative solution is, ft+1t = (1− α)yt + αStf t t (8.7) The... multilingual corpora. In Manuela M. Veloso, editor, IJCAI 2007, Proceedings of the 20th International Joint Conference on Artificial In- telligence

  6. Kernel maximum autocorrelation factor and minimum noise fraction transformations

    DEFF Research Database (Denmark)

    Nielsen, Allan Aasbjerg

    2010-01-01

    ) dimensional feature space via the kernel function and then performing a linear analysis in that space. Three examples show the very successful application of kernel MAF/MNF analysis to 1) change detection in DLR 3K camera data recorded 0.7 seconds apart over a busy motorway, 2) change detection...

  7. Measurements for the Performance of the Digital Autocorrelation Spectrometer

    Institute of Scientific and Technical Information of China (English)

    Fa-Chun Lu; Jarken Esimbek; Jian-Jun Zhou; Xing-Wu Zheng

    2007-01-01

    Injecting phase calibration (PCAL) signals to the feed horn of the observation system and analyzing the output response signals of the spectrometer, we measured the working performance of a 4096-channel digital autocalibration spectrometer. The results demonstrate that the spectrometer has a fine working performance: (1) the channels are distributed uniformly in the spectrometer; (2) line drift produces little effect on the observation results; (3)spectral resolution shows little changes with observation time. The distribution of the frequency resolution in an 80 MHz bandwidth was measured. A trial observation on the two molecular spectral lines of H2CO and H 110α taken with this spectrometer is described.

  8. Autocorrelation and regularization in digital images. II - Simple image models

    Science.gov (United States)

    Jupp, David L. B.; Strahler, Alan H.; Woodcock, Curtis E.

    1989-01-01

    The variogram function used in geostatistical analysis is a useful statistic in the analysis of remotely sensed images. Using the results derived by Jupp et al. (1988), the basic second-order, or covariance, properties of scenes modeled by simple disks of varying size and spacing after imaging into disk-shaped pixels are analyzed to explore the relationship betwee image variograms and discrete object scene structure. The models provide insight into the nature of real images of the earth's surface and the tools for a complete analysis of the more complex case of three-dimensional illuminated discrete-object images.

  9. Autocorrelation and regularization in digital images. I - Basic theory

    Science.gov (United States)

    Jupp, David L. B.; Strahler, Alan H.; Woodcock, Curtis E.

    1988-01-01

    Spatial structure occurs in remotely sensed images when the imaged scenes contain discrete objects that are identifiable in that their spectral properties are more homogeneous within than between them and other scene elements. The spatial structure introduced is manifest in statistical measures such as the autocovariance function and variogram associated with the scene, and it is possible to formulate these measures explicitly for scenes composed of simple objects of regular shapes. Digital images result from sensing scenes by an instrument with an associated point spread function (PSF). Since there is averaging over the PSF, the effect, termed regularization, induced in the image data by the instrument will influence the observable autocovariance and variogram functions of the image data. It is shown how the autocovariance or variogram of an image is a composition of the underlying scene covariance convolved with an overlap function, which is itself a convolution of the PSF. The functional form of this relationship provides an analytic basis for scene inference and eventual inversion of scene model parameters from image data.

  10. The Problem of Auto-Correlation in Parasitology

    OpenAIRE

    Pollitt, Laura C.; Reece, Sarah E.; Nicole Mideo; Nussey, Daniel H.; Nick Colegrave

    2012-01-01

    Explaining the contribution of host and pathogen factors in driving infection dynamics is a major ambition in parasitology. There is increasing recognition that analyses based on single summary measures of an infection (e.g., peak parasitaemia) do not adequately capture infection dynamics and so, the appropriate use of statistical techniques to analyse dynamics is necessary to understand infections and, ultimately, control parasites. However, the complexities of within-host environments mean ...

  11. The problem of auto-correlation in parasitology.

    Directory of Open Access Journals (Sweden)

    Laura C Pollitt

    Full Text Available Explaining the contribution of host and pathogen factors in driving infection dynamics is a major ambition in parasitology. There is increasing recognition that analyses based on single summary measures of an infection (e.g., peak parasitaemia do not adequately capture infection dynamics and so, the appropriate use of statistical techniques to analyse dynamics is necessary to understand infections and, ultimately, control parasites. However, the complexities of within-host environments mean that tracking and analysing pathogen dynamics within infections and among hosts poses considerable statistical challenges. Simple statistical models make assumptions that will rarely be satisfied in data collected on host and parasite parameters. In particular, model residuals (unexplained variance in the data should not be correlated in time or space. Here we demonstrate how failure to account for such correlations can result in incorrect biological inference from statistical analysis. We then show how mixed effects models can be used as a powerful tool to analyse such repeated measures data in the hope that this will encourage better statistical practices in parasitology.

  12. Planetary model of sunspot emergence: A spectral and autocorrelation analysis

    CERN Document Server

    Edmonds, Ian

    2016-01-01

    This paper is concerned with intermediate range periodicity in the sunspot area spectrum. An empirical model of sunspot area emergence based on Mercury planet conjunctions was developed and the spectra of the model variation and the sunspot area variation compared. By including solar cycle amplitude modulation and the effect of solar magnetic field reversal the model was able to predict fine detail in the sunspot area spectrum. As Mercury planet conjunctions occur predictably it was possible to compare the time variation of band limited components of sunspot area with the corresponding component variations in the model. When the model component variation was stable corresponding components of sunspot area lagged the model variation by a few tens of days. When a 180 degree phase change occurred in the model variation the corresponding component of sunspot area followed the change over an interval of a few hundred days, first by decreasing to zero and then emerging in phase with the model variation. Where perio...

  13. Avaliação e aplicação de testes para a detecção da autocorrelação espacial usando marcadores genéticos Evaluation and application of tests for the detection of spatial autocorrelation using data genetics marks

    Directory of Open Access Journals (Sweden)

    João Marcos Louzada

    2006-04-01

    Full Text Available O índice I de Moran é a ferramenta usual para se medir a intensidade da autocorrelação espacial em dados de marcadores genéticos. A estatística I é assintoticamente normalmente distribuída, podendo ser avaliada como desvios da normal padrão mediante o suposto-N (aproximação normal. Porém, para pequenos números de populações (m25}, deve-se aplicar o teste de Mantel em qualquer das situações simuladas.Moran's I index is the usual tool to measure the intensity of the spatial autocorrelation in genetic markers data. I statistics is asymptotically normally distributed and it may be evaluated as standard normal deviations (assumption-N, normality. However, for small numbers of populations (m<8, the Mantel' s randomness test (assumption-R developed by Mantel (1967 should be applied. Thus, this study was done to evaluate the performance of both tests accordding to type I error rate sand their power. They were evaluated via Monte Carlo simulation, in which, the situations of average allelic frequencies, {p=0,1, p=0,25 and p=0,5} were analyzed under H0. Number for populations varying from {m= 5, 10, 25 and 50}were taken into account and for each population, the number of individuals in {n=1, 2, 5, 10 and 30} was varied as well. As regards to the alternative hypothesis (with spatial pattern, in addition to these same situations simulated in H0, the behavior of these criteria of tests was evaluated according to the variation of the amplitude in the average local allelic frequency in {A=0,1; 0,2; 0,5; 0,8 e 1,0}. Therefore, the performance of the test studied could be analyzed as the degree of variability of the average frequencies generated on a linear surface, related to the geographic space and by means of it's different slopes. The normal approximation was considered better withpopulations as combined with the weighing systems inverse of the distance and inverse of the distance squared in both levels of significance 1% and 5%. The same

  14. Application of Autocorrelation Analysis to Source Identification: Analysis of Gun Shot Noise and Disney's Animated Voices%自相关函数分析在声源识别中的应用——对迪斯尼动画声和枪击噪声的分析

    Institute of Scientific and Technical Information of China (English)

    佐藤伸一; 全鎮龍

    2007-01-01

    Since each parameter of the autocorrelation function (ACF) closely relates to the subjective attributes of the sound, it is effective to use the ACF parameters for the source recognition and identification. In this paper, first, gunshot noises are analyzed by the ACF. It is difficult to extract the sound characteristics of the impulsive sound like gunshot which has a broadband spectrum and has no clear spectrum peak, however, the ACF parameters can clarify the characteristics of each gunshot. In 1974, the first lady of the then Korean President was killed by the gunshot during the ceremony in the National Theater. People had recognized that the murderer fired the fatal shot, but recently one professor claimed that the first lady was killed by the miss-shot of her bodyguard by using the "traditional" acoustical analysis. The authors' ACF analysis provides the fact to reveal which gunshots killed her.Then the car sounds are analyzed by the ACF parameters. Here, the identification process of the car sound by using the ACF is briefly introduced. Moreover, from the movie trailer of the Walt Disney Animation "Cars", as an example, the authors try to demonstrate how each car engine sound is similar to the sound of corresponding voice actor.%由于源自自相关函数(ACF)的各个参量与对声音的主观评价有密切的相关关系,因此,应用ACF参量来进行声源的识别和确定是有效的方法.文中首先对枪击噪声的ACF进行分析,对于类似枪击噪声这种具有广谱且谱的峰值不明显的脉冲声信号,很难分析其声音的特征,不过,其ACF参量仍然可用以辨明其声信号的特征.1974年,前韩国总统夫人在国立剧院庆典会上被枪杀,人们公认那致命的枪击乃谋杀者所为,然而现在有一位教授借助于"传统"的声学分析方法声称第一夫人是被她的卫兵所误杀.笔者的ACF分析提供的事实揭示了究竟是哪个枪声击中了她.同时,对汽车的声音

  15. Crustal velocity changes associated with the Wenchuan M8.0 earthquake by auto-correlation function analysis of seismic ambient noise%汶川地震区地壳速度相对变化的环境噪声自相关研究

    Institute of Scientific and Technical Information of China (English)

    赵盼盼; 陈九辉; Michel Campillo; 刘启元; 李昱; 李顺成; 郭飚; 王峻; 齐少华

    2012-01-01

    A temporal seismic array consisted of 297 broadband seismographs was deployed in Western Sichuan (100°~105°E, 26°~32°N) in 2006, and the observation covered the great 2008 Wenchuan earthquake. We used the continuous three-component ambient noise data from January, 2007 to October, 2008, recorded at the 137 stations north of 29°N, to study the crust seismic velocity changes before and after the earthquake. For every single station, three autocorrelation functions (ACF) and three cross correlation functions (CCF) are calculated and stacked in 10 days for three components of noise data respectively. Then we estimated the relative velocity changes by measuring travel time shifts between the 50-day-moving-average stacks and the reference empirical correlation functions. We obtained the characteristic of spatial distribution of relative velocity changes caused by Wenchuan earthquake. Our results indicate that ACF analysis can get similar coseismic velocity changes pattern with the CCF method, and the distribution of coseismic velocity changes is closely correlated with the volumetric strain changes during the Wenchuan earthquake. We also found an area of velocity increase in the region where the Longmenshan Fault zone adjoins the Xianshuihe Fault zone. This area is consistent with the faults that the Coulomb stress increased by the occurrence of the Wenchuan earthquake as predicted by the source mechanism and surface deformation. We also found that the crustal velocity increase lasted for about 2 months and then decreased with ubiquitous stress release in the studying region.%2006年中国地震局地质研究所地震动力学国家重点实验室在川西地区(100°E~105°E,26°N~32°N)布设了由297个宽频带地震台组成的密集流动地震观测台阵.本文利用川西流动地震台阵29°N以北地区的137个台站2007年1月至2008年10月的连续三分量地震环境噪声记录,研究了汶川地震震前震后地壳速度变化特征.借助

  16. Valid auto-models for spatially autocorrelated occupancy and abundance data

    OpenAIRE

    Bardos, David C.; Guillera-Arroita, Gurutzeta; Wintle, Brendan A.

    2015-01-01

    Auto-logistic and related auto-models, implemented approximately as autocovariate regression, provide simple and direct modelling of spatial dependence. The autologistic model has been widely applied in ecology since Augustin, Mugglestone and Buckland (J. Appl. Ecol., 1996, 33, 339) analysed red deer census data using a hybrid estimation approach, combining maximum pseudo-likelihood estimation with Gibbs sampling of missing data. However Dormann (Ecol. Model., 2007, 207, 234) questioned the v...

  17. On the validity of the case-time-control design for autocorrelated exposure histories

    DEFF Research Database (Denmark)

    Jensen, Aksel Karl Georg; Gerds, Thomas Alexander; Weeke, Peter

    2014-01-01

    The case-time-control design is an extension of the case-crossover design capable of handling time trends in the exposure of the general population. Time-invariant confounders are controlled for by the design itself. The idea is to compare the exposure status of a person in one or several reference...... periods during which no event occurred with the exposure status of the same person in the index period where the event occurred. By comparing case-crossover results in cases to case-crossover results in controls, the exposure-outcome association can be estimated by conditional logistic regression. We...... review the mathematical assumptions underlying the case-time-control design and examine sensitivity to deviations from the assumed independence of within-individual exposure history. Results from simulating various scenarios suggest that the design is quite robust to deviations from this model assumption...

  18. The Structure of the Doppler-Difference Signal and the Analysis of Its Autocorrelation Function.

    Science.gov (United States)

    1979-07-01

    I12tinuation or maximum entropy techniques, have also been proposed. However, they would all require a separate and distinct programme. A procedure...restrictions, the result can also be shown to hold if p uv is a 4 bivariate normal distribution, so that a shear stress term can be accommodated4 In this...100 times the maximum value of the second at resonance. Hence around u - u0 we take as a good approximation T sin 21Tr(q Pu(U) = 2 q_2 c - in terms of

  19. Shear-stress relaxation and ensemble transformation of shear-stress autocorrelation functions

    Science.gov (United States)

    Wittmer, J. P.; Xu, H.; Baschnagel, J.

    2015-02-01

    We revisit the relation between the shear-stress relaxation modulus G (t ) , computed at finite shear strain 0 0 with Geq being the static equilibrium shear modulus. G (t ) and C(t ) | γ thus must become different for solids and it is impossible to obtain Geq alone from C(t ) | γ as often assumed. We comment briefly on self-assembled transient networks where Geq(f ) must vanish for a finite scission-recombination frequency f . We argue that G(t ) =C (t ) | τ=C(t ) | γ should reveal an intermediate plateau set by the shear modulus Geq(f =0 ) of the quenched network.

  20. Application of the Autocorrelation Function and Fractal Geometry Methods for Analysis of MFM Images

    Directory of Open Access Journals (Sweden)

    Bramowicz M.

    2014-06-01

    Full Text Available Niniejsza praca dotyczy zastosowania metod korelacyjnych do numerycznej analizy obrazów rozkładu pola magnetycznego emitowanego z obszarów spontanicznego namagnesowania. W pracy przedstawiono kontynuację badań nad zastosowaniem funkcji autokorelacji oraz metod analizy fraktalnej w badaniach struktury domenowej oraz charakterystyki emitowanego z nich pola magnetycznego.

  1. What autocorrelation tells us about motor variability: Insights from dart throwing

    NARCIS (Netherlands)

    Beers, van R.J.; Meer, van der Y.; Veerman, R.M.

    2013-01-01

    In sports such as golf and darts it is important that one can produce ballistic movements of an object towards a goal location with as little variability as possible. A factor that influences this variability is the extent to which motor planning is updated from movement to movement based on observe

  2. Long-range autocorrelations of CpG islands in the human genome.

    Directory of Open Access Journals (Sweden)

    Benjamin Koester

    Full Text Available In this paper, we use a statistical estimator developed in astrophysics to study the distribution and organization of features of the human genome. Using the human reference sequence we quantify the global distribution of CpG islands (CGI in each chromosome and demonstrate that the organization of the CGI across a chromosome is non-random, exhibits surprisingly long range correlations (10 Mb and varies significantly among chromosomes. These correlations of CGI summarize functional properties of the genome that are not captured when considering variation in any particular separate (and local feature. The demonstration of the proposed methods to quantify the organization of CGI in the human genome forms the basis of future studies. The most illuminating of these will assess the potential impact on phenotypic variation of inter-individual variation in the organization of the functional features of the genome within and among chromosomes, and among individuals for particular chromosomes.

  3. Local spatial-autocorrelation and urban ring identification in Mexico City's Regional Belt

    Directory of Open Access Journals (Sweden)

    Manuel Suárez Lastra

    2011-01-01

    Full Text Available Se exploró la estructura urbana de las ocho áreas metropolitanas que forman la Corona Regional de la Ciudad de México, mediante la identificación de clusters espaciales basados en un algoritmo de autocorrelación espacial regionalmente estandarizado. El análisis revela claros patrones de contornos urbanos con diferente grado de complejidad alrededor de las ciudades centrales, lo que sugiere distintas etapas en la evolución de las áreas metropolitanas.

  4. A propagation-separation approach to estimate the autocorrelation in a time-series

    Directory of Open Access Journals (Sweden)

    D. V. Divine

    2008-07-01

    Full Text Available The paper presents an approach to estimate parameters of a local stationary AR(1 time series model by maximization of a local likelihood function. The method is based on a propagation-separation procedure that leads to data dependent weights defining the local model. Using free propagation of weights under homogeneity, the method is capable of separating the time series into intervals of approximate local stationarity. Parameters in different regions will be significantly different. Therefore the method also serves as a test for a stationary AR(1 model. The performance of the method is illustrated by applications to both synthetic data and real time-series of reconstructed NAO and ENSO indices and GRIP stable isotopes.

  5. Radiation-induced large-scale structure during the reionization epoch: the autocorrelation function

    CERN Document Server

    Croft, Rupert A C

    2007-01-01

    The structures produced during the epoch of reionization by the action of radiation on neutral hydrogen are in principle different to those that arise through gravitational growth of initially small perturbations. We explore the difference between the two mechanisms using high resolution cosmological radiative transfer. Our computations use a Monte Carlo code which raytraces directly through SPH kernels without a grid, preserving the high spatial resolution of the underlying hydrodynamic simulation. Because the properties of the first sources of radiation are uncertain, we simulate a range of models with different source properties and recombination physics. We examine the morphology of the neutral hydrogren distribution and the reionization history in these models. We find that at fixed mean neutral fraction, structures are visually most affected by the existence of a lower limit in source luminosity, then by galaxy mass to light ratio, and are minimally affected by changes in the recombination rate and ampl...

  6. On the effect of the ionising background on the Ly{\\alpha} forest autocorrelation function

    CERN Document Server

    Gontcho, Satya Gontcho A; Busca, Nicolás G

    2014-01-01

    An analytical framework is presented to understand the effects of a fluctuating intensity of the cosmic ionising background on the correlations of the Ly{\\alpha} forest transmission fraction measured in quasar spectra. In the absence of intensity fluctuations, the Ly{\\alpha} power spectrum should have the expected cold dark matter power spectrum with redshift distortions in the linear regime, with a bias factor b_{\\delta} and a redshift distortion parameter {\\beta} that depend on redshift but are independent of scale. The intensity fluctuations introduce a scale dependence in both b_{\\delta} and {\\beta}, but keeping their product b_{\\delta}{\\beta} fixed. Observations of the Ly{\\alpha} correlations and cross-correlations with radiation sources like those being done at present in the BOSS survey of SDSS-III (Busca et al. 2013; Slosar et al. 2013; Font-Ribera et al. 2014) have the potential to measure this scale dependence, which reflects the biasing properties of the sources and absorbers of the ionising backgr...

  7. Blood vector velocity estimation using an autocorrelation approach: In vivo Investigation

    DEFF Research Database (Denmark)

    Udesen, Jesper; Bachmann, Michael; Rue, Kristina

    2005-01-01

    In conventional techniques for blood velocity estimation, only the axial component of the velocity vector is found. We have previously shown that it is possible to estimate the 2-D blood velocity vector both in simulations and in flow phantom experiments using a fast and inexpensive method (the...... deg phase shift in the lateral direction. The TO method works at angles where conventional methods fails to estimate any blood movement, i.e. when the angle between the ultrasound beam and the velocity vector is approximately 90 deg. In this paper the first in-vivo color flow map (CFM) images...... are presented using the TO method. A 128 element 5 MHz linear array transducer was used together with the experimental ultrasound scanner RASMUS operating at a sampling frequency of 40 MHz with a pulse repetition frequency of 24 kHz. After sampling the received channel data were beamformed off...

  8. Study of correlation and autocorrelation of supercurrent and charge in stacked Josephson junctions

    OpenAIRE

    Hamdipour, M.; Y Shukrinov; MR Kolahchi

    2010-01-01

    Charge creation in superconductor layers affects current–voltage characteristics (CVC) of the Josephson junction array and creates a breakpoint region in CVC. This charge may oscillate in the form of longitudinal plasma wave, (LPW), or nonregularity. In this paper we intend to distinguish the region with LPW from the nonregular region.

  9. Beyond Rainfall Multipliers: Describing Input Uncertainty as an Autocorrelated Stochastic Process Improves Inference in Hydrology

    Science.gov (United States)

    Del Giudice, D.; Albert, C.; Reichert, P.; Rieckermann, J.

    2015-12-01

    Rainfall is the main driver of hydrological systems. Unfortunately, it is highly variable in space and time and therefore difficult to observe accurately. This poses a serious challenge to correctly estimate the catchment-averaged precipitation, a key factor for hydrological models. As biased precipitation leads to biased parameter estimation and thus to biased runoff predictions, it is very important to have a realistic description of precipitation uncertainty. Rainfall multipliers (RM), which correct each observed storm with a random factor, provide a first step into this direction. Nevertheless, they often fail when the estimated input has a different temporal pattern from the true one or when a storm is not detected by the raingauge. In this study we propose a more realistic input error model, which is able to overcome these challenges and increase our certainty by better estimating model input and parameters. We formulate the average precipitation over the watershed as a stochastic input process (SIP). We suggest a transformed Gauss-Markov process, which is estimated in a Bayesian framework by using input (rainfall) and output (runoff) data. We tested the methodology in a 28.6 ha urban catchment represented by an accurate conceptual model. Specifically, we perform calibration and predictions with SIP and RM using accurate data from nearby raingauges (R1) and inaccurate data from a distant gauge (R2). Results show that using SIP, the estimated model parameters are "protected" from the corrupting impact of inaccurate rainfall. Additionally, SIP can correct input biases during calibration (Figure) and reliably quantify rainfall and runoff uncertainties during both calibration (Figure) and validation. In our real-word application with non-trivial rainfall errors, this was not the case with RM. We therefore recommend SIP in all cases where the input is the predominant source of uncertainty. Furthermore, the high-resolution rainfall intensities obtained with this innovative technique can help validate areal rainfall estimates from other methods and constitute an important contribution towards separating predictive uncertainties.

  10. Covariance Estimation and Autocorrelation of NORAD Two-Line Element Sets

    Science.gov (United States)

    2006-03-01

    Position Variances – Satellites Above Drag Effects......................... 59 Figure 18. In-track Position Variances – LEO Satellites Subject to...model accounted for the zonal harmonics (J2, J3, J4, J5 terms) solution that Brouwer developed in 1959 as well as for atmospheric drag...eccentricity as a factor” (6:176). So as Vallado explains, much of the full gravity solution that Brouwer had developed was not included in SGP4 (22

  11. A note on prognostic accuracy evaluation of regression models applied to longitudinal autocorrelated binary data

    Directory of Open Access Journals (Sweden)

    Giulia Barbati

    2014-11-01

    Full Text Available Background: Focus of this work was on evaluating the prognostic accuracy of two approaches for modelling binary longitudinal outcomes, a Generalized Estimating Equation (GEE and a likelihood based method, Marginalized Transition Model (MTM, in which a transition model is combined with a marginal generalized linear model describing the average response as a function of measured predictors.Methods: A retrospective study on cardiovascular patients and a prospective study on sciatic pain were used to evaluate discrimination by computing the Area Under the Receiver-Operating-Characteristics curve, (AUC, the Integrated Discrimination Improvement (IDI and the Net Reclassification Improvement (NRI at different time occasions. Calibration was also evaluated. A simulation study was run in order to compare model’s performance in a context of a perfect knowledge of the data generating mechanism. Results: Similar regression coefficients estimates and comparable calibration were obtained; an higher discrimination level for MTM was observed. No significant differences in calibration and MSE (Mean Square Error emerged in the simulation study, that instead confirmed the MTM higher discrimination level. Conclusions: The choice of the regression approach should depend on the scientific question being addressed, i.e. if the overall population-average and calibration or the subject-specific patterns and discrimination are the objectives of interest, and some recently proposed discrimination indices are useful in evaluating predictive accuracy also in a context of longitudinal studies.

  12. Expected properties of the Two-Point Autocorrelation Function of the IGM

    CERN Document Server

    Ursino, Eugenio; Galeazzi, Massimiliano; Marulli, Federico; Moscardini, Lauro; Piro, Luigi; Roncarelli, Mauro; Takei, Yoh

    2010-01-01

    Recent analyses of the fluctuations of the soft Diffuse X-ray Background (DXB) have provided indirect detection of a component consistent with the elusive Warm Hot Intergalactic Medium (WHIM). In this work we use theoretical predictions obtained from hydrodynamical simulations to investigate the angular correlation properties of the WHIM in emission and assess the possibility of indirect detection with next-generation X-ray missions. Our results indicate that the angular correlation signal of the WHIM is generally weak but dominates the angular correlation function of the DXB outside virialized regions. Its indirect detection is possible but requires rather long exposure times [0.1-1] Ms, large (~1{\\deg} x1{\\deg}) fields of view and accurate subtraction of isotropic fore/background contributions, mostly contributed by Galactic emission. The angular correlation function of the WHIM is positive for {\\theta} < 5' and provides limited information on its spatial distribution. A satisfactory characterization of ...

  13. High-Responsivity Graphene-Boron Nitride Photodetector and Autocorrelator in a Silicon Photonic Integrated Circuit

    CERN Document Server

    Shiue, Ren-Jye; Wang, Yifei; Peng, Cheng; Robertson, Alexander D; Efetov, Dimitri; Assefa, Solomon; Koppens, Frank H L; Hone, James; Englund, Dirk

    2015-01-01

    Graphene and other two-dimensional (2D) materials have emerged as promising materials for broadband and ultrafast photodetection and optical modulation. These optoelectronic capabilities can augment complementary metal-oxide-semiconductor (CMOS) devices for high-speed and low-power optical interconnects. Here, we demonstrate an on-chip ultrafast photodetector based on a two-dimensional heterostructure consisting of high-quality graphene encapsulated in hexagonal boron nitride. Coupled to the optical mode of a silicon waveguide, this 2D heterostructure-based photodetector exhibits a maximum responsivity of 0.36 A/W and high-speed operation with a 3 dB cut-off at 42 GHz. From photocurrent measurements as a function of the top-gate and source-drain voltages, we conclude that the photoresponse is consistent with hot electron mediated effects. At moderate peak powers above 50 mW, we observe a saturating photocurrent consistent with the mechanisms of electron-phonon supercollision cooling. This nonlinear photorespo...

  14. Study of correlation and autocorrelation of supercurrent and charge in stacked Josephson junctions

    Directory of Open Access Journals (Sweden)

    M Hamdipour

    2010-09-01

    Full Text Available Charge creation in superconductor layers affects current–voltage characteristics (CVC of the Josephson junction array and creates a breakpoint region in CVC. This charge may oscillate in the form of longitudinal plasma wave, (LPW, or nonregularity. In this paper we intend to distinguish the region with LPW from the nonregular region.

  15. Trajectory length and autocorrelation times. N{sub f} = 2 simulations in the Schroedinger functional

    Energy Technology Data Exchange (ETDEWEB)

    Meyer, H. [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany); Witzel, O. [Humboldt-Universitaet, Berlin (Germany). Inst. fuer Physik

    2006-09-15

    A status report is presented on the large-volume simulations in the Schroedinger functional with two flavours of O(a) improved Wilson quarks performed by the ALPHA collaboration. The physics goal is to set the scale for the computation of the fundamental parameters of QCD. In this talk the emphasis is on aspects of the Hybrid Monte-Carlo algorithm, which we use with (symmetric) even-odd and Hasenbusch preconditioning. We study the dependence of aucorrelation times on the trajectory length. The latter is found to be significant for fermionic correlators, the trajectories longer than unity performing better than the shorter ones. (orig.)

  16. A TR-UWB Downconversion Autocorrelation Receiver for Wireless Body Area Network

    Directory of Open Access Journals (Sweden)

    Islam SMRiazul

    2009-01-01

    Full Text Available Low power UWB receiver architecture is proposed for a Wireless Body Area Network (WBAN. This receiving technology is a synergy of existing downconversion-based narrowband rejection mechanism in RF front end and signal processing in frequency domain. Frequency components of converted and filtered UWB pulses are separated into real and imaginary parts, independently correlated and effectively combined to achieve an improved output Signal to noise ratio (SNR. An extensive mathematical analysis has been performed to formulate the close-form expressions for SNRs in order to compare system performances toward favorable BER under BPSK modulation scheme. Analysis shows that optimal rotation of coordination plays an important role for the enhancement of receiving SNR which is further confirmed by computer simulation. A wide range of link level simulation (LLS urges that the proposed system is more power efficient in higher-order modulation (HOM schemes. Transmitted Reference (TR scheme has been considered as the basis for wideband communication.

  17. SPATIALLY AUTOCORRELATED DEMOGRAPHY AND INTERPOND MIGRATION IN THE CALIFORNIA TIGER SALAMANDER (AMBYSTOME CALIFORNIENSE)

    Science.gov (United States)

    We investigated the metapopulation structure of the California tiger salamander (Ambystoma californiense) using a combination of indirect and direct methods to evaluate two key requirements of modern metapopulation models: 1) that patches support somewhat independent populations ...

  18. Impact of Autocorrelation on Principal Components and Their Use in Statistical Process Control

    DEFF Research Database (Denmark)

    Vanhatalo, Erik; Kulahci, Murat

    2015-01-01

    A basic assumption when using principal component analysis (PCA) for inferential purposes, such as in statistical process control (SPC), is that the data are independent in time. In many industrial processes, frequent sampling and process dynamics make this assumption unrealistic rendering sampled...

  19. Social networks and trade of services: modelling interregional flows with spatial and network autocorrelation effects

    Science.gov (United States)

    de la Mata, Tamara; Llano, Carlos

    2013-07-01

    Recent literature on border effect has fostered research on informal barriers to trade and the role played by network dependencies. In relation to social networks, it has been shown that intensity of trade in goods is positively correlated with migration flows between pairs of countries/regions. In this article, we investigate whether such a relation also holds for interregional trade of services. We also consider whether interregional trade flows in services linked with tourism exhibit spatial and/or social network dependence. Conventional empirical gravity models assume the magnitude of bilateral flows between regions is independent of flows to/from regions located nearby in space, or flows to/from regions related through social/cultural/ethic network connections. With this aim, we provide estimates from a set of gravity models showing evidence of statistically significant spatial and network (demographic) dependence in the bilateral flows of the trade of services considered. The analysis has been applied to the Spanish intra- and interregional monetary flows of services from the accommodation, restaurants and travel agencies for the period 2000-2009, using alternative datasets for the migration stocks and definitions of network effects.

  20. Review of relationships between grey-tone co-occurrence, semivariance, and autocorrelation based image texture analysis approaches

    NARCIS (Netherlands)

    Sanden, van der J.J.; Hoekman, D.H.

    2005-01-01

    In the present paper we review relationships between commonly used statistical approaches to analysis of image texture. The approaches considered characterize image texture by means of the statistics of grey- tone co- occurrence contrast, grey- tone co- occurrence correlation, semivariance, and auto

  1. Determination of z~0.8 neutral hydrogen fluctuations using the 21 cm intensity mapping auto-correlation

    CERN Document Server

    Switzer, E R; Bandura, K; Calin, L -M; Chang, T -C; Chen, X -L; Li, Y -C; Liao, Y -W; Natarajan, A; Pen, U -L; Peterson, J B; Shaw, J R; Voytek, T C

    2013-01-01

    The large-scale distribution of neutral hydrogen in the universe will be luminous through its 21 cm emission. Here, for the first time, we use the auto-power spectrum of 21 cm intensity fluctuations to constrain neutral hydrogen fluctuations at z~0.8. Our data were acquired with the Green Bank Telescope and span the redshift range 0.6 < z < 1 over two fields totaling ~41 deg. sq. and 190 hr of radio integration time. The dominant synchrotron foregrounds exceed the signal by ~10^3, but have fewer degrees of freedom and can be removed efficiently. Even in the presence of residual foregrounds, the auto-power can still be interpreted as an upper bound on the 21 cm signal. Our previous measurements of the cross-correlation of 21 cm intensity and the WiggleZ galaxy survey provide a lower bound. Through a Bayesian treatment of signal and foregrounds, we can combine both fields in auto- and cross-power into a measurement of Omega_HI b_HI = [0.62^{+0.23}_{-0.15}] * 10^{-3} at 68% confidence with 9% systematic ca...

  2. Testing the limits of the spatial Markov model for upscaling transport: The role of nonmonotonic effective velocity autocorrelations.

    Science.gov (United States)

    Sund, Nicole L; Bolster, Diogo; Benson, David A

    2016-10-01

    The spatial Markov model is a Lagrangian random walk model, widely and successfully used for upscaling transport in heterogeneous flows across a broad range of problems. It is particularly useful at early or pre-asymptotic times when many other conventional upscaling approaches may not be valid. However, as with all upscaled models, it must have its limits. In particular, the question of what the smallest scale at which it can be legitimately applied, without violating implicit assumptions, remains. Here we address this issue by considering one of the most classical transport upscaling problems: Taylor dispersion in a bounded shear flow. We demonstrate that the smallest scale for the spatial Markov model depends on the transverse width of the domain, the variability of the flow field as quantified by a coefficient of variation, and the competition of longitudinal and transverse diffusion coefficients. We show that this scale is a factor of the Peclet number smaller than the classical Taylor dispersion scale, meaning that for advection-dominated systems where Peclet numbers are large, this model can be applied at much smaller scales than classical Taylor-Aris dispersion theories.

  3. Pair and triplet approximation of a spatial lattice population model with multiscale dispersal using Markov chains for estimating spatial autocorrelation.

    Science.gov (United States)

    Hiebeler, David E; Millett, Nicholas E

    2011-06-21

    We investigate a spatial lattice model of a population employing dispersal to nearest and second-nearest neighbors, as well as long-distance dispersal across the landscape. The model is studied via stochastic spatial simulations, ordinary pair approximation, and triplet approximation. The latter method, which uses the probabilities of state configurations of contiguous blocks of three sites as its state variables, is demonstrated to be greatly superior to pair approximations for estimating spatial correlation information at various scales. Correlations between pairs of sites separated by arbitrary distances are estimated by constructing spatial Markov processes using the information from both approximations. These correlations demonstrate why pair approximation misses basic qualitative features of the model, such as decreasing population density as a large proportion of offspring are dropped on second-nearest neighbors, and why triplet approximation is able to include them. Analytical and numerical results show that, excluding long-distance dispersal, the initial growth rate of an invading population is maximized and the equilibrium population density is also roughly maximized when the population spreads its offspring evenly over nearest and second-nearest neighboring sites.

  4. Exploring in Durbin-Watson Autocorrelation Test%Durbin-Watson自相关检验应用问题探讨

    Institute of Scientific and Technical Information of China (English)

    刘明; 王永瑜

    2014-01-01

    通过对Durbin-Watson自相关检验方法的阐述,进一步讨论这类检验方法在应用时先设条件存在的原因,并由此引出另一些不被注意的先设条件,随后对Durbin-Watson检验中的临界值和判别区间问题进行探讨,给出临界上限取值大于2情形下的检验方法并结合案例进行分析.

  5. Auto-correlation and variance-to-mean measurements in a subcritical core obeying multiple alpha-modes

    Energy Technology Data Exchange (ETDEWEB)

    Bergloef, Carl, E-mail: calle@neutron.kth.se [Department of Reactor Physics, KTH Royal Institute of Technology, SE-106 91 Stockholm (Sweden); Fernandez-Ordonez, Manuel; Villamarin, David; Becares, Vicente; Gonzalez-Romero, Enrique M. [Nuclear Innovation Group, CIEMAT, Avda. Complutense 22, 28040 Madrid (Spain); Bournos, Victor [Joint Institute for Power and Nuclear Research, National Academy of Sciences, Akad. Krasina str. 99, Minsk (Belarus); Munoz-Cobo, Jose-Luis [Dept Ingenieria Quimica y Nuclear, Universidad Politechnica, Camino de Vera 14, 46022 Valencia (Spain)

    2011-02-15

    Neutron noise measurements based on the Rossi-{alpha} and Feynman-{alpha} methodologies have been performed in a heterogeneous subcritical system. It is shown that the traditional single alpha-mode formulations of the Rossi-{alpha} and Feynman-{alpha} methods are not applicable due to the presence of higher alpha-modes. Formalisms taking into account multiple alpha-modes are applied resulting in satisfactory results. Three alpha-modes could be identified using the Rossi-{alpha} method, whereas only two could be obtained using the Feynman-{alpha} method. In the Feynman-{alpha} case, the possibility to obtain the fastest decaying alpha-mode was diminished due to detector dead time effects. It was found that the slowest decaying alpha-mode does not exactly correspond to the prompt decay found in pulsed neutron source measurements, which confirms the results of previous studies. Strengths and weaknesses of the multiple alpha-mode Rossi-{alpha} and Feynman-{alpha} methods observed in this study are pointed out.

  6. Autocorrelation interferometer of constant phase. New method of measurement of homogeneous line width of irradiation under conditions of predominant heterogeneous broadening

    CERN Document Server

    Lebedev, M V

    2001-01-01

    The method for measuring the line homogeneous width without application of the nonlinear-optical effects is proposed in this work. The method is based on applying the new interferometer scheme with a diffraction lattice. The diffraction lattices are successfully used in the interferometry for separating the beams and additional radiation monochromatization. The lattice in the proposed scheme makes it possible to obtain the independence of the phases difference between the interference beams on the wavelength. The interferometer optical scheme is shown

  7. Mode characterization, autocorrelation measurements, and harmonic conversion with pico- and femtosecond pulses delivered by the Mark III free-electron laser

    Energy Technology Data Exchange (ETDEWEB)

    Cutolo, A.; Hooper, B.; Benson, S.V.; Schultz, J.F.; Madeys, J.M.

    1989-01-01

    After briefly reporting on the present status of the infrared free-electron laser now operating at the Stanford Photon Research Laboratory and powered by the linear accelerator Mark III, we discuss the results of using nonlinear optical techniques for both the characterization of its output radiation and the enhancment of its tunability range. In particular, to show the evidence of possible self-guiding effects, a new and reliable technique has been devised and successfully tested for real-time monitoring of the micropulse evolution during the buildup of radiation. Finally, we discuss the main problems connected with the damage threshold of optical materials.

  8. Determination of the Projected Atomic Potential by Deconvolution of the Auto-Correlation Function of TEM Electron Nano-Diffraction Patterns

    Directory of Open Access Journals (Sweden)

    Liberato De Caro

    2016-11-01

    Full Text Available We present a novel method to determine the projected atomic potential of a specimen directly from transmission electron microscopy coherent electron nano-diffraction patterns, overcoming common limitations encountered so far due to the dynamical nature of electron-matter interaction. The projected potential is obtained by deconvolution of the inverse Fourier transform of experimental diffraction patterns rescaled in intensity by using theoretical values of the kinematical atomic scattering factors. This novelty enables the compensation of dynamical effects typical of transmission electron microscopy (TEM experiments on standard specimens with thicknesses up to a few tens of nm. The projected atomic potentials so obtained are averaged on sample regions illuminated by nano-sized electron probes and are in good quantitative agreement with theoretical expectations. Contrary to lens-based microscopy, here the spatial resolution in the retrieved projected atomic potential profiles is related to the finer lattice spacing measured in the electron diffraction pattern. The method has been successfully applied to experimental nano-diffraction data of crystalline centrosymmetric and non-centrosymmetric specimens achieving a resolution of 65 pm.

  9. Digital Elevation Model (DEM), 5 Meter Auto-correlated DEM, Published in 2006, 1:24000 (1in=2000ft) scale, State of Utah Automated Geographic Reference Center.

    Data.gov (United States)

    NSGIC GIS Inventory (aka Ramona) — This Digital Elevation Model (DEM) dataset, published at 1:24000 (1in=2000ft) scale, was produced all or in part from Other information as of 2006. It is described...

  10. A 200 MHz Bandwidth, 4096 Spectral Channels, 3 W Power Consumption, Digital Auto-Correlation Spectrometer Chip for Spaceborne Microwave Radiometers Project

    Data.gov (United States)

    National Aeronautics and Space Administration — NASA?s program for Exploration of the Solar System requires high-resolution microwave spectrometers for the analysis of chemical composition and physical properties...

  11. 基于自相关特性的WPM与OFDM的识别研究%A Classification Method between Wavelet Packet Modulation and OFDM Based on Autocorrelation

    Institute of Scientific and Technical Information of China (English)

    李双霞; 唐向宏; 董庭亮; 马丹丹

    2010-01-01

    该文基于小波包调制和正交频分复用调制信号的结构特征,利用接收信号的自相关特性,探讨了在加性高斯白噪声信道、瑞利信道和频率选择性信道下小波包调制和正交频分复用调制的分类识别.仿真结果表明,该方法简单,具有较好的识别效果.

  12. Autocorrelation and cross-correlation between hCGβ and PAPP-A in repeated sampling during first trimester of pregnancy

    DEFF Research Database (Denmark)

    Nørgaard, Pernille; Wright, Dave; Ball, Susan;

    2013-01-01

    Theoretically, repeated sampling of free β-human chorionic gonadotropin (hCGβ) and pregnancy associated plasma protein-A (PAPP-A) in the first trimester of pregnancy might improve performance of risk assessment of trisomy 21 (T21). To assess the performance of a screening test involving repeated...

  13. Ultra-compact optical auto-correlator based on slow-light enhanced third harmonic generation in a silicon photonic crystal waveguide

    CERN Document Server

    Monat, Christelle; Collins, Matthew; Clark, Alex; Schroeder, Jochen; Xiong, Chunle; Li, Juntao; O'Faolain, Liam; Krauss, Thomas F; Eggleton, Benjamin J; Moss, David J

    2014-01-01

    The ability to use coherent light for material science and applications is directly linked to our ability to measure short optical pulses. While free-space optical methods are well-established, achieving this on a chip would offer the greatest benefit in footprint, performance, flexibility and cost, and allow the integration with complementary signal processing devices. A key goal is to achieve operation at sub-Watt peak power levels and on sub-picosecond timescales. Previous integrated demonstrations require either a temporally synchronized reference pulse, an off-chip spectrometer, or long tunable delay lines. We report the first device capable of achieving single-shot time-domain measurements of near-infrared picosecond pulses based on an ultra-compact integrated CMOS compatible device, with the potential to be fully integrated without any external instrumentation. It relies on optical third-harmonic generation in a slow-light silicon waveguide. Our method can also serve as a powerful in-situ diagnostic to...

  14. 自相关过程质量控制图的最优经济设计%Optimal Economic-Statistical Design of Quality Control Chart with Auto-Correlative Process

    Institute of Scientific and Technical Information of China (English)

    夏远强; 韩文秀

    2004-01-01

    正确设计质量控制图参数,对降低生产成本、保证产品质量具有重要意义.提出了基于控制图的ARL,并应用蒙特卡罗随机模拟进行控制图参数的最优经济设计方法.该方法也可以用于其他控制图的参数最优经济设计.

  15. 沪市A股与B股交叉相关的实证研究%Study on Cross-Autocorrelation Between A Shares and B Shares in Shanghai Stock Market

    Institute of Scientific and Technical Information of China (English)

    朴哲范

    2003-01-01

    中国证券市场与其他国家和地区的股市相比,最大区别点是"市场分离(market segmentation)"和"政策市场".本文为研究沪市中影响A、B股交叉相关系数的因素,先利用交叉相关系数计算A、B股交叉相关系数后,再利用多变量公式分析了决定A、B股相对情报力的因素.

  16. Neutral and Stable Equilibria of Genetic Systems and The Hardy-Weinberg Principle: Limitations of the Chi-Square Test and Advantages of Auto-Correlation Functions of Allele Frequencies

    Directory of Open Access Journals (Sweden)

    Francisco A Bosco

    2012-12-01

    Full Text Available Since the foundations of Population Genetics the notion of genetic equilibrium (in close analogy to Classical Mechanics has been associated with the Hardy-Weinberg (HW Principle and the identification of equilibrium is currently assumed by stating that the HW axioms are valid if appropriate values of Chi-Square (p<0.05 are observed in experiments. Here we show by numerical experiments with the genetic system of one locus/two alleles that considering large ensembles of populations the Chi-Square test is not decisive and may lead to false negatives in random mating populations and false positives in nonrandom mating populations. This result confirms the logical statement that statistical tests cannot be used to deduce if the genetic population is under the HW conditions. Furthermore, we show that under the HW conditions populations of any size evolve in time according to what can be identified as neutral dynamics to which the very notion of equilibrium is unattainable for any practical purpose. Therefore, under the HW conditions the identification of equilibrium properties needs a different approach and the use of more appropriate concepts. We also show that by relaxing the condition of random mating the dynamics acquires all the characteristics of asymptotic stable equilibrium. As a consequence our results show that the question of equilibrium in genetic systems should be approached in close analogy to non-equilibrium statistical physics and its observability should be focused on dynamical quantities like the typical decay properties of the allelic auto correlation function in time. In this perspective one should abandon the classical notion of genetic equilibrium and its relation to the HW proportions and open investigations in the direction of searching for unifying general principles of population genetic transformations capable to take in consideration these systems in their full complexity.

  17. Gráficos de controle de EWMA e de X-barra para monitoramento de processos autocorrelacionados EWMA and X-bar control charts for the monitoring of autocorrelated processes

    Directory of Open Access Journals (Sweden)

    Fernando Antonio Elias Claro

    2007-12-01

    Full Text Available Este artigo trata dos gráficos de controle de EWMA e de X-barra utilizados no monitoramento de processos cujas observações podem ser descritas por um modelo auto-regressivo de primeira ordem. Os gráficos são planejados levando em conta a correlação em série e utilizando-se o conceito de subgrupos racionais como estratégia de amostragem. As propriedades das cartas de controle são obtidas e comparadas. Os resultados numéricos mostram que a correlação positiva dentro dos subgrupos afeta o desempenho dos gráficos. O gráfico de EWMA é substancialmente mais ágil do que o gráfico de X-barra na detecção de perturbações no processo, especialmente quando tais perturbações geram pequenos desajustes na média.In this paper the EWMA and the X-bar control charts are considered for monitoring processes in which the observations can be represented as a first order autoregressive model. The charts are designed taking the serial correlation into account and the sampling strategy is set based on the rational subgroup concept. The control charts properties are studied and compared. Numerical results show that the positive correlation within-subgroup has a significant impact on the charts performance. The EWMA chart is substantially more efficient than the X-bar chart in detecting process disturbances, especially when the mean shifts are of small magnitude.

  18. Quantitative structure-activity relationship of the aromatic matter in food using autocorrelation topological index%食品香味物质自相关拓扑指数与理化性质的定量关系

    Institute of Scientific and Technical Information of China (English)

    刘春清

    2002-01-01

    计算了食品中香味物质——酯类与酮类的自相关拓扑指数,分别与色谱保留值、阈值进行逐步回归分析,得出相应的QSPR方程。结果表明自相关拓扑指数与色谱保留值、阈值之间存在较好的线性关系。

  19. 空间自相关分析及绿地覆盖率的分层抽样估计%Analysis of autocorrelation associated with spatial sampling estimation on urban greenland coverage

    Institute of Scientific and Technical Information of China (English)

    孙皓晗; 佘光辉; 温小荣; 林国忠

    2012-01-01

    以城市绿地为对象,GeoEye-1遥感融合影像为背景,采用Moran's I指数测度绿地单元的相关性进行预抽样,并以预抽样的结果为先验知识,在可靠性95%和精度85%的水平上进行抽样设计,对实验区(沛县)的绿地覆盖面积进行了估计.结果表明:城市绿地覆盖面积估计为14.81 km2,占城区面积的27.73%,与一般抽样方法相比,该方法的抽样精度提高了3%,提高了工作效率,在实际操作中有较好的可行性.本文的研究也为采用实时遥感影像数据监测城市绿地变化的动态提供了有效地估计方法.%By taking the urban greenland as testing objective, the GeoEye-1 fusion image as back ground, and using Moran's index, the correlativity of greenland units has been measured. Then, the pre-sampling was conducted based on the measured correlativity, the systematic sampling design has been carried out at the precision 95% and 85%. By using of Kriging interpolation method, the weights of different type of greenland has been divided into the stratifications. Through that stratified sampling, the estimation of greenland coverage has been obtained. The results show that the urban greenland coverage area is 14.81 square kilometers, accounting for 27.73% of all urban land areas. Compared with the common sampling method, the precision of that increased about 3%. This method can also be utilized in monitoring dynamic variation of urban greenland with the real time images.

  20. Study of Surface Roughness Measurement with the Dichromatic Speckle Patterns Based on the Autocorrelation Method%基于自相关法的双色激光散斑测量表面粗糙度研究

    Institute of Scientific and Technical Information of China (English)

    黄静; 张艳华; 黄喜; 吴媛媛

    2011-01-01

    建立双色激光散斑测量系统,采用自相关法对激光散斑图像进行处理,计算了自相关长度,建立起表面粗糙度参量与自相关宽度之间的对应关系.根据这个关系测量表面粗糙度,分析测量误差.结果表明,可以用自相关宽度来评价表面粗糙度,进而利用此关系来测量表面粗糙度.本方法可以用来对表面粗糙度进行非接触测量.

  1. 单圈T函数生成序列的自相关性(英文)

    Institute of Scientific and Technical Information of China (English)

    王艳; 胡予濮; 李顺波; 杨旸

    2011-01-01

    Cryptographic properties of the single cycle T-function's output sequences are investigated.Bounds of autocorrelation functions of the kth coordinate sequence and bounds of state output sequence are calculated respectively.The Maximum Sidelobe Ratio(MSR) of the kth coordinate sequence and the MSR of state output sequence are given respectively.The bounds of autocorrelation functions show that the values of autocorrelation functions are large when shifts are small.Comparisons of the autocorrelations between ...

  2. Spectroscopic techniques and hindered molecular motion

    CERN Document Server

    Bashirov, Ferid

    2011-01-01

    Fundamentals of the Theory of Hindered Molecular MotionThe basis of the angular autocorrelation function techniqueThe autocorrelation functions adapted to the rotational diffusion model and the model of fixed angular jumps.The General Solution of the Hindered Molecular Motion ProblemThe extended angular jump modelSolution of the hindered molecular motion problemThe Autocorrelation Functions Adapted to the Extended Angular Jump ModelThe general formThe explicit form of autocorrelation function

  3. Orthogonal transformations for change detection, Matlab code

    OpenAIRE

    Nielsen, Allan Aasbjerg

    2005-01-01

    Matlab code to do multivariate alteration detection (MAD) analysis, maximum autocorrelation factor (MAF) analysis, canonical correlation analysis (CCA) and principal component analysis (PCA) on image data.

  4. Finite-Sample Bias Propagation in Autoregressive Estimation With the Yule–Walker Method

    NARCIS (Netherlands)

    Broersen, P.M.T.

    2009-01-01

    The Yule-Walker (YW) method for autoregressive (AR) estimation uses lagged-product (LP) autocorrelation estimates to compute an AR parametric spectral model. The LP estimates only have a small triangular bias in the estimated autocorrelation function and are asymptotically unbiased. However, using t

  5. The Latent Curve ARMA (P, Q) Panel Model: Longitudinal Data Analysis in Educational Research and Evaluation

    Science.gov (United States)

    Sivo, Stephen; Fan, Xitao

    2008-01-01

    Autocorrelated residuals in longitudinal data are widely reported as common to longitudinal data. Yet few, if any, researchers modeling growth processes evaluate a priori whether their data have this feature. Sivo, Fan, and Witta (2005) found that not modeling autocorrelated residuals present in longitudinal data severely biases latent curve…

  6. Computation of surface roughness using optical correlation

    Indian Academy of Sciences (India)

    A M hamed; M Saudy

    2007-05-01

    The laser speckle photography is used to calculate the average surface roughness from the autocorrelation function of the aluminum diffuse objects. The computed results of surface roughness obtained from the profile shapes of the autocorrelation function of the diffuser show good agreement with the results obtained by the stylus profile meter.

  7. Orthogonal transformations for change detection, Matlab code

    DEFF Research Database (Denmark)

    2005-01-01

    Matlab code to do multivariate alteration detection (MAD) analysis, maximum autocorrelation factor (MAF) analysis, canonical correlation analysis (CCA) and principal component analysis (PCA) on image data.......Matlab code to do multivariate alteration detection (MAD) analysis, maximum autocorrelation factor (MAF) analysis, canonical correlation analysis (CCA) and principal component analysis (PCA) on image data....

  8. DCS TERRAIN SUBMISSION for ONEIDA COUNTY, NEW York, USA

    Data.gov (United States)

    Federal Emergency Management Agency, Department of Homeland Security — For Oneida County, NY, there were two types of elevation datasets. The first type is LiDAR and the second one is Auto-correlation DEM. Auto-correlation DEM data was...

  9. 2008 FEMA Lidar: South Oneida County (NY)

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — For Oneida County, NY, there were two types of elevation datasets. The first type is LiDAR and the second one is Auto-correlation DEM. Auto-correlation DEM data was...

  10. An Approach to High-Order Cumulants Used to Detect Multifrequency Signals in Telephone Networks

    Institute of Scientific and Technical Information of China (English)

    2000-01-01

    In accordance with the detecting process of multi-frequency signals between the offices in telephone networks, and in contrast with the autocorrelation method used to handle the multi-frequency signals, a fast,inexpensive and unbiased of cumulants estimation method is adopted in detecting signals. This detecting method is better for resisting noise performance and more practical than the autocorrelation method.

  11. Using convex quadratic programming to model random media with Gaussian random fields

    Science.gov (United States)

    Quintanilla, John A.; Jones, W. Max

    2007-04-01

    Excursion sets of Gaussian random fields (GRFs) have been frequently used in the literature to model two-phase random media with measurable phase autocorrelation functions. The goal of successful modeling is finding the optimal field autocorrelation function that best approximates the prescribed phase autocorrelation function. In this paper, we present a technique which uses convex quadratic programming to find the best admissible field autocorrelation function under a prescribed discretization. Unlike previous methods, this technique efficiently optimizes over all admissible field autocorrelation functions, instead of optimizing only over a predetermined parametrized family. The results from using this technique indicate that the GRF model is significantly more versatile than observed in previous studies. An application to modeling a base-catalyzed tetraethoxysilane aerogel system given small-angle neutron scattering data is also presented

  12. Critical dynamics of cluster algorithms in the dilute Ising model

    Science.gov (United States)

    Hennecke, M.; Heyken, U.

    1993-08-01

    Autocorrelation times for thermodynamic quantities at T C are calculated from Monte Carlo simulations of the site-diluted simple cubic Ising model, using the Swendsen-Wang and Wolff cluster algorithms. Our results show that for these algorithms the autocorrelation times decrease when reducing the concentration of magnetic sites from 100% down to 40%. This is of crucial importance when estimating static properties of the model, since the variances of these estimators increase with autocorrelation time. The dynamical critical exponents are calculated for both algorithms, observing pronounced finite-size effects in the energy autocorrelation data for the algorithm of Wolff. We conclude that, when applied to the dilute Ising model, cluster algorithms become even more effective than local algorithms, for which increasing autocorrelation times are expected.

  13. Length Requirement of Self-Similar Network Traffic

    Institute of Scientific and Technical Information of China (English)

    RAOYunhua; XUZhongyang; LIUZhenglin

    2004-01-01

    It is important to study the second-order character of self-similar network traffic in performance evaluation. Especially in real-time applications, traffic autocorrelation is a useful analysis tool, so how to estimate it quickly and reliably is a significant problem. In this paper,we studied the estimation and evaluation of self-similar network traffic autocorrelation structure. With the model of Fractional Gaussian noise (FGN) process, we obtained a simple variance expression of estimated autocorrelation,which is the function of Hurst parameter (H) and traffic data length. The relationship among Hurst parameter, accuracy of the estimated autocorrelation and required data length of self-similar traffic shows that the accuracy of estimated autocorrelation decreases with the increasing Hurst parameter and with the decreasing data length too. But over-long sampled data could not improve the accuracy of estimated autocorrelation remarkably. Furthermore, a sharp variety of accuracy is discovered between H > 0.75 and H < 0.75. It is a very interesting phenomenon that had not been reported before. This shows that Hurst parameter could reflect the second-order character of selfsimilarity, but it is not enough to capture all the traffic features. Experiments, which were performed with synthetical FGN traffics, confirmed the validity of our results.It can also be a reference in estimating the autocorrelation function of other self-similar processes.

  14. Empirical relations between static and dynamic exponents for Ising model cluster algorithms

    Energy Technology Data Exchange (ETDEWEB)

    Coddington, P.D. (Department of Physics, Syracuse University, Syracuse, New York 13244 (United States)); Baillie, C.F. (Department of Physics, University of Colorado, Boulder, Colorado 80309 (United States))

    1992-02-17

    We have measured the autocorrelations for the Swendsen-Wang and the Wolff cluster update algorithms for the Ising model in two, three, and four dimensions. The data for the Wolff algorithm suggest that the autocorrelations are linearly related to the specific heat, in which case the dynamic critical exponent is {ital z}{sub int,}{ital E}{sup W}={alpha}/{nu}. For the Swendsen-Wang algorithm, scaling the autocorrelations by the average maximum cluster size gives either a constant or a logarithm, which implies that {ital z}{sub int,}{ital E}{sup SW}={beta}/{nu} for the Ising model.

  15. An empirical analysis of the distribution of the duration of overshoots in a stationary gaussian stochastic process

    Science.gov (United States)

    Parrish, R. S.; Carter, M. C.

    1974-01-01

    This analysis utilizes computer simulation and statistical estimation. Realizations of stationary gaussian stochastic processes with selected autocorrelation functions are computer simulated. Analysis of the simulated data revealed that the mean and the variance of a process were functionally dependent upon the autocorrelation parameter and crossing level. Using predicted values for the mean and standard deviation, by the method of moments, the distribution parameters was estimated. Thus, given the autocorrelation parameter, crossing level, mean, and standard deviation of a process, the probability of exceeding the crossing level for a particular length of time was calculated.

  16. Does the inner broad-line region dim down when the power turns up?. [Seyfert 1 galaxy NGC 5548

    Science.gov (United States)

    Sparke, Linda S.

    1993-01-01

    The temporal correlations of continuum and broad emission-line fluxes from the Seyfert galaxy NGC 5548 as measured during the 1989 monitoring campaign show two related peculiarities: first, some of the crosscorrelations of line and continuum flux appear steeper on the negative time lag side than the continuum autocorrelation itself; then, the autocorrelation of the line flux is sometimes more sharply peaked than the continuum autocorrelation function. These are here interpreted as evidence that conditions in the inner part of the broad-line region are such that some emission lines decrease in intensity as the continuum strengthens.

  17. Empirical relations between static and dynamic exponents for Ising model cluster algorithms

    Science.gov (United States)

    Coddington, Paul D.; Baillie, Clive F.

    1992-02-01

    We have measured the autocorrelations for the Swendsen-Wang and the Wolff cluster update algorithms for the Ising model in two, three, and four dimensions. The data for the Wolff algorithm suggest that the autocorrelations are linearly related to the specific heat, in which case the dynamic critical exponent is zint,EW=α/ν. For the Swendsen-Wang algorithm, scaling the autocorrelations by the average maximum cluster size gives either a constant or a logarithm, which implies that zint,ESW=β/ν for the Ising model.

  18. On the GNSS-R Interferometric Complex Field Coherence Time

    CERN Document Server

    Ruffini, G

    2004-01-01

    In this paper we focus on the microwave bistatic scattering process, with the aim of deriving an expression for the interferometric complex field auto-correlation function from a static platform. We start from the Fresnel integral and derive the auto-correlation function in the Fraunhofer and Modified Fraunhofer regime. The autocorrelation function at short times can be expressed as a Gaussian with a direction dependent time scale. The directional modulation is a function of the angle between the scattering direction and the wave direction. The obtained relation can be used for directional sea state estimation using one or more GNSS-R coastal receivers.

  19. Comparison between Cyclic Statistics and Envelope Demodulation%循环统计量分析与包络解调分析的对比

    Institute of Scientific and Technical Information of China (English)

    姜鸣; 陈进

    2004-01-01

    In this paper, demodulation performance of first-order cyclic statistics and second-order cyclic statistics for amplitude modulation signals is introduced. By theoretical research, it is proved that cyclic mean does not possess demodulation performance for amplitude modulation signals, but cyclic autocorrelation function can extract frequency components from amplitude modulation signals.Based on the above, both cyclic autocorrelation function and envelope demodulation based on Hilbert transform are compared. The results show that the two kinds of analysis methods have similar performance for demodulation, in the mean time it is pointed out that they also possess essential distinction, and cyclic autocorrelation function is better to demodulate amplitude modulation signals.

  20. Effective frequency sensitivity of laser speckle contrast measurements

    Science.gov (United States)

    Thompson, O. B.; Hirst, E. R.; Andrews, M. K.

    2013-02-01

    How does speckle contrast K, measured at camera exposures T around 10 ms, give us information about temporal autocorrelation of the speckle pattern with time constants τ > τ accurately measures τ, but that K measurements at T < τ are required in order to determine the actual shape of the autocorrelation function. Determining the shape of the autocorrelation function is important if we wish to distinguish between different types of flow or movement in tissue, for example distinguishing Brownian motion or the randomly-oriented flows in capillary networks from more ordered flow in resolvable vessels.

  1. Local time estimation for the slotted correlation function of randomly sampled LDA data

    Energy Technology Data Exchange (ETDEWEB)

    Nobach, H. [Fachgebiet Stroemungslehre und Aerodynamik, Technische Universitaet Darmstadt (Germany)

    2002-03-01

    The task of autocorrelation and power spectral density estimation from velocity data sampled irregularly in time by a laser-Doppler anemometer (LDA) is addressed in this article. A new method based on the slotting technique was found to be a very reliable estimator. This article describes specific improvements of the slotting technique, the model-based variance estimation and the spectral transform leading to more accurate estimates of the autocorrelation function and the power spectral density. Furthermore, the new method yields more information especially at short time lags of the autocorrelation function, which can be used to derive improved estimates of the Taylor time scale. (orig.)

  2. NEW CONCEPT FOR DETERMINING THE ORDERS OF SAC AND PC

    Institute of Scientific and Technical Information of China (English)

    Wei Baodian; Liu Dongsu; Ma Wenping; Wang Xinmei

    2004-01-01

    The autocorrelation of a Boolean function possesses the capability to reflect such characteristics as linear structure, Strict Avalanche Criterion(SAC) and Propagation Criterion(PC)of degree k. But it can do nothing in determining the order of SAC or PC. A calculating table for the autocorrelation is constructed in this paper so as to show what is beyond the autocorrelation and how the three cryptographic characteristics are exhibited. A deeper study on the calculating table in a similar way has helped us to develop a new concept, named as the general autocorrelation, to address efficiently the problem how to determine the orders of SAC and PC. The application on the Advanced Encryption Standard(AES) shows the SAC and PC characteristics of Boolean functions of AES S-box.

  3. A Digital Correlation Spectrometer Chip with 1 GHz Bandwidth, 4096 Spectral Channels, and 4 W Power Consumption for Passive Microwave Remote Sensing Instruments Project

    Data.gov (United States)

    National Aeronautics and Space Administration — The scope of this project is to provide a digital auto-correlation spectrometer fabricated on a single integrated circuit for NASA's future Earth-Sun System missions...

  4. Correlation functions in theories with Lifshitz scaling

    CERN Document Server

    Keranen, Ville; Szepietowski, Phillip; Thorlacius, Larus

    2016-01-01

    The 2+1 dimensional quantum Lifshitz model can be generalised to a class of higher dimensional free field theories that exhibit Lifshitz scaling. When the dynamical critical exponent equals the number of spatial dimensions, equal time correlation functions of scaling operators in the generalised quantum Lifshitz model are given by a d-dimensional higher-derivative conformal field theory. Autocorrelation functions in the generalised quantum Lifshitz model in any number of dimensions can on the other hand be expressed in terms of autocorrelation functions of a two-dimensional conformal field theory. This also holds for autocorrelation functions in a strongly coupled Lifshitz field theory with a holographic dual of Einstein-Maxwell-dilaton type. The map to a two-dimensional conformal field theory extends to autocorrelation functions in thermal states and out- of-equilbrium states preserving symmetry under spatial translations and rotations in both types of Lifshitz models. Furthermore, the spectrum of quasinorma...

  5. Spatial eigenvector filtering for spatiotemporal crime mapping and spatial crime analysis

    NARCIS (Netherlands)

    Helbich, M; Jokar Arsanjani, J

    2015-01-01

    Spatial and spatiotemporal analyses are exceedingly relevant to determine criminogenic factors. The estimation of Poisson and negative binomial models (NBM) is complicated by spatial autocorrelation. Therefore, first, eigenvector spatial filtering (ESF) is introduced as a method for spatiotemporal m

  6. The Shock and Vibration Digest, Volume 17, Number 12

    Science.gov (United States)

    1985-12-01

    Alvisd, AN.T.................. 2280 Agraavl, .N .......... 2476, 2488 Alzheimer , .................. 2300 b.-’... Aguilar, J .................. 1289...1554. Aluminum Autocorrelation technique *140, 381, 1216, 1217, 1231, 1397, 2394 * 1667, 1956, 2072, 2143, 2267 Automatic control *Ammun it ion 1774

  7. Fast and Statistically Efficient Fundamental Frequency Estimation

    DEFF Research Database (Denmark)

    Nielsen, Jesper Kjær; Jensen, Tobias Lindstrøm; Jensen, Jesper Rindom;

    2016-01-01

    Fundamental frequency estimation is a very important task in many applications involving periodic signals. For computational reasons, fast autocorrelation-based estimation methods are often used despite parametric estimation methods having superior estimation accuracy. However, these parametric m...

  8. Visualization and unsupervised classification of changes in multispectral satellite imagery

    DEFF Research Database (Denmark)

    Canty, Morton J.; Nielsen, Allan Aasbjerg

    2006-01-01

    The statistical techniques of multivariate alteration detection, minimum/maximum autocorrelation factors transformation, expectation maximization and probabilistic label relaxation are combined in a unified scheme to visualize and to classify changes in multispectral satellite data. The methods...

  9. Mixed Portmanteau Test for Diagnostic Checking of Time Series Models

    Directory of Open Access Journals (Sweden)

    Sohail Chand

    2014-01-01

    Full Text Available Model criticism is an important stage of model building and thus goodness of fit tests provides a set of tools for diagnostic checking of the fitted model. Several tests are suggested in literature for diagnostic checking. These tests use autocorrelation or partial autocorrelation in the residuals to criticize the adequacy of fitted model. The main idea underlying these portmanteau tests is to identify if there is any dependence structure which is yet unexplained by the fitted model. In this paper, we suggest mixed portmanteau tests based on autocorrelation and partial autocorrelation functions of the residuals. We derived the asymptotic distribution of the mixture test and studied its size and power using Monte Carlo simulations.

  10. Evolution of Fruit Traits in Ficus Subgenus Sycomorus (Moraceae): To What Extent Do Frugivores Determine Seed Dispersal Mode?

    DEFF Research Database (Denmark)

    Harrison, Rhett D.; Rønsted, Nina; Xu, Lei

    2012-01-01

    explanation? Fig colour, size and placement (axial, cauliflorous, or geocarpic) were all highly evolutionarily liable, and the same fruit traits have evolved in different biogeographic regions with substantially different dispersal agents. After controlling for phylogenetic autocorrelation, we found that fig...

  11. IDFT Numerical Simulation Method for Gaussian Rough Surface with Relatively Large Correlation Length

    Institute of Scientific and Technical Information of China (English)

    王廷剑; 王黎钦; 赵小力

    2015-01-01

    A numerical simulation method based on inverse discrete Fourier transform(IDFT)is presented for gener-ating Gaussian rough surface with a desired autocorrelation function(ACF). The probability density function of the height distribution of the generated Gaussian surface and the root-mean-square height of the rough surface are also considered. It is found that the height distribution of the generated surface follows the Gaussian distribution, the devia-tion of the root-mean-square height of the modeled rough surface from the desired value is smaller than that of Patir’s method, and the autocorrelation function of the modeled surface is also in good agreement with the desired autocorre-lation function. Compared with Patir’s method, the modeled surface generated by the IDFT method is in better agree-ment with the desired autocorrelation function, especially when the correlation length is relatively large.

  12. The Rochester Robot

    Science.gov (United States)

    1988-08-01

    correlation image filter image correlated image Figure 3: Flow diagram of the adaptive autocorrelation configuration. correlation input image mask select de...interlaced preprocessing preprocessed -- correlation image - filter image thresholding coordinate mapping motor control Figure 4: Flow diagram of the

  13. Orthogonal transformations for change detection, Matlab code (ENVI-like headers)

    DEFF Research Database (Denmark)

    2007-01-01

    Matlab code to do (iteratively reweighted) multivariate alteration detection (MAD) analysis, maximum autocorrelation factor (MAF) analysis, canonical correlation analysis (CCA) and principal component analysis (PCA) on image data; accommodates ENVI (like) header files.......Matlab code to do (iteratively reweighted) multivariate alteration detection (MAD) analysis, maximum autocorrelation factor (MAF) analysis, canonical correlation analysis (CCA) and principal component analysis (PCA) on image data; accommodates ENVI (like) header files....

  14. Electron Bunch Length Measurements in the E-167 Plasma Wakefield Experiment

    Energy Technology Data Exchange (ETDEWEB)

    Blumenfeld, I.; Auerbach, D.; Berry, M.; Clayton, C.E.; Decker, F.J.; Hogan, M.J.; Huang, Cheng-Kun; Ischebeck, R.; Iverson, R.; Johnson, D.; Joshi, C.; Katsouleas, T.; Kirby, N.; Lu, Wei; Marsh, K.A.; Mori, W.B.; Muggli, P.; Oz, E.; Siemann, R.H.; Walz, D.; Zacherl, W.; /SLAC /UCLA /Southern California U.

    2007-03-27

    Bunch length is of prime importance to beam driven plasma wakefield acceleration experiments due to its inverse relationship to the amplitude of the accelerating wake. We present here a summary of work done by the E167 collaboration measuring the SLAC ultra-short bunches via autocorrelation of coherent transition radiation. We have studied material transmission properties and improved our autocorrelation traces using materials with better spectral characteristics.

  15. Spin dynamics of an ultra-small nanoscale molecular magnet

    Directory of Open Access Journals (Sweden)

    Ciftja Orion

    2007-01-01

    Full Text Available AbstractWe present mathematical transformations which allow us to calculate the spin dynamics of an ultra-small nanoscale molecular magnet consisting of a dimer system of classical (high Heisenberg spins. We derive exact analytic expressions (in integral form for the time-dependent spin autocorrelation function and several other quantities. The properties of the time-dependent spin autocorrelation function in terms of various coupling parameters and temperature are discussed in detail.

  16. Robust goodness-of-fit tests for AR(p) models based on L1-norm fitting

    Institute of Scientific and Technical Information of China (English)

    蒋建成; 郑忠国

    1999-01-01

    A robustified residual autocorrelation is defined based on L1-regression. Under very general conditions,the asymptotic distribution of the robust residual autocorrelation is obtained. A robustified portmanteau statistic is then constructed which can be used in checking the goodness-of-fit of AR(p) models when using L1-norm fitting. Empirical results show that L1-norm estimators and the proposed portmanteau statistic are robust against outliers, error distributions, and accuracy for a given finite sample.

  17. Improving Visibility of Diffraction Pattern with Pseudo-Thermal Light

    Institute of Scientific and Technical Information of China (English)

    GAO Lu; XIONG Jun; ZHANG Shu-Heng; WANG Wei; WANG Kai-Ge

    2008-01-01

    @@ We report an experimental observation of Poisson's spot with pseudo-thermal light. The experimental results show that the diffraction pattern disappears in the intensity distribution behind the opaque disc but emerges through both auto-correlation and cross-correlation intensity measurements. The auto-correlation scheme can take care of both better visibility and higher resolution of the diffraction pattern under the condition that the thermal light source has a larger spectral bandwidth.

  18. Are all highly liquid securities within the same class?

    Science.gov (United States)

    Queirós, S. M. D.

    2007-11-01

    In this article we analyse the leading statistical properties of fluctuations of (log) 3-month US Treasury bill quotation in the secondary market, namely: probability density function, autocorrelation, absolute values autocorrelation, and absolute values persistency. We verify that this financial instrument, in spite of its high liquidity, shows very peculiar properties. Particularly, we verify that log-fluctuations belong to the Lévy class of stochastic variables.

  19. Characterization of a quantum phase transition in Dirac systems by means of the wave-packet dynamics

    Directory of Open Access Journals (Sweden)

    E. Romera

    2012-12-01

    Full Text Available We study the signatures of phase transitions in the time evolution of wave-packets by analyzing two simple model systems: a graphene quantum dot model in a magnetic field and a Dirac oscillator in a magnetic field. We have characterized the phase transitions using the autocorrelation function. Our work also reveals that the description in terms of Shannon entropy of the autocorrelation function is a clear phase transition indicator.

  20. Issues in Target Tracking

    Science.gov (United States)

    2010-05-01

    the CUSUM (Page) test yields the quickest detection of a change of distribution for the case of i.i.d. observations [3]. In fact, in a (highly...11. Autocorrelation of the CUSUM increments, sn, under H1 (target present). Issues in Target Tracking RTO-EN-SET-157(2010...restrictive condition that the increments of the cumulative sum, sn, be i.i.d. [3], [22]. Fig. 11 plots the autocorrelation of the CUSUM increments as a

  1. A Generalization of Some Classical Time Series Tools

    DEFF Research Database (Denmark)

    Nielsen, Henrik Aalborg; Madsen, Henrik

    2001-01-01

    In classical time series analysis the sample autocorrelation function (SACF) and the sample partial autocorrelation function (SPACF) has gained wide application for structural identification of linear time series models. We suggest generalizations, founded on smoothing techniques, applicable for ....... In this paper the generalizations are applied to some simulated data sets and to the Canadian lynx data. The generalizations seem to perform well and the measure of the departure from linearity proves to be an important additional tool....

  2. Analysis of Spatial Disparities and Driving Factors of Energy Consumption Change in China Based on Spatial Statistics

    OpenAIRE

    Hualin Xie; Guiying Liu; Qu Liu; Peng Wang

    2014-01-01

    The changes of spatial pattern in energy consumption have an impact on global climate change. Based on the spatial autocorrelation analysis and the auto-regression model of spatial statistics, this study has explored the spatial disparities and driving forces in energy consumption changes in China. The results show that the global spatial autocorrelation of energy consumption change in China is significant during the period 1990–2010, and the trend of spatial clustering of energy consumption ...

  3. Dynamic exponents for potts model cluster algorithms

    Science.gov (United States)

    Coddington, Paul D.; Baillie, Clive F.

    We have studied the Swendsen-Wang and Wolff cluster update algorithms for the Ising model in 2, 3 and 4 dimensions. The data indicate simple relations between the specific heat and the Wolff autocorrelations, and between the magnetization and the Swendsen-Wang autocorrelations. This implies that the dynamic critical exponents are related to the static exponents of the Ising model. We also investigate the possibility of similar relationships for the Q-state Potts model.

  4. Study on the photo detachment wave packet dynamics of H- ion in a gradient electric field%氢负离子在梯度电场中光剥离的波包动力学研究∗

    Institute of Scientific and Technical Information of China (English)

    陈召杭; 王德华; 程绍昊

    2015-01-01

    Using the combination of the time-dependent perturbation theory and the closed-orbit theory, we put forward a calculation formula for the autocorrelation function of H ion in a gradient electric field, and then calculate and analyze the autocorrelation function of the system. Especially, we discuss the effect of laser pulse width, electric field strength and the electric field gradient on the autocorrelation function of H ion in a gradient electric field. It is demonstrated that when the laser pulse width is very narrow, far less than the period of the detached electron, the quantum wave packet revival phenomenon is significant. A series of sharp reviving peaks appear in the autocorrelation function, which are caused by the interference between the returning electron wave packets travelling along the closed orbit and the outgoing electron wave packets. However, with the increase of laser pulse width, the quantum wave packet revival phenomenon becomes weakened. When the difference between the pulse width and the period of the closed orbit is not very large, the reviving peaks in the autocorrelation function become widely spread gradually and the oscillatory structures get flattened. This correspondence will vanish finally due to the interference between the adjacent peaks. In addition, our study also suggests that the background electric field strength and the electric field gradient in the gradient electric field can also have significant effects on the autocorrelation function. With the increase of background electric field strength and electric field gradient, the period of the detached electron’s closed orbit gets shorter, the number of the revival peaks in the autocorrelation function is increased gradually, and the quantum wave packet revival phenomenon will be enhanced. Therefore, we can control the autocorrelation function of the hydrogen negative ion by changing the laser pulse width and the external electric field strength. Our results will provide some

  5. Persistencia de la Inflación en Uruguay

    OpenAIRE

    Elena Ganón Garayalde

    2012-01-01

    In this paper, for the period 1939-2012, we analyze reduced measures of inflation persistence, also studied their evolution over time. As global inflation indicator used Consumer Price Index variations, also exclusion CPI are employed for core inflation analysis. The study takes into account the frequency of the series, the temporal aggregation shape and size of the mobile data window.Reduced measures considered are: autocorrelation function, the evolution of lag one autocorrelation and sum A...

  6. Non-Gaussian wave packet dynamics in anharmonic potential: Cumulant expansion treatment

    Science.gov (United States)

    Toutounji, Mohamad

    2015-03-01

    This manuscript utilizes cumulant expansion as an alternative algebraic approach to evaluating integrals and solving a system of nonlinear differential equations for probing anharmonic dynamics in condensed phase systems using Morse oscillator. These integrals and differential equations become harder to solve as the anharmonicity of the system goes beyond that of Morse oscillator description. This algebraic approach becomes critically important in case of Morse oscillator as it tends to exhibit divergent dynamics and numerical uncertainties at low temperatures. The autocorrelation function is calculated algebraically and compared to the exact one for they match perfectly. It is also compared to the approximate autocorrelation function using the differential equations technique reported in Toutounji (2014) for weak and strong electron-phonon coupling cases. It is found that the present cumulant method is more efficient, and easier to use, than the exact expression. Deviation between the approximate autocorrelation function and the exact autocorrelation function starts to arise as the electron-phonon coupling strength increases. The autocorrelation function obtained using cumulants identically matches the exact autocorrelation function, thereby surpassing the approach presented in Toutounji (2014). The advantage of the present methodology is its applicability to various types of electron-phonon coupling cases. Additionally, the herein approach only uses algebraic techniques, thereby avoiding both the divergence integral and solving a set of linear first- and second-order partial differential equations as was done in previous work. Model calculations are presented to demonstrate the accuracy of the herein work.

  7. Leveraging spatial statistics in the development of an historical narrative for water resources in the Northeast United States

    Science.gov (United States)

    Hoover, J. H.; Brideau, J. M.; Voigt, B. G.; Vorosmarty, C. J.

    2010-12-01

    The complexity of water resource issues in the Northeast United States is engendered by multiple causal factors and interdependent relationships. Here, we present research that utilized spatial statistics to identify coincident areas of statistically high values (spatial autocorrelation) for biophysical variables such as nutrient loading, population growth, water withdrawals and others in the Northeast United States. The goals of this project were to identify sub-regions in the Northeastern United States that were spatially autocorrelated for multiple variables, and to relate these hotspots to social movements in an historical context. The data employed in this research were point (e.g., wastewater treatment plant location) and county level information for socioeconomic, hydrologic, and water usage variables. We used Local Indicators of Spatial Association, a spatial statistic, to identify county clusters of positive spatial autocorrelation for the region. These clusters were simultaneously overlaid onto a single map to identify areas of positive spatial autocorrelation among multiple variables. Preliminary spatial analysis results suggest that, between 1970 and 2000, positive spatial autocorrelation occurred among nutrient loads, wastewater treatment plant construction, population growth, and dam construction in the Chesapeake Bay area. The New York/New Jersey corridor also showed positive spatial autocorrelation among groundwater withdrawals, thermoelectric power generation, population growth, and wastewater treatment plant construction. Additionally, evaluation of these spatial clusters within their historical context suggests a regional linkage between surface water pollution, environmental regulation, and wastewater treatment plant construction. The results of this project indicate that spatial autocorrelation metrics can be employed in the creation of an historical narrative to more comprehensively understand the interplay between regional socioeconomic

  8. High Frequency Sampling of TTL Pulses on a Raspberry Pi for Diffuse Correlation Spectroscopy Applications.

    Science.gov (United States)

    Tivnan, Matthew; Gurjar, Rajan; Wolf, David E; Vishwanath, Karthik

    2015-08-12

    Diffuse Correlation Spectroscopy (DCS) is a well-established optical technique that has been used for non-invasive measurement of blood flow in tissues. Instrumentation for DCS includes a correlation device that computes the temporal intensity autocorrelation of a coherent laser source after it has undergone diffuse scattering through a turbid medium. Typically, the signal acquisition and its autocorrelation are performed by a correlation board. These boards have dedicated hardware to acquire and compute intensity autocorrelations of rapidly varying input signal and usually are quite expensive. Here we show that a Raspberry Pi minicomputer can acquire and store a rapidly varying time-signal with high fidelity. We show that this signal collected by a Raspberry Pi device can be processed numerically to yield intensity autocorrelations well suited for DCS applications. DCS measurements made using the Raspberry Pi device were compared to those acquired using a commercial hardware autocorrelation board to investigate the stability, performance, and accuracy of the data acquired in controlled experiments. This paper represents a first step toward lowering the instrumentation cost of a DCS system and may offer the potential to make DCS become more widely used in biomedical applications.

  9. High Frequency Sampling of TTL Pulses on a Raspberry Pi for Diffuse Correlation Spectroscopy Applications

    Directory of Open Access Journals (Sweden)

    Matthew Tivnan

    2015-08-01

    Full Text Available Diffuse Correlation Spectroscopy (DCS is a well-established optical technique that has been used for non-invasive measurement of blood flow in tissues. Instrumentation for DCS includes a correlation device that computes the temporal intensity autocorrelation of a coherent laser source after it has undergone diffuse scattering through a turbid medium. Typically, the signal acquisition and its autocorrelation are performed by a correlation board. These boards have dedicated hardware to acquire and compute intensity autocorrelations of rapidly varying input signal and usually are quite expensive. Here we show that a Raspberry Pi minicomputer can acquire and store a rapidly varying time-signal with high fidelity. We show that this signal collected by a Raspberry Pi device can be processed numerically to yield intensity autocorrelations well suited for DCS applications. DCS measurements made using the Raspberry Pi device were compared to those acquired using a commercial hardware autocorrelation board to investigate the stability, performance, and accuracy of the data acquired in controlled experiments. This paper represents a first step toward lowering the instrumentation cost of a DCS system and may offer the potential to make DCS become more widely used in biomedical applications.

  10. Theoretical model of blood flow measurement by diffuse correlation spectroscopy

    Science.gov (United States)

    Sakadžić, Sava; Boas, David A.; Carp, Stefan

    2017-02-01

    Diffuse correlation spectroscopy (DCS) is a noninvasive method to quantify tissue perfusion from measurements of the intensity temporal autocorrelation function of diffusely scattered light. However, DCS autocorrelation function measurements in tissue better match theoretical predictions based on the diffusive motion of the scatterers than those based on a model where the advective nature of blood flow dominates the stochastic properties of the scattered light. We have recently shown using Monte Carlo (MC) simulations and assuming a simplistic vascular geometry and laminar flow profile that the diffusive nature of the DCS autocorrelation function decay is likely a result of the shear-induced diffusion of the red blood cells. Here, we provide theoretical derivations supporting and generalizing the previous MC results. Based on the theory of diffusing-wave spectroscopy, we derive an expression for the autocorrelation function along the photon path through a vessel that takes into account both diffusive and advective scatterer motion, and we provide the solution for the DCS autocorrelation function in a semi-infinite geometry. We also derive the correlation diffusion and correlation transfer equation, which can be applied for an arbitrary sample geometry. Further, we propose a method to take into account realistic vascular morphology and flow profile.

  11. Stochastic slowly adapting ionic currents may provide a decorrelation mechanism for neural oscillators by causing wander in the intrinsic period.

    Science.gov (United States)

    Norman, Sharon E; Butera, Robert J; Canavier, Carmen C

    2016-09-01

    Oscillatory neurons integrate their synaptic inputs in fundamentally different ways than normally quiescent neurons. We show that the oscillation period of invertebrate endogenous pacemaker neurons wanders, producing random fluctuations in the interspike intervals (ISI) on a time scale of seconds to minutes, which decorrelates pairs of neurons in hybrid circuits constructed using the dynamic clamp. The autocorrelation of the ISI sequence remained high for many ISIs, but the autocorrelation of the ΔISI series had on average a single nonzero value, which was negative at a lag of one interval. We reproduced these results using a simple integrate and fire (IF) model with a stochastic population of channels carrying an adaptation current with a stochastic component that was integrated with a slow time scale, suggesting that a similar population of channels underlies the observed wander in the period. Using autoregressive integrated moving average (ARIMA) models, we found that a single integrator and a single moving average with a negative coefficient could simulate both the experimental data and the IF model. Feeding white noise into an integrator with a slow time constant is sufficient to produce the autocorrelation structure of the ISI series. Moreover, the moving average clearly accounted for the autocorrelation structure of the ΔISI series and is biophysically implemented in the IF model using slow stochastic adaptation. The observed autocorrelation structure may be a neural signature of slow stochastic adaptation, and wander generated in this manner may be a general mechanism for limiting episodes of synchronized activity in the nervous system.

  12. Blind CP-OFDM and ZP-OFDM Parameter Estimation in Frequency Selective Channels

    Directory of Open Access Journals (Sweden)

    Vincent Le Nir

    2009-01-01

    Full Text Available A cognitive radio system needs accurate knowledge of the radio spectrum it operates in. Blind modulation recognition techniques have been proposed to discriminate between single-carrier and multicarrier modulations and to estimate their parameters. Some powerful techniques use autocorrelation- and cyclic autocorrelation-based features of the transmitted signal applying to OFDM signals using a Cyclic Prefix time guard interval (CP-OFDM. In this paper, we propose a blind parameter estimation technique based on a power autocorrelation feature applying to OFDM signals using a Zero Padding time guard interval (ZP-OFDM which in particular excludes the use of the autocorrelation- and cyclic autocorrelation-based techniques. The proposed technique leads to an efficient estimation of the symbol duration and zero padding duration in frequency selective channels, and is insensitive to receiver phase and frequency offsets. Simulation results are given for WiMAX and WiMedia signals using realistic Stanford University Interim (SUI and Ultra-Wideband (UWB IEEE 802.15.4a channel models, respectively.

  13. Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems.

    Science.gov (United States)

    Yang, Ge; Wang, Jun; Fang, Wen

    2015-04-01

    In an attempt to reproduce and study the dynamics of financial markets, a random agent-based financial price model is developed and investigated by the finite-range multitype contact dynamic system, in which the interaction and dispersal of different types of investment attitudes in a stock market are imitated by viruses spreading. With different parameters of birth rates and finite-range, the normalized return series are simulated by Monte Carlo simulation method and numerical studied by power-law distribution analysis and autocorrelation analysis. To better understand the nonlinear dynamics of the return series, a q-order autocorrelation function and a multi-autocorrelation function are also defined in this work. The comparisons of statistical behaviors of return series from the agent-based model and the daily historical market returns of Shanghai Composite Index and Shenzhen Component Index indicate that the proposed model is a reasonable qualitative explanation for the price formation process of stock market systems.

  14. Scaling, topological tunneling and actions for weak coupling DWF calculations

    CERN Document Server

    McGlynn, Greg

    2013-01-01

    We present results from a 2+1 flavor DWF calculation at 1/a = 3 GeV and discuss strategies for similar calculations at finer lattice spacings which will target charm physics. At weak coupling the autocorrelation time of the global topological charge becomes very long because the HMC algorithm has trouble moving between topological sectors. We report the results of simulations that test two ideas for reducing the autocorrelation time of topological charge. In weak coupling quenched simulations we find that the open boundary conditions suggested by L\\"uscher and Schaefer do not prevent the appearance of extremely long autocorrelation times for topological observables. We discuss the idea of a "dislocation-enhancing determinant" and show that it can produce an increase in topological tunneling.

  15. Identifying Useful Statistical Indicators of Proximity to Instability in Stochastic Power Systems

    CERN Document Server

    Ghanavati, Goodarz; Lakoba, Taras I

    2014-01-01

    Prior research has shown that autocorrelation and variance in voltage measurements tend to increase as power systems approach instability. This paper seeks to identify the conditions under which these statistical indicators provide reliable early warning of instability in power systems. First, the paper derives and validates a semi-analytical method for quickly calculating the expected variance and autocorrelation of all voltages and currents in an arbitrary power system model. Building on this approach, the paper describes the conditions under which filtering can be used to detect these signs in the presence of measurement noise. Finally, several experiments show which types of measurements are good indicators of proximity to instability for particular types of state changes. For example, increased variance in voltages can reliably indicate the location of increased stress, while growth of autocorrelation in certain line currents is a reliable indicator of system-wide instability.

  16. Sub-femtosecond nuclear dynamics and high-harmonic generation: Can muonated species be used as a probe of isotope effects?

    Science.gov (United States)

    Jayachander Rao, B.; Varandas, A. J. C.

    2016-06-01

    Sub-femtosecond nuclear dynamics and high-order harmonic generation (HHG) studies are reported for the X ˜ 2B1 and A ˜ 2A1 states of Mu2O+ . The photoelectron spectra and autocorrelation functions are calculated by solving the time-dependent Schrödinger equation, and the HHG signals from the autocorrelation functions for the two cationic states. Good agreement is observed with our earlier studies, with the autocorrelation function ratios revealing maxima as a function of time. Expectation values of bond lengths and bond angle show quasiperiodic oscillations that reflect repeated passages of the wavepacket at minima of the potential surfaces, thence being responsible for the HHG peaks.

  17. Gaussian fluctuations in chaotic eigenstates

    CERN Document Server

    Srednicki, M A; Srednicki, Mark; Stiernelof, Frank

    1996-01-01

    We study the fluctuations that are predicted in the autocorrelation function of an energy eigenstate of a chaotic, two-dimensional billiard by the conjecture (due to Berry) that the eigenfunction is a gaussian random variable. We find an explicit formula for the root-mean-square amplitude of the expected fluctuations in the autocorrelation function. These fluctuations turn out to be O(\\hbar^{1/2}) in the small \\hbar (high energy) limit. For comparison, any corrections due to scars from isolated periodic orbits would also be O(\\hbar^{1/2}). The fluctuations take on a particularly simple form if the autocorrelation function is averaged over the direction of the separation vector. We compare our various predictions with recent numerical computations of Li and Robnik for the Robnik billiard, and find good agreement. We indicate how our results generalize to higher dimensions.

  18. Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems

    Energy Technology Data Exchange (ETDEWEB)

    Yang, Ge; Wang, Jun [School of Science, Beijing Jiaotong University, Beijing 100044 (China); Fang, Wen, E-mail: fangwen@bjtu.edu.cn [School of Economics and Management, Beijing Jiaotong University, Beijing 100044 (China)

    2015-04-15

    In an attempt to reproduce and study the dynamics of financial markets, a random agent-based financial price model is developed and investigated by the finite-range multitype contact dynamic system, in which the interaction and dispersal of different types of investment attitudes in a stock market are imitated by viruses spreading. With different parameters of birth rates and finite-range, the normalized return series are simulated by Monte Carlo simulation method and numerical studied by power-law distribution analysis and autocorrelation analysis. To better understand the nonlinear dynamics of the return series, a q-order autocorrelation function and a multi-autocorrelation function are also defined in this work. The comparisons of statistical behaviors of return series from the agent-based model and the daily historical market returns of Shanghai Composite Index and Shenzhen Component Index indicate that the proposed model is a reasonable qualitative explanation for the price formation process of stock market systems.

  19. Fractional Gaussian noise: a random-matrix-theory inspired perspective

    CERN Document Server

    Jamali, Tayeb; Jafari, G R

    2013-01-01

    We introduce a particular construction of an autocorrelation matrix of a time series and its analysis based on the random-matrix theory (RMT) that is capable of unveiling the type of information about the statistical correlations which is inaccessible to the straight analysis of the autocorrelation function. Exploiting the well-studied hierarchy of the fractional Gaussian noise (fGn), an in situ criterion for the sake of a quantitative comparison with the autocorrelation data is offered. We demonstrate the applicability of our method by two paradigmatic examples from the orthodox context of the turbulence and the stock markets. Quite strikingly, a significant deviation from an fGn is observed despite a Gaussian distribution of the velocity profile of turbulence. In the latter context, on the contrary, a remarkable agreement with the fGn is achieved notwithstanding the non-Gaussianity in returns of the stock market.

  20. Intra-day variability of the stock market activity versus stationarity of the financial time series

    Science.gov (United States)

    Gubiec, T.; Wiliński, M.

    2015-08-01

    In this paper we propose a new approach to a well-known phenomena of intra-day activity pattern on the stock market. We suggest that seasonality of inter-transaction times has a more significant impact than intra-day pattern of volatility. Our aim is not to remove the intra-day pattern from the data but to describe its impact on autocorrelation function estimators. We obtain an exact, analytical formula relating estimators of the autocorrelation functions of non-stationary (seasonal) process to its stationary counterpart. Hence, we prove that the day seasonality of inter-transaction times extends the memory of the process. That is, autocorrelation of both, price returns and their absolute values, relaxation to zero is longer.

  1. Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems

    Science.gov (United States)

    Yang, Ge; Wang, Jun; Fang, Wen

    2015-04-01

    In an attempt to reproduce and study the dynamics of financial markets, a random agent-based financial price model is developed and investigated by the finite-range multitype contact dynamic system, in which the interaction and dispersal of different types of investment attitudes in a stock market are imitated by viruses spreading. With different parameters of birth rates and finite-range, the normalized return series are simulated by Monte Carlo simulation method and numerical studied by power-law distribution analysis and autocorrelation analysis. To better understand the nonlinear dynamics of the return series, a q-order autocorrelation function and a multi-autocorrelation function are also defined in this work. The comparisons of statistical behaviors of return series from the agent-based model and the daily historical market returns of Shanghai Composite Index and Shenzhen Component Index indicate that the proposed model is a reasonable qualitative explanation for the price formation process of stock market systems.

  2. An Improved Time Domain Pitch Detection Algorithm for Pathological Voice

    Directory of Open Access Journals (Sweden)

    Mohd R. Jamaludin

    2012-01-01

    Full Text Available Problem statement: The present study proposes a new pitch detection algorithm which could potentially be used to detect pitch for disordered or pathological voices. One of the parameters required for dysphonia diagnosis is pitch and this prompted the development of a new and reliable pitch detection algorithm capable of accurately detect pitch in disordered voices. Approach: The proposed method applies a technique where the frame size of the half wave rectified autocorrelation is adjusted to a smaller frame after two potential pitch candidates are identified within the preliminary frame. Results: The method is compared to PRAATs standard autocorrelation and the result shows a significant improvement in detecting pitch for pathological voices. Conclusion: The proposed method is more reliable way to detect pitch, either in low or high pitched voice without adjusting the window size, fixing the pitch candidate search range and predefining threshold like most of the standard autocorrelation do.

  3. Extending lock-in methods: term isolation detection of nonlinear signals.

    Science.gov (United States)

    Jarvis, Thomas W

    2016-08-01

    We show that components of a nonlinear signal can be measured using phase-sensitive detection at unconventional demodulation frequencies, allowing us to isolate individual terms from the signal. To demonstrate this technique, autocorrelation measurements of an ultrafast pulsed laser were performed using two-photon absorption. In this example, the isolation of individual autocorrelation terms may provide internal consistency checks to improve the precision and accuracy of pulse characterization. More generally, this scheme can be extended to a range of nonlinear measurements. As a demonstration, we analyze a three-photon autocorrelation model, showing that many nonlinear signals can be studied with this method. We anticipate that term isolation detection will find application in a broad range of experiments, such as multidimensional Fourier transform spectroscopy or coherent anti-Stokes Raman spectroscopy.

  4. Four-component united-atom model of bitumen

    CERN Document Server

    Hansen, Jesper S; Nielsen, Erik; Dyre, Jeppe C; Schrøder, Thomas B

    2013-01-01

    We propose a four-component molecular model of bitumen. The model includes realistic chemical constituents and introduces a coarse-graining level that suppresses the highest frequency modes. Molecular dynamics simulations of the model are being carried out using Graphic-Processor-Units based software in time spans in order of microseconds, and this enables the study of slow relaxation processes characterizing bitumen. This paper focuses on the high-temperature dynamics as expressed through the mean-square displacement, the stress autocorrelation function, and rotational relaxation. The diffusivity of the individual molecules changes little as a function of temperature and reveals distinct dynamical time scales as a result of the different constituents in the system. Different time scales are also observed for the rotational relaxation. The stress autocorrelation function features a slow non-exponential decay for all temperatures studied. From the stress autocorrelation function, the shear viscosity and shear ...

  5. Rotational Diffusion of Particles in Turbulence

    Science.gov (United States)

    Variano, Evan; Meyer, Colin; Byron, Margaret

    2011-11-01

    We experimentally compare the rotation of spherical and ellipsoidal particles in homogeneous, isotropic turbulence. We find that the particle orientation is well described by a Gaussian diffusion process. This theoretical model would predict that the Lagrangian autocorrelation function for angular velocity is a negative exponential. We measure this Lagrangian autocorrelation function using stereoscopic particle image velocimetry (SPIV) applied to particles whose size is within the inertial subrange of the ambient turbulence. The SPIV resolves 3 velocity components in a nearly 2-dimensional planar volume, which we use as inputs for a nonlinear optimization to quantify the solid body rotation of the particles. This provides us the angular velocity timeseries for individual particles. Through ensemble statistics, we determine the Lagrangian autocorrelation function of angular velocity, from which we can quantify the turbulent rotational diffusivity and its behavior between the extremes of short-term non-Fickian transport and long-term Fickian diffusion.

  6. Comparison of Estimation Procedures for Multilevel AR(1 Models

    Directory of Open Access Journals (Sweden)

    Tanja eKrone

    2016-04-01

    Full Text Available To estimate a time series model for multiple individuals, a multilevel model may be used.In this paper we compare two estimation methods for the autocorrelation in Multilevel AR(1 models, namely Maximum Likelihood Estimation (MLE and Bayesian Markov Chain Monte Carlo.Furthermore, we examine the difference between modeling fixed and random individual parameters.To this end, we perform a simulation study with a fully crossed design, in which we vary the length of the time series (10 or 25, the number of individuals per sample (10 or 25, the mean of the autocorrelation (-0.6 to 0.6 inclusive, in steps of 0.3 and the standard deviation of the autocorrelation (0.25 or 0.40.We found that the random estimators of the population autocorrelation show less bias and higher power, compared to the fixed estimators. As expected, the random estimators profit strongly from a higher number of individuals, while this effect is small for the fixed estimators.The fixed estimators profit slightly more from a higher number of time points than the random estimators.When possible, random estimation is preferred to fixed estimation.The difference between MLE and Bayesian estimation is nearly negligible. The Bayesian estimation shows a smaller bias, but MLE shows a smaller variability (i.e., standard deviation of the parameter estimates.Finally, better results are found for a higher number of individuals and time points, and for a lower individual variability of the autocorrelation. The effect of the size of the autocorrelation differs between outcome measures.

  7. Random matrices as models for the statistics of quantum mechanics

    Science.gov (United States)

    Casati, Giulio; Guarneri, Italo; Mantica, Giorgio

    1986-05-01

    Random matrices from the Gaussian unitary ensemble generate in a natural way unitary groups of evolution in finite-dimensional spaces. The statistical properties of this time evolution can be investigated by studying the time autocorrelation functions of dynamical variables. We prove general results on the decay properties of such autocorrelation functions in the limit of infinite-dimensional matrices. We discuss the relevance of random matrices as models for the dynamics of quantum systems that are chaotic in the classical limit. Permanent address: Dipartimento di Fisica, Via Celoria 16, 20133 Milano, Italy.

  8. Modified Three-Dimensional Multicarrier Optical Prime Codes

    Directory of Open Access Journals (Sweden)

    Rajesh Yadav

    2016-01-01

    Full Text Available We propose a mathematical model for novel three-dimensional multicarrier optical codes in terms of wavelength/time/space based on the prime sequence algorithm. The proposed model has been extensively simulated on MATLAB for prime numbers (P to analyze the performance of code in terms of autocorrelation and cross-correlation. The simulated outcome resembles the mathematical model and gives better results over other methods available in the literature as far as autocorrelation and cross-correlation are concerned. The proposed 3D optical codes are more efficient in terms of cardinality, improved security, and providing quality of services.

  9. Spatial Dependence of Crime in Monterrey, Mexico

    Directory of Open Access Journals (Sweden)

    Ernesto Aguayo Téllez

    2014-06-01

    Full Text Available This paper studies the impact that the characteristics of the environment have on crime using neighborhood aggregate data of the Monterrey Metropolitan Area for the year 2010. Data spatial autocorrelation is corroborated, i.e. neighborhoods with high crime rates have a positive impact on the crime rates of its surrounding neighborhoods. Once it was controlled through the bias caused by spatial autocorrelation and data censoring, it is evidenced that the likelihood of being a crime victim and the probability of becoming an offender is positively related to variables such as unemployment, the percentage of young men and the existence of schools, hospitals or markets in the neighborhood.

  10. Double-resolution electron holography with simple Fourier transform of fringe-shifted holograms.

    Science.gov (United States)

    Volkov, V V; Han, M G; Zhu, Y

    2013-11-01

    We propose a fringe-shifting holographic method with an appropriate image wave recovery algorithm leading to exact solution of holographic equations. With this new method the complex object image wave recovered from holograms appears to have much less traditional artifacts caused by the autocorrelation band present practically in all Fourier transformed holograms. The new analytical solutions make possible a double-resolution electron holography free from autocorrelation band artifacts and thus push the limits for phase resolution. The new image wave recovery algorithm uses a popular Fourier solution of the side band-pass filter technique, while the fringe-shifting holographic method is simple to implement in practice.

  11. Transient and Stationary Losses in a Finite-Buffer Queue with Batch Arrivals

    Directory of Open Access Journals (Sweden)

    Andrzej Chydzinski

    2012-01-01

    Full Text Available We present an analysis of the number of losses, caused by the buffer overflows, in a finite-buffer queue with batch arrivals and autocorrelated interarrival times. Using the batch Markovian arrival process, the formulas for the average number of losses in a finite time interval and the stationary loss ratio are shown. In addition, several numerical examples are presented, including illustrations of the dependence of the number of losses on the average batch size, buffer size, system load, autocorrelation structure, and time.

  12. Long-range dependence and sea level forecasting

    CERN Document Server

    Ercan, Ali; Abbasov, Rovshan K

    2013-01-01

    This study shows that the Caspian Sea level time series possess long range dependence even after removing linear trends, based on analyses of the Hurst statistic, the sample autocorrelation functions, and the periodogram of the series. Forecasting performance of ARMA, ARIMA, ARFIMA and Trend Line-ARFIMA (TL-ARFIMA) combination models are investigated. The forecast confidence bands and the forecast updating methodology, provided for ARIMA models in the literature, are modified for the ARFIMA models. Sample autocorrelation functions are utilized to estimate the differencing lengths of the ARFIMA

  13. Portable Diode Pumped Femtosecond Lasers

    Science.gov (United States)

    2007-03-01

    Michelson interferometer in an autocorrelator. [3] . . . . . . 75 x Figure Page 4.7. Example of pulse comparison in an intensity autocorrelator. The...line milled in it for placement. The design for the 3-mm crystal is just a small 3-mm notch cut in a piece of aluminum. 3.3 Cavity Design An example of...dt (4.1) Most often for pulses shorter than 1 ps, the reference pulse is the pulse itself. [14, p.459] This is accomplished normally by a Michelson

  14. Stock Market Autoregressive Dynamics: A Multinational Comparative Study with Quantile Regression

    Directory of Open Access Journals (Sweden)

    Lili Li

    2016-01-01

    Full Text Available We study the nonlinear autoregressive dynamics of stock index returns in seven major advanced economies (G7 and China. The quantile autoregression model (QAR enables us to investigate the autocorrelation across the whole spectrum of return distribution, which provides more insightful conditional information on multinational stock market dynamics than conventional time series models. The relation between index return and contemporaneous trading volume is also investigated. While prior studies have mixed results on stock market autocorrelations, we find that the dynamics is usually state dependent. The results for G7 stock markets exhibit conspicuous similarities, but they are in manifest contrast to the findings on Chinese stock markets.

  15. Correlations between the dynamics of parallel tempering and the free-energy landscape in spin glasses

    Science.gov (United States)

    Yucesoy, Burcu; Machta, Jonathan; Katzgraber, Helmut G.

    2013-01-01

    We present the results of a large-scale numerical study of the equilibrium three-dimensional Edwards-Anderson Ising spin glass with Gaussian disorder. Using parallel tempering (replica exchange) Monte Carlo we measure various static, as well as dynamical quantities, such as the autocorrelation times and round-trip times for the parallel tempering Monte Carlo method. The correlation between static and dynamic observables for 5000 disorder realizations and up to 1000 spins down to temperatures at 20% of the critical temperature is examined. Our results show that autocorrelation times are directly correlated with the roughness of the free-energy landscape.

  16. Replica exchange simulations of the three-dimensional Ising spin glass: static and dynamic properties

    Science.gov (United States)

    Yucesoy, Burcu; Machta, Jonathan; Katzgraber, Helmut G.

    2012-02-01

    We present the results of a large-scale numerical study of the equilibrium three-dimensional Ising spin glass with Gaussian disorder. Using replica exchange (parallel tempering) Monte Carlo, we measure various static, as well as dynamical quantities, such as the autocorrelation times and round-trip times for the replica exchange Monte Carlo method. The correlation between static and dynamic observables for 5000 disorder realizations (N <=10^3 spins) down to very low temperatures (T 0.2Tc) is examined. Our results show that autocorrelation times are directly correlated with the roughness of the free energy landscape. We also discuss the size dependence of several static quantities.

  17. An empirical analysis of the distribution of overshoots in a stationary Gaussian stochastic process

    Science.gov (United States)

    Carter, M. C.; Madison, M. W.

    1973-01-01

    The frequency distribution of overshoots in a stationary Gaussian stochastic process is analyzed. The primary processes involved in this analysis are computer simulation and statistical estimation. Computer simulation is used to simulate stationary Gaussian stochastic processes that have selected autocorrelation functions. An analysis of the simulation results reveals a frequency distribution for overshoots with a functional dependence on the mean and variance of the process. Statistical estimation is then used to estimate the mean and variance of a process. It is shown that for an autocorrelation function, the mean and the variance for the number of overshoots, a frequency distribution for overshoots can be estimated.

  18. Probing density waves in fluidized granular media with diffusing-wave spectroscopy

    Science.gov (United States)

    Born, Philip; Reinhold, Steffen; Sperl, Matthias

    2016-09-01

    Density waves are characteristic for fluidized beds and affect measurements on liquidlike dynamics in fluidized granular media. Here the intensity autocorrelation function as obtainable with diffusing-wave spectroscopy is derived in the presence of density waves. The predictions by the derived form of the intensity autocorrelation function match experimental observations from a gas-fluidized bed. The model suggests separability of the contribution from density waves from the contribution by microscopic scatterer displacement to the decay of correlation and thus paves the way for characterizing microscopic particle motions using diffusing-wave spectroscopy as well as heterogeneities in fluidized granular media.

  19. Spread and Quote-Update Frequency of the Limit-Order Driven Sergei Maslov Model

    Institute of Scientific and Technical Information of China (English)

    QIU Tian; CHEN Guang

    2007-01-01

    @@ We perform numerical simulations of the limit-order driven Sergei Maslov (SM) model and investigate the probability distribution and autocorrelation function of the bid-ask spread S and the quote-update frequency U.For the probability distribution, the model successfully reproduces the power law decay of the spread and the exponential decay of the quote-update frequency. For the autocorrelation function, both the spread and the quote-update frequency of the model decay by a power law, which is consistent with the empirical study. We obtain the power law exponent 0.54 for the spread, which is in good agreement with the real financial market.

  20. Resistance to change of adulthood body mass index.

    Science.gov (United States)

    Heo, M; Faith, M S; Pietrobelli, A

    2002-10-01

    Numerous weight loss trials show that maintenance of weight loss is extremely difficult to sustain over time in adulthood. Using general population sample of adults whose weights were longitudinally tracked across several decades, we quantified resistance of weight to change by means of body mass index autocorrelation across a series of paired time points. Equations for age-adjusted sex-specific body mass index autocorrelation were developed. We found that body weight is quite resistant to change over years and decades. This finding partially de-mystifies the weight regain observed following intervention that last weeks or months.

  1. Chaotic appearance of the AE index

    Science.gov (United States)

    Shan, L.-H.; Hansen, P.; Goertz, C. K.; Smith, R. A.

    1991-01-01

    Results are reported from a stochastic analysis of a 5-day time series of the geomagnetic AE index during an active period. The original data, the power spectrum, and the autocorrelation function are shown, and the steps in the analysis are described in detail. It is found that the autocorrelation time scale is about 50 min, giving a correlation dimension (for the construction of a time series of m-dimensional vectors) of 2.4. This result is consistent with either colored-noise or deterministic-chaos magnetosphere models, indicating the need for further investigation.

  2. Separation and insertion of optical bit-serial label in optical packet switching

    Institute of Scientific and Technical Information of China (English)

    Yun Ling; Kun Qiu; Mian Zheng

    2006-01-01

    @@ The bipolar phase-shift-keying (BPSK) optical orthogonal codes (OOCs) are inserted into the optical packet format of bit-serial label. The ultra-fast separation of the label and payload is performed through the auto-correlation pulses indicating the time position at which the optical switch changes the state.The insertion of the new label can also be realized by detecting the auto-correlation pulse at the line rate. Especially, the scheme can be adapted to the asynchronous separation and insertion and realize the variable-length packet switching. The results of simulation verify the feasibility of the scheme.

  3. Statistical methods for segmentation and classification of images

    DEFF Research Database (Denmark)

    Rosholm, Anders

    1997-01-01

    The central matter of the present thesis is Bayesian statistical inference applied to classification of images. An initial review of Markov Random Fields relates to the modeling aspect of the indicated main subject. In that connection, emphasis is put on the relatively unknown sub-class of Pickard...... with a Pickard Random Field modeling of a considered (categorical) image phenomemon. An extension of the fast PRF based classification technique is presented. The modification introduces auto-correlation into the model of an involved noise process, which previously has been assumed independent. The suitability...... of the extended model is documented by tests on controlled image data containing auto-correlated noise....

  4. Correlation functions of scattering matrix elements in microwave cavities with strong absorption

    Energy Technology Data Exchange (ETDEWEB)

    Schaefer, R [Fachbereich Physik, Philipps-Universitaet Marburg, Renthof 5, D-35032 Marburg (Germany); Gorin, T [Theoretische Quantendynamik, Fakultaet fuer Physik, Universitaet Freiburg, Hermann-Herder-Str. 3, D-79104 Freiburg (Germany); Seligman, T H [Centro de Ciencias Fisicas, Universidad Nacional Autonoma de Mexico, Campus Morelos, CP 62251, Cuernavaca, Morelos (Mexico); Stoeckmann, H-J [Fachbereich Physik, Philipps-Universitaet Marburg, Renthof 5, D-35032 Marburg (Germany)

    2003-03-28

    The scattering matrix was measured for microwave cavities with two antennae. It was analysed in the regime of overlapping resonances. The theoretical description in terms of a statistical scattering matrix and the rescaled Breit-Wigner approximation has been applied to this regime. The experimental results for the auto-correlation function show that the absorption in the cavity walls yields an exponential decay. This behaviour can only be modelled using a large number of weakly coupled channels. In comparison to the auto-correlation functions, the cross-correlation functions of the diagonal S-matrix elements display a more pronounced difference between regular and chaotic systems.

  5. Correlation functions of scattering matrix elements in microwave cavities with strong absorption

    Science.gov (United States)

    Schäfer, R.; Gorin, T.; Seligman, T. H.; Stöckmann, H.-J.

    2003-03-01

    The scattering matrix was measured for microwave cavities with two antennae. It was analysed in the regime of overlapping resonances. The theoretical description in terms of a statistical scattering matrix and the rescaled Breit-Wigner approximation has been applied to this regime. The experimental results for the auto-correlation function show that the absorption in the cavity walls yields an exponential decay. This behaviour can only be modelled using a large number of weakly coupled channels. In comparison to the auto-correlation functions, the cross-correlation functions of the diagonal S-matrix elements display a more pronounced difference between regular and chaotic systems.

  6. Statistical 2D and 3D shape analysis using Non-Euclidean Metrics

    DEFF Research Database (Denmark)

    Larsen, Rasmus; Hilger, Klaus Baggesen; Wrobel, Mark Christoph

    2002-01-01

    We address the problem of extracting meaningful, uncorrelated biological modes of variation from tangent space shape coordinates in 2D and 3D using non-Euclidean metrics. We adapt the maximum autocorrelation factor analysis and the minimum noise fraction transform to shape decomposition. Furtherm......We address the problem of extracting meaningful, uncorrelated biological modes of variation from tangent space shape coordinates in 2D and 3D using non-Euclidean metrics. We adapt the maximum autocorrelation factor analysis and the minimum noise fraction transform to shape decomposition...

  7. Ultra-short pulse reconstruction software in high power laser system

    Energy Technology Data Exchange (ETDEWEB)

    Galletti, M. [Physics Department of the University and INFN, Pisa (Italy); Galimberti, M. [Central Laser Facility, Rutherford Appleton Laboratory, Didcot (United Kingdom); Giulietti, D. [Physics Department of the University and INFN, Pisa (Italy)

    2015-07-15

    An ultra-short pulse reconstruction software, validated through a set of experimental measurements on the front-end of the Vulcan laser at the RAL Central Laser Facility is presented. The measurements were acquired in Target Area Petawatt of the Vulcan laser, both using a conventional autocorrelation technique and the GRENOUILLE technique in order to compare the results. The FWHM of the laser pulses considered came out to be comparable for the two techniques. In this experimental campaign for the first time a technique different from the autocorrelation one has been used for a PW class laser as Vulcan.

  8. A generalization of random matrix theory and its application to statistical physics.

    Science.gov (United States)

    Wang, Duan; Zhang, Xin; Horvatic, Davor; Podobnik, Boris; Eugene Stanley, H

    2017-02-01

    To study the statistical structure of crosscorrelations in empirical data, we generalize random matrix theory and propose a new method of cross-correlation analysis, known as autoregressive random matrix theory (ARRMT). ARRMT takes into account the influence of auto-correlations in the study of cross-correlations in multiple time series. We first analytically and numerically determine how auto-correlations affect the eigenvalue distribution of the correlation matrix. Then we introduce ARRMT with a detailed procedure of how to implement the method. Finally, we illustrate the method using two examples taken from inflation rates for air pressure data for 95 US cities.

  9. An application of superpositions of two-state Markovian sources to the modelling of self-similar behaviour

    DEFF Research Database (Denmark)

    Andersen, Allan T.; Nielsen, Bo Friis

    1997-01-01

    We present a modelling framework and a fitting method for modelling second order self-similar behaviour with the Markovian arrival process (MAP). The fitting method is based on fitting to the autocorrelation function of counts a second order self-similar process. It is shown that with this fitting...... algorithm it is possible closely to match the autocorrelation function of counts for a second order self-similar process over 3-5 time-scales with 8-16 state MAPs with a very simple structure, i.e. a superposition of 3 and 4 interrupted Poisson processes (IPP) respectively and a Poisson process. The fitting...

  10. Starch-based backwards SHG for in situ MEFISTO pulse characterization in multiphoton microscopy.

    Science.gov (United States)

    Anisha Thayil, K N; Gualda, E J; Psilodimitrakopoulos, S; Cormack, I G; Amat-Roldán, I; Mathew, M; Artigas, D; Loza-Alvarez, P

    2008-04-01

    We report a simple methodology to provide complete pulse characterization at the sample plane of a two-photon excited fluorescence (TPEF) microscope. This is achieved by using backward propagating second-harmonic generation (SHG) from starch granules. Without any modification to the microscope, SHG-autocorrelation traces were obtained by using a single starch granule that was placed alongside the biological specimen being imaged. A spectrally resolved SHG autocorrelation was acquired by placing a spectrometer at the output port of the microscope. Complete in situ pulse information is then directly retrieved in an analytical way using the measurement of electric filed by interferometric spectral trace observation (MEFISTO) technique.

  11. Forecasting coconut production in the Philippines with ARIMA model

    Science.gov (United States)

    Lim, Cristina Teresa

    2015-02-01

    The study aimed to depict the situation of the coconut industry in the Philippines for the future years applying Autoregressive Integrated Moving Average (ARIMA) method. Data on coconut production, one of the major industrial crops of the country, for the period of 1990 to 2012 were analyzed using time-series methods. Autocorrelation (ACF) and partial autocorrelation functions (PACF) were calculated for the data. Appropriate Box-Jenkins autoregressive moving average model was fitted. Validity of the model was tested using standard statistical techniques. The forecasting power of autoregressive moving average (ARMA) model was used to forecast coconut production for the eight leading years.

  12. Effects of Nonlinear Time-Delay on a Stochastic Asymmetric System

    Institute of Scientific and Technical Information of China (English)

    WANG Jiu-Yun; ZHU Chun-Lian; JIA Ya; LI Jia-Rong

    2006-01-01

    We numerically investigate the effects of nonlinear time-delay on the stochastic system. With the delay time increasing, it is found that the peak of probability distribution in low steady states is decreased, and the peak of probability distribution in high steady states is increased. The mean of state variable, the normalized variance, and the normalized autocorrelation function which quantifies the concentrated degree are slowly varied for small delay time. However, the mean of state variable is rapidly increased, and the normalized variance and the normalized autocorrelation function is rapidJy decreased for large delay time.

  13. Real prices from spot foreign exchange market

    Science.gov (United States)

    Petroni, Filippo; Serva, Maurizio

    2004-12-01

    In this work we discuss the problem of price definition when using high frequency foreign exchange data. If one uses the spot mid price a strong autocorrelation of returns, at one lag, is found which is only due to microstructure effect and does not capture the real behavior of price dynamics. This autocorrelation increases the intraday volatility estimated from this type of data. To solve this problem we introduce an algorithm which is able, by using the no-arbitrage principle, of eliminating every microstructure effects.

  14. Structure of magnetic fields on the quiet sun

    Science.gov (United States)

    Wang, Haimin

    1988-01-01

    To obtain quantitative temporal and spatial information on the network magnetic fields, auto- and cross-correlation techniques are applied to the Big Bear videomagnetogram data. The average size of the network magnetic elements derived from the auto-correlation curve is about 5700 km. The distance between the primary and secondary peak in the auto-correlation curve is about 17,000 km, which is half of the size of the supergranule as determined from the velocity map. The canceling features and the emergence of ephemeral regions are the major sources for the loss and replenishment of magnetic flux on the quiet sun.

  15. Observing the rotational diffusion of nanodiamonds with arbitrary nitrogen vacancy center configurations

    Science.gov (United States)

    Yoshinari, Yohsuke; Kalay, Ziya; Harada, Yoshie

    2013-12-01

    We present theoretical results on the relationship between the rotational diffusion coefficient of a nanodiamond undergoing Brownian motion and the configuration of nitrogen vacancy centers (NVCs) contained in the particle. Through exact calculations and simulations, we obtain the fluorescence intensity autocorrelation function that is measured in optically detected magnetic resonance experiments conducted at single-particle level. We relate the autocorrelation function to the rotational diffusion coefficient and discuss the influence of different NVC configurations on the outcome of measurements. We believe that our results can be useful in interpreting observations on nanodiamonds that contain multiple nitrogen vacancy centers.

  16. Laser light scattering technique for non-invasive in situ simultaneous measurements on elastic constants and viscosity coefficients of nematic liquid crystals

    Institute of Scientific and Technical Information of China (English)

    TU; Mei; HUANG; Yaoxiong

    2004-01-01

    The laser light scattering technique for non-invasive in situ simultaneous measurements on elastic constants and viscosity coefficients of nematic liquid crystals is introduced. By measuring the autocorrelation function of the scattered light from nematic liquid crystals at different scattering angles, the splay and twist elastic constants K11 and K22 are obtained from the amplitudes of the autocorrelation function, and the viscosity coefficients of (Splay and (Twist are determined using the viscoelastic ratios K11/( Splay and K22/(Twist from the relaxation parameters of the two modes.

  17. Model Identification of Integrated ARMA Processes

    Science.gov (United States)

    Stadnytska, Tetiana; Braun, Simone; Werner, Joachim

    2008-01-01

    This article evaluates the Smallest Canonical Correlation Method (SCAN) and the Extended Sample Autocorrelation Function (ESACF), automated methods for the Autoregressive Integrated Moving-Average (ARIMA) model selection commonly available in current versions of SAS for Windows, as identification tools for integrated processes. SCAN and ESACF can…

  18. The Biasing Effects of Unmodeled ARMA Time Series Processes on Latent Growth Curve Model Estimates

    Science.gov (United States)

    Sivo, Stephen; Fan, Xitao; Witta, Lea

    2005-01-01

    The purpose of this study was to evaluate the robustness of estimated growth curve models when there is stationary autocorrelation among manifest variable errors. The results suggest that when, in practice, growth curve models are fitted to longitudinal data, alternative rival hypotheses to consider would include growth models that also specify…

  19. Spectral Estimation by the Random DEC Technique

    DEFF Research Database (Denmark)

    Brincker, Rune; Jensen, J. Laigaard; Krenk, S.

    This paper contains an empirical study of the accuracy of the Random Dec (RDD) technique. Realizations of the response from a single-degree-of-freedom system loaded by white noise are simulated using an ARMA model. The Autocorrelation function is estimated using the RDD technique and the estimated...

  20. Spectral Estimation by the Random Dec Technique

    DEFF Research Database (Denmark)

    Brincker, Rune; Jensen, Jacob L.; Krenk, Steen

    1990-01-01

    This paper contains an empirical study of the accuracy of the Random Dec (RDD) technique. Realizations of the response from a single-degree-of-freedom system loaded by white noise are simulated using an ARMA model. The Autocorrelation function is estimated using the RDD technique and the estimated...

  1. Response variability in balanced cortical networks

    DEFF Research Database (Denmark)

    Lerchner, Alexander; Ursta, C.; Hertz, J.

    2006-01-01

    population. The high connectivity permits a mean field description in which synaptic currents can be treated as gaussian noise, the mean and autocorrelation function of which are calculated self-consistently from the firing statistics of single model neurons. Within this description, a wide range of Fano...

  2. Semi-supervised adaptation in ssvep-based brain-computer interface using tri-training

    DEFF Research Database (Denmark)

    Bender, Thomas; Kjaer, Troels W.; Thomsen, Carsten E.;

    2013-01-01

    This paper presents a novel and computationally simple tri-training based semi-supervised steady-state visual evoked potential (SSVEP)-based brain-computer interface (BCI). It is implemented with autocorrelation-based features and a Naïve-Bayes classifier (NBC). The system uses nine characters...

  3. Review of Methods and Algorithms for Dynamic Management of CBRNE Collection Assets

    Science.gov (United States)

    2013-07-01

    Extract features to improve CBRNE threat classification Anomaly Detection Detection of cheating in high school test taking, biosurveillance for...CUSUM) charts. An important difference between standard SPC methods and biosurveillance is that, while SPC methods sample and consequently work...with independent sequences of data, biosurveillance data are always highly autocorrelated (Fricker 2013). In the second statistical approach, “normal

  4. Local Dynamics in an Infinite Harmonic Chain

    Directory of Open Access Journals (Sweden)

    M. Howard Lee

    2016-04-01

    Full Text Available By the method of recurrence relations, the time evolution in a local variable in a harmonic chain is obtained. In particular, the autocorrelation function is obtained analytically. Using this result, a number of important dynamical quantities are obtained, including the memory function of the generalized Langevin equation. Also studied are the ergodicity and chaos in a local dynamical variable.

  5. A Raman anemometer for component-selective velocity measurements of particles in a flow

    NARCIS (Netherlands)

    Florisson, O.; Mul, de F.F.M.; Winter, de H.G.

    1981-01-01

    An anemometer for the measurement of the velocity of particles of different components in a flow, separate and apart from that of the flow itself, is described. As a component-selective mechanism Raman scattering is used. The velocity is measured by relating the autocorrelated scattering signal to t

  6. Reconsidering harmonic and anharmonic coherent states: Partial differential equations approach

    Energy Technology Data Exchange (ETDEWEB)

    Toutounji, Mohamad, E-mail: Mtoutounji@uaeu.ac.ae

    2015-02-15

    This article presents a new approach to dealing with time dependent quantities such as autocorrelation function of harmonic and anharmonic systems using coherent states and partial differential equations. The approach that is normally used to evaluate dynamical quantities involves formidable operator algebra. That operator algebra becomes insurmountable when employing Morse oscillator coherent states. This problem becomes even more complicated in case of Morse oscillator as it tends to exhibit divergent dynamics. This approach employs linear partial differential equations, some of which may be solved exactly and analytically, thereby avoiding the cumbersome noncommutative algebra required to manipulate coherent states of Morse oscillator. Additionally, the arising integrals while using the herein presented method feature stability and high numerical efficiency. The correctness, applicability, and utility of the above approach are tested by reproducing the partition and optical autocorrelation function of the harmonic oscillator. A closed-form expression for the equilibrium canonical partition function of the Morse oscillator is derived using its coherent states and partial differential equations. Also, a nonequilibrium autocorrelation function expression for weak electron–phonon coupling in condensed systems is derived for displaced Morse oscillator in electronic state. Finally, the utility of the method is demonstrated through further simplifying the Morse oscillator partition function or autocorrelation function expressions reported by other researchers in unevaluated form of second-order derivative exponential. Comparison with exact dynamics shows identical results.

  7. Propagation of Wide Bandwidth Signals through Strongly Turbulent Ionized Media

    Science.gov (United States)

    1982-03-15

    integrating by parts d2. _ P+ d*(x), (2-40)d 2 \\ dx dx / Ecuacion 2-40 states the relitionship hetween the autocorrelation function of the derivative...presented in Section 2 of this report. One very important problem remains to be resolved before statis- tical signal realizations can be generated. The

  8. Using Digital Filtration for Hurst Parameter Estimation

    Directory of Open Access Journals (Sweden)

    J. Prochaska

    2009-06-01

    Full Text Available We present a new method to estimate the Hurst parameter. The method exploits the form of the autocorrelation function for second-order self-similar processes and is based on one-pass digital filtration. We compare the performance and properties of the new method with that of the most common methods.

  9. The Wiener-Khinchin theorem and recurrence quantification

    Energy Technology Data Exchange (ETDEWEB)

    Zbilut, Joseph P. [Department of Molecular Biophysics and Physiology, Rush University Medical Center, 1653 W. Congress, Chicago, IL 60612 (United States)], E-mail: jzbilut@rush.edu; Marwan, Norbert [Potsdam Institute for Climate Impact Research (PIK), 14412 Potsdam (Germany)

    2008-10-27

    The Wiener-Khinchin theorem states that the power spectrum is the Fourier transform of the autocovariance function. One form of the autocovariance function can be obtained through recurrence quantification. We show that the advantage of defining the autocorrelation function with recurrences can demonstrate higher dimensional dynamics.

  10. Reconsidering harmonic and anharmonic coherent states: Partial differential equations approach

    Science.gov (United States)

    Toutounji, Mohamad

    2015-02-01

    This article presents a new approach to dealing with time dependent quantities such as autocorrelation function of harmonic and anharmonic systems using coherent states and partial differential equations. The approach that is normally used to evaluate dynamical quantities involves formidable operator algebra. That operator algebra becomes insurmountable when employing Morse oscillator coherent states. This problem becomes even more complicated in case of Morse oscillator as it tends to exhibit divergent dynamics. This approach employs linear partial differential equations, some of which may be solved exactly and analytically, thereby avoiding the cumbersome noncommutative algebra required to manipulate coherent states of Morse oscillator. Additionally, the arising integrals while using the herein presented method feature stability and high numerical efficiency. The correctness, applicability, and utility of the above approach are tested by reproducing the partition and optical autocorrelation function of the harmonic oscillator. A closed-form expression for the equilibrium canonical partition function of the Morse oscillator is derived using its coherent states and partial differential equations. Also, a nonequilibrium autocorrelation function expression for weak electron-phonon coupling in condensed systems is derived for displaced Morse oscillator in electronic state. Finally, the utility of the method is demonstrated through further simplifying the Morse oscillator partition function or autocorrelation function expressions reported by other researchers in unevaluated form of second-order derivative exponential. Comparison with exact dynamics shows identical results.

  11. Sea level reconstruction: Exploration of methods for combining altimetry with other data to beyond the 20-year altimetric record

    DEFF Research Database (Denmark)

    Svendsen, Peter Limkilde; Andersen, Ole Baltazar; Nielsen, Allan Aasbjerg

    2012-01-01

    or temporally shifted version of itself, unlike the desired signal which will exhibit autocorrelation. This will be applied to a global dataset, necessitating wrap-around consideration of spatial shifts. Parameters from physical oceanography will be incorporated using the SODA ocean model for a preliminary...

  12. Serial correlation of quality control data--on the use of proper control charts

    DEFF Research Database (Denmark)

    Winkel, P; Zhang, Nevin

    2004-01-01

    Biochemical quality control (QC) data have been reported to be autocorrelated. Serial correlation may increase the rate of false alarms if the traditional exponentially weighted moving average (EWMA) control chart to monitoring the process mean is used. False alarms are the focus of this paper......, where an alarm is defined as the occurrence of a QC value outside the three standard deviation control limits....

  13. Localized measurement of longitudinal and transverse flow velocities in colloidal suspensions using optical coherence tomography

    NARCIS (Netherlands)

    Weiss, N.; Van Leeuwen, T.G.; Kalkman, J.

    2013-01-01

    We report on localized measurement of the longitudinal and transverse flow velocities in a colloidal suspension using optical coherence tomography. We present a model for the path-length resolved autocorrelation function including diffusion and flow, which we experimentally verify. For flow that is

  14. Inverse scattering in application to the Riemann problem

    Energy Technology Data Exchange (ETDEWEB)

    Mack, Ruediger; Schleich, Wolfgang P. [Institut fuer Quantenphysik, Universitaet Ulm (Germany)

    2008-07-01

    We present a method to get the values of the Riemann Zeta-function by autocorrelation measure. Therefore we need a potential with specific energy eigenvalues. We calculate this potential with a variety of techniques, either numerical by the Numerov mehtod and analytically, with a JWKB approximation.

  15. Fast Monaural Separation of Speech

    DEFF Research Database (Denmark)

    Pontoppidan, Niels Henrik; Dyrholm, Mads

    2003-01-01

    a Factorial Hidden Markov Model, with non-stationary assumptions on the source autocorrelations modelled through the Factorial Hidden Markov Model, leads to separation in the monaural case. By extending Hansens work we find that Roweis' assumptions are necessary for monaural speech separation. Furthermore we...

  16. Estimation of Correlation Functions by the Random Decrement Technique

    DEFF Research Database (Denmark)

    Brincker, Rune; Krenk, Steen; Jensen, Jacob Laigaard

    1991-01-01

    The Random Decrement (RDD) Technique is a versatile technique for characterization of random signals in the time domain. In this paper a short review of the theoretical basis is given, and the technique is illustrated by estimating auto-correlation functions and cross-correlation functions on mod...

  17. Observation of soliton pulse compression in photonic crystal waveguides

    CERN Document Server

    Colman, P; Combrié, S; Sagnes, I; Wong, C W; De Rossi, A

    2010-01-01

    We demonstrate soliton-effect pulse compression in mm-long photonic crystal waveguides resulting from strong anomalous dispersion and self-phase modulation. Compression from 3ps to 580fs, at low pulse energies(~10pJ), is measured via autocorrelation.

  18. Coherent transition radiation diagnostic for electron bunch shape measurement at FELIX

    NARCIS (Netherlands)

    Ding, M. S.; Weits, H. H.; Oepts, D.

    1997-01-01

    An optical autocorrelation system using coherent transition radiation has been set up to determine the electron bunch shape at FELIX. A polarisation interferometer and a 10 x 10 mm(2) pyroelectric detector are used to allow operation over a wide range of wavelength (from 30 mu m to 10 mm) without st

  19. Noise reduction in acoustic measurements with a particle velocity sensor by means of a cross-correlation technique

    NARCIS (Netherlands)

    Honschoten, van J.W.; Druyvesteyn, W.F.; Kuipers, H.; Raangs, R.; Krijnen, G.J.M.

    2004-01-01

    In this paper a method is presented to reduce the noise level of a particle velocity sensor, a thermal two-wire sensor sensitive to acoustic particle velocities, which yields a reduction of the noise of 30 dB. The method is based on utilisation of cross- instead of auto-correlation spectra of two of

  20. A fast and accurate method for the simulation of the diffusing temporal light correlation in multi-layered turbid media

    Institute of Scientific and Technical Information of China (English)

    LUO Bin; LI Jun; HE Sai-ling

    2005-01-01

    Monte Carlo simulation of the diffusing temporal light correlation in a multi-layered turbid medium is considered.A straightforward formula is introduced to calculate accurately and efficiently the autocorrelation function at any detector position.The simulation results are in an excellent agreement with an analytical solution of the correlation diffusion equation.

  1. Urban growth and transport infrastructure interaction in Jeddah between 1980 and 2007

    NARCIS (Netherlands)

    Aljoufie, Mohammed; Brussel, Mark; Zuidgeest, Mark H.P.; Maarseveen, van Martin F.A.M.

    2013-01-01

    This paper aims to use spatial statistical tools to explore the reciprocal spatial–temporal effects of transport infrastructure and urban growth of Jeddah city, a fast developing polycentric city in Saudi Arabia. Global spatial autocorrelation (Moran's I) and local indicators of spatial association

  2. Stretched Exponential Relaxation in Disordered Complex Systems: Fractal Time Random Walk Model

    Institute of Scientific and Technical Information of China (English)

    Ekrem Aydmer

    2007-01-01

    We have analytically derived the relaxation function for one-dimensional disordered complex systems in terms of autocorrelation function of fractal time random walk by using operator formalism. We have shown that the relaxation function has stretched exponential, i.e. the Kohlrausch-Williams-Watts character for a fractal time random walk process.

  3. Principle of small target detection for hyperspectral imagery

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    This paper generalizes the progress of algorithms in small target detection for hyperspectral imaging, and finds that whitening the image is the key point of many methods in small target detection. An al-gorithm is presented to detect desired targets by converting large targets into small ones based on the weighted sample autocorrelation matrix.

  4. Stress, strain, and bulk microstructure in a cohesive powder

    NARCIS (Netherlands)

    Andersson, R.; Bouwman, W.G.; Luding, S.; Schepper, de I.M.

    2008-01-01

    Spin-echo small-angle neutron scattering is able to characterize powders in terms of their density-density correlation function. Here we present a microstructural study on a fine cohesive powder undergoing uniaxial compression. As a function of compression, we measure the autocorrelation function of

  5. Geostatistical Analysis on the Temporal Patterns of the Yellow Rice Borer, Tryporyza incertulas

    Institute of Scientific and Technical Information of China (English)

    YUAN Zhe-ming; WANG Zhi; HU Xiang-yue

    2005-01-01

    In order to comprehend temporal pattern of the larvae population of the yellow rice borer, Tryporyza incertulas, and provide valuable information for its forecast model, the data series of the population for each generation and the over-wintered larvae from 1960 to 1990 in Dingcheng District, Changde City, Hunan Province, were analyzed with geostatistics. The data series of total number,the 1 st generation, the 3rd generation and the over-wintered larvae year to year displayed rather better autocorrelation and prediction.The data series of generation to generation, the 2nd generation and the 4th generation year to year, however, demonstrated poor autocorrelation, especially for the 4th generation, whose autocorrelation degree was zero. The population dynamics of the yellow rice borer was obviously intermittent. A remarkable cycle of four generations, one year, was observed in the population of generation to generation. Omitting the certain generation or interposing the over-wintered larvae only resulted in a less or slight change of autocorrelation of the whole data series generation to generation. Crop system, food, climate and natural enemies, therefore, played more important roles in regulating the population dynamics than base number of the larvae. The basic techniques of geostatistics applied in analyzing temporal population dynamics were outlined.

  6. Error detection and reduction within DriftLessTM

    NARCIS (Netherlands)

    Hall, E.W. van der

    2013-01-01

    This thesis presents an algorithm that can reduce the estimation errors made with the DriftLessTM bias estimation technique. The algorithm utilizes the autocorrelation function to detect the presence of errors, and a minimization function to reduce these errors. The algorithm has been validated with

  7. Describing Anopheles arabiensis aquatic habitats in two riceland agro-ecosystems in Mwea, Kenya using a negative binomial regression model with a non-homogenous mean.

    Science.gov (United States)

    Jacob, Benjamin G; Griffith, Daniel; Muturi, Ephantus; Caamano, Erick X; Shililu, Josephat; Githure, John I; Novak, Robert J

    2009-01-01

    This research illustrates a geostatistical approach for modeling the spatial distribution patterns of Anopheles arabiensis Patton (Patton) aquatic habitats in two riceland environments. QuickBird 0.61 m data, encompassing the visible bands and the near-infra-red (NIR) band, were selected to synthesize images of An. arabiensis aquatic habitats. These bands and field sampled data were used to determine ecological parameters associated with riceland larval habitat development. SAS was used to calculate univariate statistics, correlations and Poisson regression models. Global autocorrelation statistics were generated in ArcGISfrom georeferenced Anopheles aquatic habitats in the study sites. The geographic distribution of Anopheles gambiae s.l. aquatic habitats in the study sites exhibited weak positive autocorrelation; similar numbers of log-larval count habitats tend to clustered in space. Individual rice land habitat data were further evaluated in terms of their covariations with spatial autocorrelation, by regressing them on candidate spatial filter eigenvectors. Each eigenvector generated from a geographically weighted matrix, for both study sites, revealed a distinctive spatial pattern. The spatial autocorrelation components suggest the presence of roughly 14-30% redundant information in the aquatic habitat larval count samples. Synthetic map pattern variables furnish a method of capturing spatial dependency effects in the mean response term in regression analyses of rice land An. arabiensis aquatic habitat data.

  8. Can we do better than Hybrid Monte Carlo in lattice QCD?

    Energy Technology Data Exchange (ETDEWEB)

    Berbenni-Bitsch, M.E. [Kaiserslautern Univ. (Germany). Fachbereich Physik; Gottlob, A.P. [Kaiserslautern Univ. (Germany). Fachbereich Physik; Meyer, S. [Kaiserslautern Univ. (Germany). Fachbereich Physik; Puetz, M. [Kaiserslautern Univ. (Germany). Fachbereich Physik

    1996-02-01

    The Hybrid Monte Carlo algorithm for the simulation of QCD with dynamical staggered fermions is compared with Kramers equation algorithm. We find substantially different autocorrelation times for local and nonlocal observables. The calculations have been performed on the parallel computer CRAY T3D. (orig.).

  9. The potential of 2D Kalman filtering for soil moisture data assimilation

    Science.gov (United States)

    We examine the potential for parameterizing a two-dimensional (2D) land data assimilation system using spatial error auto-correlation statistics gleaned from a triple collocation analysis and the triplet of: (1) active microwave-, (2) passive microwave- and (3) land surface model-based surface soil ...

  10. Reconstruction, prediction and simulation of multiple monthly stream-flow series

    Directory of Open Access Journals (Sweden)

    L. TORELLI

    1976-06-01

    Full Text Available The logarithms of monthly stream-flows are usually found to have a Normal distribution. Stream-flow series are auto-correlated up to a given time lag s. Moreover stream-flow series of the same region are cross correlated.

  11. Spectral analysis of individual realization LDA data

    NARCIS (Netherlands)

    Tummers, M.J.; Passchier, D.M.

    1998-01-01

    The estimation of the autocorrelation function (act) or the spectral density function (sdt) from LDA data poses unique data-processing problems. The random sampling times in LDA preclude the use of the spectral methods for equi-spaced samples. As a consequence, special data-processing algorithms are

  12. Correlation Widths in Quantum--Chaotic Scattering

    OpenAIRE

    Dietz, B.; Richter, A; WeidenmÜller, H.

    2011-01-01

    An important parameter to characterize the scattering matrix S for quantum-chaotic scattering is the width Gamma_{corr} of the S-matrix autocorrelation function. We show that the "Weisskopf estimate" d/(2pi) sum_c T_c (where d is the mean resonance spacing, T_c with 0

  13. Detection Performance of the Circular Correlation Coefficient Receiver,

    Science.gov (United States)

    of the squared modulus of the circular serial correlation coefficient is found when no signal is present, allowing computation of the detection...threshold. For small data records, as is typical in radar applications, the performance of the correlation coefficient detector is compared to a standard... Correlation Coefficient , Autoregressive, CFAR, Autocorrelation Estimation, Radar Receiver, and Digital Signal Processing.

  14. Neighborhood Characteristics and the Social Control of Registered Sex Offenders

    Science.gov (United States)

    Socia, Kelly M.; Stamatel, Janet P.

    2012-01-01

    This study uses geospatial and regression analyses to examine the relationships among social disorganization, collective efficacy, social control, residence restrictions, spatial autocorrelation, and the neighborhood distribution of registered sex offenders (RSOs) in Chicago. RSOs were concentrated in neighborhoods that had higher levels of social…

  15. 'Dicty dynamics': Dictyostelium motility as persistent random motion

    DEFF Research Database (Denmark)

    Li, Liang; Cox, Edward C; Flyvbjerg, Henrik

    2011-01-01

    to the amoeba's direction of motion. This motion propels the amoeba with a random periodic left–right waddle in a direction that has a long persistence time. The model fully accounts for the statistics of the experimental trajectories, including velocity power spectra and auto-correlations, non...

  16. Advances in Lattice Quantum Chromodynamics

    Science.gov (United States)

    McGlynn, Greg

    In this thesis we make four contributions to the state of the art in numerical lattice simulations of quantum chromodynamics (QCD). First, we present the most detailed investigation yet of the autocorrelations of topological observations in hybrid Monte Carlo simulations of QCD and of the effects of the boundary conditions on these autocorrelations. This results in a numerical criterion for deciding when open boundary conditions are useful for reducing these autocorrelations, which are a major barrier to reliable calculations at fine lattice spacings. Second, we develop a dislocation-enhancing determinant, and demonstrate that it reduces the autocorrelation time of the topological charge. This alleviates problems with slow topological tunneling at fine lattice spacings, enabling simulations on fine lattices to be completed with much less computational effort. Third, we show how to apply the recently developed zMobius technique to hybrid Monte Carlo evolutions with domain wall fermions, achieving nearly a factor of two speedup in the light quark determinant, the single most expensive part of the calculation. The dislocation-enhancing determinant and the zMobius technique have enabled us to begin simulations of fine ensembles with four flavors of dynamical domain wall quarks. Finally, we show how to include the previously-neglected G1 operator in nonperturbative renormalization of the DeltaS = 1 effective weak Hamiltonian on the lattice. This removes an important systematic error in lattice calculations of weak matrix elements, in particular the important K → pipi decay.

  17. Principle of small target detection for hyperspectral imagery

    Institute of Scientific and Technical Information of China (English)

    GENG XiuRui; ZHAO Yongchao

    2007-01-01

    This paper generalizes the progress of algorithms in small target detection for hyperspectral imaging,and finds that whitening the image is the key point of many methods in small target detection. An algorithm is presented to detect desired targets by converting large targets into small ones based on the weighted sample autocorrelation matrix.

  18. Kernel parameter dependence in spatial factor analysis

    DEFF Research Database (Denmark)

    Nielsen, Allan Aasbjerg

    2010-01-01

    feature space via the kernel function and then performing a linear analysis in that space. In this paper we shall apply a kernel version of maximum autocorrelation factor (MAF) [7, 8] analysis to irregularly sampled stream sediment geochemistry data from South Greenland and illustrate the dependence...

  19. Concepts and Tradeoffs in Velocity Estimation With Plane-Wave Contrast-Enhanced Doppler.

    Science.gov (United States)

    Tremblay-Darveau, Charles; Williams, Ross; Sheeran, Paul S; Milot, Laurent; Bruce, Matthew; Burns, Peter N

    2016-11-01

    While long Doppler ensembles are, in principle, beneficial for velocity estimates, short acoustic pulses must be used in microbubble contrast-enhanced (CE) Doppler to mitigate microbubble destruction. This introduces inherent tradeoffs in velocity estimates with autocorrelators, which are studied here. A model of the autocorrelation function adapted to the microbubble Doppler signal accounting for transit time, the echo frequency uncertainty, and contrast-agent destruction is derived and validated in vitro. It is further demonstrated that a local measurement of the center frequency of the microbubble echo is essential in order to avoid significant bias in velocity estimates arising from the linear and nonlinear frequency-dependent scattering of microbubbles and compensate for the inherent speckle nature of the received echo frequency. For these reasons, broadband Doppler estimators (2-D autocorrelator and Radon projection) are better suited than simpler narrow-band estimators (1-D autocorrelator and 1-D Fourier transform) for CE flow assessment. A case study of perfusion in a VX-2 carcinoma using CE plane-wave Doppler is also shown. We demonstrate that even when considering all uncertainties associated with microbubble-related decorrelation (destruction, pulse bandwidth, transit time, and flow gradient) and the need for real-time imaging, a coefficient of variation of 4% on the axial velocity is achievable with plane-wave imaging.

  20. Concepts and trade-offs in velocity estimation with plane-wave contrast-enhanced Doppler.

    Science.gov (United States)

    Tremblay-Darveau, Charles; Williams, Ross; Sheeran, Paul; Milot, Laurent; Bruce, Matthew; Burns, Peter

    2016-07-29

    While long Doppler ensembles are, in principle, beneficial for velocity estimates, short acoustic pulses must be used in microbubble contrast-enhanced Doppler to mitigate microbubble destruction. This introduces inherent trade-offs in velocity estimates with autocorrelators, which are studied here. A model of the autocorrelation function adapted to the microbubble Doppler signal, accounting for transit time, the echo frequency uncertainty and contrast-agent destruction is derived and validated in vitro. It is further demonstrated that a local measurement of the center frequency of the microbubble echo is essential in order to avoid significant bias in velocity estimates arising from the linear and nonlinear frequency-dependent scattering of microbubbles, and compensate the inherent speckle nature of the received echo frequency. For these reasons, broadband Doppler estimators (2D autocorrelator, Radon projection) are better suited than simpler narrowband estimators (1D autocorrelator, 1D Fourier transform) for contrast-enhanced flow assessment. A case study of perfusion in a VX-2 carcinoma using contrast-enhanced planewave Doppler is also shown. We demonstrate that even when considering all uncertainties associated with microbubble-related decorrelation (destruction, pulse bandwidth, transit time, flow gradient) and the need for real-time imaging, a coefficient of variation of 4% on the an axial velocity is achievable with planewave imaging.

  1. A Change Oriented Extension of EOF Analysis Applied to the 1996-1997 AVHRR Sea Surface Temperature Data

    DEFF Research Database (Denmark)

    Nielsen, Allan Aasbjerg; Conradsen, Knut; Andersen, Ole Baltazar

    2002-01-01

    autocorrelation between neighbouring observations. The results show that the large scale ocean events associated with the El Nino/Southern Oscillation (ENSO) related changes are concentrated in the first SST MAF/MAD mode and the two first SSH MAF/MAD modes. The MAD/MAF analysis also revealed a spatially...

  2. A Temporal Extension to Traditional Empirical Orthogonal Function Analysis

    DEFF Research Database (Denmark)

    Nielsen, Allan Aasbjerg; Hilger, Klaus Baggesen; Andersen, Ole Baltazar

    2002-01-01

    This paper describes the application of temporal maximum autocorrelation factor analysis to global monthly mean values of 1996-1997 sea surface temperature (SST) and sea surface height (SSH) data. This type of analysis can be considered as an extension of traditional empirical orthogonal function...

  3. Quantification of top soil moisture patterns : Evaluation of field methods, process-based modelling, remote sensing and an integrated approach

    NARCIS (Netherlands)

    van der Kwast, J.

    2009-01-01

    There is an urgent need for operational models that can accurately predict soil moisture patterns in space and time. High spatial and temporal variability of soil moisture and its low degree of autocorrelation complicate the modelling with process-based models. The aim of this research was to evalua

  4. Kernel based subspace projection of hyperspectral images

    DEFF Research Database (Denmark)

    Larsen, Rasmus; Nielsen, Allan Aasbjerg; Arngren, Morten

    In hyperspectral image analysis an exploratory approach to analyse the image data is to conduct subspace projections. As linear projections often fail to capture the underlying structure of the data, we present kernel based subspace projections of PCA and Maximum Autocorrelation Factors (MAF...

  5. Phase sensitive properties and coherent manipulation of a photonic crystal microcavity.

    Science.gov (United States)

    Quiring, Wadim; Jonas, Björn; Förstner, Jens; Rai, Ashish K; Reuter, Dirk; Wieck, Andreas D; Zrenner, Artur

    2016-09-05

    We present phase sensitive cavity field measurements on photonic crystal microcavities. The experiments have been performed as autocorrelation measurements with ps double pulse laser excitation for resonant and detuned conditions. Measured E-field autocorrelation functions reveal a very strong detuning dependence of the phase shift between laser and cavity field and of the autocorrelation amplitude of the cavity field. The fully resolved phase information allows for a precise frequency discrimination and hence for a precise measurement of the detuning between laser and cavity. The behavior of the autocorrelation amplitude and phase and their detuning dependence can be fully described by an analytic model. Furthermore, coherent control of the cavity field is demonstrated by tailored laser excitation with phase and amplitude controlled pulses. The experimental proof and verification of the above described phenomena became possible by an electric detection scheme, which employs planar photonic crystal microcavity photo diodes with metallic Schottky contacts in the defect region of the resonator. The applied photo current detection was shown to work also efficiently at room temperature, which make electrically contacted microcavities attractive for real world applications.

  6. Long-term retrospective analysis of mackerel spawning in the North Sea

    DEFF Research Database (Denmark)

    Jansen, Teunis; Kristensen, Kasper; Payne, Mark;

    2012-01-01

    suggested that the effect of advection is very limited between spawning and larvae capture in the CPR survey. Using a statistical technique not previously applied to CPR data, we then generated a larval index that accounts for both catchability as well as spatial and temporal autocorrelation. The resulting...

  7. Spatial Dependence and Heterogeneity in Bayesian Factor Analysis: A Cross-National Investigation of Schwartz Values

    Science.gov (United States)

    Stakhovych, Stanislav; Bijmolt, Tammo H. A.; Wedel, Michel

    2012-01-01

    In this article, we present a Bayesian spatial factor analysis model. We extend previous work on confirmatory factor analysis by including geographically distributed latent variables and accounting for heterogeneity and spatial autocorrelation. The simulation study shows excellent recovery of the model parameters and demonstrates the consequences…

  8. A Generalized Schwartz Model for Energy Spot Prices - Estimation using a Particle MCMC Method

    DEFF Research Database (Denmark)

    Lunde, Asger; Brix, Anne Floor; Wei, Wei

    We propose an energy spot price model featuring a two-factor price process and a two-component stochastic volatility process. The first factor in the price process captures the normal variations; the second accounts for spikes. The two-component volatility allows for a flexible autocorrelation st...

  9. Maximum Likelihood based comparison of the specific growth rates for P. aeruginosa and four mutator strains

    DEFF Research Database (Denmark)

    Philipsen, Kirsten Riber; Christiansen, Lasse Engbo; Mandsberg, Lotte Frigaard

    2008-01-01

    The specific growth rate for P. aeruginosa and four mutator strains mutT, mutY, mutM and mutY–mutM is estimated by a suggested Maximum Likelihood, ML, method which takes the autocorrelation of the observation into account. For each bacteria strain, six wells of optical density, OD, measurements a...

  10. SPREADSHEET MODELING AS A TOOL FOR INTERACTIVE LEARNING OF BASIC CONCEPTS OF ECONOMETRICS

    Directory of Open Access Journals (Sweden)

    Ekaterina B. Gribanova

    2016-01-01

    Full Text Available The article describes how to develop interactive graphical tools to illustrate the basic concepts of econometrics: linear regression, index of determination, autocorrelation, heteroscedasticity, etc. the Implementation is made in the spreadsheet program Excel using the simulation method and can be useful in teaching discipline

  11. Statistical analysis of simulation-generated time series : Systolic vs. semi-systolic correlation on the Connection Machine

    NARCIS (Netherlands)

    Dontje, T.; Lippert, Th.; Petkov, N.; Schilling, K.

    1992-01-01

    Autocorrelation becomes an increasingly important tool to verify improvements in the state of the simulational art in Latice Gauge Theory. Semi-systolic and full-systolic algorithms are presented which are intensively used for correlation computations on the Connection Machine CM-2. The semi-systoli

  12. The festivity effect and liquidity constraints: a test on countries with different calendars

    NARCIS (Netherlands)

    Abadir, K.M.; Spierdijk, L.

    2005-01-01

    We show how investors' liquidity patterns can provide a common framework to explain autocorrelation of returns and volumes, and some calendar anomalies. The method helps us find new anomalies, and contribute to the explanation of older ones. We uncover a \\textquotedblleft festivities effect\\textquot

  13. Unsupervised classification of changes in multispectral satellite imagery

    DEFF Research Database (Denmark)

    Canty, Morton J.; Nielsen, Allan Aasbjerg

    2004-01-01

    The statistical techniques of multivariate alteration detection, maximum autocorrelation factor transformation, expectation maximization, fuzzy maximum likelihood estimation and probabilistic label relaxation are combined in a unified scheme to classify changes in multispectral satellite data. An....... An example involving bitemporal LANDSAT TM imagery is given....

  14. Cosmic Magnification

    CERN Document Server

    Ménard, B

    2002-01-01

    I present the current status of the cosmic magnification produced by systematic amplification of background sources by large-scale structures. After introducing its principle, I focus on its interests for cosmology and underline its complementary aspect to cosmic shear and galaxy auto-correlations. I finally discuss recent investigations using higher-order statistics.

  15. The Perception of the Higher Derivatives of Visual Motion.

    Science.gov (United States)

    1986-06-24

    stereoknetici. Archivo Italiano di Psicologia . tection: Comparison of postadaptation thresholds. Journal of the 1924.3. 105-120. Optical Society of America. 1983...1980, 19, 324-328. source book of Gestalt psychology. London: Routledge & Kegan Reichardt. W. Autocorrelation, a principle for the evaluation of

  16. Critical Dynamics Behavior of the Wolff Algorithm in the Site-Bond-Correlated Ising Model

    Science.gov (United States)

    Campos, P. R. A.; Onody, R. N.

    Here we apply the Wolff single-cluster algorithm to the site-bond-correlated Ising model and study its critical dynamical behavior. We have verified that the autocorrelation time diminishes in the presence of dilution and correlation, showing that the Wolff algorithm performs even better in such situations. The critical dynamical exponents are also estimated.

  17. A Simple Superresolution Approach of Multipath Delay Profiles Measured by PN Correlation Method

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    Time resolution of multipath delay profiles measured by using autocorrelation of pseudonoise (PN) code sequence is generally limitec by the chip rate of the PN code sequence. In this paper, we propose a simple method to improve the time resolution of delay profiles measured by the PN correlation method. Effectiveness of this method is demonstrated by indoor wireless propagation experiments.

  18. Poor environmental tracking can make extinction risk insensitive to the colour of environmental noise

    NARCIS (Netherlands)

    van de Pol, Martijn; Vindenes, Yngvild; Sther, Bernt-Erik; Engen, Steinar; Ens, Bruno J.; Oosterbeek, Kees; Tinbergen, Joost M.; Sæther, Bernt-Erik

    2011-01-01

    The relative importance of environmental colour for extinction risk compared with other aspects of environmental noise (mean and interannual variability) is poorly understood. Such knowledge is currently relevant, as climate change can cause the mean, variability and temporal autocorrelation of envi

  19. Estimation of vector velocity

    DEFF Research Database (Denmark)

    2000-01-01

    Using a pulsed ultrasound field, the two-dimensional velocity vector can be determined with the invention. The method uses a transversally modulated ultrasound field for probing the moving medium under investigation. A modified autocorrelation approach is used in the velocity estimation. The new...

  20. Long-time tails in angular momentum correlations

    NARCIS (Netherlands)

    Lowe, C.P.; Frenkel, D.; Masters, A.J.

    1995-01-01

    We compare computer simulation results for the angular velocity autocorrelation function (AVACF) of a colloidal particle with theoretical predictions. We consider both spherical and nonspherical particles in two and three dimensions. The theoretical prediction for the long-time decay of the AVACF in

  1. Inhomogeneous Linear Random Differential Equations with Mutual Correlations between Multiplicative, Additive and Initial-Value Terms

    NARCIS (Netherlands)

    Roerdink, J.B.T.M.

    1981-01-01

    The cumulant expansion for linear stochastic differential equations is extended to the general case in which the coefficient matrix, the inhomogeneous part and the initial condition are all random and, moreover, statistically interdependent. The expansion now involves not only the autocorrelation fu

  2. Machine Vision and Advanced Image Processing in Remote Sensing

    DEFF Research Database (Denmark)

    Nielsen, Allan Aasbjerg

    This paper describes the multivariate alteration detection (MAD) transformation which is based on the established canonical correlation analysis. It also proposes post-processing of the change detected by the MAD variates by means of maximum autocorrelation factor (MAF) analysis. As opposed to mo...

  3. Evolutionary Design of Boolean Functions

    Institute of Scientific and Technical Information of China (English)

    WANG Zhang-yi; ZHANG Huan-guo; QIN Zhong-ping; MENG Qing-shu

    2005-01-01

    We use evolutionary computing to synthesize Boolean functions randomly. By using specific crossover and mutation operator in evolving process and modifying search space and fitness function, we get some high non-linearity functions which have other good cryptography characteristics such as autocorrelation etc. Comparing to other heuristic search techniques, evolutionary computing approach is more effective because of global search strategy and implicit parallelism.

  4. Spatial Dependence and Heterogeneity in Bayesian Factor Analysis : A Cross-National Investigation of Schwartz Values

    NARCIS (Netherlands)

    Stakhovych, Stanislav; Bijmolt, Tammo H. A.; Wedel, Michel

    2012-01-01

    In this article, we present a Bayesian spatial factor analysis model. We extend previous work on confirmatory factor analysis by including geographically distributed latent variables and accounting for heterogeneity and spatial autocorrelation. The simulation study shows excellent recovery of the mo

  5. Ballistic Imaging and Scattering Measurements for Diesel Spray Combustion: Optical Development and Phenomenological Studies

    Science.gov (United States)

    2016-04-01

    image post processing in Matlab (Figure 13). ................................................... 18 Page 4 Figure 14: Orthogonal and simultaneous...24 Figure 24: Measured spray cone angles as a function of time. Sprays were injected into a 20 atm environment at 25º and...transmitted imaging pulses of about 7ps (Figure 3). Pulse width was measured by autocorrelation, which revealed slightly asymmetric Gaussian transmitted

  6. Spectral properties of superpositions of Ornstein-Uhlenbeck type processes

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole Eiler; Leonenko, N.N.

    2005-01-01

    Stationary processes with prescribed one-dimensional marginal laws and long-range dependence are constructed. The asymptotic properties of the spectral densities are studied. The possibility of Mittag-Leffler decay in the autocorrelation function of superpositions of Ornstein-Uhlenbeck type proce...

  7. Stochastic nonlinear differential equations. I

    NARCIS (Netherlands)

    Heilmann, O.J.; Kampen, N.G. van

    1974-01-01

    A solution method is developed for nonlinear differential equations having the following two properties. Their coefficients are stochastic through their dependence on a Markov process. The magnitude of the fluctuations, multiplied with their auto-correlation time, is a small quantity. Under these co

  8. Seasonal Distribution Of Wind In Iran

    Directory of Open Access Journals (Sweden)

    Mokhtar Karami

    2015-08-01

    Full Text Available In this study an attempt has been made to evaluate long-term average variation and fluctuation of Seasonal wind in Iran. For this purpose wind database network was initially formed over Iran. Then data from the base of a 30-year period the daily period of 1011982 to 31122012 was supposed as the basis of the present study and a cell with dimensions of 15 15 km of the studied area was spread. In order to achieve the wind seasonal changes in Iran modern methods of spatial statistics such as Moran global spatial autocorrelation Moran Local insulin index and Hot spots by using of programming in GIS environment were accomplished. The results of this study showed that the spatial distribution of wind in Iran has the cluster pattern. In the meantime based on Moran local index and Hot spots wind patterns in the South South-East East South West and North West have spatial autocorrelation positive pattern and parts of the Caspian Sea coast north and center of the country have negative spatial autocorrelation. During the study period a large part of the country almost half of the total area had a significant pattern or spatial autocorrelation.

  9. Framing the empirical findings on firm growth

    NARCIS (Netherlands)

    Capasso, M.; Cefis, E.; Sapio, S.

    2010-01-01

    This paper proposes a general framework to account for the divergent results in the empirical literature on the relation between firm sizes and growth rates, and on many results on growth autocorrelation. In particular, we provide an explanation for why traces of the LPE sometimes occur in condition

  10. Time correlation functions for the one-dimensional Lorentz gas

    NARCIS (Netherlands)

    Mazo, R.M.; Beijeren, H. van

    1983-01-01

    The velocity autocorrelation function and related quantities are investigated for the one-dimensional deterministic Lorentz gas, consisting of randomly distributed fixed scatterers and light particles moving back and forth between two of these at a constant given speed. An expansion for the velocity

  11. Computer analysis of the RR interval-contractility relationship during random stimulation of the isolated heart

    NARCIS (Netherlands)

    Meijler, F.L.; Strackee, J.; Capelle, F.J.L. van; Perron, J.C. du

    1968-01-01

    Hemodynamic variability in patients with atrial fibrillation may originate from a direct influence of the variations in RR intervals on myocardial contractility. With the aid of a computer the serial autocorrelation function and the histogram of the RR intervals of patients with atrial fibrillation

  12. MADCam: The multispectral active decomposition camera

    DEFF Research Database (Denmark)

    Hilger, Klaus Baggesen; Stegmann, Mikkel Bille

    2001-01-01

    A real-time spectral decomposition of streaming three-band image data is obtained by applying linear transformations. The Principal Components (PC), the Maximum Autocorrelation Factors (MAF), and the Maximum Noise Fraction (MNF) transforms are applied. In the presented case study the PC transform...

  13. A new method and instrument for accurately measuring interval between ultrashort pulses

    Institute of Scientific and Technical Information of China (English)

    Zhonggang Ji; Yuxin Leng; Yunpei Deng; Bin Tang; Haihe Lu; Ruxin Li; Zhizhan Xu

    2005-01-01

    @@ Using second-order autocorrelation conception, a novel method and instrument for accurately measuring interval between two linearly polarized ultrashort pulses with real time were presented. The experiment demonstrated that the measuring method and instrument were simple and accurate (the measurement error < 5 fs). During measuring, there was no moving element resulting in dynamic measurement error.

  14. Coded ultrasound for blood flow estimation using subband processing

    DEFF Research Database (Denmark)

    Gran, F.; Udesen, J.; Jensen, J.A.;

    2008-01-01

    This paper investigates the use of coded excitation for blood flow estimation in medical ultrasound. Traditional autocorrelation estimators use narrow-band excitation signals to provide sufficient signal-to-noise-ratio (SNR) and velocity estimation performance. In this paper, broadband coded sign...

  15. Algorithms for Optimal Processing of Polarimetric Radar Data

    Science.gov (United States)

    1989-11-06

    independent complex Gaussian vectors X.j The tech nique used to simulate these complex-Gaussian vectors is based on the method of Marsaglia [26] [1 0 0+ jr+ 1...Autocorrelation Functions," IEEE ASSP Spectrum Estimation Workshop, No. 2, pp. 136- 138, Tampa, FL. November 10-11, 1983. 26. G. Marsaglia , "A Note on

  16. A Monte Carlo Study of AR (1) Estimators under Several Performance Criteria.

    Science.gov (United States)

    1981-03-01

    construction of one series for each parameter value. These standard normal variates were generated using a method of Marsaglia and Bray [25] using the uniform...Marriott, F. H. C. and J. A. Pope. "Bias in the Esti- mation of Autocorrelation." Biometrika, 41: 390-396. 1954. 25. Marsaglia , G. and T. A. Bray. "A

  17. NEW FAMILY OF BIPOLAR SEQUENCES AND ITS CORRELATION SPECTRUM

    Institute of Scientific and Technical Information of China (English)

    Hu Fei; Wen Hong; Jin Fan

    2004-01-01

    Based on a class of bipolar sequences with two-values autocorrelation functions, a new family of bipolar sequences is constructed and its correlation spectrum is calculated. It is shown that the new family is optimal with respect to Welch's bound and is different from the small set of Kasami sequences, while both of them have the same correlation properties.

  18. Fine-scale spatial variation in plant species richness and its relationship to environmental conditions in coastal marshlands

    Science.gov (United States)

    Mancera, J.E.; Meche, G.C.; Cardona-Olarte, P.P.; Castaneda-Moya, E.; Chiasson, R.L.; Geddes, N.A.; Schile, L.M.; Wang, H.G.; Guntenspergen, G.R.; Grace, J.B.

    2005-01-01

    Previous studies have shown that variations in environmental conditions play a major role in explaining variations in plant species richness at community and landscape scales. In this study, we considered the degree to which fine-scale spatial variations in richness could be related to fine-scale variations in abiotic and biotic factors. To examine spatial variation in richness, grids of 1 m(2) plots were laid out at five sites within a coastal riverine wetland landscape. At each site, a 5 x 7 array of plots was established adjacent to the river's edge with plots one meter apart. In addition to the estimation of species richness, environmental measurements included sediment salinity, plot microelevation, percent of plot recently disturbed, and estimated community biomass. Our analysis strategy was to combine the use of structural equation modeling (path modeling) with an assessment of spatial association. Mantel's tests revealed significant spatial autocorrelation in species richness at four of the five sites sampled, indicating that richness in a plot correlated with the richness of nearby plots. We subsequently considered the degree to which spatial autocorrelations in richness could be explained by spatial autocorrelations in environmental conditions. Once data were corrected for environmental correlations, spatial autocorrelation in residual species richness could not be detected at any site. Based on these results, we conclude that in this coastal wetland, there appears to be a fine-scale mapping of diversity to microgradients in environmental conditions.

  19. Linking landscape characteristics to local grizzly bear abundance using multiple detection methods in a hierarchical model

    Science.gov (United States)

    Graves, T.A.; Kendall, K.C.; Royle, J. Andrew; Stetz, J.B.; Macleod, A.C.

    2011-01-01

    Few studies link habitat to grizzly bear Ursus arctos abundance and these have not accounted for the variation in detection or spatial autocorrelation. We collected and genotyped bear hair in and around Glacier National Park in northwestern Montana during the summer of 2000. We developed a hierarchical Markov chain Monte Carlo model that extends the existing occupancy and count models by accounting for (1) spatially explicit variables that we hypothesized might influence abundance; (2) separate sub-models of detection probability for two distinct sampling methods (hair traps and rub trees) targeting different segments of the population; (3) covariates to explain variation in each sub-model of detection; (4) a conditional autoregressive term to account for spatial autocorrelation; (5) weights to identify most important variables. Road density and per cent mesic habitat best explained variation in female grizzly bear abundance; spatial autocorrelation was not supported. More female bears were predicted in places with lower road density and with more mesic habitat. Detection rates of females increased with rub tree sampling effort. Road density best explained variation in male grizzly bear abundance and spatial autocorrelation was supported. More male bears were predicted in areas of low road density. Detection rates of males increased with rub tree and hair trap sampling effort and decreased over the sampling period. We provide a new method to (1) incorporate multiple detection methods into hierarchical models of abundance; (2) determine whether spatial autocorrelation should be included in final models. Our results suggest that the influence of landscape variables is consistent between habitat selection and abundance in this system. ?? 2011 The Authors. Animal Conservation ?? 2011 The Zoological Society of London.

  20. A heterogeneity test for fine-scale genetic structure.

    Science.gov (United States)

    Smouse, Peter E; Peakall, Rod; Gonzales, Eva

    2008-07-01

    For organisms with limited vagility and/or occupying patchy habitats, we often encounter nonrandom patterns of genetic affinity over relatively small spatial scales, labelled fine-scale genetic structure. Both the extent and decay rate of that pattern can be expected to depend on numerous interesting demographic, ecological, historical, and mating system factors, and it would be useful to be able to compare different situations. There is, however, no heterogeneity test currently available for fine-scale genetic structure that would provide us with any guidance on whether the differences we encounter are statistically credible. Here, we develop a general nonparametric heterogeneity test, elaborating on standard autocorrelation methods for pairs of individuals. We first develop a 'pooled within-population' correlogram, where the distance classes (lags) can be defined as functions of distance. Using that pooled correlogram as our null-hypothesis reference frame, we then develop a heterogeneity test of the autocorrelations among different populations, lag-by-lag. From these single-lag tests, we construct an analogous test of heterogeneity for multilag correlograms. We illustrate with a pair of biological examples, one involving the Australian bush rat, the other involving toadshade trillium. The Australian bush rat has limited vagility, and sometimes occupies patchy habitat. We show that the autocorrelation pattern diverges somewhat between continuous and patchy habitat types. For toadshade trillium, clonal replication in Piedmont populations substantially increases autocorrelation for short lags, but clonal replication is less pronounced in mountain populations. Removal of clonal replicates reduces the autocorrelation for short lags and reverses the sign of the difference between mountain and Piedmont correlograms.

  1. Analysis of groundwater drought using a variant of the Standardised Precipitation Index

    Directory of Open Access Journals (Sweden)

    J. P. Bloomfield

    2013-06-01

    Full Text Available A new index for standardising groundwater level time series and characterising groundwater droughts, the Standardised Groundwater level Index (SGI, is described. The SGI is a modification of the Standardised Precipitation Index (SPI that accounts for differences in the form and characteristics of precipitation and groundwater level time series. The SGI is estimated using a non-parametric normal scores transform of groundwater level data for each calendar month. These monthly estimates are then merged to form a continuous index. The SGI has been calculated for 14 relatively long, up to 103 yr, groundwater level hydrographs from a variety of aquifers and compared with SPI for the same sites. The SPI accumulation period which leads to the strongest correlation between SPI and SGI, qmax, varies between sites. There is a positive linear correlation between qmax and a measure of the range of significant autocorrelation in the SGI series, mmax. For each site the strongest correlation between SPI and SGI is in the range 0.7 to 0.87, and periods of low values of SGI coincide with previously independently documented droughts. Hence SGI is taken to be a robust and meaningful index of groundwater drought. The maximum length of groundwater droughts defined by SGI is an increasing function of mmax, meaning that relatively long groundwater droughts are generally more prevalent at sites where SGI has a relatively long autocorrelation range. Based on correlations between mmax, average unsaturated zone thickness and aquifer hydraulic diffusivity, the source of autocorrelation in SGI is inferred to be dependent on aquifer flow and storage characteristics. For fractured aquifers, such as the Cretaceous Chalk, autocorrelation in SGI is inferred to be primarily related to autocorrelation in the recharge time series, while in granular aquifers, such as the Permo-Triassic Sandstones, autocorrelation in SGI is inferred to be primarily a function of intrinsic aquifer

  2. Source localization of narrow band signals in multipath environments, with application to marine mammals

    Science.gov (United States)

    Valtierra, Robert Daniel

    Passive acoustic localization has benefited from many major developments and has become an increasingly important focus point in marine mammal research. Several challenges still remain. This work seeks to address several of these challenges such as tracking the calling depths of baleen whales. In this work, data from an array of widely spaced Marine Acoustic Recording Units (MARUs) was used to achieve three dimensional localization by combining the methods Time Difference of Arrival (TDOA) and Direct-Reflected Time Difference of Arrival (DRTD) along with a newly developed autocorrelation technique. TDOA was applied to data for two dimensional (latitude and longitude) localization and depth was resolved using DRTD. Previously, DRTD had been limited to pulsed broadband signals, such as sperm whale or dolphin echolocation, where individual direct and reflected signals are separated in time. Due to the length of typical baleen whale vocalizations, individual multipath signal arrivals can overlap making time differences of arrival difficult to resolve. This problem can be solved using an autocorrelation, which can extract reflection information from overlapping signals. To establish this technique, a derivation was made to model the autocorrelation of a direct signal and its overlapping reflection. The model was exploited to derive performance limits allowing for prediction of the minimum resolvable direct-reflected time difference for a known signal type. The dependence on signal parameters (sweep rate, call duration) was also investigated. The model was then verified using both recorded and simulated data from two analysis cases for North Atlantic right whales (NARWs, Eubalaena glacialis) and humpback whales (Megaptera noveaengliae). The newly developed autocorrelation technique was then combined with DRTD and tested using data from playback transmissions to localize an acoustic transducer at a known depth and location. The combined DRTD-autocorrelation methods

  3. The potential characteristics analysis of probing signal with the quadratic frequency modulation

    Directory of Open Access Journals (Sweden)

    O. D. Mrachkovsky

    2012-12-01

    Full Text Available Introduction: Complex signals with the button ambiguity function can provide the distance and speed of target independent estimation. The signal with the symmetrical linear frequency modulation has this property in the class of signal with frequency modulation. Problem statement: To show that in the class of signals frequency-shift is signal with button ambiguity function. Such signal is a signal with the quadratic frequency intra-modulation. The potential characteristics research of signal with the quadratic frequency intra-modulation: The signal with quadratic frequency modulation and its properties are considered, analytic form of signal and its spectrum are shown, figures of amplitude spectra of signal are drawn, and figures of ambiguity diagram, cross-correlation functions and response ambiguity function in strong and weak fields are shown. The comparison of the signal with the quadratic frequency intra-modulation and the signal with the symmetrical linear frequency modulation are shown. The result of research is that the ambiguity function form of a signal with the quadratic frequency intra-modulation comes nearer to button in the strong correlation field and it has X – for min the weak correlation field. The autocorrelation function of the signal with the quadratic frequency intra-modulation has some constant level which decreases with signal base increasing. It is revealed that autocorrelation function of the signal has no side lobes. It improves resolution capability of a weak signal against the strong signal. The pedestal level of the autocorrelation function of this signal is a little lower than pedestal level of the autocorrelation function of the signal with the symmetrical linear frequency modulation. Properties of section of cross-correlation function to two peaks and effect of these properties are considered. Signals with the quadratic frequency intra-modulation are expedient for using in the sonar of submarines, because in

  4. The prediction of AE, ap, and Dst at time lags between 0 and 30 hours

    Science.gov (United States)

    Smart, D. F.; Garrett, H. B.; Shea, M. A.

    1979-01-01

    The magnetic activity indexes AE, ap, and Dst are correlated with approximately 35,000 hours of interplanetary plasma and magnetic field measurements acquired near the Earth (assembled by NASA/NSSDC into a composite data sat). Lag times between the indexes and solar wind parameters ranged from 0 to 30 hours. Correlations at lags less than 6 hours yield results in agreement with previous studies. At greater lags, the correlation coefficients between the solar wind parameters and AE and ap approach these parameters' autocorrelation (persistence) values. For Dst the correlation with solar wind parameters is lower than that with AE and ap in the 3 to 4 hour lag range whereas the autocorrelation of Dst is significantly higher over the entire 0 to 30 hour lag range. The implications of these differences between AE, ap, and Dst are discussed in terms of persistence of solar wind structure.

  5. Molecular dynamics test of the Brownian description of Na(+) motion in water

    Science.gov (United States)

    Wilson, M. A.; Pohorille, A.; Pratt, L. R.

    1985-01-01

    The present paper provides the results of molecular dynamics calculations on a Na(+) ion in aqueous solution. Attention is given to the sodium-oxygen and sodium-hydrogen radial distribution functions, the velocity autocorrelation function for the Na(+) ion, the autocorrelation function of the force on the stationary ion, and the accuracy of Brownian motion assumptions which are basic to hydrodynamic models of ion dyanmics in solution. It is pointed out that the presented calculations provide accurate data for testing theories of ion dynamics in solution. The conducted tests show that it is feasible to calculate Brownian friction constants for ions in aqueous solutions. It is found that for Na(+) under the considered conditions the Brownian mobility is in error by only 60 percent.

  6. Using the thermal Gaussian approximation approximation for theBoltzmann Operator in Semiclassical Initial Value Time CorrelationFunctions

    Energy Technology Data Exchange (ETDEWEB)

    Liu, Jian; Miller, William H.

    2006-09-06

    The thermal Gaussian approximation (TGA) recently developed by Mandelshtam et al has been demonstrated to be a practical way for approximating the Boltzmann operator exp(-{beta}H) for multidimensional systems. In this paper the TGA is combined with semiclassical (SC) initial value representations (IVRs) for thermal time correlation functions. Specifically, it is used with the linearized SC-IVR (LSC-IVR, equivalent to the classical Wigner model), and the 'forward-backward semiclassical dynamics' (FBSD) approximation developed by Makri et al. Use of the TGA with both of these approximate SC-IVRs allows the oscillatory part of the IVR to be integrated out explicitly, providing an extremely simple result that is readily applicable to large molecular systems. Calculation of the force-force autocorrelation for a strongly anharmonic oscillator demonstrates its accuracy, and of the velocity autocorrelation function (and thus the diffusion coefficient) of liquid neon demonstrates its applicability.

  7. Spatial uncoupling of biodegradation, soil respiration, and PAH concentration in a creosote contaminated soil.

    Science.gov (United States)

    Bengtsson, Göran; Törneman, Niklas; Yang, Xiuhong

    2010-09-01

    Hotspots and coldspots of concentration and biodegradation of polycyclic aromatic hydrocarbons (PAHs) marginally overlapped at the 0.5-100 m scale in a creosote contaminated soil in southern Sweden, suggesting that concentration and biodegradation had little spatial co-variation. Biodegradation was substantial and its spatial variability considerable and highly irregular, but it had no spatial autocorrelation. The soil concentration of PAHs explained only 20-30% of the variance of their biodegradation. Soil respiration was spatially autocorrelated. The spatial uncoupling between biodegradation and soil respiration seemed to be governed by the aging of PAHs in the soil, since biodegradation of added 13C phenanthrene covaried with both soil respiration and microbial biomass. The latter two were also correlated with high concentrations of phospholipid fatty acids (PLFAs) that are common in gram-negative bacteria. However, several of the hotspots of biodegradation coincided with hotspots for the distribution of a PLFA indicative of fungal biomass.

  8. Probabilistic density function method for nonlinear dynamical systems driven by colored noise

    Energy Technology Data Exchange (ETDEWEB)

    Barajas-Solano, David A.; Tartakovsky, Alexandre M.

    2016-05-01

    We present a probability density function (PDF) method for a system of nonlinear stochastic ordinary differential equations driven by colored noise. The method provides an integro-differential equation for the temporal evolution of the joint PDF of the system's state, which we close by means of a modified Large-Eddy-Diffusivity-type closure. Additionally, we introduce the generalized local linearization (LL) approximation for deriving a computable PDF equation in the form of the second-order partial differential equation (PDE). We demonstrate the proposed closure and localization accurately describe the dynamics of the PDF in phase space for systems driven by noise with arbitrary auto-correlation time. We apply the proposed PDF method to the analysis of a set of Kramers equations driven by exponentially auto-correlated Gaussian colored noise to study the dynamics and stability of a power grid.

  9. Lattice QCD on Non-Orientable Manifolds

    CERN Document Server

    Mages, Simon; Borsanyi, Szabolcs; Fodor, Zoltan; Katz, Sandor; Szabo, Kalman K

    2015-01-01

    A common problem in lattice QCD simulations on the torus is the extremely long autocorrelation time of the topological charge, when one approaches the continuum limit. The reason is the suppressed tunneling between topological sectors. The problem can be circumvented by replacing the torus with a different manifold, so that the field configuration space becomes connected. This can be achieved by using open boundary conditions on the fields, as proposed earlier. It has the side effect of breaking translational invariance completely. Here we propose to use a non-orientable manifold, and show how to define and simulate lattice QCD on it. We demonstrate in quenched simulations that this leads to a drastic reduction of the autocorrelation time. A feature of the new proposal is, that translational invariance is preserved up to exponentially small corrections. A Dirac-fermion on a non-orientable manifold poses a challenge to numerical simulations: the fermion determinant becomes complex. We propose two approaches to...

  10. Microwave study of quantum n-disk scattering

    Science.gov (United States)

    Lu; Viola; Pance; Rose; Sridhar

    2000-04-01

    We describe a wave-mechanical implementation of classically chaotic n-disk scattering based on thin two-dimensional microwave cavities. Two-, three-, and four-disk scatterings are investigated in detail. The experiments, which are able to probe the stationary Green's function of the system, yield both frequencies and widths of the low-lying quantum resonances. The observed spectra are found to be in good agreement with calculations based on semiclassical periodic orbit theory. Wave-vector autocorrelation functions are analyzed for various scattering geometries, the small wave-vector behavior allowing one to extract the escape rate from the quantum repeller. Quantitative agreement is found with the value predicted from classical scattering theory. For intermediate energies, nonuniversal oscillations are detected in the autocorrelation function, reflecting the presence of periodic orbits.

  11. World relation per capita between income and emission of carbon dioxide

    Directory of Open Access Journals (Sweden)

    Fernando Artico Bigarani1

    2014-12-01

    Full Text Available The aim of this article is to verify the existence of relation per capita between emission of carbon dioxide and the growth of the income. The used methodology is the exploratory analysis of space data for the years of 1994 and 2009. By means of maps and of the Index of Moran one searched to observe the existence of space autocorrelation enters carbonic gas emission the per capita and per capita Gross domestic product of the countries of the Europe and Africa and to verify the space existence of clusters. The analysis of the results presented significant space autocorrelation between the studied variable and allowed the space identification of clusters in the Europe and Africa. The conclusion confirms the theory of the Curve of Ambient Kuznets and also it was identified that the protocol of Kyoto was capable to promote alterations in univariate clusters analyzed in the period.

  12. Power-Efficient Ultra-Wideband Waveform Design Considering Radio Channel Effects

    Directory of Open Access Journals (Sweden)

    Yipeng Liu

    2011-04-01

    Full Text Available This paper presents a power-efficient maskconstrained ultra-wideband (UWB waveform design with radio channel effects taken into consideration. Based on a finite impulse response (FIR filter, we develop a convex optimization model with respect to the autocorrelation of the filter coefficients to optimize the transmitted signal power spectrum, subject to a regulatory emission mask. To improve power efficiency, effects of transmitter radio frequency (RF components are included in the optimization of the transmitter-output waveform, and radio propagation effects are considered for obtaining the most efficient waveform at the receiver. Optimum coefficients of the FIR filter are obtained through spectral factorization of their autocorrelations. Simulation results show that the proposed method is able to maximize the transmitted UWB signal power under mask constraints set by regulatory authorities, while mitigating the power loss caused by channel attenuations.

  13. Comprehensive comparisons of geodesic acoustic mode characteristics and dynamics between Tore Supra experiments and gyrokinetic simulations

    Energy Technology Data Exchange (ETDEWEB)

    Storelli, A., E-mail: alexandre.storelli@lpp.polytechnique.fr; Vermare, L.; Hennequin, P.; Gürcan, Ö. D.; Singh, Rameswar; Morel, P. [Laboratoire de Physique des Plasmas, École Polytechnique, CNRS, UPMC, UPSud, 91128 Palaiseau (France); Dif-Pradalier, G.; Sarazin, Y.; Garbet, X.; Grandgirard, V.; Ghendrih, P. [CEA, IRFM, F-13108 Saint-Paul-Lez-Durance (France); Görler, T. [Max Planck Institute for Plasma Physics, Boltzmannstr. 2, 85748 Garching (Germany)

    2015-06-15

    In a dedicated collisionality scan in Tore Supra, the geodesic acoustic mode (GAM) is detected and identified with the Doppler backscattering technique. Observations are compared to the results of a simulation with the gyrokinetic code GYSELA. We found that the GAM frequency in experiments is lower than predicted by simulation and theory. Moreover, the disagreement is higher in the low collisionality scenario. Bursts of non harmonic GAM oscillations have been characterized with filtering techniques, such as the Hilbert-Huang transform. When comparing this dynamical behaviour between experiments and simulation, the probability density function of GAM amplitude and the burst autocorrelation time are found to be remarkably similar. In the simulation, where the radial profile of GAM frequency is continuous, we observed a phenomenon of radial phase mixing of the GAM oscillations, which could influence the burst autocorrelation time.

  14. On the potential of Kriging for forest management planning

    Energy Technology Data Exchange (ETDEWEB)

    Gunnarsson, F.

    1996-12-31

    Forest management planning aims at fulfilling the overall goals for the forest owner. The economic optimal scheduling of treatments in spatially discrete forest stands, the time dimension, has been thoroughly investigated in research. The spatial dimension is less investigated. Normally, spatially discrete stands are defined as treatment units. These are inventoried using subjective methods with unknown precision. As an alternative to this conventional way to describe the forest, the present investigation used kriging for estimating forest characteristics spatially continuously using georeferenced sample plots. Using stratification by age, several variables interesting for forest management planning displayed spatial autocorrelation, even though the estate was thoroughly managed. No hardwood variables displayed the autocorrelation necessary for using kriging. 20 refs, 6 figs, 2 tabs

  15. Four-component united-atom model of bitumen

    DEFF Research Database (Denmark)

    Hansen, Jesper Schmidt; Lemarchand, Claire; Nielsen, Erik

    2013-01-01

    We propose a four-component united-atom molecular model of bitumen. The model includes realistic chemical constituents and introduces a coarse graining level that suppresses the highest frequency modes. Molecular dynamics simulations of the model are carried out using graphic-processor-units based...... software in time spans in order of microseconds, which enables the study of slow relaxation processes characterizing bitumen. This paper also presents results of the model dynamics as expressed through the mean-square displacement, the stress autocorrelation function, and rotational relaxation...... the stress autocorrelation function, the shear viscosity and shear modulus are evaluated, showing a viscous response at frequencies below 100 MHz. The model predictions of viscosity and diffusivities are compared to experimental data, giving reasonable agreement. The model shows that the asphaltene, resin...

  16. Simultaneous measurement of localized diffusion and flow using optical coherence tomography

    CERN Document Server

    Weiss, Nicolás; Kalkman, Jeroen

    2014-01-01

    We report on the simultaneous and localized measurements of the diffusion coefficient and flow velocity based on the normalized autocorrelation function using optical coherence tomography (OCT). Our results on a flowing solution of polystyrene spheres show that the flow velocity and the diffusion coefficient can be reliably estimated in a regime determined by the sample diffusivity, the local flow velocity, and the Gaussian beam waist. We experimentally show that a smaller beam waist results in an improvement of the velocity sensitivity at cost of the precision and accuracy of the estimation of the diffusion coefficient. Further, we show that the decay of the OCT autocorrelation due to flow depends only on the Gaussian beam waist irrespective of the sample position with respect to the focus position.

  17. Statistical models and time series forecasting of sulfur dioxide: a case study Tehran.

    Science.gov (United States)

    Hassanzadeh, S; Hosseinibalam, F; Alizadeh, R

    2009-08-01

    This study performed a time-series analysis, frequency distribution and prediction of SO(2) levels for five stations (Pardisan, Vila, Azadi, Gholhak and Bahman) in Tehran for the period of 2000-2005. Most sites show a quite similar characteristic with highest pollution in autumn-winter time and least pollution in spring-summer. The frequency distributions show higher peaks at two residential sites. The potential for SO(2) problems is high because of high emissions and the close geographical proximity of the major industrial and urban centers. The ACF and PACF are nonzero for several lags, indicating a mixed (ARMA) model, then at Bahman station an ARMA model was used for forecasting SO(2). The partial autocorrelations become close to 0 after about 5 lags while the autocorrelations remain strong through all the lags shown. The results proved that ARMA (2,2) model can provides reliable, satisfactory predictions for time series.

  18. Demonstration of a real-time interferometer as a bunch-lenght monitor in a high-current electron beam accelerator

    Energy Technology Data Exchange (ETDEWEB)

    Thangaraj, J.; Thurman-Keup, R.; Ruan, J.; Johnson, A.S.; Lumpkin, A; Santucci, J.; Maxwell, T.; /Fermilab; Andonian, G.; /UCLA /RadiaBeam Tech.; Murokh, A.; Ruelas, M.; Ovodenko, A.; /RadiaBeam Tech.

    2012-03-01

    A real-time interferometer (RTI) has been developed to monitor the bunch length of an electron beam in an accelerator. The RTI employs spatial autocorrelation, reflective optics, and a fast response pyro-detector array to obtain a real-time autocorrelation trace of the coherent radiation from an electron beam thus providing the possibility of online bunch-length diagnostics. A complete RTI system has been commissioned at the A0 photoinjector facility to measure sub-mm bunches at 13 MeV. Bunch length variation (FWHM) between 0.8 ps (-0.24 mm) and 1.5 ps (-0.45 mm) has been measured and compared with a Martin-Puplett interferometer and a streak camera. The comparisons show that RTI is a viable, complementary bunch length diagnostic for sub-mm electron bunches.

  19. Typical duration of good seeing sequences at Concordia

    CERN Document Server

    Fossat, Eric; Agabi, Karim; Bondoux, Erick; Challita, Zalpha; Jeanneaux, Francois; Mekarnia, Djamel

    2010-01-01

    Context: The winter seeing at Concordia is essentially bimodal, excellent or quite poor, with relative proportions that depend on altitude above the snow surface. This paper studies the temporal behavior of the good seeing sequences. Aims: An efficient exploitation of extremely good seeing with an adaptive optics system needs long integrations. It is then important to explore the temporal distribution of the fraction of time providing excellent seeing. Methods: Temporal windows of good seeing are created by a simple binary process. Good or bad. Their autocorrelations are corrected for those of the existing data sets, since these are not continuous, being often interrupted by technical problems in addition to the adverse weather gaps. At the end these corrected autocorrelations provide the typical duration of good seeing sequences. This study has to be a little detailed as its results depend on the season, summer or winter. Results: Using a threshold of 0.5 arcsec to define the "good seeing", three characteris...

  20. Extended constitutive laws for lamellar phases

    Directory of Open Access Journals (Sweden)

    Chi-Deuk Yoo

    2013-10-01

    Full Text Available Classically, stress and strain rate in linear viscoelastic materials are related by a constitutive relationship involving the viscoelastic modulus G(t. The same constitutive law, within Linear Response Theory, relates currents of conserved quantities and gradients of existing conjugate variables, and it involves the autocorrelation functions of the currents in equilibrium. We explore the consequences of the latter relationship in the case of a mesoscale model of a block copolymer, and derive the resulting relationship between viscous friction and order parameter diffusion that would result in a lamellar phase. We also explicitly consider in our derivation the fact that the dissipative part of the stress tensor must be consistent with the uniaxial symmetry of the phase. We then obtain a relationship between the stress and order parameter autocorrelation functions that can be interpreted as an extended constitutive law, one that offers a way to determine them from microscopic experiment or numerical simulation.

  1. Diffusing-wave spectroscopy of nonergodic media

    Energy Technology Data Exchange (ETDEWEB)

    Scheffold, F.; Skipetrov, S. E.; Romer, S.; Schurtenberger, P.

    2001-06-01

    We introduce an elegant method that allows the application of diffusing-wave spectroscopy (DWS) to nonergodic, solidlike samples. The method is based on the idea that light transmitted through a sandwich of two turbid cells can be considered ergodic even though only the second cell is ergodic. If absorption and/or leakage of light take place at the interface between the cells, we establish a so-called {open_quotes}multiplication rule,{close_quotes} which relates the intensity autocorrelation function of light transmitted through the double-cell sandwich to the autocorrelation functions of individual cells by a simple multiplication. To test the proposed method, we perform a series of DWS experiments using colloidal gels as model nonergodic media. Our experimental data are consistent with the theoretical predictions, allowing quantitative characterization of nonergodic media and demonstrating the validity of the proposed technique.

  2. Geostatistics for spatial genetic structures: study of wild populations of perennial ryegrass.

    Science.gov (United States)

    Monestiez, P; Goulard, M; Charmet, G

    1994-04-01

    Methods based on geostatistics were applied to quantitative traits of agricultural interest measured on a collection of 547 wild populations of perennial ryegrass in France. The mathematical background of these methods, which resembles spatial autocorrelation analysis, is briefly described. When a single variable is studied, the spatial structure analysis is similar to spatial autocorrelation analysis, and a spatial prediction method, called "kriging", gives a filtered map of the spatial pattern over all the sampled area. When complex interactions of agronomic traits with different evaluation sites define a multivariate structure for the spatial analysis, geostatistical methods allow the spatial variations to be broken down into two main spatial structures with ranges of 120 km and 300 km, respectively. The predicted maps that corresponded to each range were interpreted as a result of the isolation-by-distance model and as a consequence of selection by environmental factors. Practical collecting methodology for breeders may be derived from such spatial structures.

  3. Multiscale dipole relaxation in dielectric materials

    DEFF Research Database (Denmark)

    Hansen, Jesper Schmidt

    2016-01-01

    the cross coupling between the electric field fluctuations and dipole moment fluctuations can be ignored. The peak frequencies in the spectra of the autocorrelation functions are also derived. They depend on the wave vector squared which is a fingerprint of the underlying dipole diffusion mechanism....... For the longitudinal direction the simulation results show that the cross coupling between the electric field and the dipole moment is non-negligible compromising the theoretical predictions. The underlying mechanism for this coupling is not clear.......Dipole relaxation from thermally induced perturbations is investigated on different length scales for dielectric materials. From the continuum dynamical equations for the polarisation, expressions for the transverse and longitudinal dipole autocorrelation functions are derived in the limit where...

  4. Sex-biased dispersal at different geographical scales in a cooperative breeder from fragmented rainforest.

    Directory of Open Access Journals (Sweden)

    Carl Vangestel

    Full Text Available Dispersal affects both social behavior and population structure and is therefore a key determinant of long-term population persistence. However, dispersal strategies and responses to spatial habitat alteration may differ between sexes. Here we analyzed spatial and temporal variation in ten polymorphic microsatellite DNA loci of male and female Cabanis's greenbuls (Phyllastrephuscabanisi, a cooperative breeder of Afrotropical rainforest, to quantify rates of gene flow and fine-grained genetic structuring within and among fragmented populations. We found genetic evidence for female-biased dispersal at small spatial scales, but not at the landscape level. Local autocorrelation analysis provided evidence of positive genetic structure within 300 m distance ranges, which is consistent with behavioral observations of short-distance natal dispersal. At a landscape scale, individual-based autocorrelation values decreased over time while levels of admixture increased, possibly indicating increased gene flow over the past decade.

  5. Verifica empirica ed analisi critica del modello mistura bivariata

    Directory of Open Access Journals (Sweden)

    Aride Mazzali

    2007-10-01

    Full Text Available Bivariate mixture models, introduced by Tauchen-Pitts, try to esplain the relationship between return volatility and trading volume in financial markets, by stochastic changes in a single latent variable, representing the number of information arrivals. In this article, dynamic bivariate mixture models that allow for autocorrelation in the latent variable are represented by nonlinear state space systems, nonlinearity being due to the measurement equation. The parametres are estimated by simulated maximum likelihood and the latent variable by simulated non linear filter, both being based on the same rejection sampling algorithm. The results, based on italian daily stock market data, reveal that dynamic bivariate mixture models neither can explain the autocorrelation, nor can account for the persistence in return variance.

  6. The Quantum-Classical Crossover in the Adiabatic Response of Chaotic Systems

    CERN Document Server

    Ausländer, O M; Auslaender, Ophir M.; Fishman, Shmuel

    1999-01-01

    The autocorrelation function of the force acting on a slow classical system, resulting from interaction with a fast quantum system is calculated following Berry-Robbins and Jarzynski within the leading order correction to the adiabatic approximation. The time integral of the autocorrelation function is proportional to the rate of dissipation. The fast quantum system is assumed to be chaotic in the classical limit for each configuration of the slow system. An analytic formula is obtained for the finite time integral of the correlation function, in the framework of random matrix theory (RMT), for a specific dependence on the adiabatically varying parameter. Extension to a wider class of RMT models is discussed. For the Gaussian unitary and symplectic ensembles for long times the time integral of the correlation function vanishes or falls off as a Gaussian with a characteristic time that is proportional to the Heisenberg time, depending on the details of the model. The fall off is inversely proportional to time ...

  7. Results from Application of Time Series Concepts to Vehicle Gamma Count Profiles

    Energy Technology Data Exchange (ETDEWEB)

    Lopresti, Charles A.; Milbrath, Brian D.; Tardiff, Mark F.; Hartley-McBride, Stacey A.

    2007-05-01

    Algorithms based on time-series analysis techniques were explored for maximizing the effectiveness of pass-through radiation portal monitors for detection of special nuclear material (SNM). Time-series properties of vehicle count profiles such as stationarity and autocorrelation within energy windows were characterized. Vehicle count profiles were nonstationary but were found to be made stationary by first-differencing. Autocorrelation functions showed consistent differences between NORM alarm and non-alarm vehicles. Injection studies were performed to assess the performance of time-domain detection algorithms based on stationarity tests and on the CUSUM change-point detection test. Results indicated possible roles for detection algorithms based on statistical process control and on time series concepts.

  8. Spatial patterns of global precipitation in the frequency domain

    Science.gov (United States)

    Denaxa, Demetra; Markonis, Yannis

    2016-04-01

    This study examines global precipitation patterns during 1901-2014 by using the monthly CRU TS3.23 land precipitation gridded dataset, the European historical reconstruction (1500-2000 AD) of Pauling et al. (2006), and the CMIP5 model outputs. In particular, spatial features of long-term precipitation are explored for each continent, using a novel peak-detection methodology of spectral analysis. This approach estimates the statistical significance of the spectral peaks based on the structure of the spectral continuum, as determined by the autocorrelation structure. To this end, the spatial variability of the lag-one autocorrelation coefficient for the annual time scale, as well as the Hurst coefficient, have been also estimated and a global overview of them is presented. Pauling, Andreas, et al. "Five hundred years of gridded high-resolution precipitation reconstructions over Europe and the connection to large-scale circulation." Climate Dynamics 26.4 (2006): 387-405.

  9. Momentum conserving Brownian dynamics propagator for complex soft matter fluids.

    Science.gov (United States)

    Padding, J T; Briels, W J

    2014-12-28

    We present a Galilean invariant, momentum conserving first order Brownian dynamics scheme for coarse-grained simulations of highly frictional soft matter systems. Friction forces are taken to be with respect to moving background material. The motion of the background material is described by locally averaged velocities in the neighborhood of the dissolved coarse coordinates. The velocity variables are updated by a momentum conserving scheme. The properties of the stochastic updates are derived through the Chapman-Kolmogorov and Fokker-Planck equations for the evolution of the probability distribution of coarse-grained position and velocity variables, by requiring the equilibrium distribution to be a stationary solution. We test our new scheme on concentrated star polymer solutions and find that the transverse current and velocity time auto-correlation functions behave as expected from hydrodynamics. In particular, the velocity auto-correlation functions display a long time tail in complete agreement with hydrodynamics.

  10. Photoinduced insulator-to-metal transition and surface statistics of VO2 monitored by elastic light scattering.

    Science.gov (United States)

    Lysenko, Sergiy; Fernández, Felix; Rúa, Armando; Sepúlveda, Nelson; Aparicio, Joaquin

    2015-03-10

    Measurements of ultrafast light scattering within a hemisphere are performed for statistical analysis of nonequilibrium processes in VO2 epitaxial film. A Gerchberg-Saxton error reduction algorithm is applied for accurate calculation of a surface autocorrelation function from light scattering data and for partial reconstruction of a power spectral density function. Upon ultrafast photoinduced phase transition of VO2, the elastic light scattering reveals anisotropic grain-size-dependent dynamics. It was found that the transition rate depends on the optical absorption and orientation of VO2 grains with respect to polarization of the pump pulse. An observed stepwise evolution of surface autocorrelation length and transient anisotropy of the scattering field presumably originates from complex multistage transformation of VO2 lattice on a subpicosecond time scale.

  11. Time-scale effects on the gain-loss asymmetry in stock indices

    CERN Document Server

    Sándor, Bulcsú

    2016-01-01

    The gain-loss asymmetry, observed in the inverse statistics of stock indices is present for logarithmic return levels that are over $2\\%$, and it is the result of the non-Pearson type auto-correlations in the index. These non-Pearson type correlations can be viewed also as functionally dependent daily volatilities, extending for a finite time interval. A generalized time-window shuffling method is used to show the existence of such auto-correlations. Their characteristic time-scale proves to be smaller (less than $25$ trading days) than what was previously believed. It is also found that this characteristic time-scale has decreased with the appearance of program trading in the stock market transactions. Connections with the leverage effect are also established.

  12. Time-scale effects on the gain-loss asymmetry in stock indices

    Science.gov (United States)

    Sándor, Bulcsú; Simonsen, Ingve; Nagy, Bálint Zsolt; Néda, Zoltán

    2016-08-01

    The gain-loss asymmetry, observed in the inverse statistics of stock indices is present for logarithmic return levels that are over 2 % , and it is the result of the non-Pearson-type autocorrelations in the index. These non-Pearson-type correlations can be viewed also as functionally dependent daily volatilities, extending for a finite time interval. A generalized time-window shuffling method is used to show the existence of such autocorrelations. Their characteristic time scale proves to be smaller (less than 25 trading days) than what was previously believed. It is also found that this characteristic time scale has decreased with the appearance of program trading in the stock market transactions. Connections with the leverage effect are also established.

  13. Aging of anisotropy of solar wind magnetic fluctuations in the inner heliosphere

    CERN Document Server

    Ruiz, M E; Matthaeus, W H; Marsch, E; Weygand, J M; 10.1029/2011JA016697

    2011-01-01

    We analyze the evolution of the interplanetary magnetic field spatial structure by examining the inner heliospheric autocorrelation function, using Helios 1 and Helios 2 "in situ" observations. We focus on the evolution of the integral length scale (\\lambda) anisotropy associated with the turbulent magnetic fluctuations, with respect to the aging of fluid parcels traveling away from the Sun, and according to whether the measured \\lambda is principally parallel (\\lambda_parallel) or perpendicular (\\lambda_perp) to the direction of a suitably defined local ensemble average magnetic field B0. We analyze a set of 1065 24-hour long intervals (covering full missions). For each interval, we compute the magnetic autocorrelation function, using classical single-spacecraft techniques, and estimate \\lambda with help of two different proxies for both Helios datasets. We find that close to the Sun, \\lambda_parallel \\lambda_perp, usually interpreted as a dominant quasi-2D picture over the slab picture. Thus, our results a...

  14. Sample correlations of infinite variance time series models: an empirical and theoretical study

    Directory of Open Access Journals (Sweden)

    Jason Cohen

    1998-01-01

    Full Text Available When the elements of a stationary ergodic time series have finite variance the sample correlation function converges (with probability 1 to the theoretical correlation function. What happens in the case where the variance is infinite? In certain cases, the sample correlation function converges in probability to a constant, but not always. If within a class of heavy tailed time series the sample correlation functions do not converge to a constant, then more care must be taken in making inferences and in model selection on the basis of sample autocorrelations. We experimented with simulating various heavy tailed stationary sequences in an attempt to understand what causes the sample correlation function to converge or not to converge to a constant. In two new cases, namely the sum of two independent moving averages and a random permutation scheme, we are able to provide theoretical explanations for a random limit of the sample autocorrelation function as the sample grows.

  15. Translational and rotational dynamics of a large buoyant sphere in turbulence

    CERN Document Server

    Mathai, Varghese; van der Poel, Erwin P; Sun, Chao

    2016-01-01

    We report experimental measurements of the translational and rotational dynamics of a large buoyant sphere in isotropic turbulence. We introduce an efficient method to simultaneously determine the position and (absolute) orientation of a spherical body from visual observation. The method employs a minimization algorithm to obtain the orientation from the 2D projection of a specific pattern drawn onto the surface of the sphere. This has the advantages that it does not require a database of reference images, is easily scalable using parallel processing, and enables accurate absolute orientation reference. Analysis of the sphere's translational dynamics reveals clear differences between the streamwise and transverse directions. The translational auto-correlations and PDFs provide evidence for periodicity in the particle's dynamics even under turbulent conditions. The angular autocorrelations show weak periodicity. The angular accelerations exhibit wide tails, however without a directional dependence.

  16. Homometric Point Sets and Inverse Problems

    CERN Document Server

    Grimm, Uwe

    2008-01-01

    The inverse problem of diffraction theory in essence amounts to the reconstruction of the atomic positions of a solid from its diffraction image. From a mathematical perspective, this is a notoriously difficult problem, even in the idealised situation of perfect diffraction from an infinite structure. Here, the problem is analysed via the autocorrelation measure of the underlying point set, where two point sets are called homometric when they share the same autocorrelation. For the class of mathematical quasicrystals within a given cut and project scheme, the homometry problem becomes equivalent to Matheron's covariogram problem, in the sense of determining the window from its covariogram. Although certain uniqueness results are known for convex windows, interesting examples of distinct homometric model sets already emerge in the plane. The uncertainty level increases in the presence of diffuse scattering. Already in one dimension, a mixed spectrum can be compatible with structures of different entropy. We ex...

  17. Momentum conserving Brownian dynamics propagator for complex soft matter fluids

    Energy Technology Data Exchange (ETDEWEB)

    Padding, J. T. [Department of Chemical Engineering and Chemistry, Eindhoven University of Technology, P.O. Box 513, 5600 MB, Eindhoven (Netherlands); Briels, W. J. [Computational Biophysics, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands)

    2014-12-28

    We present a Galilean invariant, momentum conserving first order Brownian dynamics scheme for coarse-grained simulations of highly frictional soft matter systems. Friction forces are taken to be with respect to moving background material. The motion of the background material is described by locally averaged velocities in the neighborhood of the dissolved coarse coordinates. The velocity variables are updated by a momentum conserving scheme. The properties of the stochastic updates are derived through the Chapman-Kolmogorov and Fokker-Planck equations for the evolution of the probability distribution of coarse-grained position and velocity variables, by requiring the equilibrium distribution to be a stationary solution. We test our new scheme on concentrated star polymer solutions and find that the transverse current and velocity time auto-correlation functions behave as expected from hydrodynamics. In particular, the velocity auto-correlation functions display a long time tail in complete agreement with hydrodynamics.

  18. Green-Kubo relation for viscosity tested using experimental data for a 2D dusty plasma

    CERN Document Server

    Feng, Yan; Liu, Bin; Cohen, E G D

    2011-01-01

    The theoretical Green-Kubo relation for viscosity is tested using experimentally obtained data. In a dusty plasma experiment, micron-size dust particles are introduced into a partially-ionized argon plasma, where they become negatively charged. They are electrically levitated to form a single-layer Wigner crystal, which is subsequently melted using laser heating. In the liquid phase, these dust particles experience interparticle electric repulsion, laser heating, and friction from the ambient neutral argon gas, and they can be considered to be in a nonequilibrium steady state. Direct measurements of the positions and velocities of individual dust particles are then used to obtain a time series for an off-diagonal element of the stress tensor and its time autocorrelation function. This calculation also requires the interparticle potential, which was not measured experimentally, but was obtained using a Debye-H\\"{u}ckel-type model with experimentally determined parameters. Integrating the autocorrelation functi...

  19. Evidence for lattice strain and non-ideal behaviour in the (La1-xEux)PO4 solid solution from X-ray diffraction and vibrational spectroscopy

    Science.gov (United States)

    Geisler, Thorsten; Popa, Karin; Konings, Rudy

    2016-06-01

    The monazite-type solid solution of LaPO_4 and EuPO_4 has been studied by X-ray diffraction, infrared (IR) and Raman spectroscopic techniques. A substantial excess molar volume has been derived from the X-ray data, and the Raman and IR spectra show band broadening typical for mixing of cations of different size on the cation sublattice. The IR spectra were interpreted by the autocorrelation method and the excess autocorrelation parameter Δ{corr}^{ex} shows clear deviation from ideal solution behaviour, similar to the observed broadening of the Raman bands. The results can be interpreted in terms of local lattice strains resulting from the ion size effects of substitution of La^{3+} by Eu^{3+}, and correlate very well with calorimetric measurements of the excess enthalpy that was previously measured.

  20. Intra-urban societal vulnerability to extreme heat: the role of heat exposure and the built environment, socioeconomics, and neighborhood stability.

    Science.gov (United States)

    Uejio, Christopher K; Wilhelmi, Olga V; Golden, Jay S; Mills, David M; Gulino, Sam P; Samenow, Jason P

    2011-03-01

    Extreme heat is an important weather hazard associated with excess mortality and morbidity. We determine the relative importance of heat exposure and the built environment, socioeconomic vulnerability, and neighborhood stability for heat mortality (Philadelphia, PA, USA) or heat distress (Phoenix, AZ, USA), using an ecologic study design. We use spatial Generalized Linear and Mixed Models to account for non-independence (spatial autocorrelation) between neighboring census block groups. Failing to account for spatial autocorrelation can provide misleading statistical results. Phoenix neighborhoods with more heat exposure, Black, Hispanic, linguistically and socially isolated residents, and vacant households made more heat distress calls. Philadelphia heat mortality neighborhoods were more likely to have low housing values and a higher proportion of Black residents. Our methodology can identify important risk factors and geographic areas to target interventions.