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 an...
Functional Maximum Autocorrelation Factors
DEFF Research Database (Denmark)
Larsen, Rasmus; Nielsen, Allan Aasbjerg
2005-01-01
\\verb+~+\\$\\backslash\\$cite{ramsay97} to functional maximum autocorrelation factors (MAF)\\verb+~+\\$\\backslash\\$cite{switzer85,larsen2001d}. We apply the method to biological shapes as well as reflectance spectra. {\\$\\backslash\\$bf Methods}. MAF seeks linear combination of the original variables that maximize autocorrelation between...
Low autocorrelation binary sequences
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.
Decomposition using Maximum Autocorrelation Factors
DEFF Research Database (Denmark)
Larsen, Rasmus
2002-01-01
, normally we have an ordering of landmarks (variables) along the contour of the objects. For the case with observation ordering the maximum autocorrelation factor (MAF) transform was proposed for multivariate imagery in\\verb+~+\\$\\backslash\\$cite{switzer85}. This corresponds to a R-mode analyse of the data...
Autocorrelated residuals of robust regression
Czech Academy of Sciences Publication Activity Database
Kalina, Jan
Slaný : Melandrium, 2013 - (Löster, T.; Pavelka, T.), s. 551-560 ISBN 978-80-86175-87-4. [International Days of Statistics and Economics /7./. Prague (CZ), 19.09.2013-21.09.2013] Grant ostatní: GA ČR(CZ) GA13-01930S Institutional support: RVO:67985807 Keywords : linear regression * robust statistics * diagnostics * autocorrelation Subject RIV: BB - Applied Statistics, Operational Research http://msed.vse.cz/files/2013/1-Kalina-Jan-paper.pdf
Autocorrelation Measures for the Quadratic Assignment Problem
Chicano, Francisco; Luque, Gabriel; Alba, Enrique
2012-01-01
In this article we provide an exact expression for computing the autocorrelation coefficient $\\xi$ and the autocorrelation length $\\ell$ of any arbitrary instance of the Quadratic Assignment Problem (QAP) in polynomial time using its elementary landscape decomposition. We also provide empirical evidence of the autocorrelation length conjecture in QAP and compute the parameters $\\xi$ and $\\ell$ for the 137 instances of the QAPLIB. Our goal is to better characterize the difficulty of this impor...
Parallel auto-correlative statistics with VTK.
Energy Technology Data Exchange (ETDEWEB)
Pebay, Philippe Pierre [Kitware, France; Bennett, Janine Camille
2013-08-01
This report summarizes existing statistical engines in VTK and presents both the serial and parallel auto-correlative statistics engines. It is a sequel to [PT08, BPRT09b, PT09, BPT09, PT10] which studied the parallel descriptive, correlative, multi-correlative, principal component analysis, contingency, k-means, and order statistics engines. The ease of use of the new parallel auto-correlative statistics engine is illustrated by the means of C++ code snippets and algorithm verification is provided. This report justifies the design of the statistics engines with parallel scalability in mind, and provides scalability and speed-up analysis results for the autocorrelative statistics engine.
Measurement of surface plasmon autocorrelation functions
DEFF Research Database (Denmark)
Lemke, Christoph; Leißner, Till; Klick, Alwin;
2013-01-01
In this paper we demonstrate the realization of an autocorrelator for the characterization of ultrashort surface plasmon polariton (SPP) pulses. A wedge shaped structure is used to continuously increase the time delay between two interfering SPPs. The autocorrelation signal is monitored by non-li......-linear two-photon photoemission electron microscopy. The presented approach is applicable to other SPP sensitive detection schemes that provide only moderate spatial resolution and may therefore be of general interest in the field of ultrafast plasmonics.......In this paper we demonstrate the realization of an autocorrelator for the characterization of ultrashort surface plasmon polariton (SPP) pulses. A wedge shaped structure is used to continuously increase the time delay between two interfering SPPs. The autocorrelation signal is monitored by non...
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.
Spatial Autocorrelation Analysis of Migration and Selection
Sokal, R R; Jacquez, G M; Wooten, M. C.
1989-01-01
We test various assumptions necessary for the interpretation of spatial autocorrelation analysis of gene frequency surfaces, using simulations of Wright's isolation-by-distance model with migration or selection superimposed. Increasing neighborhood size enhances spatial autocorrelation, which is reduced again for the largest neighborhood sizes. Spatial correlograms are independent of the mean gene frequency of the surface. Migration affects surfaces and correlograms when immigrant gene freque...
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.
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.
Inference for local autocorrelations in locally stationary models
Zhao, Zhibiao
2014-01-01
For non-stationary processes, the time-varying correlation structure provides useful insights into the underlying model dynamics. We study estimation and inferences for local autocorrelation process in locally stationary time series. Our constructed simultaneous confidence band can be used to address important hypothesis testing problems, such as whether the local autocorrelation process is indeed time-varying and whether the local autocorrelation is zero. In particular, our result provides a...
Development of SHG autocorrelation system for JAERI FEL
Energy Technology Data Exchange (ETDEWEB)
Kikuzawa, N.; Yamauchi, T.; Nagai, R.; Minehara, E. J. [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment
2000-07-01
A second-order autocorrelator based on second-generation (SHG) in a CdTe crystal has been developing for measurement of FEL pulse duration in FIR region. The conversion efficiency of SHG was experimentally obtained to be {approx}3xl0{sup -5}/(MWcm{sup 2}). This report describes experimental results of the SHG autocorrelator. (author)
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.
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......, either production managers are missing important aspects in production planning, or the 'realistic' autocorrelation patterns inherent in actual production setups are not like those considered in the literature. In this paper, relevant and 'realistic' types of autocorrelation schemes are characterised and...... their levels discussed. The paper puts previous works on the impact of autocorrelation in queuing networks in perspective for production systems....
Estimating the variation, autocorrelation, and environmental sensitivity of phenotypic selection
Chevin, Luis-Miguel; Visser, Marcel E.; Tufto, Jarle
2015-01-01
Despite considerable interest in temporal and spatial variation of phenotypic selection, very few methods allow quantifying this variation while correctly accounting for the error variance of each individual estimate. Furthermore, the available methods do not estimate the autocorrelation of phenotyp
Consequences of spatial autocorrelation for niche-based models
DEFF Research Database (Denmark)
Segurado, P.; Araújo, Miguel B.; Kunin, W. E.
2006-01-01
of significance based on randomizations were obtained. 3. Spatial autocorrelation was shown to represent a serious problem for niche-based species' distribution models. Significance values were found to be inflated up to 90-fold. 4. In general, GAM and CTA performed better than GLM, although all three methods...... autocorrelated variables, these need to be adjusted. The reliability and value of niche-based distribution models for management and other applied ecology purposes can be improved if certain techniques and procedures, such as the null model approach recommended in this study, are implemented during the model......1. Spatial autocorrelation is an important source of bias in most spatial analyses. We explored the bias introduced by spatial autocorrelation on the explanatory and predictive power of species' distribution models, and make recommendations for dealing with the problem. 2. Analyses were based...
Mode Analysis with Autocorrelation Method (Single Time Series) in Tokamak
Saadat, Shervin; Salem, Mohammad K.; Goranneviss, Mahmoud; Khorshid, Pejman
2010-08-01
In this paper plasma mode analyzed with statistical method that designated Autocorrelation function. Auto correlation function used from one time series, so for this purpose we need one Minov coil. After autocorrelation analysis on mirnov coil data, spectral density diagram is plotted. Spectral density diagram from symmetries and trends can analyzed plasma mode. RHF fields effects with this method ate investigated in IR-T1 tokamak and results corresponded with multichannel methods such as SVD and FFT.
Use of autocorrelation of wavelet coefficients for fault diagnosis
Rafiee, J.; Tse, P. W.
2009-07-01
This paper presents a novel time-frequency-based feature recognition system for gear fault diagnosis using autocorrelation of continuous wavelet coefficients (CWC). Furthermore, it introduces an original mathematical approximation of gearbox vibration signals which approximates sinusoidal components of noisy vibration signals generated from gearboxes, including incipient and serious gear failures using autocorrelation of CWC. First, the drawbacks of the continuous wavelet transform (CWT) have been eliminated using autocorrelation function. Secondly, the autocorrelation of CWC is introduced as an original pattern for fault identification in machine condition monitoring. Thirdly, a sinusoidal summation function consisting of eight terms was used to approximate the periodic waveforms generated by autocorrelation of CWC for normal gearboxes (NGs) as well as occurrences of incipient and severe gear fault (e.g. slight-worn, medium-worn, and broken-tooth gears). In other words, the size of vibration signals can be reduced with minimal loss of significant frequency content by means of the sinusoidal approximation of generated autocorrelation waveforms of CWC as reported in this paper.
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.
Spatial Autocorrelation and Uncertainty Associated with Remotely-Sensed Data
Directory of Open Access Journals (Sweden)
Daniel A. Griffith
2016-06-01
Full Text Available Virtually all remotely sensed data contain spatial autocorrelation, which impacts upon their statistical features of uncertainty through variance inflation, and the compounding of duplicate information. Estimating the nature and degree of this spatial autocorrelation, which is usually positive and very strong, has been hindered by computational intensity associated with the massive number of pixels in realistically-sized remotely-sensed images, a situation that more recently has changed. Recent advances in spatial statistical estimation theory support the extraction of information and the distilling of knowledge from remotely-sensed images in a way that accounts for latent spatial autocorrelation. This paper summarizes an effective methodological approach to achieve this end, illustrating results with a 2002 remotely sensed-image of the Florida Everglades, and simulation experiments. Specifically, uncertainty of spatial autocorrelation parameter in a spatial autoregressive model is modeled with a beta-beta mixture approach and is further investigated with three different sampling strategies: coterminous sampling, random sub-region sampling, and increasing domain sub-regions. The results suggest that uncertainty associated with remotely-sensed data should be cast in consideration of spatial autocorrelation. It emphasizes that one remaining challenge is to better quantify the spatial variability of spatial autocorrelation estimates across geographic landscapes.
Monitoring autocorrelated process: A geometric Brownian motion process approach
Li, Lee Siaw; Djauhari, Maman A.
2013-09-01
Autocorrelated process control is common in today's modern industrial process control practice. The current practice of autocorrelated process control is to eliminate the autocorrelation by using an appropriate model such as Box-Jenkins models or other models and then to conduct process control operation based on the residuals. In this paper we show that many time series are governed by a geometric Brownian motion (GBM) process. Therefore, in this case, by using the properties of a GBM process, we only need an appropriate transformation and model the transformed data to come up with the condition needs in traditional process control. An industrial example of cocoa powder production process in a Malaysian company will be presented and discussed to illustrate the advantages of the GBM approach.
Autocorrelation in queuing network type production systems - revisited
DEFF Research Database (Denmark)
Nielsen, Erland Hejn
Abstract When discussing flow-control matters with production managers , it is noteworthy that whereas there is normally great emphasis on the reduction of variance of specific transformation processes (quality control) as well as on level variability in general, as for instance represented by the...... Bullwhip effect, the possible disturbing interference, which potentially could arise due to autocorrelation (variability dependence over time) in otherwise level-stable demand streams of events in the production flows, does not seem to attract much attention, actually almost no attention at all. From the...... literature it is well known that the impact of certain types of autocorrelation in queuing systems (Livny, Melamed and Tsiolis, 1993) can lead to a fairly dramatic deterioration of the system performance compared to an event-independence case. Also, a study on the effect of autocorrelated demand in JIT...
Variance of size-age curves: Bootstrapping with autocorrelation
Bullock, S.H.; Turner, R.M.; Hastings, J.R.; Escoto-Rodriguez, M.; Lopez, Z.R.A.; Rodrigues-Navarro, J. L.
2004-01-01
We modify a method of estimating size-age relations from a minimal set of individual increment data, recognizing that growth depends not only on size but also varies greatly among individuals and is consistent within an individual for several to many time intervals. The method is exemplified with data from a long-lived desert plant and a range of autocorrelation factors encompassing field-measured values. The results suggest that age estimates based on size and growth rates with only moderate autocorrelation are subject to large variation, which raises major problems for prediction or hindcasting for ecological analysis or management.
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.
Biometric feature extraction using local fractal auto-correlation
International Nuclear Information System (INIS)
Image texture feature extraction is a classical means for biometric recognition. To extract effective texture feature for matching, we utilize local fractal auto-correlation to construct an effective image texture descriptor. Three main steps are involved in the proposed scheme: (i) using two-dimensional Gabor filter to extract the texture features of biometric images; (ii) calculating the local fractal dimension of Gabor feature under different orientations and scales using fractal auto-correlation algorithm; and (iii) linking the local fractal dimension of Gabor feature under different orientations and scales into a big vector for matching. Experiments and analyses show our proposed scheme is an efficient biometric feature extraction approach. (condensed matter: structural, mechanical, and thermal properties)
New Approaches for Calculating Moran's Index of Spatial Autocorrelation
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...
Improved Branch-and-Bound for Low Autocorrelation Binary Sequences
Prestwich, S. D.
2013-01-01
The Low Autocorrelation Binary Sequence problem has applications in telecommunications, is of theoretical interest to physicists, and has inspired many optimisation researchers. Metaheuristics for the problem have progressed greatly in recent years but complete search has not progressed since a branch-and-bound method of 1996. In this paper we find four ways of improving branch-and-bound, leading to a tighter relaxation, faster convergence to optimality, and better empirical scalability.
Velocity Autocorrelation and Harmonic Motion in Supercooled Nondiffusing Monatomic Liquids
Chisolm, Eric D.; Clements, Brad E.; Wallace, Duane C.
2000-01-01
Studies of the many-body potential surface of liquid sodium have shown that it consists of a great many intersecting nearly harmonic valleys, a large fraction of which have the same frequency spectra. This suggests that a sufficiently supercooled state of this system, remaining in a single valley, would execute nearly harmonic motion. To test this hypothesis, we have compared $\\hat{Z}(t)$, the normalized velocity autocorrelation function, calculated from MD simulations to that predicted under...
A Statistical Approach to Autocorrelation Detection of Low Frequency Earthquakes
Aguiar, A. C.; Beroza, G. C.
2012-12-01
We have analyzed tremor data during the April, 2006 tremor episode in the Nankai Trough in SW Japan using the auto-correlation approach of Brown et al. (2008), which detects low frequency earthquakes (LFEs) based on pair-wise matching. We have found that the statistical behavior of the autocorrelations of each station is different and for this reason we have based our LFE detection method on the autocorrelation of each station individually. Analyzing one station at a time assures that the detection threshold will only depend on the station being analyzed. Once detections are found on each station individually, using a low detection threshold based on a Gaussian distribution of the correlation coefficients, the results are compared within stations and declared a detection if they are found in a statistically significant number of the stations, following multinomial statistics. We have compared our detections using the single station method to the detections found by Shelly et al. (2007) for the 2006 April 16 events and find a significant number of similar detections as well as many new detections that were not found using templates from known LFEs. We are working towards developing a sound statistical basis for event detection. This approach should improve our ability to detect LFEs within weak tremor signals where they are not already identified, and should be applicable to earthquake swarms and sequences in general.
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%.
Estimating the variation, autocorrelation, and environmental sensitivity of phenotypic selection.
Chevin, Luis-Miguel; Visser, Marcel E; Tufto, Jarle
2015-09-01
Despite considerable interest in temporal and spatial variation of phenotypic selection, very few methods allow quantifying this variation while correctly accounting for the error variance of each individual estimate. Furthermore, the available methods do not estimate the autocorrelation of phenotypic selection, which is a major determinant of eco-evolutionary dynamics in changing environments. We introduce a new method for measuring variable phenotypic selection using random regression. We rely on model selection to assess the support for stabilizing selection, and for a moving optimum that may include a trend plus (possibly autocorrelated) fluctuations. The environmental sensitivity of selection also can be estimated by including an environmental covariate. After testing our method on extensive simulations, we apply it to breeding time in a great tit population in the Netherlands. Our analysis finds support for an optimum that is well predicted by spring temperature, and occurs about 33 days before a peak in food biomass, consistent with what is known from the biology of this species. We also detect autocorrelated fluctuations in the optimum, beyond those caused by temperature and the food peak. Because our approach directly estimates parameters that appear in theoretical models, it should be particularly useful for predicting eco-evolutionary responses to environmental change. PMID:26227394
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.
Distributions of Autocorrelated First-Order Kinetic Outcomes: Illness Severity.
Directory of Open Access Journals (Sweden)
James D Englehardt
Full Text Available Many complex systems produce outcomes having recurring, power law-like distributions over wide ranges. However, the form necessarily breaks down at extremes, whereas the Weibull distribution has been demonstrated over the full observed range. Here the Weibull distribution is derived as the asymptotic distribution of generalized first-order kinetic processes, with convergence driven by autocorrelation, and entropy maximization subject to finite positive mean, of the incremental compounding rates. Process increments represent multiplicative causes. In particular, illness severities are modeled as such, occurring in proportion to products of, e.g., chronic toxicant fractions passed by organs along a pathway, or rates of interacting oncogenic mutations. The Weibull form is also argued theoretically and by simulation to be robust to the onset of saturation kinetics. The Weibull exponential parameter is shown to indicate the number and widths of the first-order compounding increments, the extent of rate autocorrelation, and the degree to which process increments are distributed exponential. In contrast with the Gaussian result in linear independent systems, the form is driven not by independence and multiplicity of process increments, but by increment autocorrelation and entropy. In some physical systems the form may be attracting, due to multiplicative evolution of outcome magnitudes towards extreme values potentially much larger and smaller than control mechanisms can contain. The Weibull distribution is demonstrated in preference to the lognormal and Pareto I for illness severities versus (a toxicokinetic models, (b biologically-based network models, (c scholastic and psychological test score data for children with prenatal mercury exposure, and (d time-to-tumor data of the ED01 study.
Distributions of Autocorrelated First-Order Kinetic Outcomes: Illness Severity
Englehardt, James D.
2015-01-01
Many complex systems produce outcomes having recurring, power law-like distributions over wide ranges. However, the form necessarily breaks down at extremes, whereas the Weibull distribution has been demonstrated over the full observed range. Here the Weibull distribution is derived as the asymptotic distribution of generalized first-order kinetic processes, with convergence driven by autocorrelation, and entropy maximization subject to finite positive mean, of the incremental compounding rates. Process increments represent multiplicative causes. In particular, illness severities are modeled as such, occurring in proportion to products of, e.g., chronic toxicant fractions passed by organs along a pathway, or rates of interacting oncogenic mutations. The Weibull form is also argued theoretically and by simulation to be robust to the onset of saturation kinetics. The Weibull exponential parameter is shown to indicate the number and widths of the first-order compounding increments, the extent of rate autocorrelation, and the degree to which process increments are distributed exponential. In contrast with the Gaussian result in linear independent systems, the form is driven not by independence and multiplicity of process increments, but by increment autocorrelation and entropy. In some physical systems the form may be attracting, due to multiplicative evolution of outcome magnitudes towards extreme values potentially much larger and smaller than control mechanisms can contain. The Weibull distribution is demonstrated in preference to the lognormal and Pareto I for illness severities versus (a) toxicokinetic models, (b) biologically-based network models, (c) scholastic and psychological test score data for children with prenatal mercury exposure, and (d) time-to-tumor data of the ED01 study. PMID:26061263
Spectral velocity estimation using autocorrelation functions for sparse data sets
DEFF Research Database (Denmark)
2006-01-01
The distribution of velocities of blood or tissue is displayed using ultrasound scanners by finding the power spectrum of the received signal. This is currently done by making a Fourier transform of the received signal and then showing spectra in an M-mode display. It is desired to show a B......-mode image for orientation, and data for this has to acquired interleaved with the flow data. The power spectrum can be calculated from the Fourier transform of the autocorrelation function Ry (k), where its span of lags k is given by the number of emission N in the data segment for velocity estimation. 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...
Complex singularities of the fluid velocity autocorrelation function
Chtchelkatchev, N. M.; Ryltsev, R. E.
2015-11-01
There are intensive debates regarding the nature of supercritical fluids: if their evolution from liquid-like to gas-like behavior is a continuous multistage process or there is a sharp well-defined crossover. Velocity auto-correlation function Z is the established detector of evolution of fluid particles dynamics. Usually, complex singularities of correlation functions give more information. For this reason, we investigate Z in complex plane of frequencies using numerical analytic continuation. We have found that naive picture with few isolated poles fails describing Z(ω) of one-component Lennard-Jones (LJ) fluid. Instead, we see the singularity manifold forming branch cuts extending approximately parallel to the real frequency axis. That suggests LJ velocity autocorrelation function is a multivalued function of complex frequency. The branch cuts are separated from the real axis by the well-defined "gap" whose width corresponds to an important time scale of a fluid characterizing crossover of system dynamics from kinetic to hydrodynamic regime. Our working hypothesis is that the branch cut origin is related to competition between one-particle dynamics and hydrodynamics. The observed analytic structure of Z is very stable under changes in the temperature; it survives at temperatures two orders of magnitude higher than the critical one.
Spatial autocorrelation approaches to testing residuals from least squares regression
Chen, Yanguang
2015-01-01
In statistics, the Durbin-Watson test is always employed to detect the presence of serial correlation of residuals from a least squares regression analysis. However, the Durbin-Watson statistic is only suitable for ordered time or spatial series. If the variables comprise cross-sectional data coming from spatial random sampling, the Durbin-Watson will be ineffectual because the value of Durbin-Watson's statistic depends on the sequences of data point arrangement. Based on the ideas from spatial autocorrelation, this paper presents two new statistics for testing serial correlation of residuals from least squares regression based on spatial samples. By analogy with the new form of Moran's index, an autocorrelation coefficient is defined with a standardized residual vector and a normalized spatial weight matrix. Then on the analogy of the Durbin-Watson statistic, a serial correlation index is constructed. As a case, the two statistics are applied to the spatial sample of 29 China's regions. These results show th...
Impact of Autocorrelation on Principal Components and Their Use in Statistical Process Control
DEFF Research Database (Denmark)
Vanhatalo, Erik; Kulahci, Murat
2015-01-01
well understood nor properly documented. This article illustrates through simulations the impact of autocorrelation on the descriptive ability of PCA and on the monitoring performance using PCA-based SPC when autocorrelation is ignored. In the simulations, cross-correlated and autocorrelated data are...... generated using a stationary first-order vector autoregressive model. The results show that the descriptive ability of PCA may be seriously affected by autocorrelation causing a need to incorporate additional principal components to maintain the model's explanatory ability. When all variables have equal...... coefficients in a diagonal autoregressive coefficient matrix, the descriptive ability is intact, while a significant impact occurs when the variables have different degrees of autocorrelation. We also illustrate that autocorrelation may impact PCA-based SPC and cause lower false alarm rates and delayed shift...
Auto-correlation Function Study of Scattered Light Intensity
Sun, Y
2005-01-01
In this work, the particle size distribution measured using the dynamic light scattering (DLS) technique is compared with that obtained from the static light scattering (SLS) technique or provided by the supplier measured using the Transmission Electron Microscopy (TEM) technique for dilute Poly($N$-isopropylacrylamide) microgel and standard polystyrene latex samples in dispersion respectively. The results show that the narrow particle size distribution that can be measured accurately using the SLS technique is not suited to the determination by the DLS technique and the particle size distribution obtained from the DLS technique is different from the value provided by the supplier. With the assistance of the simulated data of the normalized time auto-correlation function of the scattered light intensity $g^{(2)}(\\tau)$, the effects of the particle size distribution on the nonexponentiality of $g^{(2)}(\\tau)$ measured at a scattering angle of 30$^\\mathrm o$ are investigated. The analysis reveals that the influ...
Receiver structure from teleseisms: Autocorrelation and cross correlation
Sun, Weijia; Kennett, B. L. N.
2016-06-01
We present a way of characterizing the structure beneath a seismic station, by exploiting stacked correlograms of three-component records from teleseismic events. This seismic daylight imaging approach exploits the extraction of reflection and conversion information from teleseismic coda via tensor autocorrelation. The approach is illustrated for a number of Australian stations in a variety of tectonic environments using hundreds of teleseismic events, to extract P and S reflectivity and converted Ps and Sp information. The results show a very good agreement with prior knowledge across Australia. Compared with the classical receiver function, the broader-frequency band of 0.5-4.0 Hz provides additional information on finer-scale structure.
Generalised partial autocorrelations and the mutual information between past and future
DEFF Research Database (Denmark)
Proietti, Tommaso; Luati, Alessandra
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...
MATLAB-Based Program for Teaching Autocorrelation Function and Noise Concepts
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)…
Geographic autocorrelation analysis of the lung cancer mortality in Uruguay
International Nuclear Information System (INIS)
Objective: To analyze the geographical distribution of mortality from lung cancer in Uruguay, using spatial autocorrelation indicators, in order to identify regions of high and low risk in the period 1989-2008. Methodology: 1989-2008 interval was analyzed by grouping the data in the following periods: 1989-1991,1992-1994,1995-1997,1998-2000,2001-2003 and 2004-2008. As indicator risk S MR (Standardized Mortality Ratio) was used, with reference to the country as a entirety. The analysis was performed by calculating the index I and correlation plots space (both methods according Mo ran) for each period and the corresponding maps. The significance was determined by permutations, considering level 0.05 significance. Results: The results of the correlation coefficients for different periods were, in Men: 1989 -1991 (R = 0.29, p <0.05), 1992 -1994 (I = 0.11, N S), 1995 -1997 (R = 0.31, p <0.05); 1998 - 2000 (R = 0.24, p <0.05); 2000 - 2003 (R = 0.19, p <0.05); 2004 -2008 (R = 0.24, N S). In women: 1989 -1991 (R = -0.18, N S), 1992 -1994 (R = -0.16, N S), 1995-1997 (I = 0.18, N S); 1998 - 2000 (R = 0.06, N S); 2001-2003 (R = -0.16, N S), 2004 -2008 (I = 0.02, N S), 1989-2003 (R = -0.03, N S). Men in those departments where they met more risks Artigas were low (SM R = 0.52; 0.57; 0.61; 0.61; 0.60; 0.69), Salto (SM R = 0.52; 0.57; 0.58; 0.68; 0.76; 0.75), Black River (SM R = 0.69; 0.73; 0.76; 0.93; 0.73; 1.29) and Paysandu (SMR = 0.87; 0.85; 0.96; 0.79; 0.89; 0.92) in the respective periods. In women the 0.55; 0.78) Also, in the respective periods. Given the low number of cases in women the period 1989-2003 was also considered together to obtain one SMR Black River = 0.63 and jumped SMR = 0.68. Conclusions: In men, the existence of spatial autocorrelation was identified statistically significant, with stable results in the last 2 decades analyzed. This was not observed in women. The results found in males suggest the existence a region of lower mortality from lung cancer
An Autocorrelative Approach for EMG Time-Frequency Analysis
Directory of Open Access Journals (Sweden)
Mohannad K. Sabir
2013-01-01
Full Text Available As they are the smallest functional parts of the muscle, motor units (MUs are considered as the basic building blocks of the neuromuscular system. Monitoring MU recruitment, de-recruitment, and firing rate (by either invasive or surface techniques leads to the understanding of motor control strategies and of their pathological alterations. EMG signal decomposition is the process of identification and classification of individual motor unit action potentials (MUAPs in the interference pattern detected with either intramuscular or surface electrodes. Signal processing techniques were used in EMG signal decomposition to understand fundamental and physiological issues. Many techniques have been developed to decompose intramuscularly detected signals with various degrees of automation. This paper investigates the application of autocorrelation function (ACF method to decompose EMG signals to their frequency components. It was found that using the proposed method gives a quite good frequency resolution as compared to that resulting from using short time fast Fourier transform (STFFT; thus more MUs can be distinguished.
Palm Tree Detection Using Circular Autocorrelation of Polar Shape Matrix
Manandhar, A.; Hoegner, L.; Stilla, U.
2016-06-01
Palm trees play an important role as they are widely used in a variety of products including oil and bio-fuel. Increasing demand and growing cultivation have created a necessity in planned farming and the monitoring different aspects like inventory keeping, health, size etc. The large cultivation regions of palm trees motivate the use of remote sensing to produce such data. This study proposes an object detection methodology on the aerial images, using shape feature for detecting and counting palm trees, which can support an inventory. The study uses circular autocorrelation of the polar shape matrix representation of an image, as the shape feature, and the linear support vector machine to standardize and reduce dimensions of the feature. Finally, the study uses local maximum detection algorithm on the spatial distribution of standardized feature to detect palm trees. The method was applied to 8 images chosen from different tough scenarios and it performed on average with an accuracy of 84% and 76.1%, despite being subjected to different challenging conditions in the chosen test images.
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.
Adaptive endpoint detection of seismic signal based on auto-correlated function
International Nuclear Information System (INIS)
Based on the analysis of auto-correlation function, the notion of the distance between auto-correlation function was quoted, and the characterization of the noise and the signal with noise were discussed by using the distance. Then, the method of auto- adaptable endpoint detection of seismic signal based on auto-correlated similarity was summed up. The steps of implementation and determining of the thresholds were presented in detail. The experimental results that were compared with the methods based on artificial detecting show that this method has higher sensitivity even in a low signal with noise ratio circumstance
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.
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.
Autocorrelation analysis of plasma plume oscillations in deep penetration laser welding
Czech Academy of Sciences Publication Activity Database
Mrňa, Libor; Šarbort, Martin; Řeřucha, Jan
Munich: WLT, 2015. s. 75. [LiM 2015. Lasers in Manufacturing Conference. 22.06.2015-25.06.2015, Munich] Institutional support: RVO:68081731 Keywords : autocorrelation analysis * laser welding Subject RIV: BH - Optics, Masers, Lasers
Calculation of the Autocorrelation Function of the Stochastic Single Machine Infinite Bus System
Ghanavati, Goodarz; Lakoba, Taras; Cotilla-Sanchez, Eduardo
2013-01-01
Critical slowing down (CSD) is the phenomenon in which a system recovers more slowly from small perturbations. CSD, as evidenced by increasing signal variance and autocorrelation, has been observed in many dynamical systems approaching a critical transition, and thus can be a useful signal of proximity to transition. In this paper, we derive autocorrelation functions for the state variables of a stochastic single machine infinite bus system (SMIB). The results show that both autocorrelation and variance increase as this system approaches a saddle-node bifurcation. The autocorrelation functions help to explain why CSD can be used as an indicator of proximity to criticality in power systems revealing, for example, how nonlinearity in the SMIB system causes these signs to appear.
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.
Spectra of empirical autocorrelation matrices: A random-matrix-theory-inspired perspective
Jamali, Tayeb; Jafari, G. R.
2015-07-01
We construct an autocorrelation matrix of a time series and analyze it based on the random-matrix theory (RMT) approach. The autocorrelation matrix is capable of extracting information which is not easily accessible by the direct analysis of the autocorrelation function. In order to provide a precise conclusion based on the information extracted from the autocorrelation matrix, the results must be first evaluated. In other words they need to be compared with some sort of criterion to provide a basis for the most suitable and applicable conclusions. In the context of the present study, the criterion is selected to be the well-known fractional Gaussian noise (fGn). We illustrate the applicability of our method in the context of stock markets. For the former, despite the non-Gaussianity in returns of the stock markets, a remarkable agreement with the fGn is achieved.
Directory of Open Access Journals (Sweden)
G. Carl
2008-04-01
Full Text Available Species distributional data based on lattice data often display spatial autocorrelation. In such cases, the assumption of independently and identically distributed errors can be violated in standard regression models. Based on a recently published review on methods to account for spatial autocorrelation, we describe here a new statistical approach which relies on the theory of wavelets. It provides a powerful tool for removing spatial autocorrelation without any prior knowledge of the underlying correlation structure. Our wavelet-revised model (WRM is applied to artificial datasets of species’ distributions, for both presence/absence (binary response and species abundance data (Poisson or normally distributed response. Making use of these published data enables us to compare WRM to other recently tested models and to recommend it as an attractive option for effective and computationally efficient autocorrelation removal.
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.
Sun, Guanghao; Matsui, Takemi
2015-08-01
Noncontact measurement of respiratory rate using Doppler radar will play a vital role in future clinical practice. Doppler radar remotely monitors the tiny chest wall movements induced by respiration activity. The most competitive advantage of this technique is to allow users fully unconstrained with no biological electrode attachments. However, the Doppler radar, unlike other contact-type sensors, is easily affected by the random body movements. In this paper, we proposed a time domain autocorrelation model to process the radar signals for rapid and stable estimation of the respiratory rate. We tested the autocorrelation model on 8 subjects in laboratory, and compared the respiratory rates detected by noncontact radar with reference contact-type respiratory effort belt. Autocorrelation model showed the effects of reducing the random body movement noise added to Doppler radar's respiration signals. Moreover, the respiratory rate can be rapidly calculated from the first main peak in the autocorrelation waveform within 10 s. PMID:26737655
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...
Yibo Liu; Xianjin Huang; Xiaofeng Zhao
2012-01-01
A spatial autocorrelation analysis method is adopted to process the spatial dynamic change of industrial Chemical Oxygen Demand (COD) discharge in China over the past 15 years. Studies show that amount and intensity of industrial COD discharges are on a decrease, and the tendency is more remarkable for discharge intensity. There are large differences between inter-provincial discharge amount and intensity, and with different spatial differentiation features. Global spatial autocorrelation ana...
On the Potential of the Excluded Volume and Auto-Correlation as Neuromorphometric Descriptors
Costa, L. da F.; Barbosa, M S; Coupez, V.
2005-01-01
This work investigates at what degree two neuromorphometric measurements, namely the autocorrelation and the excluded volume of a neuronal cell can influence the characterization and classification of such a type of cells. While the autocorrelation function presents good potential for quantifying the dendrite-dendrite connectivity of cells in mosaic tilings, the excluded volume, i.e. the amount of the surround space which is geometrically not accessible to an axon or dendrite, provides a comp...
Energy Technology Data Exchange (ETDEWEB)
Kirichenko, N.F.; Kutsenko, A.A.; Lepekha, P.P. [Kiev State Univ. (Ukraine)
1994-06-05
New results and algorithms are obtained for classifting characteristics of planar representations by the method of autocorrelation functions. Theorems are proven on the geometric content of an arbitrary autocorrelation function for various surfaces of planar representations. New algorithms are proposed for normalizing representations and for computing characteristics which are invariant relative to the transfortnation groups of a plane-parallel translation, rotation, and change of scale. 2 refs., 4 figs.
Vercken, Elodie; Fauvergue, Xavier; Ris, Nicolas; Crochard, Didier; Mailleret, Ludovic
2015-07-01
Environmental variation is classically expected to affect negatively population growth and to increase extinction risk, and it has been identified as a major determinant of establishment failures in the field. Yet, recent theoretical investigations have shown that the structure of environmental variation and more precisely the presence of positive temporal autocorrelation might alter this prediction. This is particularly likely to affect the establishment dynamics of biological control agents in the field, as host-parasitoid interactions are expected to induce temporal autocorrelation in host abundance. In the case where parasitoid populations display overcompensatory dynamics, the presence of such positive temporal autocorrelation should increase their establishment success in a variable environment. We tested this prediction in laboratory microcosms by introducing parasitoids to hosts whose abundances were manipulated to simulate uncorrelated or positively autocorrelated variations in carrying capacity. We found that environmental variability decreased population size and increased parasitoid population variance, which is classically expected to extinction risk. However, although exposed to significant environmental variation, we found that parasitoid populations experiencing positive temporal autocorrelation in host abundance were more likely to persist than populations exposed to uncorrelated variation. These results confirm that environmental variation is a key determinant of extinction dynamics that can have counterintuitive effects depending on its autocorrelation structure. PMID:26257880
Institute of Scientific and Technical Information of China (English)
LIU Zhong-gang; LI Man-chun; SUN Yan; MA Wen-bo
2006-01-01
This paper uses a spatial statistics method based on the calculation of spatial autocorrelation as a possible approach for modeling and quantifying the distribution of urban land price in Changzhou City, Jiangsu Province.GIS and spatial statistics provide a useful way for describing the distribution of urban land price both spatially and temporally, and have proved to be useful for understanding land price distribution pattern better. In this paper, we apply the statistical analysis method to 8379 urban land price samples collected from Changzhou Land Market, and it is turned out that the proposed approach can effectively identify the spatial clusters and local point patterns in dataset and forms a general method for conceptualizing the land price structure. The results show that land price structure in Changzhou City is very complex and that even where there is a high spatial autocorrelation, the land price is still relatively heterogeneous. Furthermore, lands for different uses have different degrees of spatial autocorrelation. Spatial autocorrelation of commercial lands is more intense than that of residential and industrial lands in regional central district. This means that treating land price as integration of homogeneous units can limit analysis of pattern, over-simplifying the structure of land price, but the methods, just as the autocorrelation approaches, are useful tools for quantifying the variables of land price.
Lorant, V; Thomas, I; Deliège, D; Tonglet, R
2001-12-01
This paper aims at investigating whether the relationship between mortality and socio-economic deprivation is affected by the spatial autocorrelation of ecological data. A simple model is used in which mortality (all-ages and premature) is the dependent variable, and deprivation, morbidity and other socio-economic indicators are the explanatory variables. Deprivation is measured by the Townsend index; the other socio-economic variables are the median income, unequal income distribution (Gini coefficient) and population density. Morbidity is estimated on the basis of hospital admission rates and overweight prevalence. Spatial autocorrelation is measured by the Moran's I coefficient. All mortality and morbidity variables have significant, positive, and moderate-to-high spatial autocorrelation. Two multivariate models are explored: a weighted least-squares model ignoring spatial autocorrelation and a simultaneous autoregressive model. The paper concludes that spatial autocorrelation has a significant impact on the relationship between mortality and socio-economic variables. Future ecological models intended to inform health resources allocation need to pay greater attention to the spatial dimension of the data used. PMID:11762895
Adaptive endpoint detection of seismic signal based on auto-correlated function
International Nuclear Information System (INIS)
There are certain shortcomings for the endpoint detection by time-waveform envelope and/or by checking the travel table (both labelled as the artificial detection method). Based on the analysis of the auto-correlation function, the notion of the distance between auto-correlation functions was quoted, and the characterizations of the noise and the signal with noise were discussed by using the distance. Then, the method of auto-adaptable endpoint detection of seismic signal based on auto-correlated similarity was summed up. The steps of implementation and determining of the thresholds were presented in detail. The experimental results that were compared with the methods based on artificial detecting show that this method has higher sensitivity even in a low SNR circumstance
Nanoscale and femtosecond optical autocorrelator based on a single plasmonic nanostructure
International Nuclear Information System (INIS)
We demonstrated a nanoscale size, ultrafast and multiorder optical autocorrelator with a single plasmonic nanostructure for measuring the spatio-temporal dynamics of femtosecond laser light. As a nanostructure, we use a split hole resonator (SHR), which was made in an aluminium nanofilm. The Al material yields the fastest response time (100 as). The SHR nanostructure ensures a high nonlinear optical efficiency of the interaction with laser radiation, which leads to (1) the second, (2) the third harmonics generation and (3) the multiphoton luminescence, which, in turn, are used to perform multi-order autocorrelation measurements. The nano-sized SHR makes it possible to conduct autocorrelation measurements (i) with a subwavelength spatial resolution and (ii) with no significant influence on the duration of the laser pulse. The time response realized by the SHR nanostructure is about 10 fs. (letter)
Construction of SDE-based wind speed models with exponential autocorrelation
Miñano, Rafael Zárate
2015-01-01
This paper provides a systematic method to build wind speed models based on stochastic differential equations (SDEs). The resulting models produce stochastic processes with a given probability distribution and exponential decaying autocorrelation function. The only information needed to build the models is the probability density function of the wind speed and its autocorrelation coefficient. Unlike other methods previously proposed in the literature, the proposed method leads to models able to reproduce an exact exponential autocorrelation even if the probability distribution is not Gaussian. A sufficient condition for the property above is provided. The paper includes the explicit formulation of SDE-based wind speed models obtained from several probability distributions used in the literature to describe different wind speed behaviors.
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
Spectral Velocity Estimation using the Autocorrelation Function and Sparse data Sequences
DEFF Research Database (Denmark)
Jensen, Jørgen Arendt
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 to the......, be used for estimating $R_r(k)$. The approach has been investigated using Field II simulation of the flow in the carotid and femoral arteries. A 5 MHz linear array transducer with 128 elements, a pitch of $\\lambda$ and an element height of 5 mm was simulated. The autocorrelation was calculated from...
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 of the...
van Mantgem, P.J.; Schwilk, D.W.
2009-01-01
Fire is an important feature of many forest ecosystems, although the quantification of its effects is compromised by the large scale at which fire occurs and its inherent unpredictability. A recurring problem is the use of subsamples collected within individual burns, potentially resulting in spatially autocorrelated data. Using subsamples from six different fires (and three unburned control areas) we show little evidence for strong spatial autocorrelation either before or after burning for eight measures of forest conditions (both fuels and vegetation). Additionally, including a term for spatially autocorrelated errors provided little improvement for simple linear models contrasting the effects of early versus late season burning. While the effects of spatial autocorrelation should always be examined, it may not always greatly influence assessments of fire effects. If high patch scale variability is common in Sierra Nevada mixed conifer forests, even following more than a century of fire exclusion, treatments designed to encourage further heterogeneity in forest conditions prior to the reintroduction of fire will likely be unnecessary.
Evaluating multi-exposure speckle imaging estimates of absolute autocorrelation times.
Kazmi, S M Shams; Wu, Rebecca K; Dunn, Andrew K
2015-08-01
Multi-exposure speckle imaging (MESI) is a camera-based flow-imaging technique for quantitative blood-flow monitoring by mapping the speckle-contrast dependence on camera exposure duration. The ability of laser speckle contrast imaging to measure the temporal dynamics of backscattered and interfering coherent fields, in terms of the accuracy of autocorrelation measurements, is a major unresolved issue in quantitative speckle flowmetry. MESI fits for a number of parameters including an estimate of the electric field autocorrelation decay time from the imaged speckles. We compare the MESI-determined correlation times in vitro and in vivo with accepted true values from direct temporal measurements acquired with a photon-counting photon-multiplier tube and an autocorrelator board. The correlation times estimated by MESI in vivo remain on average within 14±11% of those obtained from direct temporal autocorrelation measurements, demonstrating that MESI yields highly comparable statistics of the time-varying fields that can be useful for applications seeking not only quantitative blood flow dynamics but also absolute perfusion. PMID:26258378
Li, Chuan; Liang, Ming; Zhang, Yi; Hou, Shumin
2012-08-01
Fault features of rolling element bearings can be reflected by geometrical structures of the bearing vibration signals. These symptoms, however, often spread over various morphological scales without a known pattern. For this reason, we propose a multi-scale autocorrelation via morphological wavelet slices (MAMWS) approach to detect bearing fault signatures. The vibration measurement of a bearing is decomposed using morphological stationary wavelet with different resolutions of structuring elements. The extracted temporal components are then transformed to form a frequency-domain view of morphological slices by the Fourier transform. Although this three-dimensional representation is more intuitive in terms of fault diagnosis, the existence of the noise may reduce its readability. Hence the autocorrelation function is exploited to produce a multi-scale autocorrelation spectrogram from which the maximal autocorrelation values of all frequencies are aggregated into an ichnographical spectral representation. Accordingly the fault signature is highlighted for easy diagnosis of bearing faults. The effectiveness of the proposed approach has been demonstrated by both the simulation and experimental signal analyses.
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...
Crude oil market efficiency and modeling. Insights from the multiscaling autocorrelation pattern
International Nuclear Information System (INIS)
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)
Exponential decay rate of partial autocorrelation coefficients of ARMA and short-memory processes
Takemura, Akimichi
2015-01-01
We present a short proof of the fact that the exponential decay rate of partial autocorrelation coefficients of a short-memory process, in particular an ARMA process, is equal to the exponential decay rate of the coefficients of its infinite autoregressive representation.
Wen Dong; Kun Yang; Quan-Li Xu; Yu-Lian Yang
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 anal...
Phase II monitoring of auto-correlated linear profiles using linear mixed model
Narvand, A.; Soleimani, P.; Raissi, Sadigh
2013-05-01
In many circumstances, the quality of a process or product is best characterized by a given mathematical function between a response variable and one or more explanatory variables that is typically referred to as profile. There are some investigations to monitor auto-correlated linear and nonlinear profiles in recent years. In the present paper, we use the linear mixed models to account autocorrelation within observations which is gathered on phase II of the monitoring process. We undertake that the structure of correlated linear profiles simultaneously has both random and fixed effects. The work enhanced a Hotelling's T 2 statistic, a multivariate exponential weighted moving average (MEWMA), and a multivariate cumulative sum (MCUSUM) control charts to monitor process. We also compared their performances, in terms of average run length criterion, and designated that the proposed control charts schemes could effectively act in detecting shifts in process parameters. Finally, the results are applied on a real case study in an agricultural field.
Improved preservation of autocorrelative structure in surrogate data using an initial wavelet step
Directory of Open Access Journals (Sweden)
C. J. Keylock
2008-06-01
Full Text Available Surrogate data generation algorithms are useful for hypothesis testing or for generating realisations of a process for data extension or modelling purposes. This paper tests a well known surrogate data generation method against a stochastic and also a hybrid wavelet-Fourier transform variant of the original algorithm. The data used for testing vary in their persistence and intermittency, and include synthetic and actual data. The hybrid wavelet-Fourier algorithm outperforms the others in its ability to match the autocorrelation function of the data, although the advantages decrease for high intermittencies and when attention is only directed towards the early part of the autocorrelation function. The improved performance is attributed to the wavelet step of the algorithm.
Ghanavati, Goodarz; Lakoba, Taras I; Cotilla-Sanchez, Eduardo
2013-01-01
Many dynamical systems, including power systems, recover from perturbations more slowly as they approach critical transitions---a phenomenon known as critical slowing down. If the system is stochastically forced, autocorrelation and variance in time-series data from the system often increase before the transition, potentially providing an early warning of coming danger. In some cases, these statistical patterns are sufficiently strong, and occur sufficiently far from the transition, that they can be used to predict the distance between the current operating state and the critical point. In other cases CSD comes too late to be a good indicator. In order to better understand the extent to which CSD can be used as an indicator of proximity to bifurcation in power systems, this paper derives autocorrelation functions for three small power system models, using the stochastic differential algebraic equations (SDAE) associated with each. The analytical results, along with numerical results from a larger system, show...
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.
Wang, Mingyi; Zeng, Yaguang; Dong, Nannan; Liao, Riwei; Yang, Guojian
2016-03-01
We propose a full-field optical method for the label-free and quantitative mapping of the velocities of red blood cells (RBCs) in capillaries. It integrates spatiotemporal demodulation and an autocorrelation algorithm, and measures RBC velocity according to the ratio of RBC length to lag time. Conventionally, RBC length is assumed to be a constant and lag time is taken as a variable, while our method treats both of them as variables. We use temporal demodulation and the Butterworth spatial filter to separate RBC signal from background signal, based on which we obtain the RBC length by image segmentation and lag time by autocorrelation analysis. The RBC velocity calculated now is more accurate. The validity of our method is verified by an in vivo experiment on a mouse ear. Owing to its higher image signal-to-noise ratio, our method can be used for mapping RBC velocity in the turbid tissue case.
Development of autocorrelator for hard X-ray free electron laser. Study on alignment procedure
International Nuclear Information System (INIS)
X-ray free electron laser (XFEL) sources, which produce unprecedented brilliant, transversely coherent, and ultra-short x-ray pulses, are the powerful tools for exploring new possibilities in ultrafast science with hard x rays. A split-delay optics called autocorrelator provides two replica pulses with time delay precisely controlled, which is essential to realize XFEL pump and XFEL probe experiments. In order to overlap two XFEL pulses sufficiently, precise tuning of crystal angles is required. We investigated influences of each angular error to pointing displacement of XFEL beams and the tolerated error calculated by ray trace method was ±0.07 μrad at Japan's XFEL facility, SACLA. We also present some alignment methods to parallelize the two beams after autocorrelator precisely. (author)
Murthy, Garimella Rama
2012-01-01
In this research paper, the relationship between finite / countable state space stochastic processes and point processes is explored. Utilizing the known relationship between Poisson processes and continuous time Markov chains, finite / countable state space random processes are related to continuous time Markov Chains. Based on the known results for binary random processes, characterization of auto-correlation function of finite state space random processes is explored. An important characte...
International Nuclear Information System (INIS)
A new method to determine scintillator decay time and space correlation of radiation is described. The method is based on an autocorrelation delayed-coincidence time spectrometer and it has been applied to measure the decay time of inorganic and organic scintillators in a range from tens of nanoseconds to a few microseconds. Results with NAFTALEN and CsI(Tl) show decay times of τ=75.0(8) ns and 998(15) ns, respectively
Self-organization theory based on autocorrelations and demonstrations by simulations
Energy Technology Data Exchange (ETDEWEB)
Kondoh, Yoshiomi; Yamaguchi, Masanori; Yokozuka, Katsuhisa [Gunma Univ., Kiryu (Japan). Faculty of Engineering
1997-12-31
A general theory of self-organization based on autocorrelations is presented. The general theory is applied to compressible resistive MHD plasmas. It is shown by 3D MHD simulations that the self-organized relaxed state depends on the spatial profile of resistivity. It is also shown by 3D MHD simulations that although there is no magnetic helicity injection, the toroidal current J{sub z} is actually induced by the process of relaxation without helicity invariance. (author)
Border effects and spatial autocorrelation in the supply of network infrastructure
Wintershoven, Patrick; Rietveld, Piet
1997-01-01
In this paper we analyze the supply of network infrastructure at the regional level. Special attention is paid to spatial autocorrelation aspects. A method is developed to test which impact international borders have on the supply of network infrastructure in border regions. An empirical illustration is given for the regions in the EU. We find that in the case of railways spatial spill-overs are indeed significant. However, the hypothesis that border effects play a role in railway densities h...
Songhurst, Anna; Coulson, Tim
2014-01-01
Few universal trends in spatial patterns of wildlife crop-raiding have been found. Variations in wildlife ecology and movements, and human spatial use have been identified as causes of this apparent unpredictability. However, varying spatial patterns of spatial autocorrelation (SA) in human–wildlife conflict (HWC) data could also contribute. We explicitly explore the effects of SA on wildlife crop-raiding data in order to facilitate the design of future HWC studies. We conducted a comparative...
Cross-Autocorrelation between Small and Large Cap Portfolios in the German and Turkish Stock Markets
Erdinc Altay
2003-01-01
This paper studies the cross-autocorrelation structure in the German and Turkish stock markets by using daily portfolio returns. We find the evidence that large cap portfolios lead small cap portfolios in both subperiods of German stock market but this structure is seen only in the first subperiod of Turkish stock market. Analysing the market-wide and portfolio-specific information effects on portfolio returns shows that above stated lead-lag relation is associated with the market-wide inform...
A new radial strain and strain rate estimation method using autocorrelation for carotid artery
Ye, Jihui; Kim, Hoonmin; Park, Jongho; Yeo, Sunmi; Shim, Hwan; Lim, Hyungjoon; Yoo, Yangmo
2014-03-01
Atherosclerosis is a leading cause of cardiovascular disease. The early diagnosis of atherosclerosis is of clinical interest since it can prevent any adverse effects of atherosclerotic vascular diseases. In this paper, a new carotid artery radial strain estimation method based on autocorrelation is presented. In the proposed method, the strain is first estimated by the autocorrelation of two complex signals from the consecutive frames. Then, the angular phase from autocorrelation is converted to strain and strain rate and they are analyzed over time. In addition, a 2D strain image over region of interest in a carotid artery can be displayed. To evaluate the feasibility of the proposed radial strain estimation method, radiofrequency (RF) data of 408 frames in the carotid artery of a volunteer were acquired by a commercial ultrasound system equipped with a research package (V10, Samsung Medison, Korea) by using a L5-13IS linear array transducer. From in vivo carotid artery data, the mean strain estimate was -0.1372 while its minimum and maximum values were -2.961 and 0.909, respectively. Moreover, the overall strain estimates are highly correlated with the reconstructed M-mode trace. Similar results were obtained from the estimation of the strain rate change over time. These results indicate that the proposed carotid artery radial strain estimation method is useful for assessing the arterial wall's stiffness noninvasively without increasing the computational complexity.
What autocorrelation tells us about motor variability: insights from dart throwing.
van Beers, Robert J; van der Meer, Yor; Veerman, Richard 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 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. PMID:23691199
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.
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.
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.
Lagged Poincar\\'{e} and auto-correlation analysis of Heart rate variability in diabetes
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.
Interferometric autocorrelation of an attosecond pulse train calculated using feasible formulae
International Nuclear Information System (INIS)
The autocorrelation trace of an attosecond pulse train (APT) directly revealed the pulse envelope in our recent experiment on measuring the two-photon Coulomb explosion of a nitrogen molecule as a correlation signal. Although the spatial overlap of the two replicas of the APT in the correlation measurement was only achieved near the focal region owing to the spatial split of the measured APT field, which is a situation quite different from that of the correlation measurement using a Michelson interferometer, the interference fringes clearly appeared on the correlation envelope and provedthe odd symmetry of the electric field to the time translation with a half-period of the driving laser field. In this paper, we show a simple and practical analysis for the propagation and the nonlinear interaction of an APT to simulate the experimental result of the interferometric autocorrelation of the spatially split APT. The spatial convolution of the focused electric field is essential for obtaining the fringes. We also discuss how the autocorrelation should be described in the context of the second-order perturbation theory within a dipole approximation
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.
Chen, Xuan; Goodwin, Barry K.
2012-01-01
Our study focuses on modeling wildfire damage in the State of Florida. The approach is to evaluate wildfire risks in a spatio-temporal framework. A block bootstrapping method has been proposed to construct a statistical model accounting for explanatory variables while adjusting for spatial and temporal autocorrelation. Although the bootstrap (Efron 1979) method can handle independent observations well, the strong autocorrelation of wildfire risks brings about a major challenge. Motivated by b...
McKee, K. F.; Waite, G. P.; Richardson, J. P.
2012-12-01
We used the Green's functions from auto-correlations and cross-correlations of seismic ambient noise to monitor temporal velocity changes in the subsurface at Villarrica Volcano in the Southern Andes of Chile. Campaigns were conducted from March to October 2010 and February to April 2011 with 8 broadband and 6 short-period stations, respectively. We prepared the data by removing the instrument response, normalizing with a root-mean-square method, whitening the spectra, and filtering from 1 to 10 Hz. This frequency band was chosen based on the relatively high background noise level in that range. Hour-long auto- and cross-correlations were computed and the Green's functions stacked by day and total time. To track the temporal velocity changes we stretched a 24 hour moving window of correlation functions from 90% to 110% of the original and cross correlated them with the total stack. The average increase in velocity gleaned from the auto-correlations during the 2010 array was 0.13%, as seen in the figure. Cross-correlations from station V01, near the summit, to the other stations show comparable increases in velocity. We attribute this change to the closing of cracks in the subsurface due either to seasonal snow loading or regional tectonics. In addition to the common increase in velocity across the stations, there are excursions in velocity on the same order lasting several days. Amplitude decreases as the station's distance from the vent increases suggesting these excursions may be attributed to changes within the volcanic edifice. Two occurrences are highlighted in the figure in which it is seen that the amplitudes at stations V06 and V07, the stations farthest from the vent, are smaller. Similar short temporal excursions were seen in the auto-correlations from 2011, however, there was little to no increase in the overall velocity.ercent change in velocity at Villarrica Volcano, Chile from March to October 2010 (stations offset by 0.2%)
De Pretto, Lucas R.; Nogueira, Gesse E. C.; Freitas, Anderson Z.
2016-04-01
Functional modalities of Optical Coherence Tomography (OCT) based on speckle analysis are emerging in the literature. We propose a simple approach to the autocorrelation of OCT signal to enable volumetric flow rate differentiation, based on decorrelation time. Our results show that this technique could distinguish flows separated by 3 μl/min, limited by the acquisition speed of the system. We further perform a B-scan of gradient flow inside a microchannel, enabling the visualization of the drag effect on the walls.
Observation and analysis of an interferometric autocorrelation trace of an attosecond pulse train
International Nuclear Information System (INIS)
We report the direct observation of phase locking between adjacent pulses in an attosecond pulse train (APT) via interferometric autocorrelation (IAC). In this measurement, the Coulomb explosion of N2 caused by two-photon absorption is utilized as correlated signals between two replicas of the APT that are the outcome of the spatial division of the APT in the interferometer. The analysis of IAC by the spatial division of the APT is consistent with the experimental trace of the IAC, and yields the duration of the pulse in the APT of 320 attoseconds, which corresponds to a 1.3 cycle period of the carrier frequency of the harmonic field
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.
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.
Fifth-order intensity autocorrelations based on six-wave mixing of femtosecond laser pulses
Gaižauskas, Eugenijus; Steponkevičius, KÈ©stutis; Vaičaitis, Virgilijus
2016-02-01
It is shown both experimentally and by numerical simulations that fifth-order intensity autocorrelations of femtosecond laser pulses can be obtained from two-beam noncollinear six-wave mixing in air. A numerical analysis of competing direct and six-wave-assisted third-harmonic-generation pathways showed that these measurements are suitable for the background-free temporal characterization of laser pulses. Reshaping of the pulse and 10 fs subpulse formation during the primary stages of light filamentation were observed using the proposed method.
Blood vector velocity estimation using an autocorrelation approach: In vivo Investigation
DEFF Research Database (Denmark)
Udesen, Jesper; Bachmann, Michael; Rue, Kristina;
2005-01-01
transverse oscillation (TO) method) based on an autocorrelation approach. The TO method makes use of a double oscillating pulse-echo field which is created by manipulating the receive apodization function. Two receive beams are beamformed, where the lateral distance between the two beams corresponds to a 90...... 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...
Cross-Autocorrelation of Dual-Listed Stock Portfolio Returns: Evidence from the Chinese Stock Market
Daxue Wang
2006-01-01
In this paper, we apply a GARCH model to examine the cross-autocorrelation pattern between daily returns of portfolios composed of dual-listed stocks in Chinese stock market, before and after China opened its once foreign-exclusive B-share market. A lead-lag relationship between the A-share and B-share portfolio returns is identified during our sample periods, with the A-share portfolio leading the B-share portfolio. Upon the opening of B-share market, a change from underreaction to overreact...
Large Zero Autocorrelation Zone of Golay Sequences and $4^q$-QAM Golay Complementary Sequences
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.
Blood vector velocity estimation using an autocorrelation approach: In vivo Investigation
DEFF Research Database (Denmark)
Udesen, Jesper; Bachmann, Michael; Rue, Kristina; Jensen, Jørgen Arendt
transverse oscillation period of 1 mm was created in the lateral pulse-echo field by manipulating the receive apodization function. Echo-canceling was performed by subtracting a line from the sampled data, where the line was a linear fit to the sampled data. Three different scan areas were selected: 1) The...... transverse oscillation (TO) method) based on an autocorrelation approach. The TO method makes use of a double oscillating pulse-echo field which is created by manipulating the receive apodization function. Two receive beams are beamformed, where the lateral distance between the two beams corresponds to a 90...
Institute of Scientific and Technical Information of China (English)
HOU Yuexian; HE Pilian
2005-01-01
There is still an obstacle to prevent neural network from wider and more effective applications, i.e., the lack of effective theories of models identification. Based on information theory and its generalization, this paper introduces a universal method to achieve nonlinear models identification. Two key quantities, which are called nonlinear irreducible auto-correlation (NIAC) and generalized nonlinear irreducible auto-correlation (GNIAC), are defined and discussed. NIAC and GNIAC correspond with intrinstic irreducible auto-dependency (IAD) and generalized irreducible auto-dependency (GIAD) of time series respectively. By investigating the evolving trend of NIAC and GNIAC, the optimal auto-regressive order of nonlinear auto-regressive models could be determined naturally. Subsequently, an efficient algorithm computing NIAC and GNIAC is discussed. Experiments on simulating data sets and typical nonlinear prediction models indicate remarkable correlation between optimal auto-regressive order and the highest order that NIAC-GNIAC have a remarkable non-zero value, therefore demonstrate the validity of the proposal in this paper.
On the Decay Ratio Determination in BWR Stability Analysis by Auto-Correlation Function Techniques
International Nuclear Information System (INIS)
A novel auto-correlation function (ACF) method has been investigated for determining the oscillation frequency and the decay ratio in BWR stability analyses. 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. These models, corrected for signal filtering and including a background term under the peak in the PSD, are then least-squares fitted to the ACF of the previously filtered neutron signal, in order to determine the oscillation frequency and the decay ratio. Our method uses fast Fourier transform techniques with signal segmentation for filtering and ACF estimation. Gliding 'short-term' ACF estimates on a record allow the evaluation of uncertainties. Numerical results are given which have been obtained from neutron data of the recent Forsmark I and Forsmark II NEA benchmark project. Our results are compared with those obtained by other participants in the benchmark project. The present PSI report is an extended version of the publication K. Behringer, D. Hennig 'A novel auto-correlation function method for the determination of the decay ratio in BWR stability studies' (Behringer, Hennig, 2002)
Liu, Xiaofeng; Bo, Lin; Luo, Honglin
2016-04-01
In this paper, smoothing localized directional cyclic autocorrelation (SLDCA) is proposed as a novel time-frequency distribution to analyze the vibration signal of rotor-bearing system in oil-film instability. Based on the cyclostationarity of real-valued signal, directional cyclic autocorrelation (DCA) is defined for the complex-valued signal. In order to suppress the cross-term interferences, the DCA is localized and filtered with two-dimensional time-frequency window which allows the smoothing kernel function to adapt to the signal time-frequency-varying characteristics. And then the localized DCA is smoothed by the localized optimal radially Gaussian kernel and cascaded to produce the SLDCA with high time-frequency resolution and less susceptibility to cross-term interferences. The application of SLDCA in the oil-film instability analysis verifies that the SLDCA can not only precisely detect the instantaneous frequency information in the time-frequency distribution with high resolution and robustness to the noises and cross-terms, but also provide the phase coupling information of rotor instantaneous planar motion by which the directivity and shape of the planar motion can be determined.
Two photon double ionization of He+: autocorrelation of soft X-ray FEL pulses
International Nuclear Information System (INIS)
In order to perform jitter-free X-ray pump and probe experiments at the Free Electron Laser in Hamburg (FLASH) as well as to characterize the temporal structure of its high power pulses a novel beam splitter and delay unit (autocorrelator) has been designed and constructed. Based on geometrical beam splitting by a mirror edge the apparatus covers the XUV energy range up to photon energies of 200 eV providing a total delay of about 20 picoseconds with sub-femtosecond resolution. As a first test the pulse length of the FEL pulses has been measured at 24 nm. While the nonlinear autocorrelation in the UV and visible regions is a well established method to determine the duration of laser pulse there is a lack of efficient nonlinear detection processes in the soft X-ray regime. In this first experiments the pulse length of the FEL pulses provided at 24 nm are measured by double ionization of He, yielding a duration of (30±5) fs
Broadband short pulse measurement by autocorrelation with a sum-frequency generation set-up
Energy Technology Data Exchange (ETDEWEB)
Glotin, F.; Jaroszynski, D.; Marcouille, O. [LURE, Orsay (France)] [and others
1995-12-31
Previous spectral and laser pulse length measurements carried out on the CLIO FEL at wavelength {lambda}=8.5 {mu}m suggested that very short light pulses could be generated, about 500 fs wide (FWHM). For these measurements a Michelson interferometer with a Te crystal, as a non-linear detector, was used as a second order autocorrelation device. More recent measurements in similar conditions have confirmed that the laser pulses observed are indeed single: they are not followed by other pulses distant by the slippage length N{lambda}. As the single micropulse length is likely to depend on the slippage, more measurements at different wavelengths would be useful. This is not directly possible with our actual interferometer set-up, based on a phase-matched non-linear crystal. However, we can use the broadband non-linear medium provided by one of our users` experiments: Sum-Frequency Generation over surfaces. With such autocorrelation set-up, interference fringes are no more visible, but this is largely compensated by the frequency range provided. First tests at 8 {mu}m have already been performed to validate the technic, leading to results similar to those obtained with our previous Michelson set-up.
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.
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.
Autocorrelation-based estimate of particle image density for diffraction limited particle images
International Nuclear Information System (INIS)
In particle image velocimetry (PIV), the number of particle images per interrogation region, or particle image density, impacts the strength of the correlation and, as a result, the number of valid vectors and the measurement uncertainty. For some uncertainty methods, an a priori estimate of the uncertainty of PIV requires knowledge of the particle image density. An autocorrelation-based method for estimating the local, instantaneous, particle image density is presented. The method assumes that the particle images are diffraction limited and thus Gaussian in shape. Synthetic images are used to develop an empirical relationship between the autocorrelation peak magnitude and the particle image density, particle image diameter, particle image intensity, and interrogation region size. This relationship is tested using experimental images. The experimental results are compared to particle image densities obtained through implementing a local maximum method and are found to be more robust. The effect of varying particle image intensities was also investigated and is found to affect the measurement of the particle image density. Knowledge of the particle image density in PIV facilitates uncertainty estimation, and can alert the user that particle image density is too low or too high, even if these conditions are intermittent. This information can be used as a new vector validation criterion for PIV processing. In addition, use of this method is not limited to PIV, but it can be used to determine the density of any image with diffraction limited particle images. (paper)
Gur, Berke M; Niezrecki, Christopher
2007-07-01
Recent interest in the West Indian manatee (Trichechus manatus latirostris) vocalizations has been primarily induced by an effort to reduce manatee mortality rates due to watercraft collisions. A warning system based on passive acoustic detection of manatee vocalizations is desired. The success and feasibility of such a system depends on effective denoising of the vocalizations in the presence of high levels of background noise. In the last decade, simple and effective wavelet domain nonlinear denoising methods have emerged as an alternative to linear estimation methods. However, the denoising performances of these methods degrades considerably with decreasing signal-to-noise ratio (SNR) and therefore are not suited for denoising manatee vocalizations in which the typical SNR is below 0 dB. Manatee vocalizations possess a strong harmonic content and a slow decaying autocorrelation function. In this paper, an efficient denoising scheme that exploits both the autocorrelation function of manatee vocalizations and effectiveness of the nonlinear wavelet transform based denoising algorithms is introduced. The suggested wavelet-based denoising algorithm is shown to outperform linear filtering methods, extending the detection range of vocalizations. PMID:17614478
Hutmacher, Matthew M
2016-06-01
Longitudinal models of binary or ordered categorical data are often evaluated for adequacy by the ability of these to characterize the transition frequency and type between response states. Drug development decisions are often concerned with accurate prediction and inference of the probability of response by time and dose. A question arises on whether the transition probabilities need to be characterized adequately to ensure accurate response prediction probabilities unconditional on the previous response state. To address this, a simulation study was conducted to assess bias in estimation, prediction and inferences of autocorrelated latent variable models (ALVMs) when the transition probabilities are misspecified due to ill-posed random effects structures, inadequate likelihood approximation or omission of the autocorrelation component. The results may be surprising in that these suggest that characterizing autocorrelation in ALVMs is not as important as specifying a suitably rich random effects structure. PMID:27007275
On the use of the simple and partial Mantel tests in presence of spatial auto-correlation
DEFF Research Database (Denmark)
Guillot, Gilles; Rousset, Francois
2011-01-01
The Mantel test is routinely used in many areas of biology and environmental sciences to assess the signicance of the association between two or more matrices of distances relative to the same pairs of indi- viduals. This test is a valid statistical procedure to test the auto-correlation of a...... single (possibly multivariate) variable. This includes the widely used test of isolation-by-distance in population genetics. However, we show that contrarily to a widely shared belief, the simple and partial Mantel tests are not valid statistical procedures to assess the signicance of the correlation...... between two variables structured in space. Under a fairly general model, simulations show that the Mantel tests provide an excess of Type I error whose magnitude increases with the intensity of the spatial auto-correlation. The Mantel tests should not be used in case auto-correlation is suspected in both...
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. PMID:26871742
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.
Autocorrelation measurement of an ultra-short optical pulse using an electrically focus-tunable lens
Serna, Juan; Hamad, Abdullatif; Rueda, Edgar; Garcia, Hernando
2015-10-01
In this communication, a novel technique to measure the temporal width of an ultra-short optical pulse using an electrically focus-tunable lens (EFTL) is proposed and implemented (no need for a mechanical translation stage). The principle is based on the time delay experienced by the pulse when it passes through the deformed membrane of the EFTL as the focal length changes by an applied current. The resolution of the system is approximately 0.23 fs, with a total time delay of 0.69 ps. A typical autocorrelation can be performed in less than 5 s with an excellent Signal to Noise Ratio. The same technique can be implemented to study ultrafast phenomena like electronic relaxation or ultrafast fluorescence in a pump-probe configuration.
Le Marec, Andréa; Guilbaud, Olivier; Larroche, Olivier; Klisnick, Annie
2016-07-15
We study how the degree of temporal coherence of plasma-based extreme ultraviolet lasers operated in the amplification of the spontaneous emission mode is encoded in the shape of the linear autocorrelation function, which is obtained from the variation of the fringe visibility while varying the delay in a variable path-difference interferometer. We discuss the implications of this effect when the technique is used to infer the spectral properties of the source. Our numerical simulations, based on a partial coherence model developed by other authors for x-ray free electron lasers, are in good agreement with previously reported sets of measurements, illustrating similar statistical properties for both sources. PMID:27420542
Autocorrelation function of channel matrix in few-mode fibers with strong mode coupling.
Hu, Qian; Shieh, William
2013-09-23
Channel matrix plays a critical role in receiver design and ultimate channel performance. To fully describe the channel matrix of a few-mode fiber (FMF), we choose the generalized high-dimensional Gell-Mann matrices, an equivalent of the 2-dimensional Pauli matrices used for a single-mode fiber (SMF), as the basis for the channel matrix decomposition. The frequency dependence of channel matrix can be studied in terms of the autocorrelation function (ACF), showing how fast channel changes in frequency domain. In this paper, we derive a canonical stochastic differential equation (SDE) for the FMF channel matrix in the regime of strong coupling. With the SDE, we develop an analytical form for the ACF of FMF channel matrix, from which the channel correlation bandwidth is obtained. PMID:24104107
Exploring Spatial Scale, Autocorrelation and Nonstationarity of Bird Species Richness Patterns
Directory of Open Access Journals (Sweden)
Paul Holloway
2015-05-01
Full Text Available In this paper we explore relationships between bird species richness and environmental factors in New York State, focusing particularly on how spatial scale, autocorrelation and nonstationarity affect these relationships. We used spatial statistics, Getis-Ord Gi*(d, to investigate how spatial scale affects the measurement of richness “hot-spots” and “cold-spots” (clusters of high and low species richness, respectively and geographically weighted regression (GWR to explore scale dependencies and nonstationarity in the relationships between richness and environmental variables such as climate and plant productivity. Finally, we introduce a geovisualization approach to show how these relationships are affected by spatial scale in order to understand the complex spatial patterns of species richness.
The autocorrelated noise filtering problem: the ISMC filter in a specific case of distance measuring
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.
FPGA implementation of a 32x32 autocorrelator array for analysis of fast image series
Buchholz, Jan; Mocsár, Gábor; Kreith, Balázs; Charbon, Edoardo; Vámosi, György; Kebschull, Udo; Langowski, Jörg
2011-01-01
With the evolving technology in CMOS integration, new classes of 2D-imaging detectors have recently become available. In particular, single photon avalanche diode (SPAD) arrays allow detection of single photons at high acquisition rates (\\geq 100 kfps), which is about two orders of magnitude higher than with currently available cameras. Here we demonstrate the use of a SPAD array for imaging fluorescence correlation spectroscopy (imFCS), a tool to create 2D maps of the dynamics of fluorescent molecules inside living cells. Time-dependent fluorescence fluctuations, due to fluorophores entering and leaving the observed pixels, are evaluated by means of autocorrelation analysis. The multi-{\\tau} correlation algorithm is an appropriate choice, as it does not rely on the full data set to be held in memory. Thus, this algorithm can be efficiently implemented in custom logic. We describe a new implementation for massively parallel multi-{\\tau} correlation hardware. Our current implementation can calculate 1024 corre...
Statistical modelling of tropical cyclone tracks: modelling the autocorrelation in track shape
Hall, T; Hall, Tim; Jewson, Stephen
2005-01-01
We describe results from the third stage of a project to build a statistical model for hurricane tracks. In the first stage we modelled the unconditional mean track. In the second stage we modelled the unconditional variance of fluctuations around the mean. Now we address the question of how to model the autocorrelations in the standardised fluctuations. We perform a thorough diagnostic analysis of these fluctuations, and fit a type of AR(1) model. We then assess the goodness of fit of this model in a number of ways, including an out-of-sample comparison with a simpler model, an in-sample residual analysis, and a comparison of simulated tracks from the model with the observed tracks. Broadly speaking, the model captures the behaviour of observed hurricane tracks. In detail, however, there are a number of systematic errors.
Self-Calibration for 3-point Intrinsic Alignment Auto-Correlations in Weak Lensing Surveys
Troxel, M A
2012-01-01
The weak lensing signal (cosmic shear) has been shown to be strongly contaminated by the various types of galaxy intrinsic alignment (IA) correlations, which poses a barrier to precision weak lensing measurements. The redshift dependence of the IA signal has been used at the 2-point level to reduce this contamination by only measuring cross-correlations between large redshift bins, which significantly reduces the galaxy intrinsic ellipticity - intrinsic ellipticity (II) correlation. A self-calibration technique based on the redshift dependences of the IA correlations has also been proposed as a means to remove the 2-point IA contamination from the lensing signal. We explore here the redshift dependences of the IA and lensing bispectra in order to propose a self-calibration of the IA auto-correlations at the 3-point level (i.e. GGI, GII, and III), which can be well understood without the assumption of any particular IA model. We find that future weak lensing surveys will be able to measure the distinctive IA r...
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. PMID:26372880
Detecting Anomaly Regions in Satellite Image Time Series Based on Sesaonal Autocorrelation Analysis
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.
International Nuclear Information System (INIS)
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.
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.
Simultaneous measurement of particle velocity and size based on gray difference and autocorrelation
Institute of Scientific and Technical Information of China (English)
无
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.
Fleming, C H; Fagan, W F; Mueller, T; Olson, K A; Leimgruber, P; Calabrese, J M
2016-03-01
An animal's trajectory is a fundamental object of interest in movement ecology, as it directly informs a range of topics from resource selection to energy expenditure and behavioral states. Optimally inferring the mostly unobserved movement path and its dynamics from a limited sample of telemetry observations is a key unsolved problem, however. The field of geostatistics has focused significant attention on a mathematically analogous problem that has a statistically optimal solution coined after its inventor, Krige. Kriging revolutionized geostatistics and is now the gold standard for interpolating between a limited number of autocorrelated spatial point observations. Here we translate Kriging for use with animal movement data. Our Kriging formalism encompasses previous methods to estimate animal's trajectories--the Brownian bridge and continuous-time correlated random walk library--as special cases, informs users as to when these previous methods are appropriate, and provides a more general method when they are not. We demonstrate the capabilities of Kriging on a case study with Mongolian gazelles where, compared to the Brownian bridge, Kriging with a more optimal model was 10% more precise in interpolating locations and 500% more precise in estimating occurrence areas. PMID:27197385
Popkov, Artem
2016-01-01
The article contains information about acoustic emission signals analysing using autocorrelation function. Operation factors were analysed, such as shape of signal, the origins time and carrier frequency. The purpose of work is estimating the validity of correlations methods analysing signals. Acoustic emission signal consist of different types of waves, which propagate on different trajectories in object of control. Acoustic emission signal is amplitude-, phase- and frequency-modeling signal. It was described by carrier frequency at a given point of time. Period of signal make up 12.5 microseconds and carrier frequency make up 80 kHz for analysing signal. Usage autocorrelation function like indicator the origin time of acoustic emission signal raises validity localization of emitters.
Mertens, Kristof; Vaesen, Inge; Löffel, Jenny; Kemps, Bart; Kamers, Bram; Zoons, Johan; Darius, Paul; Decuypere, Eddy; De Baerdemaeker, Josse; Ketelaere, Bart de
2009-01-01
Monitoring livestock production processes by means of statistical control charts can provide an important support for management. The non-stationary and autocorrelated characteristics of most data originating from such processes impede the direct introduction of these data into control charts. To deal with these characteristics Engineering Process Control strategies can be applied. Stationarity was achieved by modelling and subtracting the time dependent trend using a non-linear m...
On the use of the simple and partial Mantel tests in presence of spatial auto-correlation
Guillot, Gilles; Rousset, Francois
2011-01-01
The Mantel test is routinely used in many areas of biology and environmental sciences to assess the signicance of the association between two or more matrices of distances relative to the same pairs of indi- viduals. This test is a valid statistical procedure to test the auto-correlation of a single (possibly multivariate) variable. This includes the widely used test of isolation-by-distance in population genetics. However, we show that contrarily to a widely shared belief, the simple and par...
Passow, Christopher; Hagen, Borge ten; Löwen, Hartmut; Wagner, Joachim
2015-01-01
We provide a theoretical analysis for the intermediate scattering function typically measured in depolarized dynamic light scattering experiments. We calculate the field autocorrelation function $g_1^{\\rm VH}(Q,t)$ in dependence on the wave vector $Q$ and the time $t$ explicitly in a vertical-horizontal scattering geometry for differently shaped solids of revolution. The shape of prolate cylinders, spherocylinders, spindles, and double cones with variable aspect ratio is expanded in rotationa...
Amirataee, Babak; Montaseri, Majid; Sanikhani, Hadi
2015-07-01
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.
Zhang, Ningyu; Cheng, Chuanfu; Teng, Shuyun; Chen, Xiaoyi; Xu, Zhizhan
2007-09-01
A new approach based on the gated integration technique is proposed for the accurate measurement of the autocorrelation function of speckle intensities scattered from a random phase screen. The Boxcar used for this technique in the acquisition of the speckle intensity data integrates the photoelectric signal during its sampling gate open, and it repeats the sampling by a preset number, m. The average analog of the m samplings output by the Boxcar enhances the signal-to-noise ratio by √{m}, because the repeated sampling and the average make the useful speckle signals stable, while the randomly varied photoelectric noise is suppressed by 1/√{m}. In the experiment, we use an analog-to-digital converter module to synchronize all the actions such as the stepped movement of the phase screen, the repeated sampling, the readout of the averaged output of the Boxcar, etc. The experimental results show that speckle signals are better recovered from contaminated signals, and the autocorrelation function with the secondary maximum is obtained, indicating that the accuracy of the measurement of the autocorrelation function is greatly improved by the gated integration technique.
New speckle analysis method for optical coherence tomography signal based on autocorrelation
De Pretto, Lucas R.; Nogueira, Gesse E. C.; Freitas, Anderson Z.
2015-06-01
Optical Coherence Tomography (OCT) is a noninvasive imaging technique with high resolution widely used for in vivo applications. Nonetheless, OCT is prone to speckle, a granular noise that degrades the OCT signal. Speckle statistics may, nevertheless, reveal information regarding the scatterers from which it originates. This fact is exploited by techniques such as Speckle Variance-OCT (SVOCT). SVOCT, however, doesn't provide quantitative information, which is a major drawback for the use of speckle based techniques on OCT. In the present work we attack this problem, proposing a new method for analysis of speckle in OCT signal, based on autocorrelation. We associate the changes in decorrelation time of the signal with the changes in flow velocity. It is expected that greater velocities result in lower decorrelation times. To verify that, milk was pumped through a microchannel at different velocities, and the decorrelation time was computed for a single point in the center of the microchannel, sampled at 8 kHz rate. Our results suggest that for flows rates greater than 1 μl/min it is possible to associate decorrelation time with flow velocity, while velocities below that value are not distinguishable, supposedly due to the Brownian motion. For flow rates above 50 μl/min our acquisition rate doesn't get enough sampling information, as the decorrelation time gets too low. These results indicate that Speckle based techniques may be used to get quantitative information of flow in OCT samples, which can be used to assist in many diagnostics modalities, as well as map such flow regions.
Paul, Joseph S; Al Nashash, Hasan; Luft, Andreas R; Le, Thinh M
2006-07-01
Statistically mapped speckle autocorrelation images (SAR) were used to track the hemodynamically active perfusion regions in the rat cortex during and following DC current stimulation with high transverse spatial resolution (38 um). The SAR images provided a spatio-temporal information about the net activation patterns of Cerebral Blood Flow (CBF) changes over a period of time as against those changes for each frame interval estimated using spatial contrasts derived from the first order spatial statistics. Thus the information about the relative maxima of perfusion during a Transient Hyperaemic Episode (THE) across different regions in the imaging window could be identified without the need for actually having to estimate the spatial contrast maps of the imaged region for each frame contained in the time window of observation. With the application of DC stimulation, the regions with a high correlation in the temporal fluctuations were representative of the areas that underwent least changes in activation. By varying the intensity of stimulation, THEs were observed for stimulation current densities in the range 0.1-3.8 mA/mm2 using both the derived speckle contrast maps and concurrently on a Laser Doppler Flow meter, with its probe positioned 1 mm from the site of stimulation. For current densities below the lower threshold of stimulation, the SAR images revealed an unprecedented reduction in the surge amplitude at sites distal to the region of stimulation. This was accompanied by an increase in pixel areas representing minimally active regions of perfusion ("perfusion islets") with no identifiable peak in the hemodynamic responses estimated from speckle contrast variations. The SAR images can be a useful tool for visualization of slow wave perfusion dynamics during cortical stimulation. PMID:16786397
Songhurst, Anna; Coulson, Tim
2014-03-01
Few universal trends in spatial patterns of wildlife crop-raiding have been found. Variations in wildlife ecology and movements, and human spatial use have been identified as causes of this apparent unpredictability. However, varying spatial patterns of spatial autocorrelation (SA) in human-wildlife conflict (HWC) data could also contribute. We explicitly explore the effects of SA on wildlife crop-raiding data in order to facilitate the design of future HWC studies. We conducted a comparative survey of raided and nonraided fields to determine key drivers of crop-raiding. Data were subsampled at different spatial scales to select independent raiding data points. The model derived from all data was fitted to subsample data sets. Model parameters from these models were compared to determine the effect of SA. Most methods used to account for SA in data attempt to correct for the change in P-values; yet, by subsampling data at broader spatial scales, we identified changes in regression estimates. We consequently advocate reporting both model parameters across a range of spatial scales to help biological interpretation. Patterns of SA vary spatially in our crop-raiding data. Spatial distribution of fields should therefore be considered when choosing the spatial scale for analyses of HWC studies. Robust key drivers of elephant crop-raiding included raiding history of a field and distance of field to a main elephant pathway. Understanding spatial patterns and determining reliable socio-ecological drivers of wildlife crop-raiding is paramount for designing mitigation and land-use planning strategies to reduce HWC. Spatial patterns of HWC are complex, determined by multiple factors acting at more than one scale; therefore, studies need to be designed with an understanding of the effects of SA. Our methods are accessible to a variety of practitioners to assess the effects of SA, thereby improving the reliability of conservation management actions. PMID:25035800
Autocorrelation descriptor improvements for QSAR: 2DA_Sign and 3DA_Sign.
Sliwoski, Gregory; Mendenhall, Jeffrey; Meiler, Jens
2016-03-01
Quantitative structure-activity relationship (QSAR) is a branch of computer aided drug discovery that relates chemical structures to biological activity. Two well established and related QSAR descriptors are two- and three-dimensional autocorrelation (2DA and 3DA). These descriptors encode the relative position of atoms or atom properties by calculating the separation between atom pairs in terms of number of bonds (2DA) or Euclidean distance (3DA). The sums of all values computed for a given small molecule are collected in a histogram. Atom properties can be added with a coefficient that is the product of atom properties for each pair. This procedure can lead to information loss when signed atom properties are considered such as partial charge. For example, the product of two positive charges is indistinguishable from the product of two equivalent negative charges. In this paper, we present variations of 2DA and 3DA called 2DA_Sign and 3DA_Sign that avoid information loss by splitting unique sign pairs into individual histograms. We evaluate these variations with models trained on nine datasets spanning a range of drug target classes. Both 2DA_Sign and 3DA_Sign significantly increase model performance across all datasets when compared with traditional 2DA and 3DA. Lastly, we find that limiting 3DA_Sign to maximum atom pair distances of 6 Å instead of 12 Å further increases model performance, suggesting that conformational flexibility may hinder performance with longer 3DA descriptors. Consistent with this finding, limiting the number of bonds in 2DA_Sign from 11 to 5 fails to improve performance. PMID:26721261
Near surface velocity structure of Pacaya volcano using spatial autocorrelation method
Kenyon, L. M.; Waite, G. P.; Manzoni, P.
2011-12-01
Pacaya Volcano, Guatemala is a basaltic volcano in the Central American arc characterized by persistent degassing and nearly continuous nonharmonic tremor, coupled at times with lava effusion and/or coincident strombolian-style explosions. A moderate (VEI 2-3) eruption on 27 May 2010 destroyed part of the edifice and was followed by the opening of a new vent ~1.6 km south-southeast of the edifice. This change in activity prompted a field campaign, highlighted by the deployment of a small-aperture array of seismometers 1.1 km west of the summit in January 2011. The semi-circular array consisted of 11 short-period three-component seismometers with an aperture of 300 m and irregular radii of about 70 m and 150 m. During the deployment, we recorded primarily narrow-band tremor of volcanic and anthropogenic origin. We used the spatial auto-correlation (SPAC) method to generate band-limited dispersion curves from the tremor data and then inverted the dispersion curves for a velocity model. From 23 - 24 January we identified 16 segments of 300 s each using spectrograms, within which there were no events defined as LP, VLP or VT earthquakes. These were also periods during which there was little narrow-band tremor. The lack of directional dependence on the correlations confirms that there were no strong localized tremor sources. Because the station spacing was not ideal for SPAC analysis, we combined results for seven different radii, with a minimum of 3 station pairs each. The number of station pairs for each radius is given in parentheses after the distance: 73 (6), 82 (3), 100 (4), 133 (4), 145 (4), 153 (4) and 212 m (4). There are a total of 29 pairs of stations. The dispersion curve model found using only the vertical component shows Rayleigh wave velocities ranging from 1200 m/s at 1.5 Hz to 250 m/s at 8 Hz. The observed dispersion curve velocity range is consistent with other previously studied volcanoes where low velocities are found in the top 300 m. An analysis of
2016-01-01
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. PMID:27069817
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. PMID:27069817
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.
International Nuclear Information System (INIS)
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 O2 excited in the Schumann-Runge continuum at 162 nm.
Fu, Z.; Zhang, Z.; Chan, SC
2013-01-01
This paper introduces a new method for adaptively estimating the time-varying autocorrelation (TV-AC) of nonstationary signals and studies its application to time-frequency analysis. The proposed method employs local estimation with a sliding window having a certain bandwidth to estimate the TV-AC locally. The window bandwidths are selected adaptively by a local plug-in rule to address the bias and variance tradeoff problem. Further, based on the proposed adaptive TV-AC estimation, a new time...
Boute, Robert; Disney, Stephen; Lambrecht, Marc; Van Houdt, Benny
2010-01-01
In this paper we study a two-echelon supply chain with a retailer serving a consumer who is sensitive to marketing and pricing promotions. This results in either positively or negatively autocorrelated demand. Based on the observed consumer demand, the retailer replenishes with an adaptive order-up-to inventory policy satisfying a pre-specified fill rate. We assume the manufacturer produces the retailer’s orders on a make-to-order basis and he decides on the lead time based on the retailer...
Mode-coupling theory of the stress-tensor autocorrelation function of a dense binary fluid mixture
Sinha, Supurna; Marchetti, M. Cristina
2005-01-01
We present a generalized mode-coupling theory for a dense binary fluid mixture. The theory is used to calculate molecular-scale renormalizations to the stress-tensor autocorrelation function (STAF) and to the long-wavelength zero-frequency shear viscosity. As in the case of a dense simple fluid, we find that the STAF appears to decay as $t^{-3/2}$ over an intermediate range of time. The coefficient of this long-time tail is more than two orders of magnitude larger than that obtained from conv...
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.
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.
Hadwin, Paul J.; Sipkens, T. A.; Thomson, K. A.; Liu, F.; Daun, K. J.
2016-01-01
Auto-correlated laser-induced incandescence (AC-LII) infers the soot volume fraction (SVF) of soot particles by comparing the spectral incandescence from laser-energized particles to the pyrometrically inferred peak soot temperature. This calculation requires detailed knowledge of model parameters such as the absorption function of soot, which may vary with combustion chemistry, soot age, and the internal structure of the soot. This work presents a Bayesian methodology to quantify such uncertainties. This technique treats the additional "nuisance" model parameters, including the soot absorption function, as stochastic variables and incorporates the current state of knowledge of these parameters into the inference process through maximum entropy priors. While standard AC-LII analysis provides a point estimate of the SVF, Bayesian techniques infer the posterior probability density, which will allow scientists and engineers to better assess the reliability of AC-LII inferred SVFs in the context of environmental regulations and competing diagnostics.
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
International Nuclear Information System (INIS)
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 km2. 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 method
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.
Sofia, Giulia; Marinello, Francesco; Tarolli, Paolo
2014-05-01
Terraces represent an outstanding example that displays centuries of a ubiquitous human-Earth interaction, in a very specific and productive way, and they are a significant part of numerous local economies. They, in fact, optimise the local resources for agricultural purposes, but also exploit marginal landscapes, expanding local populations. The ubiquity, variety, and importance of terraces have motivated studies designed to understand them better both as cultural and ecological features, but also as elements that can deeply influence runoff generation and propagation, contributing to local instabilities, and triggering or aggravating land degradation processes. Their vulnerability in the face of fast-growing urban settlements and the changes in agricultural practices is also well known, prompting protection measures strongly supported by local communities, but also by national and international projects. This work explores the spatial heterogeneity of terraced landscapes, identifying a proper indicator able to discriminate a terraced landscape respect to a more natural one. Recognizing and characterizing terraced areas can offer important multi-temporal insights into issues such as agricultural sustainability, indigenous knowledge systems, human-induced impact on soil degradation or erosive and landslide processes, geomorphological and pedologic processes that influence soil development, and climatic and biodiversity changes. More in detail, the present work introduces a new morphological indicator from LiDAR, effectively implementable for the automatic characterization of terraced landscapes. For the study, we tested the algorithm for environments that differ in term of natural morphology and terracing system. Starting from a LiDAR Digital Terrain Models (DTM), we considered the local auto-correlation (~local self-similarity) of the slope, calculating the correlation between a slope patch and its surrounding areas. We define the resulting map as the "Slope Local
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.
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...
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.
Sato, Shin-ichi; You, Jin; Jeon, Jin Yong
2007-07-01
Psychoacoustical and autocorrelation function (ACF) parameters were employed to describe the temporal fluctuations of refrigerator noise during starting, transition into/from the stationary phase and termination of operation. The temporal fluctuations of refrigerator noise include a click at start-up, followed by a rapid increase in volume, a change of pitch, and termination of the operation. Subjective evaluations of the noise of 24 different refrigerators were conducted in a real living environment. The relationship between objective measures and perceived noisiness was examined by multiple regression analysis. Sound quality indices were developed based on psychoacoustical and ACF parameters. The psychoacoustical parameters found to be important for evaluating noisiness in the stationary phase were loudness and roughness. The relationship between noisiness and ACF parameters shows that sound energy and its fluctuations are important for evaluating noisiness. Also, refrigerator sounds that had a fluctuation of pitch were rated as more annoying. The tolerance level for the starting phase of refrigerator noise was found to be 33 dBA, which is the level where 65% of the participants in the subjective tests were satisfied. PMID:17614491
D'Orazio, Dario; De Cesaris, Simona; Garai, Massimo
2011-10-01
The "effective duration" of the autocorrelation function (ACF), τ(e), is an important factor in architectural and musical acoustics. For a general application, an accurate evaluation of τ(e) is relevant. This paper is focused to the methods for the extraction of τ(e) values from the ACF. Various methods have been proposed in literature for the extraction of the τ(e) from a given signal, but these methods are not unambiguously defined or may not work properly in case of particular signals. Therefore, the general use of these methods may sometimes give rise to questionable results. In the present work, the methods existing in literature for extracting τ(e) are analyzed, their advantages and drawbacks are summarized, and finally an alternative method is proposed. The proposed algorithm is compared to those found in previous literature, applying them on the same sound signals (classic literature references and other ones publicly available on the Internet). It is shown that the results obtained with the proposed method are consistent with the results of the previous literature; moreover the proposed method may overcome some of the limitations of the existing methods. PMID:21973350
Directory of Open Access Journals (Sweden)
M. A. Demir
2012-04-01
Full Text Available Blind equalization is a technique for adaptive equalization of a communication channel without the use of training sequence. Although the constant modulus algorithm (CMA is one of the most popular adaptive blind equalization algorithms, because of using fixed step size it suffers from slow convergence rate. A novel enhanced variable step size CMA algorithm (VSS-CMA based on autocorrelation of error signal has been proposed to improve the weakness of CMA for application to blind equalization in this paper. The new algorithm resolves the conflict between the convergence rate and precision of the fixed step-size conventional CMA algorithm. Computer simulations have been performed to illustrate the performance of the proposed method in simulated frequency selective Rayleigh fading channels and experimental real communication channels. The obtained simulation results using single carrier (SC IEEE 802.16-2004 protocol have demonstrated that the proposed VSS-CMA algorithm has considerably better performance than conventional CMA, normalized CMA (N-CMA and the other VSS-CMA algorithms.
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.
Passow, Christopher; ten Hagen, Borge; Löwen, Hartmut; Wagner, Joachim
2015-07-28
We provide a theoretical analysis for the intermediate scattering function typically measured in depolarized dynamic light scattering experiments. We calculate the field autocorrelation function g1(VH)(Q,t) in dependence on the wave vector Q and the time t explicitly in a vertical-horizontal scattering geometry for differently shaped solids of revolution. The shape of prolate cylinders, spherocylinders, spindles, and double cones with variable aspect ratio is expanded in rotational invariants flm(r). By Fourier transform of these expansion coefficients, a formal multipole expansion of the scattering function is obtained, which is used to calculate the weighting coefficients appearing in the depolarized scattering function. In addition to translational and rotational diffusion, especially the translational-rotational coupling of shape-anisotropic objects is considered. From the short-time behavior of the intermediate scattering function, the first cumulants Γ(Q) are calculated. In a depolarized scattering experiment, they deviate from the simple proportionality to Q(2). The coefficients flm(Q) strongly depend on the geometry and aspect ratio of the particles. The time dependence, in addition, is governed by the translational and rotational diffusion tensors, which are calculated by means of bead models for differently shaped particles in dependence on their aspect ratio. Therefore, our analysis shows how details of the particle shape--beyond their aspect ratio--can be determined by a precise scattering experiment. This is of high relevance in understanding smart materials which involve suspensions of anisotropic colloidal particles. PMID:26233160
International Nuclear Information System (INIS)
An electrodynamic problem of laser radiation scattering in an integrated-optical waveguide containing small statistical irregularities (interface roughness and irregularities of the refractive indices of the waveguide-forming media) is considered. The possibility of using the waveguide scattering of laser radiation for extracting the information on the statistical properties of irregularities from noisy data of the scattering diagram in a far-field zone is shown. An algorithm for reconstructing the autocorrelation function of irregularities for the correlation interval changing within a wide range is described. The possibility of restoring a given Gaussian autocorrelation function that describes statistical irregularities of the waveguide substrate surface for a correlation interval changing between 10 nm and 10 μm and a high-level additive white real noise is shown by computer simulation. (laser applications and other topics in quantum electronics)
DEFF Research Database (Denmark)
Stein, A.; Ewert, Stephan; Wiegrebe, L.
2005-01-01
, autocorrelation is applied. Considering the large overlap in pitch and modulation perception, this is not parsimonious. Two experiments are presented to investigate the interaction between carrier periodicity, which produces strong pitch sensations, and envelope periodicity using broadband stimuli. Results show......Recent temporal models of pitch and amplitude modulation perception converge on a relatively realistic implementation of cochlear processing followed by a temporal analysis of periodicity. However, for modulation perception, a modulation filterbank is applied whereas for pitch perception...
International Nuclear Information System (INIS)
The possibility of using the waveguide scattering of laser radiation for obtaining information on the statistical properties of irregularities from the noisy data obtained in the far-field zone is shown. A complex algorithm for reconstructing the experimental autocorrelation function of the surface roughness of an integrated-optical waveguide substrate is described. This algorithm is based on a combination of the classical regularisation and quasi-optimal filtering. (waveguides)
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 railway (OR = 0.980, p 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. PMID:26633446
Dong, Wen; Yang, Kun; Xu, Quan-Li; Yang, Yu-Lian
2015-12-01
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 railway (OR = 0.980, p 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. PMID:26633446
International Nuclear Information System (INIS)
Highlights: • We apply the equivalent and autocorrelation widths and variance to XPS narrow scans. • This approach is complementary to traditional peak fitting methods. • It is bias free and responsive to subtle chemical changes in spectra. • It has the potential for machine interpretation of spectra and quality control. • It has the potential for analysis of complex spectra and tracking charging/artifacts. - Abstract: X-ray photoelectron spectroscopy (XPS) is widely used in surface and materials laboratories around the world. It is a near surface technique, providing detailed chemical information about samples in the form of survey and narrow scans. To extract the maximum amount of information about materials it is often necessary to peak fit XPS narrow scans. And while indispensable to XPS data analysis, even experienced practitioners can struggle with their peak fitting. In our previous publication, we introduced the equivalent width (EWXPS) as both a possible machine automated method, one that requires less expert judgment for characterizing XPS narrow scans, and as an approach that may be well suited for the analysis of complex spectra. The EWXPS figure of merit was applied to four different data sets. However, as previously noted, other width functions are also regularly employed for analyzing functions. Here we evaluate two other width functions for XPS narrow scan analysis: the autocorrelation width (AWXPS) and the variance (σXPS2). These widths were applied to the same four sets of spectra studied before: (a) four C 1s narrow scans of ozone-treated carbon nanotubes (CNTs) (EWXPS: ∼2.11–2.16 eV, AWXPS: ∼3.9–4.1 eV, σXPS2: ∼5.0–5.2 eV, and a modified form of σXPS2, denoted σXPS2*: ∼6.3–6.8 eV), (b) silicon wafers with different oxide thicknesses (EWXPS: ∼1.5–2.9 eV, AWXPS: ∼2.28–4.9, and σXPS2: ∼0.7–4.9 eV), (iii) hydrogen-terminated silicon surfaces, before and after modification with pentyl groups, and after
Caballero, Julio; Fernández, Michael; González-Nilo, Fernando D
2008-06-01
2D autocorrelation, comparative molecular field analysis (CoMFA) and comparative molecular similarity indices analysis (CoMSIA) were undertaken for a series of pyrido[2,3-d]pyrimidin-7-ones to correlate cyclin-dependent kinase (CDK) cyclin D/CDK4 inhibition with 2D and 3D structural properties of 60 known compounds. QSAR models with considerable internal as well as external predictive ability were obtained. The relevant 2D autocorrelation descriptors for modeling CDK4/D inhibitory activity were selected by linear and nonlinear genetic algorithms (GAs) using multiple linear regression (MLR) and Bayesian-regularized genetic neural network (BRGNN) approaches, respectively. Both models showed good predictive statistics; but BRGNN model enables better external predictions. A weight-based input ranking scheme and Kohonen self-organized maps (SOMs) were carried out to interpret the final net weights. The 2D autocorrelation space brings different descriptors for CDK4/D inhibition, and suggests the atomic properties relevant for the inhibitors to interact with CDK4/D active site. CoMFA and CoMSIA analyses were developed with a focus on interpretative ability using coefficient contour maps. CoMSIA produced significantly better results. The results indicate a strong correlation between the inhibitory activity of the modeled compounds and the electrostatic and hydrophobic fields around them. PMID:18468903
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
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.
International Nuclear Information System (INIS)
We show how to implement stick boundary conditions for a spherical colloid in a solvent that is coarse-grained by the method of stochastic rotation dynamics. This allows us to measure colloidal rotational velocity auto-correlation functions by direct computer simulation. We find quantitative agreement with Enskog theory for short times and with hydrodynamic mode-coupling theory for longer times. For aqueous colloidal suspensions, the Enskog contribution to the rotational friction is larger than the hydrodynamic one when the colloidal radius drops below 35 nm
DEFF Research Database (Denmark)
Nielsen, Erland Hejn
2004-01-01
situation or at least a very sound approximation. However, on the other hand, most actual decision making is based upon information taken from the past - where else! In fact the only real alternative that comes into my mind is to let a pair of dices fully and completely rule behaviour, but I wonder...... 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...
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.
Mitzner, R.; Sorokin, A. A.; Siemer, B.; Roling, S.; Rutkowski, M.; Zacharias, H.; Neeb, M.; Noll, T.; Siewert, F.; Eberhardt, W.; Richter, M.; Juranic, P.; Tiedtke, K.; Feldhaus, J.
2009-08-01
The pulse duration of soft x-ray free-electron laser (FEL) radiation is directly measured by time-resolved observation of doubly charged helium ions at 51.8 eV. A wave front splitting autocorrelator produces two correlated FEL pulses with a resolution of better than a femtosecond. In the interesting intensity range from 1013 to 1016W/cm2 direct and sequential double ionization contribute to the ion yield which has significant influence on the correlation width, being a general feature at high photon energies. Here, a duration of τL=(29±5)fs is derived for the soft x-ray pulses at FLASH.
International Nuclear Information System (INIS)
A program package was developed to estimate the time dependent auto-correlation function (ACF) from the time signals of soft X-ray records taken along the various lines-of-sights in JET-SHOTS, and also to estimate the time dependent Decay Ratio (DR) from that. On the basis of ACF the time dependent auto-power spectral density (APSD) was also calculated. The steps and objectives of this work were: eliminating the white detection noise, trends and slow variation from the time signals, since ordinary methods can give good estimate of the time dependent ACF and DR only for 'nearly' stationary signals, developing an automatic algorithm for finding the maxima and minima of ACF, since they are the basis for DR estimation, evaluating and testing different DR estimators for JET-SHOT, with the aim of finding parts of the signals, where the oscillating character is strong, estimating time dependent ACF and APSD that can follow the relatively fast variation in the time signal. The methods that we have developed for data processing of transient signals are: White detection noise removal and preparation for trend removal - weak components, white detection noise and high frequency components are filtered from the signal using the so-called soft-threshold wavelet filter. Removal of trends and slow variation - Three-point differentiation of the pre-filtered signal is used to remove trends and slow variation. Here we made use of the DERIV function of IDL program language. This leads to a filtered signal that has zero mean value in each time step. Calculation of the time dependent ACF - The signal treated by the two previous steps is used as the input. Calculated ACF value is added in each new time step, but the previously accumulated ACF value is multiplied by a weighting factor. Thus the new sample has 100% contribution, while the contributions from the previous samples are forgotten quickly. DR calculation - DR is a measure of the decay of oscillating ACF. This parameter was shown
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.
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...
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.
Kim, Joo Gon; Mukherjee, Santanu; Bates, Alex; Zickel, Benjamin; Park, Sam; Son, Byung Rak; Choi, Jae Sung; Kwon, Osung; Lee, Dong Ha; Chung, Hyun-Youl
2015-12-01
Proton exchange membrane fuel cells are a promising energy conversion device which can help to solve urgent environmental and economic problems. Among the various types of fuel cells, the air breathing proton exchange membrane fuel cell, which minimizes the balance of plant, has drawn a lot of attention due to its superior energy density. In this study a compact, air breathing, proton exchange membrane fuel cell based on Nafion and a Pt/C membrane electrode assembly was designed. The fuel cell was tested using a Scribner Associates 850e fuel cell test station. Specifically, the hydrogen fuel and oxygen starvation of the fuel cell were accurately and systematically tested and analyzed using a frequency analysis method which can analyze the input and output frequency. The analysis of the frequency variation under a fuel starvation condition was done using RMSF (root mean square frequency) and ACSD (autocorrelation standard deviation). The study reveals two significant results: first, the fuel starvations show entirely different phenomenon in both RMSF and ACSD and second, the results of the Autocorrelation show clearer results for fuel starvation detection than the results with RMSF.
Maiheu, Bino; Nele, Veldeman; Janssen, Stijn; Fierens, Frans; Trimpeneers, Elke
2010-05-01
RIO is an operational air quality interpolation model developed by VITO and IRCEL-CELINE and produces hourly maps for different pollutant concentrations such as O3, PM10 and NO2 measured in Belgium [1]. The RIO methodology consists of residual interpolation by Ordinary Kriging of the residuals of the measured concentrations and pre-determined trend functions which express the relation between land cover information derived from the CORINE dataset and measured time-averaged concentrations [2]. RIO is an important tool for the Flemish administration and is among others used to report, as is required by each member state, on the air quality status in Flanders to the European Union. We feel that a good estimate of the uncertainty of the yearly average concentration maps and the probability of norm-exceedance are both as important as the values themselves. In this contribution we will discuss the uncertainties specific to the RIO methodology, where we have both contributions from the Ordinary Kriging technique as well as the trend functions. Especially the parameterisation of the uncertainty w.r.t. the trend functions will be the key indicator for the degree of confidence the model puts into using land cover information for spatial interpolation of pollutant concentrations. Next, we will propose a method which enables us to calculate the uncertainty on the yearly average concentrations as well as the number of exceedance days, taking into account the temporal auto-correlation of the concentration fields. It is clear that the autocorrelation will have a strong impact on the uncertainty estimation [3] of yearly averages. The method we propose is based on a Monte Carlo technique that generates an ensemble of interpolation maps with the correct temporal auto-correlation structure. From a generated ensemble, the calculation of norm-exceedance probability at each interpolation location becomes quite straightforward. A comparison with the ad-hoc method proposed in [3], where
International Nuclear Information System (INIS)
The combination of lag-k autocorrelation coefficients (LCCs) and thermogravimetric analyzer (TGA) equipment is defined here as a tool to detect and quantify adulterations of extra virgin olive oil (EVOO) with refined olive (ROO), refined olive pomace (ROPO), sunflower (SO) or corn (CO) oils, when the adulterating agents concentration are less than 14%. The LCC is calculated from TGA scans of adulterated EVOO samples. Then, the standardized skewness of this coefficient has been applied to classify pure and adulterated samples of EVOO. In addition, this chaotic parameter has also been used to quantify the concentration of adulterant agents, by using successful linear correlation of LCCs and ROO, ROPO, SO or CO in 462 EVOO adulterated samples. In the case of detection, more than 82% of adulterated samples have been correctly classified. In the case of quantification of adulterant concentration, by an external validation process, the LCC/TGA approach estimates the adulterant agents concentration with a mean correlation coefficient (estimated versus real adulterant agent concentration) greater than 0.90 and a mean square error less than 4.9%.
Stopher, Katie V; Walling, Craig A; Morris, Alison; Guinness, Fiona E; Clutton-Brock, Tim H; Pemberton, Josephine M; Nussey, Daniel H
2012-08-01
Social structure, limited dispersal, and spatial heterogeneity in resources are ubiquitous in wild vertebrate populations. As a result, relatives share environments as well as genes, and environmental and genetic sources of similarity between individuals are potentially confounded. Quantitative genetic studies in the wild therefore typically account for easily captured shared environmental effects (e.g., parent, nest, or region). Fine-scale spatial effects are likely to be just as important in wild vertebrates, but have been largely ignored. We used data from wild red deer to build "animal models" to estimate additive genetic variance and heritability in four female traits (spring and rut home range size, offspring birth weight, and lifetime breeding success). We then, separately, incorporated spatial autocorrelation and a matrix of home range overlap into these models to estimate the effect of location or shared habitat on phenotypic variation. These terms explained a substantial amount of variation in all traits and their inclusion resulted in reductions in heritability estimates, up to an order of magnitude up for home range size. Our results highlight the potential of multiple covariance matrices to dissect environmental, social, and genetic contributions to phenotypic variation, and the importance of considering fine-scale spatial processes in quantitative genetic studies. PMID:22834741
Zamani, Reza; Mirabbasi, Rasoul; Abdollahi, Sajjad; Jhajharia, Deepak
2016-03-01
Due to the substantial decrease of water resources as well as the increase in demand and climate change phenomenon, analyzing the trend of hydrological parameters is of paramount importance. In the present study, investigations were carried out to identify the trends in streamflow at 20 hydrometric stations and 11 rainfall gauging stations located in Karkheh River Basin (KRB), Iran, in monthly, seasonal, and annual time scales during the last 38 years from 1974 to 2011. This study has been conducted using two versions of Mann-Kendall tests, including (i) Mann-Kendall test by considering all the significant autocorrelation structure (MK3) and (ii) Mann-Kendall test by considering LTP and Hurst coefficient (MK4). The results indicate that the KRB streamflow trend (using both test versions) has decreased in all three time scales. There is a significant decreasing trend in 78 and 73 % of the monthly cases using the MK3 and MK4 tests, respectively, while these percentages changed to 80 and 70 % on seasonal and annual time scales, respectively. Investigation of the trend line slope using Theil-Sen's estimator showed a negative trend in all three time scales. The use of MK4 test instead of the MK3 test has caused a decrease in the significance level of Mann-Kendall Z-statistic values. The results of the precipitation trends indicate both increasing and decreasing trends. Also, the correlation between the area average streamflow and precipitation shows a strong correlation in annual time scale in the KRB.
International Nuclear Information System (INIS)
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)
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)
International Nuclear Information System (INIS)
Although exogenous factors such as pollutants can act on endogenous drivers (e.g. dispersion) of populations and create spatially autocorrelated distributions, most statistical techniques assume independence of error terms. As there are no studies on metal soil pollutants and microarthropods that explicitly analyse this key issue, we completed a field study of the correlation between Oribatida and metal concentrations in litter, organic matter and soil in an attempt to account for spatial patterns of both metals and mites. The 50-m wide study area had homogenous macroscopic features, steep Pb and Cu gradients and high levels of Zn and Cd. Spatial models failed to detect metal-oribatid relationships because the observed latitudinal and longitudinal gradients in oribatid assemblages were independent of the collinear gradients in the concentration of metals. It is therefore hypothesised that other spatially variable factors (e.g. fungi, reduced macrofauna) affect oribatid assemblages, which may be influenced by metals only indirectly. - Small-scale spatial analysis suggests that metal pollution in soil may not directly affect the distribution of oribatid mites.
Energy Technology Data Exchange (ETDEWEB)
Caruso, Tancredi, E-mail: tancredicaruso@unisi.i [Department of Environmental Sciences ' G. Sarfatti' , University of Siena, via P.A. Mattioli no 4, 53100 Siena (Italy); Migliorini, Massimo [Department of Evolutionary Biology, University of Siena, via A. Moro no 2, 53100 Siena (Italy); Bucci, Charlie; Bargagli, Roberto [Department of Environmental Sciences ' G. Sarfatti' , University of Siena, via P.A. Mattioli no 4, 53100 Siena (Italy)
2009-11-15
Although exogenous factors such as pollutants can act on endogenous drivers (e.g. dispersion) of populations and create spatially autocorrelated distributions, most statistical techniques assume independence of error terms. As there are no studies on metal soil pollutants and microarthropods that explicitly analyse this key issue, we completed a field study of the correlation between Oribatida and metal concentrations in litter, organic matter and soil in an attempt to account for spatial patterns of both metals and mites. The 50-m wide study area had homogenous macroscopic features, steep Pb and Cu gradients and high levels of Zn and Cd. Spatial models failed to detect metal-oribatid relationships because the observed latitudinal and longitudinal gradients in oribatid assemblages were independent of the collinear gradients in the concentration of metals. It is therefore hypothesised that other spatially variable factors (e.g. fungi, reduced macrofauna) affect oribatid assemblages, which may be influenced by metals only indirectly. - Small-scale spatial analysis suggests that metal pollution in soil may not directly affect the distribution of oribatid mites.
Simonsen, I.; Hetland, Ø. S.; Kryvi, J. B.; Maradudin, A. A.
2016-04-01
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 consist of computer simulation results for surfaces defined by exponential and Gaussian surface-height correlation functions, without and with the addition of multiplicative noise, for a single or multiple angles of incidence. The reconstructions obtained by this approach are quite accurate for weakly rough surfaces, and the proposed inversion scheme is computationally efficient.
José Carlos Pereira; Arthur Oscar Schelp; Arlindo Neto Montagnoli; Ana Rita Gatto; André Augusto Spadotto; Lídia Raquel de Carvalho
2006-01-01
OBJECTIVE: To evaluate the maximum residual signal auto-correlation also known as pitch amplitude (PA) values in patients with Parkinson’s disease (PD) patients. METHOD: The signals of 21 Parkinson’s patients were compared with 15 healthy individuals, divided according age and gender. RESULTS: Statistical difference was seen between groups for PA, 0.39 for controls and 0.25 for PD. Normal value threshold was set as 0.3; (p
International Nuclear Information System (INIS)
By using regular time-steps we define discrete-time random walks and flights on subordinate (directed) Continuous-Time Hierarchical (or Weierstrass-Mandelbrot) Walks and Flights, respectively. The obtained results can be considered as a kind of warning that indicates some persistent, nonlinear, long-term autocorrelations (artifacts) accompanying the recording of empirical high-frequency financial (and probably other types of) time-series by regular time-steps, indeed. (author)
Davarpanah, A.; Babaie, H. A.; Dai, D.
2013-12-01
Two systems of full and half grabens have been forming since the mid-Tertiary through tectonic and thermally induced extensional events in SW Montana and neighboring SE Idaho. The earlier mid-Tertiary Basin and Range (BR) tectonic event formed the NW- and NE-striking mountains around the Snake River Plain (SRP) in Idaho and SW Montana, respectively. Since the mid-Tertiary, partially synchronous with the BR event, diachronous bulging and subsidence due to the thermally induced stress field of the Yellowstone hotspot (YHS) has produced the second system of variably-oriented grabens through faulting across the older BR fault blocks. The track of the migration of the YHS is defined by the presence of six prominent volcanic calderas along the SRP which become younger toward the present location of the YHS. Graben basins bounded by both the BR faults and thermally induced cross-faults (CF) systems are now filled with Tertiary-Quaternary clastic sedimentary and volcanic-volcaniclastic rocks. Neogene mafic and felsic lava which erupted along the SRP and clastic sedimentary units (Sixmile Creek Fm., Ts) deposited in both types of graben basins were classified based on their lithology and age, and mapped in ArcGIS 10 as polygon using a combination of MBMG and USGS databases and geological maps at scales of 1:250.000, 1:100,000, and 1:48,000. The spatio-temporal distributions of the lava polygons were then analyzed applying the Global and Local Moran`s I methods to detect any possible spatial or temporal autocorrelation relative to the track of the YHS. The results reveal the spatial autocorrelation of the lithology and age of the Neogene lavas, and suggest a spatio-temporal sequence of eruption of extrusive rocks between Miocene and late Pleistocene along the SRP. The sequence of eruptions, which progressively becomes younger toward the Yellowstone National Park, may track the migration of the YSH. The sub-parallelism of the trend of the SRP with the long axis of the
Institute of Scientific and Technical Information of China (English)
陈小勇
2001-01-01
Genetic structure is defined as non-random distribution of genetic variation, and this study utilised spatial autocorrelation analysis to analyse variation among genotypes in a single population as, especially for within deme analysis, it is better than F-statistics or GST. The genotype of all individuals ≥2.5 cm DBH in a western Huangshan population of Cyclobalanopsis glauca was detected using allozyme analysis, and spatial autocorrelation of each allele was then analyzed using Moran's I. Most Moran's I values for alleles were larger than expected values, but two of the alleles had significant positive spatial autocorrelation. Detailed analysis showed that most alleles were significantly spatial-autocorrelated at short distances. A correlogram showed positive spatial autocorrelation in all alleles except Est-2-d at short distances (0-5 m). In general, Moran's I indices decreased as distance interval increased. However, the trends of different alleles varied, and therefore no dominant evolutionary factors could be identified.%以黄山一青冈(Cyclobalanopsis glauca)种群为例，研究了种群内等位基因的空间格局。在种群内，大多数等位基因的Moran's I 指数大于期望值，但只有两个等位基因存在显著的正空间自相关；如果考虑不同的无性系分株时，大多数等位基因在短距离内存在显著的空间自相关。相关图表明不同距离间隔，Moran's I 指数变化无规律，表明没有哪个进化因子起决定作用，但无性系繁殖在空间自相关中起重要作用，尤其是在近距离。
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
Huesca, Margarita; Merino-de-Miguel, Silvia; Eklundh, Lars; Litago, Javier; Cicuéndez, Victor; Rodríguez-Rastrero, Manuel; Ustin, Susan L.; Palacios-Orueta, Alicia
2015-12-01
Remote sensing (RS) time series are an excellent operative source for information about the land surface across several scales and different levels of landscape heterogeneity. Ustin and Gamon (2010) proposed the new concept of "optical types" (OT), meaning "optically distinguishable functional types", as a way to better understand remote sensing signals related to the actual functional behavior of species that share common physiognomic forms but differ in functionality. Whereas the OT approach seems to be promising and consistent with ecological theory as a way to monitor vegetation derived from RS, it received little implementation. This work presents a method for implementing the OT concept for efficient monitoring of ecosystems based on RS time series. We propose relying on an ecosystem's repetitive pattern in the temporal domain (self-similarity) to assess its dynamics. Based on this approach, our main hypothesis is that distinct dynamics are intrinsic to a specific OT. Self-similarity level in the temporal domain within a broadleaf forest class was quantitatively assessed using the auto-correlation function (ACF), from statistical time series analysis. A vector comparison classification method, spectral angle mapper, and principal component analysis were used to identify general patterns related to forest dynamics. Phenological metrics derived from MODIS NDVI time series using the TIMESAT software, together with information from the National Forest Map were used to explain the different dynamics found. Results showed significant and highly stable self-similarity patterns in OTs that corresponded to forests under non-moisture-limited environments with an adaptation strategy based on a strong phenological synchrony with climate seasonality. These forests are characterized by dense closed canopy deciduous forests associated with high productivity and low biodiversity in terms of dominant species. Forests in transitional areas were associated with patterns of less
Institute of Scientific and Technical Information of China (English)
刘春国; 高松峰; 卢晓峰
2012-01-01
The maximum autocorrelation factor is a statistical calculation method of multivariate image based on the principal component analysis and spatial correlation of remote sensing imagery.The maximum autocorrelation factor transformation of multivariate remotely sensing imagery will produce uncorrelated components among all bands,which are ordered according to the degree of spatial autocorrelation.The mathematic principles of this method are present in this paper.Its advantage ouer principal component analysis is exhibited through a case of hyperspectral imagery processing.The recent developments of its applications in remotely sensing imagery analysis are reviewed.And at last,an outlook of its application to other fields like multi-temporal radar images backscatter coefficient change detection is prospected.%最大自相关因子方法是一种基于遥感影像空间相关性和主成分分析的多元图像统计计算方法.对多元遥感影像进行最大自相关因子变换,可生成波段间互不相关的、按空间相关性大小排序的数据分量.介绍了最大自相关因子方法的数学原理,以高光谱影像数据处理为例展示了最大自相关因子相对于主成分分析的优势,综述了近年来最大自相关因子方法在遥感影像分析应用中的研究进展.并对该方法在多时相雷达影像后向散射系数变化检测等研究方向的应用前景进行了展望.
International Nuclear Information System (INIS)
Positron Emission Tomography (PET), Computed Tomography (CT), PET/CT and Single Photon Emission Tomography (SPECT) are non-invasive imaging tools used for creating two dimensional (2D) cross section images of three dimensional (3D) objects. PET and SPECT have the potential of providing functional or biochemical information by measuring distribution and kinetics of radiolabelled molecules, whereas CT visualizes X-ray density in tissues in the body. PET/CT provides fused images representing both functional and anatomical information with better precision in localization than PET alone. Images generated by these types of techniques are generally noisy, thereby impairing the imaging potential and affecting the precision in quantitative values derived from the images. It is crucial to explore and understand the properties of noise in these imaging techniques. Here we used autocorrelation function (ACF) specifically to describe noise correlation and its non-isotropic behaviour in experimentally generated images of PET, CT, PET/CT and SPECT. Experiments were performed using phantoms with different shapes. In PET and PET/CT studies, data were acquired in 2D acquisition mode and reconstructed by both analytical filter back projection (FBP) and iterative, ordered subsets expectation maximisation (OSEM) methods. In the PET/CT studies, different magnitudes of X-ray dose in the transmission were employed by using different mA settings for the X-ray tube. In the CT studies, data were acquired using different slice thickness with and without applied dose reduction function and the images were reconstructed by FBP. SPECT studies were performed in 2D, reconstructed using FBP and OSEM, using post 3D filtering. ACF images were generated from the primary images, and profiles across the ACF images were used to describe the noise correlation in different directions. The variance of noise across the images was visualised as images and with profiles across these images. The most important
Directory of Open Access Journals (Sweden)
Sumi C
2011-08-01
Full Text Available Chikayoshi Sumi, Kunio ShimizuDepartment of Information and Communication Sciences, Faculty of Science and Technology, Sophia University, Chiyoda, Tokyo, JapanAbstract: Comparison of the measurement accuracy of elasticity was performed through agar phantom experiments, ie, two-dimensional (2D strain tensor components and 2D shear modulus reconstruction obtained by previously developed multidimensional displacement vector measurement methods on the basis of autocorrelation and Doppler methods (2D AM and 2D DM and the corresponding 1D methods. The multidimensional methods yield more accurate and stable results than the corresponding 1D methods. As is shown, however, such 1D methods can also be used when the echo signal-to-noise ratio is high, eg, obtainable by previously developed lateral modulation with parabolic apodizations.Keywords: ultrasound, lateral modulation, displacement vector measurement, accuracy, multidimensional methods, one-dimensional methods, tissue elasticity, strain tensor, shear modulus, agar phantom experiment
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.
Institute of Scientific and Technical Information of China (English)
卞鸿雁; 任志远
2011-01-01
应用1978~2008年关中—天水的农业经济数据,运用空间自相关模型对关中—天水经济区的LCCI进行分析.结果表现出：关中—天水经济区耕地面积迅速下降,人口迅速膨胀,LCCI的空间分布格局为＂城市高,农村低,西高东低＂;空间分布呈现出高度的正的全局空间自相关;局部空间自相关分布特征为城市辖区和天水地区是显著的高值集聚区,关中—天水地区的中部是显著的低值集聚区,并对各个区域检验其显著性.%The Economic Area LCCI of Guanzhong—Tianshui areas is analyzed by the related spatial autocorrelation model of the Guanzhong—Tianshui agricultural economic data from 1978 to 2008.The results showed：The area of cultivated land in the economic rapidly decli
Directory of Open Access Journals (Sweden)
José Carlos Pereira
2006-12-01
Full Text Available OBJECTIVE: To evaluate the maximum residual signal auto-correlation also known as pitch amplitude (PA values in patients with Parkinson’s disease (PD patients. METHOD: The signals of 21 Parkinson’s patients were compared with 15 healthy individuals, divided according age and gender. RESULTS: Statistical difference was seen between groups for PA, 0.39 for controls and 0.25 for PD. Normal value threshold was set as 0.3; (pOBJETIVO: Avaliar autocorrelação do sinal residual também denominado como amplitude do pitch (PA em pacientes com doença de Parkinson (PD. MÉTODO: Os valores de PA, estratificados de acordo com idade e sexo, em 21 pacientes com doença de Parkinson foram analisados e comparados aos dados obtidos em 15 indivíduos sadios. RESULTADOS: Foi determinada diferença estatística para a PA entre os dois grupos (p0,3. Nos pacientes com PD 80,77% dos pacientes tinham a PA <0,3, enquanto que entre os controles somente 12,28% apresentavam valores abaixo de 0,3. O diagrama de dispersão para idade e sexo para os doentes com PD mostraram um p=0,001 e r=0,54. Não houve diferença em relação a sexo e idade entre os grupos. CONCLUSÃO: A significativa diferença da PA entre pacientes com PD e controles demonstra a especificidade da análise. Os resultados apontam para a necessidade de estudos controlados, prospectivos, para implementar o uso e indicações da determinação da amplitude do pitch na avaliação da fala em pacientes com doença de Parkinson.
Decomposition of spectra using maximum autocorrelation factors
DEFF Research Database (Denmark)
Larsen, Rasmus
2001-01-01
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 of the...... fact that given a spectrum we have a natura ln order of the input \\$\\backslash\\$underline{variables}. This is similar to Switzers maximum au tocorrelation factors, where a natural order of \\$\\backslash\\$underline{observations} (pixels) in multispectral images is utilized. However, in order to utilize...
Autocorrelations in hybrid Monte Carlo simulations
International Nuclear Information System (INIS)
Simulations of QCD suffer from severe critical slowing down towards the continuum limit. This problem is known to be prominent in the topological charge, however, all observables are affected to various degree by these slow modes in the Monte Carlo evolution. We investigate the slowing down in high statistics simulations and propose a new error analysis method, which gives a realistic estimate of the contribution of the slow modes to the errors. (orig.)
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...
Highly Robust Estimation of the Autocorrelation Coefficient
Czech Academy of Sciences Publication Activity Database
Kalina, Jan; Vlčková, Katarína
Slaný : Melandrium, 2014, s. 588-597 ISBN 978-80-87990-02-5. [International Days of Statistics and Economics /8./. Prague (CZ), 11.09.2014-13.09.2014] Grant ostatní: Nadační fond na opdporu vědy(CZ) Neuron Institutional support: RVO:67985807 Keywords : time series * autoregressive process * linear regression * robust econometrics Subject RIV: BB - Applied Statistics, Operational Research
On the role of autocorrelations in texts
Lande, D V
2007-01-01
The task of finding a criterion allowing to distinguish a text from an arbitrary set of words is rather relevant in itself, for instance, in the aspect of development of means for internet-content indexing or separating signals and noise in communication channels. The Zipf law is currently considered to be the most reliable criterion of this kind [3]. At any rate, conventional stochastic word sets do not meet this law. The present paper deals with one of possible criteria based on the determination of the degree of data compression.
On the role of autocorrelations in texts
Lande, D. V.; Snarskii, A. A.
2007-01-01
The task of finding a criterion allowing to distinguish a text from an arbitrary set of words is rather relevant in itself, for instance, in the aspect of development of means for internet-content indexing or separating signals and noise in communication channels. The Zipf law is currently considered to be the most reliable criterion of this kind [3]. At any rate, conventional stochastic word sets do not meet this law. The present paper deals with one of possible criteria based on the determi...
Institute of Scientific and Technical Information of China (English)
贾莹莹; 杨霖; 王田; 胡武君
2013-01-01
This paper studies the time-domain autocorrelation matching method for reducing the Peak-to-Average Power Ratio (PAPR)of the Orthogonal Frequency Division Multiplexing (OFDM)system.The main idea of this method is to add a ran-dom sequence generator in time domain,in which the random sequences are overlapped to the original signals so as to reduce the PAPR of the system and perform blind detection at the receiving end.As the signal processing in this method takes place in time domain,the computational complexity can be reduced in j ust one IFFT operation.Simulation results indicate that similar PAPR and Bit Error Rate (BER)performances can be acquired in this method to those in traditional SeLecting Mapping (SLM) method but the computational complexity is much more mitigated,thus verifying the effectiveness of the proposed method.%对时域自相关匹配方法降低 OFDM (正交频分复用)系统的PAPR (峰均功率比)进行了研究。该方法的基本思想是在时域加入一个随机序列发生器，随机序列与原始信号在时域叠加，以达到降低 OFDM系统 PAPR的目的，并可以在接收端实现信号的盲检测。该方法的信号处理过程是在时域，故仅需要一个 IFFT (快速傅里叶逆变换)操作，就能降低计算复杂度。仿真结果表明，该方法可以获得与传统 SLM (选择性映射)方法相似的PAPR和BER (误码率)性能，但计算复杂度比传统的SLM方法降低了很多，从而验证了该方法的有效性。
Institute of Scientific and Technical Information of China (English)
王培震; 石培基; 魏伟; 张胜武
2012-01-01
以石羊河流域为例，运用GCAWI法、空间自相关指数以及考虑空间自相关性的多（单）中心指数模型等实现了乡镇单元向格网单元图层的转化、适宜格网大小的确定以及人口密度的空间模拟。结果表明：①石羊河流域人口密度的空间分布差异较大而又相对集中，具有“3点4线3区”的“点一线一区”状空间结构；②不同单元大小的格网图层提高了流域整体的空间自相关性，Mo-ran’sI指数表现出较大的差异性和偶然性；③石羊河流域人口密度空间分布存在明显的正空间自相关，8000-10000m是表现流域人口密度空间分布特征的最优选择范围；④空间自相关性影响下的人口密度空间化多（单）中心模型大大提高传统指数模型的精度，却改变了距离衰减系数的性质和大小，多中心和单中心模型模拟系数的差异主要是由金昌人口密度中心引起的。%Taking Shiyang River Basin as an example, the models of GCAWI, spatial autocorrelation index, multiple (single) centre exponential with the feature of spatial autocorrelation are applied to achieve three goals : the conversion from township unit to grid unit, the regulation of determining appropriate grid size and spatial distribu- tion patterns of population density. It turned out that:①The population density distribution is relatively scattered but concentrated in Shiyang River Basin ,having a spatial structure pattern of point( three points)-line(four lines)- region ( three regions) ; ②The level of global spatial autocorrelation is improved by applying different grid scale size. The index of Moran' s I Shows larger difference and contingency ; ③The spatial distribution of population density has positive spatial autocorrelation in Shiyang River Basin. And the range from 8 000 to 10 000 metres is the best choice to present the basin' s spatial distribution characteristics of population density ;
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
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
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
de Jong, R. M.; Davidson, J.
1996-01-01
Conditions are derived for the consistency of kernel estimators of the covariance matrix of a sum of vectors of dependent heterogeneous random variables, which match those of the currently best-known conditions for the central limit theorem, as required for a unified theory of asymptotic inference. These include finite moments of order no more than 2 + for > 0, trending variances, and variables which are near-epoch dependent on a mixing process, but not necessarily mixing. The results are als...
The autocorrelation function for spectral determinants of quantum graphs
International Nuclear Information System (INIS)
This paper considers the spectral determinant of quantum graph families with chaotic classical limit. The secular coefficients of the spectral determinant are found to follow distributions with zero mean and variance approaching a constant in the limit of large network size for graphs without symmetries. This constant is, in general, different from the random matrix result and depends on the classical limit. A closed expression for this system-dependent constant is given here explicitly in terms of the spectrum of an underlying Markov process. Related results for graphs with time-reversal symmetry are given. (author)
Temporal autocorrelations simulated by the ALARO-Climate RCM
Czech Academy of Sciences Publication Activity Database
Pokorná, Lucie; Huth, Radan; Farda, Aleš; Metelka, L.
Göttingen: Copernicus, 2013. EGU2013-1419. [EGU General Assembly 2013. 07.04.2013-12.04.2013, Vienna] R&D Projects: GA ČR(CZ) GAP209/11/2405 Institutional support: RVO:68378289 Subject RIV: DG - Athmosphere Sciences, Meteorology http://meetingorganizer.copernicus.org/EGU2013/EGU2013-1419.pdf
ADJUSTMENT OF GEODETIC NETWORKS USING AUTO-CORRELATION TECHNIQUE
Yehia, Hassan
2007-01-01
Control surveys networks are used to establish the locations of arbitrary points. These points may be used as reference locations for performing additional survey work. Geodetic networks are generally performed to a higher standard of accuracy than other types of surveys. This is necessary because any follow-on survey work must be able to count on the accuracy of the control points. In hybrid geodetic networks, the combination of both angular and linear measurements increases the redundant ob...
Kernel maximum autocorrelation factor and minimum noise fraction transformations
DEFF Research Database (Denmark)
Nielsen, Allan Aasbjerg
2010-01-01
quantities needed in the analysis are expressed in terms of this kernel function. This means that we need not know the nonlinear mappings explicitly. Kernel principal component analysis (PCA), kernel MAF and kernel MNF analyses handle nonlinearities by implicitly transforming data into high (even infinite...... hyperspectral HyMap scanner data covering a small agricultural area, and 3) maize kernel inspection. In the cases shown, the kernel MAF/MNF transformation performs better than its linear counterpart as well as linear and kernel PCA. The leading kernel MAF/MNF variates seem to possess the ability to adapt to...
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
Institute of Scientific and Technical Information of China (English)
任平; 吴涛; 周介铭
2016-01-01
Cultivated lands are among the most fundamental resources for the existence and development of mankind. Scientific analysis of the spatial distribution patterns and evolutionary characteristics of cultivated lands is highly useful in the protection and resource optimization of cultivated lands. Working on such research project, this paper extracted cultivated land data from the 2005, 2009 and 2013 land use data of the Longquanyi District of Chengdu, China, and calculated the kernel density, concentration index of cultivated land and conducted spatial autocorrelation analysis by using GIS platform. The results suggested that: 1) the evolution of cultivated lands in 2005-2013 in the study area was driven by aggregation. Spatially, cultivated land densities in the northwestern and northern regions were higher than those in the southern and central regions. Regions with higher cultivated land density apparently expanded from northwest to southwest, while regions with lower cultivated land density sporadically expanded from urban to rural area. 2) For distribution of cultivated lands, feature land density in the north was generally higher than that in the south. The distribution of cultivated lands was relatively concentrated, with more concentrated years in terms of the time series, but with more significant variation in the spatial differentiations among the regions. 3) There was a significant spatial autocorrelation for global distribution, with strengthening heterogeneity for local distribution of cultivated lands in the study area. Spatial units with higher proportion of cultivated lands was concentrated in the northern and northwestern regions and reduced westwards from year to year. The units with lower proportions of cultivated lands were more distributed at built-up areas and suburbs surrounding the urban centers, with two stages of expansion and contraction. Because of urban expansion and rural land consolidation in 2005-2013, there were hot spots and cold
On the effect of the ionising background on the Ly{\\alpha} forest autocorrelation function
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...
On the effect of the ionising background on the Ly{\\alpha} forest autocorrelation function
Gontcho, Satya Gontcho A; Miralda-Escudé, Jordi; 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...
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; Torp-Pedersen, Christian; Andersen, Per Kragh
2014-01-01
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...
Trajectory length and autocorrelation times. Nf = 2 simulations in the Schroedinger functional
International Nuclear Information System (INIS)
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.)
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...
Zhang, Hongjuan; Shi, Zhenwei; Guo, Chonghui; Feng, Enmin
2009-01-01
Blind source extraction (BSE) has become one of the promising methods in the field of signal processing and analysis, which only desires to extract "interesting" source signals with specific stochastic property or features so as to save lots of computing time and resources. This paper addresses BSE problem, in which desired source signals have some available reference signals. Based on this prior information, we develop an objective function for extraction of temporally correlated sources. Maximizing this objective function, a semi-blind source extraction fixed-point algorithm is proposed. Simulations on artificial electrocardiograph (ECG) signals and the real-world ECG data demonstrate the better performance of the new algorithm. Moreover, comparisons with existing algorithms further indicate the validity of our new algorithm, and also show its robustness to the estimated error of time delay.
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.
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.
Viceré, Andrea; Yvert, Michel
2016-08-01
Rotating, non-axisymmetric neutron stars are expected to emit continuous gravitational waves at a nearly stable frequency. Nowadays about 2500 pulsars have been detected, thanks to their beamed electromagnetic emission, and many more of these objects should exist, whose electromagnetic beam does not include Earth and cannot be detected. The gravitational emission is not beamed, and could be accessible to gravitational observatories, even though no detection as been claimed yet. About half of the pulsars predicted to possibly emit gravitational waves in the frequency range accessible to ground-based interferometers belongs to binary systems; this is an additional complication, because the frequencies of these pulsars are Doppler-shifted due to their orbital motion, and an optimal detection strategy would require a computing power far beyond the present capabilities. We present here an approach which allows searching all-sky for such sources, over a broad range of frequencies, orbital periods and binary system eccentricities, reaching sensitivities potentially good enough to provide candidates for more sophisticated hierarchical detection methods. We test this new technique using real data taken during the first science run of Virgo, and estimating the sensitivity to a set of simulated pulsar signals.
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...
Power spectra and autocorrelation functions for surface diffusion of lithium on tungsten
Gładyszewski, L.
1989-04-01
The surface ionization of lithium on polycrystalline tungsten and ionic thermal desorption are studied by a method based on the Li + ion current noise arising from the fluctuation of the work function as a result of random fluctuations of the Li adsorbate density. The activation energy for surface diffusion and energy of desorption for Li atoms have been determined by measuring the time correlation function of the local ion thermoemission current fluctuations.
van Beijeren, H.; Kehr, K. W.
1986-01-01
The correlation factor, defined as the ratio between the tracer diffusion coefficient in lattice gases and the diffusion coefficient for a corresponding uncorrelated random walk, is known to assume a very simple form under certain conditions. A simple derivation of this is given with the aid of the Green-Kubo formula for the tracer diffusion coefficient and it is generalised to a frequency-dependent correlation factor. The application to lattice gases with nearly vanishing vacancy concentrati...
The spin-autocorrelation function in spin glasses above the freezing temperature
International Nuclear Information System (INIS)
The purpose of this work is to investigate spin glasses above the freezing temperature, where dynamics of magnetic correlations have been observed. In the temperature range well above two times the freezing temperature the Markovian Two Level Jump (MTJP) model was rather successful to describe the experimental findings in HFM measurements of the spin glasses AuFe, where Fe atoms are diluted in a diamagnetic matrix, and in the cubic Laves phase Y(Fe,Al)2, where magnetic spins are placed in a pauli paramagnetic matrix. This MTJP model proposes a two state system, where the 57-Fe probe atom is embedded in a correlated region - the life time of this state is ton - and a state, in which the atoms experiences no correlation. The temperature dependence of ton was found to follow a power law between two times Tf and 10 times Tf. Two different exponents were obtained: -1 for samples with low Fe content and -2 for spin glasses with high Fe content. A major goal of the present work is to test the power law findings in spin glasses with Fe concentrations different to the ones investigated and in other classes of spin glass types for temperatures above Tf with HFM and μSR measurements. For the current investigations additional AuFe and Y(Fe,Al)2 samples in the intermediate concentration range are investigated. To check if the findings are more generally valid the study is extended to spin glasses with competing exchange interactions. In the alloys CrFe and NiFeMn the spin glass phase occurs in the concentration regime between antiferromagnetic and ferromagnetic phase. The successful analysis of all recorded HFM spectra by means of the MTJP model is shown. For temperatures above two times Tf the proposed power law behavior for high Fe and low Fe content is confirmed for all spin glasses investigated. Below this temperature range a sharp increase in the life time of correlated states is observed. The life times derived from μSR experiments show a similar power law behavior in temperature dependence. However, the correlation times are a factor 10 - 100 shorter than those analyzed in the HFM measurements. (author)
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.
Mata López, Tamara de la; Llano Verduras , Carlos
2013-01-01
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 touris...
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.
Investigation of gas discharge processes in PMTs by the autocorrelation method
International Nuclear Information System (INIS)
The effect of the potential different at the focusing chamber electrodes of the FEU-85, FEU-87, and FEU-93 photomultipliers on the intensity of afterpulses resulting from gas discharge processes is investigated. With appropriately selected potentials, the number of recorded secondary pulses can be decreased. Charge distribution spectra are obtained for this sort of pulses, which gives a qualitative estimate of both the homogeneity of the charge and mass distribution of residual gases and the ion-electron emission coefficients
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.
Hedonic Predicted House Price Indices Using Time-Varying Hedonic Models with Spatial Autocorrelation
Alicia Rambaldi; Prasada Rao
2011-01-01
Hedonic housing price indices are computed from estimated hedonic pricing models. The commonly used time dummy hedonic model and the rolling window hedonic model fail to account for changing consumer preferences over hedonic characteristics and typically these models do not account for the presence of spatial correlation in prices reflecting the role of locational characteristics. This paper develops a class of models with time-varying hedonic coefficients and spatially correlated errors, pro...
International Nuclear Information System (INIS)
Passive-microwave derived observations of snow cover show potential to provide synoptically sensitive, and hydrologically and climatologically significant, information because of all-weather imaging capabilities, rapid scene revisit time and the ability to derive quantitative estimates of snow water equivalent (SWE). In this study, we seek to identify the dominant patterns of clustering in SWE imagery using the Getis statistic, a local indicator of spatial association. The SWE data were derived from five day-averaged Special Sensor Microwave/Imager (SSM/I) brightness temperatures using the Canadian Atmospheric Environment Service dual channel algorithm. The analysed data span one winter season (December–February 1988–1989) and are limited to a ground-validated prairie scene. National Center for Environmental Prediction (NCEP) gridded atmospheric data (500 mb geopotential height; 700 mb temperature) were incorporated into the study to investigate whether the spatial orientation of the Getis statistic clusters provides information on interaction between snow cover and the atmosphere. Results show that the direction of atmospheric airflow as expressed by the 500 mb geopotential height field corresponds strongly to the orientation of surface snow cover clusters with no time lag. The 700 mb temperature field is also a controlling influence on the snow cover clusters both through modifying cluster orientation and reinforcing cluster magnitude. (author)
Radiation-induced large-scale structure during the reionization epoch: the autocorrelation function
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...
Energy Technology Data Exchange (ETDEWEB)
Jayaraman, K.; Zakrzewski, W.T.
1996-11-01
Describes a practical approach to handling the problem of correlated errors when calibrating linear and non-linear models used in forest growth and yield modelling. Details the parameter estimation method which is appropriate when there is a need to consider the effect of correlation among residuals (repeated measurements, longitudinal observations). The presented approach is not model-specific but the procedure and conclusions are based on practical experience with calibrating the stem-profile model derived by Zakrzewski (1995).
P. BAECKE; Van den Poel, D
2012-01-01
Traditional CRM models often ignore the correlation that could exist among the purchasing behavior of surrounding prospects. Hence, a generalized linear autologistic regression model can be used to capture this interdependence and improve the predictive performance of the model. In particular, customer acquisition models can benefit from this. These models often suffer from a lack of data quality due to the limited amount of information available about potential new customers. Based on a cust...
Fujiyama, Toshifumi; Matsui, Chihiro; Takemura, Akimichi
2016-01-01
We propose a power-law growth and decay model for posting data to social networking services before and after social events. We model the time series structure of deviations from the power-law growth and decay with a conditional Poisson autoregressive (AR) model. Online postings related to social events are described by five parameters in the power-law growth and decay model, each of which characterizes different aspects of interest in the event. We assess the validity of parameter estimates in terms of confidence intervals, and compare various submodels based on likelihoods and information criteria. PMID:27505155
Schröder, Winfried; Pesch, Roland; Harmens, Harry; Fagerli, Hilde; Ilyin, Ilia
2012-01-01
Background: Within the framework of the Convention on Long-range Transboundary Air Pollution atmospheric depositions of heavy metals and nitrogen as well as critical loads/levels exceedances are mapped yearly with a spatial resolution of 50 km by 50 km. The maps rely on emission data and are calculated by use of atmospheric modelling techniques. For validation, EMEP monitoring data collected at up to 70 sites across Europe are used. This spatially sparse coverage gave reason to te...
Robles, Francisco E.; Wilson, Jesse W.; Warren, Warren S.
2014-03-01
Pump-probe microscopy is a quantitative molecular imaging technique that yields diagnostically relevant information from endogenous pigments, like melanin, by probing their ultrafast photodynamic properties. Previously, the method was applied to image thin, pigmented, cutaneous samples at different stages of melanoma, and results have shown a correlation between melanin photodynamic behavior and malignancy. Here, we add to the diagnostic power of the method by applying principles of mathematical morphology to parameterize melanins' image structure. Along with bulk melanin chemical information, results show that this method can differentiate invasive melanomas from non-invasive and benign lesions with high sensitivity and specificity (92.3% and 97.5%, respectively, with N = 53). The mathematical method and the statistical analysis are described in detail and results from cutaneous and ocular conjuctival melanocytic lesions are presented.
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...
Detection of Lyβ auto-correlations and Lyα-Lyβ cross-correlations in BOSS Data Release 9
International Nuclear Information System (INIS)
The Lyman-β forest refers to a region in the spectra of distant quasars that lies between the rest-frame Lyman-β and Lyman-γ emissions. The forest in this region is dominated by a combination of absorption due to resonant Lyα and Lyβ scattering. When considering the 1D Lyβ forest in addition to the 1D Lyα forest, the full statistical description of the data requires four 1D power spectra: Lyα and Lyβ auto-power spectra and the Lyα-Lyβ real and imaginary cross-power spectra. We describe how these can be measured using an optimal quadratic estimator that naturally disentangles Lyα and Lyβ contributions. Using a sample of approximately 60,000 quasar sight-lines from the BOSS Data Release 9, we make the measurement of the one-dimensional power spectrum of fluctuations due to the Lyβ resonant scattering. While we have not corrected our measurements for resolution damping of the power and other systematic effects carefully enough to use them for cosmological constraints, we can robustly conclude the following: i) Lyβ power spectrum and Lyα-Lyβ cross spectra are detected with high statistical significance; ii) the cross-correlation coefficient is ≈ 1 on large scales; iii) the Lyβ measurements are contaminated by the associated OVI absorption, which is analogous to the SiIII contamination of the Lyα forest. Measurements of the Lyβ forest will allow extension of the usable path-length for the Lyα measurements while allowing a better understanding of the physics of intergalactic medium and thus more robust cosmological constraints
Czech Academy of Sciences Publication Activity Database
Pokorná, Lucie; Lhotka, Ondřej; Farda, Aleš; Štepánek, P.
Berlín: European Meteorological Society, 2014. EMS2014-388-1. [EMS Annual Meeting /14./ and European Conference on Applied Climatology /10./. 06.10.2014-10.10.2014, Praha] Institutional support: RVO:68378289 http://meetingorganizer.copernicus.org/EMS2014/EMS2014-388-1.pdf
DEFF Research Database (Denmark)
Nørgaard, Pernille; Wright, Dave; Ball, Susan; Newell, Paul; Kirkegaard, Ida; Petersen, Olav Bjørn; Uldbjerg, Niels; Tørring, Niels; Jørgensen, Finn Stener; Friis-Hansen, Lennart Jan; Ekelund, Charlotte Kvist; Tabor, Ann; Sørsensen, Steen
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...
Pilz, Marco; Parolai, Stefano
2016-04-01
Correlations of seismic noise are commonly used to monitor temporal variations of relative seismic velocity in period ranges from 1 s up to 100 s. Of particular interest is the detection of small changes in the order of 0.01-0.1 % in propagation speeds. Measuring such small differences can, however, be significantly biased by temporal variations in the properties of the noise sources within the corresponding frequency band. Using synthetic data, we show that apparent relative velocity variations might appear only due to changes in the amplitude and frequency content caused by source variations. Removing such unwanted effects by applying narrow bandpass filters in the preprocessing restricts the high-resolution analysis of any signal due to Gabor's uncertainty limit, i.e., the correlation function suffers a limited resolution to time delay estimates for small correlation times, low-frequency ranges, and in narrow frequency bands. Better understanding of spatiotemporal noise source properties and the theoretical limitations of time-frequency analysis is critical for accurate and reliable passive monitoring.
结合 DEM 的地表覆盖自相关性分析%Spatial Autocorrelation of Land Cover with DEM Data
Institute of Scientific and Technical Information of China (English)
李巍; 翟亮; 葛小三; 孙恒宇
2014-01-01
The space changes of land cover can reflect the human living environment , and the spatial correlation of the data also re-flects some important information .In Victoria, the land has been occupied relatively by large proportion of farming .This article ob-tains the land cover classification data based on the Landsat TM image , then finds relationships between the various land cover .We can study the spatial characteristics of cropland combined the DEM data in Victoria .%地表覆盖的空间变化可以反映人类的生存环境，其空间数据的相关性也反映着一些重要信息。在维多利亚州中，耕地一直占着比较大的比重，本文根据landsat TM影像分类得到地表覆盖数据，发现各地表覆盖间类型间的关系，并结合DEM数据研究耕地在维多利亚州的空间分布特点。
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...
自相关噪声处理中神经模糊推理系统的应用%Application of ANFIS to Autocorrelation Noise Processing
Institute of Scientific and Technical Information of China (English)
徐静波; 冉崇森
2004-01-01
研究了自适应神经模糊推理系统(ANFIS)在去除相关噪声中的应用.介绍了ANFIS的结构、工作原理及方法,并给出了仿真试验结果.对ANFIS方法、BP神经网络方法、高阶神经网络方法进行了比较,说明了ANFIS方法的优越性.
Iršič, Vid; Bailey, Stephen; Eisenstein, Daniel J; Font-Ribera, Andreu; Goff, Jean-Marc Le; Lundgren, Britt; McDonald, Patrick; O'Connell, Ross; Palanque-Delabrouille, Nathalie; Petitjean, Patrick; Rich, Jim; Rossi, Graziano; Schneider, Donald P; Sheldon, Erin S; Yèche, Christophe
2013-01-01
The Lyman-$\\beta$ forest refers to a region in the spectra of distant quasars that lies between the rest-frame Lyman-$\\beta$ and Lyman-$\\gamma$ emissions. The forest in this region is dominated by a combination of absorption due to resonant Ly$\\alpha$ and Ly$\\beta$ scattering. When considering the 1D Ly$\\beta$ forest in addition to the 1D Ly$\\alpha$ forest, the full statistical description of the data requires four 1D power spectra: Ly$\\alpha$ and Ly$\\beta$ auto-power spectra and the Ly$\\alpha$-Ly$\\beta$ real and imaginary cross-power spectra. We describe how these can be measured using an optimal quadratic estimator that naturally disentangles Ly$\\alpha$ and Ly$\\beta$ contributions. Using a sample of approximately 60,000 quasar sight-lines from the BOSS Data Release 9, we make the measurement of the one-dimensional power spectrum of fluctuations due to the Ly$\\beta$ resonant scattering. While we have not corrected our measurements for resolution damping of the power and other systematic effects carefully eno...
Directory of Open Access Journals (Sweden)
Roberto Campos Leoni
2013-03-01
Full Text Available No planejamento dos gráficos de controle destinados ao monitoramento da média do processo, assume-se que esta permanece fixa em seu valor-alvo até a ocorrência de uma causa especial, que a desloca. Em muitos processos, contudo, é mais razoável supor que a média oscila mesmo na ausência de causas especiais. Para descrever este comportamento oscilatório, tem-se utilizado o modelo AR (1. Quando esta oscilação é grande, o melhor desempenho do gráfico de x̄ é obtido com amostras unitárias. O mesmo não se observa com a carta de EWMA (exceto quando o parâmetro de ponderação λ é próximo de um; os melhores desempenhos são obtidos com a adoção de amostras de tamanho n > 1 e λ pequeno, mesmo quando o objetivo é a detecção rápida de grandes deslocamentos da média. Neste estudo, tem-se utilizado como medida de desempenho o TES - tempo médio entre a ocorrência de uma mudança na posição em torno da qual a média oscila e sua sinalização pelo gráfico de controle. Quando a média do processo oscila, o TES passa a ser uma função do número esperado de visitas aos estados transientes de uma cadeia de Markov.The design of the control charts for the process mean assumes that this parameter remains fixed on its target value until the occurrence of a special cause that moves it. However, in many cases, it is more reasonable to assume that the mean wanders even in the absence of special causes. The AR(1 model has been considered to describe this wandering behavior. When the wandering behavior is responsible for significant proportion of data variability, the best performance of the x̄ chart is obtained with samples of size one (n=1. The same is not true for the EWMA control chart (except when the smoothing parameter λ is very close to one; its best performance is achieved with the adoption of n > 1 and small λ, even when the focus is to easily detect significant changes in the process mean position. In this study, the ATS, the average time between the occurrence of a change in the process mean position and the signal, was used as a performance measure. When the process mean wanders, the ATS becomes a function of the expected number the transient states of a Markov chain are visited.
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.
光纤激光器中类噪声脉冲自相关的数值研究%Numerical Study on Autocorrelation of Noise-Like Pulse in Fiber Lasers
Institute of Scientific and Technical Information of China (English)
金鑫鑫; 李雷; 罗娇林; 葛颜绮; 张倩; 赵鹭明
2015-01-01
采用数值分析的方法研究了光纤激光器中类噪声脉冲的自相关特性.数值计算的结果复现了实验中观测到的类噪声自相关曲线图形.迸一步改变类噪声脉冲各参量设置,发现无背景强度自相关曲线的基底和尖峰的宽度分别反映了类噪声脉冲波包的宽度以及类噪声脉冲波包中超短脉冲的平均脉宽.相同的类噪声脉冲波包中超短脉冲的个数越多,无背景强度自相关曲线的尖峰与基底的峰值比越小,尖峰与基底的宽度则不受影响.对类噪声脉冲于涉自相关曲线的数值研究结果表明,实验中测量得到的峰值背景比小于8:1的干涉自相关曲线,是类噪声脉冲波包宽度、类噪声脉冲啁啾、自相关仪扫描范围共同影响的结果.
40 CFR 75.41 - Precision criteria.
2010-07-01
... represented by the Pearson autocorrelation coefficient, ρ, computed from an AR(1) autoregression model, such... in a data set will be considered autocorrelated if the autocorrelation coefficient, ρ, is significant... the following equation: EC01SE92.107 (Eq. 19) If Z > 1.96, then the autocorrelation coefficient, ρ,...
The Predictability of House Prices
Gu, Anthony Y.
2002-01-01
The level and direction of autocorrelation in house price movements differ across areas and change over time. This finding reconciles the conflicting reports in the literature. When quarterly house price indices exhibit negative autocorrelation, autocorrelation shows a positive connection to volatility and a negative connection to rate of return. Autocorrelation between longer time periods is mainly positive; it exhibits a negative relationship with volatility and a positive relationship with...
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 ...
Spectroscopic techniques and hindered molecular motion
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
A New Methodology of Spatial Cross-Correlation Analysis
Chen, Yanguang
2015-01-01
Spatial correlation modeling comprises both spatial autocorrelation and spatial cross-correlation processes. The spatial autocorrelation theory has been well-developed. It is necessary to advance the method of spatial cross-correlation analysis to supplement the autocorrelation analysis. This paper presents a set of models and analytical procedures for spatial cross-correlation analysis. By analogy with Moran’s index newly expressed in a spatial quadratic form, a theoretical framework is deri...
Short Electron Beam Bunch Characterization Through Measurement of Terahertz Radiation
Zhang, Shukui; Douglas, David; Shinn, Michelle D; Williams, Gwyn
2004-01-01
Characterization of the electron beam bunch length of the upgrade FEL at Jefferson Lab was performed by analyzing the FTIR spectra of the coherent terahertz pulses. The results are compared with autocorrelation from a scanning polarization autocorrelator that measures the optical transition radiation. The limitations of the different methods to such a characterization are presented in this paper.
2008 FEMA Lidar: South Oneida County (NY)
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...
DCS TERRAIN SUBMISSION for ONEIDA COUNTY, NEW York, USA
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...
Spin dynamics of quantum and classical Heisenberg dimers
Mentrup, D.; Schnack, J.; Luban, Marshall
1999-01-01
Analytical solutions for the time-dependent autocorrelation function of the classical and quantum mechanical spin dimer with arbitrary spin are presented and compared. For large spin quantum numbers or high temperature the classical and the quantum dimer become more and more similar, yet with the major difference that the quantum autocorrelation function is periodic in time whereas the classical is not.
Wind Speed Prediction Using Box-Jenkins Method
Directory of Open Access Journals (Sweden)
Helga Silaghi
2008-05-01
Full Text Available This paper presents the Box-Jenkins method used for wind speed prediction. Box-Jenkins methodology finds the best fit of a time series to past values in order to make forecasts. This methodology uses the autocorrelation and partial autocorrelation functions.
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....
Coupling of single-particle and collective motions in a one-component plasma
International Nuclear Information System (INIS)
We perform a microscopic calculation of the memory function of the velocity autocorrelation function in a classical one-component plasma. Our theory yields oscillatory behavior in the velocity autocorrelation function consistent with recent molecular-dynamics computations. We also calculate the self-diffusion coefficient as a function of density
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.
Prosty test słabej hipotezy rynku efektywnego w warunkach GPW w Warszawie
Sekuła, Paweł
2013-01-01
This paper aims to determine whether the Polish capital market is efficient at low level. The test results suggest the presence of autocorrelation of daily returns on WIG index. However, observations showed weakening of the autocorrelation with the development of the Warsaw Stock Exchange.
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.
Statistical process control for AR(1) or non-Gaussian processes using wavelets coefficients
Cohen, A.; Tiplica, T.; Kobi, A.
2015-11-01
Autocorrelation and non-normality of process characteristic variables are two main difficulties that industrial engineers must face when they should implement control charting techniques. This paper presents new issues regarding the probability distribution of wavelets coefficients. Firstly, we highlight that wavelets coefficients have capacities to strongly decrease autocorrelation degree of original data and are normally-like distributed, especially in the case of Haar wavelet. We used AR(1) model with positive autoregressive parameters to simulate autocorrelated data. Illustrative examples are presented to show wavelets coefficients properties. Secondly, the distributional parameters of wavelets coefficients are derived, it shows that wavelets coefficients reflect an interesting statistical properties for SPC purposes.
EFFICIENCY OF KRIGING ESTIMATION FOR SQUARE, TRIANGULAR, AND HEXAGONAL GRIDS
Although several researchers have pointed out some advantages and disadvantages of various soil sampling designs in the presence of spatial autocorrelation, a more detailed study is presented herein which examines the geometrical relationship of three sampling designs, namely the...
Photodissociation in Quantum Chaotic Systems: Random Matrix Theory of Cross-Section Fluctuations
Fyodorov, Yan V.; Alhassid, Yoram
1998-01-01
Using the random matrix description of open quantum chaotic systems we calculate in closed form the universal autocorrelation function and the probability distribution of the total photodissociation cross section in the regime of quantum chaos.
International Nuclear Information System (INIS)
The program for determination of the scintillator decay time with the use of an autocorrelated time spectrometer is submitted. The result of measurement of the LaBr3:Ce decay time is given: τ = 22.5(2) ns.
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...
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.
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.
Spatial eigenvector filtering for spatiotemporal crime mapping and spatial crime analysis
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
Long-range correlations of serial FEV1 measurements in emphysematous patients and normal subjects
DEFF Research Database (Denmark)
Dirksen, A; Holstein-Rathlou, N H; Madsen, F;
1998-01-01
autocorrelated. The purpose of this study was to describe the correlation structure in time series of FEV1 measurements. Nineteen patients with severe alpha1-antitrypsin deficiency (phenotype PiZ) and moderate to severe emphysema and two subjects with normal lungs were followed for several years with daily self......-administered spirometry. FEV1 measurements fulfilling standard criteria were detrended, and the autocorrelation profile and the power spectrum were calculated. On average the subjects were followed for >3 yr and performed >1,000 acceptable spirometries. The autocorrelation of FEV1 measurements in the emphysematous...... autocorrelation function in the two normal subjects showed a similar pattern, but with a faster decay toward zero. In the patients, the power spectrum had a peak at 1 cycle/wk and showed a 1/f pattern, where f is frequency, with a slope of -0.88 at lower frequencies. We conclude that serial spirometric...
Czech Academy of Sciences Publication Activity Database
Petřík, Petr; Wild, Jan
2006-01-01
Roč. 78, - (2006), s. 211-234. ISSN 0032-7786 Institutional research plan: CEZ:AV0Z60050516 Keywords : biogeography * flora * spatial autocorrelation Subject RIV: EF - Botanics Impact factor: 2.119, year: 2006
The Local Hybrid Monte Carlo algorithm for free field theory: Reexamining overrelaxation
International Nuclear Information System (INIS)
We analyze the autocorrelations for the local hybrid Monte Carlo algorithm (A. D. Kennedy, 1993) in the context of free field theory. In this case this is just Adler's overrelaxation algorithm (S. L. Adler, 1981). We consider the algorithm with even/odd, lexicographic, and random updates, and show that its efficiency depends crucially on this ordering of sites when optimized for a given class of operators. In particular, we show that, contrary to previous expectations, it is possible to eliminate critical slowing down (zint=0) for a class of interesting observables, including the magnetic susceptibility: this can be done with lexicographic updates but is not possible with even/odd (zint=1) or random (zint=2) updates. We are considering the dynamical critical exponent zint for integrated autocorrelations rather than for the exponential autocorrelation time; this is reasonable because it is the integrated autocorrelation which determines the cost of a Monte Carlo computation. (orig.)
Orthogonal transformations for change detection, Matlab code (ENVI-like headers)
Nielsen, Allan Aasbjerg
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.
Czech Academy of Sciences Publication Activity Database
Doležal, Jiří; Šrůtek, Miroslav; Hara, T.; Sumida, A.; Penttilä, T.
2006-01-01
Roč. 185, - (2006), s. 135-150. ISSN 1385-0237 Institutional research plan: CEZ:AV0Z60050516 Keywords : competition * spatial size autocorrelation * Picea Subject RIV: EF - Botanics Impact factor: 1.383, year: 2006
Modeling employment dynamics with state dependence and unobserved heterogeneity
Prowse, Victoria
2012-01-01
This paper extends existing work on labor force participation dynamics by distinguishing between full-time and part-time employment and allowing unobserved heterogeneity in the effects of previous employment outcomes, children and education on employment dynamics. The results reveal significant autocorrelation in unobservables, and significant variation in the effects of children and education on labor supply preferences. Moreover, omission of random coeffcients or autocorrelation can bias si...
Are all highly liquid securities within the same class?
Silvio M. Duarte Queiros
2007-01-01
In this manuscript 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 Levy class of stochastic variables.
Nightingale, M. P.; Blöte, H.W.J.
1996-01-01
We introduce a novel variance-reducing Monte Carlo algorithm for accurate determination of autocorrelation times. We apply this method to two-dimensional Ising systems with sizes up to $15 \\times 15$, using single-spin flip dynamics, random site selection and transition probabilities according to the heat-bath method. From a finite-size scaling analysis of these autocorrelation times, the dynamical critical exponent $z$ is determined as $z=2.1665$ (12).
Deterministic Soluble Model of Coarsening
Frachebourg, L.; Krapivsky, P. L.
1996-01-01
We investigate a 3-phase deterministic one-dimensional phase ordering model in which interfaces move ballistically and annihilate upon colliding. We determine analytically the autocorrelation function A(t). This is done by computing generalized first-passage type probabilities P_n(t) which measure the fraction of space crossed by exactly n interfaces during the time interval (0,t), and then expressing the autocorrelation function via P_n's. We further reveal the spatial structure of the syste...
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.
Ogata, Hitomi; NAKAMURA, KAZUTERU; Sato, Maki; Tokuyama, Kumpei; Nagasaka, Shoichiro; Ebine, Naoyuki; Kiyono, Ken; Yamamoto, Yoshiharu
2013-01-01
Introduction: Recently, nonexercise activity thermogenesis (NEAT) has been highlighted for its ability to prevent weight gain and obesity. It has also been shown that the long-range negative autocorrelation of glucose dynamics, considered to reflect long-term blood glucose controllability, breaks down in patients with diabetes.Purpose: The purpose of this study was to clarify the effect of restricted NEAT on the glycemic profile and/or control characterized by glucose autocorrelation.Methods:...
2-D sensor position perturbation analysis: Equivalence to AWGN on array outputs
McClellan, J. H.; Cevher, Volkan
2002-01-01
In this paper, the performance of a subspace beamformer, namely the multiple signal classification algorithm (MUSIC), is scrutinized in the presence of sensor position errors. Based on a perturbation model, a relationship between the array autocorrelation matrix and the source autocorrelation matrix is established. It is shown that under certain assumptions on the source signals, the Gaussian sensor perturbation errors can be modelled as additive white Gaussian noise (AWGN) for an array where...
Why is order flow so persistent?
Bence Toth; Imon Palit; Fabrizio Lillo; J. Doyne Farmer
2011-01-01
Order flow in equity markets is remarkably persistent in the sense that order signs (to buy or sell) are positively autocorrelated out to time lags of tens of thousands of orders, corresponding to many days. Two possible explanations are herding, corresponding to positive correlation in the behavior of different investors, or order splitting, corresponding to positive autocorrelation in the behavior of single investors. We investigate this using order flow data from the London Stock Exchange ...
Long Run Expectations, Learning and the U.S. Housing Market
Daniel Tortorice
2015-01-01
This paper examines key facts about the U.S. housing market. The price to rent ratio is highly volatile and significantly autocorrelated. Returns on housing are positively autocorrelated. The price to rent ratio is negatively correlated with future returns on housing and future rent growth. Finally, housing returns exhibit significant time varying volatility. I show that a benchmark rational expectations general equilibrium asset pricing model is inconsistent with these facts. I modify the mo...
Intra-day variability of the stock market activity versus stationarity of the financial time series
T. Gubiec; M. Wili\\'nski
2014-01-01
We describe the impact of the intra-day activity pattern on the autocorrelation function estimator. We obtain an exact formula relating estimators of the autocorrelation functions of non-stationary process to its stationary counterpart. Hence, we proved that the day seasonality of inter-transaction times extends the memory of as well the process itself as its absolute value. That is, both processes relaxation to zero is longer.
Study of Transient Nuclei near Freezing
Isobe, Masaharu; Alder, Berni J.
2010-01-01
The molasses tail in dense hard core fluids is investigated by extensive event-driven molecular dynamics simulation through the orientational autocorrelation functions. Near the fluid-solid phase transition, there exist three regimes in the relaxation of the pair orientational autocorrelation function, namely the kinetic, molasses (stretched exponential), and diffusional power decay. The density dependence of both the molasses and diffusional power regimes are evaluated and the latter compare...
Heat capacity of liquids: A hydrodynamic approach
Bryk, T.; Scopigno, T.; Ruocco, G.
2015-01-01
We study autocorrelation functions of energy, heat and entropy densities obtained by molecular dynamics simulations of supercritical Ar and compare them with the predictions of the hydrodynamic theory. It is shown that the predicted by the hydrodynamic theory single-exponential shape of the entropy density autocorrelation functions is perfectly reproduced for small wave numbers by the molecular dynamics simulations and permits the calculation of the wavenumber-dependent specific heat at const...
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 1990â€“2010, and the trend of spatial clustering of energy consumptio...
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....
A COMPARISON OF AUTOCORRELOGRAMS DETERMINED FROM SANS AND APFIM DATA
Spooner, S.; Miller, M
1988-01-01
A comparison has been made of the autocorrelograms obtained from analysis of small angle neutron scattering and atom probe field-ion microscopy data. The two methods were found to be complementary to one another in the interpretation of fine-scaled microstructures. The global character of the spatial structure was given effectively in the SANS autocorrelation function, whereas the small lag autocorrelation values appear to be more accurate in the APFIM results.
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.
On the Small-Scale Clustering of Ly-alpha Forest Clouds
Cirkovic, M M; Cirkovic, Milan M.; Lanzetta, Kenneth M.
2000-01-01
Recent measurements of the autocorrelation function of the Ly-alpha clouds are analyzed from the point of view of a simple model with strong clustering on the small scales. It is shown that this toy model reproduces fairly well the important linear relation between amplitude of the absorber autocorrelation function and neutral hydrogen column density. In addition, it predicts a correct evolutionary trend of correlation amplitudes. Some possible ramifications of these results are discussed.
Tissue strain rate estimator using ultrafast IQ complex data
TERNIFI, Redouane; Elkateb Hachemi, Melouka; Remenieras, Jean-Pierre
2012-01-01
Pulsatile motion of brain parenchyma results from cardiac and breathing cycles. In this study, transient motion of brain tissue was estimated using an Aixplorer® imaging system allowing an ultrafast 2D acquisition mode. The strain was computed directly from the ultrafast IQ complex data using the extended autocorrelation strain estimator (EASE), which provides great SNRs regardless of depth. The EASE first evaluates the autocorrelation function at each depth over a set of successive IQ pairs....
A classical long-time tail in a driven granular fluid
International Nuclear Information System (INIS)
I derive a mode-coupling theory for the tagged particle velocity autocorrelation function, ψ(t), in a fluid of randomly driven inelastic hard spheres far from equilibrium. With this, I confirm a conjecture from simulations that the velocity autocorrelation function decays algebraically, ψ(t) ∝ t−3/2, if momentum is conserved. I show that the slow decay is due to the coupling to transverse currents. (paper)
False alarms: How early warning signals falsely predict abrupt sea ice loss
Wagner, Till J. W.; Eisenman, Ian
2016-04-01
Uncovering universal early warning signals for critical transitions has become a coveted goal in diverse scientific disciplines, ranging from climate science to financial mathematics. There has been a flurry of recent research proposing such signals, with increasing autocorrelation and increasing variance being among the most widely discussed candidates. A number of studies have suggested that increasing autocorrelation alone may suffice to signal an impending transition, although some others have questioned this. Here we consider variance and autocorrelation in the context of sea ice loss in an idealized model of the global climate system. The model features no bifurcation, nor increased rate of retreat, as the ice disappears. Nonetheless, the autocorrelation of summer sea ice area is found to increase in a global warming scenario. The variance, by contrast, decreases. A simple physical mechanism is proposed to explain the occurrence of increasing autocorrelation but not variance when there is no approaching bifurcation. Additionally, a similar mechanism is shown to allow an increase in both indicators with no physically attainable bifurcation. This implies that relying on autocorrelation and variance as early warning signals can raise false alarms in the climate system, warning of "tipping points" that are not actually there.
False alarms: How early warning signals falsely predict abrupt sea ice loss
Wagner, Till J. W.; Eisenman, Ian
2015-12-01
Uncovering universal early warning signals for critical transitions has become a coveted goal in diverse scientific disciplines, ranging from climate science to financial mathematics. There has been a flurry of recent research proposing such signals, with increasing autocorrelation and increasing variance being among the most widely discussed candidates. A number of studies have suggested that increasing autocorrelation alone may suffice to signal an impending transition, although some others have questioned this. Here we consider variance and autocorrelation in the context of sea ice loss in an idealized model of the global climate system. The model features no bifurcation, nor increased rate of retreat, as the ice disappears. Nonetheless, the autocorrelation of summer sea ice area is found to increase in a global warming scenario. The variance, by contrast, decreases. A simple physical mechanism is proposed to explain the occurrence of increasing autocorrelation but not variance when there is no approaching bifurcation. Additionally, a similar mechanism is shown to allow an increase in both indicators with no physically attainable bifurcation. This implies that relying on autocorrelation and variance as early warning signals can raise false alarms in the climate system, warning of "tipping points" that are not actually there.
Non-Gaussian wave packet dynamics in anharmonic potential: Cumulant expansion treatment
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.
Spatial analysis of the air pollution-mortality relationship in the context of ecologic confounders.
Jerrett, Michael; Burnett, Richard T; Willis, Alette; Krewski, Daniel; Goldberg, Mark S; DeLuca, Patrick; Finkelstein, Norm
Lack of control for confounding by ecological covariates that may relate to sulfate air pollution and mortality was a key criticism of the two studies that were the focus of the Particle Reanalysis Project. To assess the validity of this criticism, we address the question: "Does sulfate air pollution exert health effects when the impact of other individual and ecologic variables thought to influence health is taken into account?" A related question arises from the possibility of autocorrelation in the mortality risks and ecologic covariates. Failure to control for autocorrelation can lead to false positive significance tests and may indicate bias resulting from a missing variable or group of variables. We control for more than 25 individual risk factors and for 20 ecologic variables representing environmental, socioeconomic, demographic, health- care, and lifestyle determinants of health in a two-stage multilevel analysis. Four modeling strategies are used to control for spatial autocorrelation. Of the 20 ecologic variables tested, only sulfate and sulfur dioxide are significant in models that incorporate spatial autocorrelation. Accounting for autocorrelation also reduces the size and certainty of the sulfate effect on mortality when compared to results generated from Cox models where independent observations are assumed. Confidence limits for the sulfate relative risk include unity in models that simultaneously control for sulfur dioxide and autocorrelation. PMID:12959842
The use of spatio-temporal correlation to forecast critical transitions
Karssenberg, Derek; Bierkens, Marc F. P.
2010-05-01
Complex dynamical systems may have critical thresholds at which the system shifts abruptly from one state to another. Such critical transitions have been observed in systems ranging from the human body system to financial markets and the Earth system. Forecasting the timing of critical transitions before they are reached is of paramount importance because critical transitions are associated with a large shift in dynamical regime of the system under consideration. However, it is hard to forecast critical transitions, because the state of the system shows relatively little change before the threshold is reached. Recently, it was shown that increased spatio-temporal autocorrelation and variance can serve as alternative early warning signal for critical transitions. However, thus far these second order statistics have not been used for forecasting in a data assimilation framework. Here we show that the use of spatio-temporal autocorrelation and variance in the state of the system reduces the uncertainty in the predicted timing of critical transitions compared to classical approaches that use the value of the system state only. This is shown by assimilating observed spatio-temporal autocorrelation and variance into a dynamical system model using a Particle Filter. We adapt a well-studied distributed model of a logistically growing resource with a fixed grazing rate. The model describes the transition from an underexploited system with high resource biomass to overexploitation as grazing pressure crosses the critical threshold, which is a fold bifurcation. To represent limited prior information, we use a large variance in the prior probability distributions of model parameters and the system driver (grazing rate). First, we show that the rate of increase in spatio-temporal autocorrelation and variance prior to reaching the critical threshold is relatively consistent across the uncertainty range of the driver and parameter values used. This indicates that an increase in
Tivnan, Matthew; Gurjar, Rajan; Wolf, David E; Vishwanath, Karthik
2015-01-01
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. PMID:26274961
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.
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.
Short-term predictability of crude oil markets: A detrended fluctuation analysis approach
International Nuclear Information System (INIS)
This paper analyzes the auto-correlations of international crude oil prices on the basis of the estimation of the Hurst exponent dynamics for returns over the period from 1987 to 2007. In doing so, a model-free statistical approach - detrended fluctuation analysis - that reduces the effects of non-stationary market trends and focuses on the intrinsic auto-correlation structure of market fluctuations over different time horizons, is used. Tests for time variations of the Hurst exponent indicate that over long horizons the crude oil market is consistent with the efficient market hypothesis. However, meaningful auto-correlations cannot be excluded for time horizons smaller than one month where the Hurst exponent manifests cyclic, non-periodic dynamics. This means that the market exhibits a time-varying short-term inefficient behavior that becomes efficient in the long term. The proposed methodology and its findings are put in perspective with previous studies and results. (author)
Trend Surface Analysis of Hand, Food and Mouth Disease in Sarawak
Directory of Open Access Journals (Sweden)
M.S. Noraishah
2013-06-01
Full Text Available In this study we aim to fit a trend surface model for Hand, Foot And Mouth Disease (HFMD in Sarawak and also check the adequacy of the model obtained. For this, the epidemiological data of year 2012(outbreak year and 2011 are used. Models were built up to second order polynomial based on the idea that number of HFMD cases can be described by regression residual analysis. With Moran I statistic, residuals from all the trend surface models were examined for spatial autocorrelation. All six trend surface models for 2011 data had residuals that were not spatially autocorrelated. However, one model for 2012 data showed spatial autocorrelation. The best model for each year of the two years that represent disease outbreak and non-outbreak situations was selected based on Mallows’ Cp statistic. These models could be used to predict the number of cases for locations of interest.
A new surrogate data method for nonstationary time series
Guarin, Diego; Delgado, Edilson
2010-01-01
Hypothesis testing based on surrogate data has emerged as a popular way to test the null hypothesis that a signal is a realization of a linear stochastic process. Typically, this is done by generating surrogates which are made to conform to autocorrelation (power spectra) and amplitude distribution of the data (this is not necessary if data are Gaussian). Recently, a new algorithm was proposed, the null hypothesis addressed by this algorithm is that data are a realization of a non stationary linear stochastic process, surrogates generated by this algorithm preserve the autocorrelation and local mean and variance of data. Unfortunately, the assumption of Gaussian amplitude distribution is not always valid. Here we propose a new algorithm; the hypothesis addressed by our algorithm is that data are a realization of a nonlinear static transformation of a non stationary linear stochastic process. Surrogates generated by our algorithm preserve the autocorrelation, amplitude distribution and local mean and variance ...
Intra-day variability of the stock market activity versus stationarity of the financial time series
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.
Robustness to misspecifications of correlation models. Technical report No. 2
Energy Technology Data Exchange (ETDEWEB)
Sheshinski, R.
1976-07-22
Optimal linear interpolation between discrete observations in R/sup 2/ depends on the random function model assumed to generate the two-dimensional field. Sensitivity of the optimal solution to errors in specification of the model are studied. An illustration using second-order stationary models with a misspecified autocorrelation function is examined in detail. We also explore, by examples, the sensitivity procedure when more distant data points are omitted from the calculations. We have found that the optimal linear estimator is grossly insensitive to misspecifications of the autocorrelation function. However, if the misspecified autocorrelation function is used in the calculation of the squared interpolation error--then such error calculations may be grossly misleading.
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.
Fractional Gaussian noise: a random-matrix-theory inspired perspective
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.
Molecular dynamics simulations
International Nuclear Information System (INIS)
The molecular dynamics computer simulation discovery of the slow decay of the velocity autocorrelation function in fluids is briefly reviewed in order to contrast that long time tail with those observed for the stress autocorrelation function in fluids and the velocity autocorrelation function in the Lorentz gas. For a non-localized particle in the Lorentz gas it is made plausible that even if it behaved quantum mechanically its long time tail would be the same as the classical one. The generalization of Fick's law for diffusion for the Lorentz gas, necessary to avoid divergences due to the slow decay of correlations, is presented. For fluids, that generalization has not yet been established, but the region of validity of generalized hydrodynamics is discussed. 20 refs., 5 figs
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.
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). Th...... MAF projection exploits the fact that interesting phenomena in images typically exhibit spatial autocorrelation. The analysis is based on nearinfrared hyperspectral images of maize grains demonstrating the superiority of the kernelbased MAF method.......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). The...
Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems
International Nuclear Information System (INIS)
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
On the interpretation of Stratonovich calculus
International Nuclear Information System (INIS)
The Itô–Stratonovich dilemma is revisited from the perspective of the interpretation of Stratonovich calculus using shot noise. Over the long time scales of the displacement of an observable, the principal issue is how to deal with finite/zero autocorrelation of the stochastic noise. The former (non-zero) noise autocorrelation structure preserves the normal chain rule using a mid-point selection scheme, which is the basis Stratonovich calculus, whereas the instantaneous autocorrelation structure of Itô's approach does not. By considering the finite decay of the noise correlations on time scales very short relative to the overall displacement times of the observable, we suggest a generalization of the integral Taylor expansion criterion of Wong and Zakai (1965 Ann. Math. Stat. 36 1560–4) for the validity of the Stratonovich approach. (paper)
Institute of Scientific and Technical Information of China (English)
ZHANG Hui; WANG Shu-juan
2005-01-01
There has been a lot of research has been performed regarding diagnosing rolling element bearing faults using wavelet analysis, but almost all methods are not ideal for picking up fault signal characteristics under strong noise. Therefore, this paper proposes auto-correlation, cross-correlation and weighted average fault diagnosis methods based on wavelet transform (WT) de-noising which combine correlation analysis with WT for the first time. These three methods compute the auto-correlation, the cross-correlation and the weighted average of the measured vibration signals, then de-noise by thresholding and computing the auto-correlation of de-noised coefficients of WT and FFT of energy sequence. The simulation results indicate that all methods enhance the capabilities of fault diagnosis of rolling bearings and pick up the fault characteristics effectively.
Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems
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.
Zamoum, R.; Lavagna, M.; Crépieux, A.
2016-06-01
We calculate the nonsymmetrized current noise in a quantum dot connected to two reservoirs by using the nonequilibrium Green function technique. We show that both the current autocorrelator (inside a single reservoir) and the current cross-correlator (between the two reservoirs) are expressed in terms of transmission amplitude and coefficient through the barriers. We identify the different energy-transfer processes involved in each contribution to the autocorrelator, and we highlight the fact that when there are several physical processes, the contribution results from a coherent superposition of scattering paths. Varying the gate and bias voltages, we discuss the profile of the differential Fano factor in light of recent experiments, and we identify the conditions for having a distinct value for the autocorrelator in the left and right reservoirs.
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.
Four-component united-atom model of bitumen
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 ...
Adams, J; Ahammed, Z; Amonett, J; Anderson, B D; Arkhipkin, D; Averichev, G S; Badyal, S K; Bai, Y; Balewski, J; Barannikova, O; Barnby, L S; Baudot, J; Bekele, S; Belaga, V V; Bellingeri-Laurikainen, A; Bellwied, R; Berger, J; Bezverkhny, B I; Bharadwaj, S; Bhasin, A; Bhati, A K; Bhatia, V S; Bichsel, H; Bielcik, J; Bielcikova, J; Billmeier, A; Bland, L C; Blyth, C O; Blyth, S L; Bonner, B E; Botje, M; Boucham, A; Bouchet, J; Brandin, A V; Bravar, A; Bystersky, M; Cadman, R V; Cai, X Z; Caines, H; Calderón de la Barca-Sanchez, M; Castillo, J; Catu, O; Cebra, D; Chajecki, Z; Chaloupka, P; Chattopadhyay, S; Chen, H F; Chen, J H; Chen, Y; Cheng, J; Cherney, M; Chikanian, A; Choi, H A; Christie, W; Coffin, J P; Cormier, T M; Cosentino, M R; Cramer, J G; Crawford, H J; Das, D; Das, S; Daugherity, M; De Moura, M M; Dedovich, T G; De Phillips, M; Derevshchikov, A A; Didenko, L; Dietel, T; Dogra, S M; Dong, W J; Dong, X; Draper, J E; Du, F; Dubey, A K; Dunin, V B; Dunlop, J C; Dutta-Majumdar, M R; Eckardt, V; Edwards, W R; Efimov, L G; Emelianov, V; Engelage, J; Eppley, G; Erazmus, B; Estienne, M; Fachini, P; Faivre, J; Fatemi, R; Fedorisin, J; Filimonov, K; Filip, P; Finch, E; Fine, V; Fisyak, Yu; Fornazier, K S F; Fu, J; Gagliardi, C A; Gaillard, L; Gans, J; Ganti, M S; Geurts, F; Ghazikhanian, V; Ghosh, P; González, J E; Gos, H; Grachov, O; Grebenyuk, O; Grosnick, D P; Guertin, S M; Guo, Y; Sen-Gupta, A; Gupta, N; Gutíerrez, T D; Hallman, T J; Hamed, A; Hardtke, D; Harris, J W; Heinz, M; Henry, T W; Hepplemann, S; Hippolyte, B; Hirsch, A; Hjort, E; Hoffmann, G W; Horner, M J; Huang, H Z; Huang, S L; Hughes, E W; Humanic, T J; Igo, G; Ishihara, A; Jacobs, P; Jacobs, W W; Jedynak, M; Jiang, H; Jones, P G; Judd, E G; Kabana, S; Kang, K; Kaplan, M; Keane, D; Kechechyan, A; Khodyrev, V Yu; Kim, B C; Kiryluk, J; Kisiel, A; Kislov, E M; Klay, J; Klein, S R; Koetke, D D; Kollegger, T; Kopytine, M; Kotchenda, L; Kowalik, K L; Krämer, M; Kravtsov, P; Kravtsov, V I; Krüger, K; Kuhn, C; Kulikov, A I; Kumar, A; Kutuev, R K; Kuznetsov, A A; Lamont, M A C; Landgraf, J M; Lange, S; Laue, F; Lauret, J; Lebedev, A; Lednicky, R; Lee, C H; Lehocka, S; Le Vine, M J; Li, C; Li, Q; Li, Y; Lin, G; Lindenbaum, S J; Lisa, M A; Liu, F; Liu, H; Liu, J; Liu, L; Liu, Q J; Liu, Z; Ljubicic, T; Llope, W J; Long, H; Longacre, R S; López-Noriega, M; Love, W A; Lu, Y; Ludlam, T; Lynn, D; Ma, G L; Ma, J G; Ma, Y G; Magestro, D; Mahajan, S; Mahapatra, D P; Majka, R; Mangotra, L K; Manweiler, R; Margetis, S; Markert, C; Martin, L; Marx, J N; Matis, H S; Matulenko, Yu A; McClain, C J; McShane, T S; Meissner, F; Melnik, Yu M; Meschanin, A; Miller, M L; Minaev, N G; Mironov, C; Mischke, A; Mishra, D K; Mitchell, J; Mohanty, B; Molnár, L; Moore, C F; Morozov, D A; Munhoz, M G; Nandi, B K; Nayak, S K; Nayak, T K; Nelson, J M; Netrakanti, P K; Nikitin, V A; Nogach, L V; Nurushev, S B; Odyniec, Grazyna Janina; Ogawa, A; Okorokov, V; Oldenburg, M; Olson, D; Pal, S K; Panebratsev, Yu A; Panitkin, S Y; Pavlinov, A I; Pawlak, T; Peitzmann, T; Perevozchikov, V; Perkins, C; Peryt, W; Petrov, V A; Phatak, S C; Picha, R; Planinic, M; Pluta, J; Porile, N; Porter, J; Poskanzer, A M; Potekhin, M V; Potrebenikova, E V; Potukuchi, B V K S; Prindle, D; Pruneau, C A; Putschke, J; Rakness, G; Raniwala, R; Raniwala, S; Ravel, O; Ray, R L; Razin, S V; Reichhold, D M; Reid, J G; Reinnarth, J; Renault, G; Retière, F; Ridiger, A; Ritter, H G; Roberts, J B; Rogachevski, O V; Romero, J L; Rose, A; Roy, C; Ruan, L; Russcher, M J; Sahoo, R; Sakrejda, I; Salur, S; Sandweiss, J; Sarsour, M; Savin, I; Sazhin, P S; Schambach, J; Scharenberg, R P; Schmitz, N; Schweda, K; Seger, J; Selyuzhenkov, I; Seyboth, P; Shahaliev, E; Shao, M; Shao, W; Sharma, M; Shen, W Q; Shestermanov, K E; Shimansky, S S; Sichtermann, E P; Simon, F; Singaraju, R N; Smirnov, N; Snellings, R; Sood, G; Sørensen, P; Sowinski, J; Speltz, J; Spinka, H M; Srivastava, B; Stadnik, A; Stanislaus, T D S; Stock, R; Stolpovsky, A; Strikhanov, M N; Stringfellow, B C; Suaide, A A P; Sugarbaker, E R; Sumbera, M; Surrow, B; Swanger, M; Symons, T J M; Szanto de Toledo, A; Tai, A; Takahashi, J; Tang, A H; Tarnowsky, T J; Thein, D; Thomas, J H; Timmins, A R; Timoshenko, S; Tokarev, M; Trainor, T A; Trentalange, S; Tribble, R E; Tsai, O D; Ulery, J; Ullrich, T; Underwood, D G; Van Buren, G; Van der Kolk, N; Van Leeuwen, M; Van der Molen, A M; Varma, R; Vasilevski, I M; Vasilev, A N; Vernet, R; Vigdor, S E; Viyogi, Y P; Vokal, S; Voloshin, S A; Waggoner, W T; Wang, F; Wang, G; Wang, X L; Wang, Y; Wang, Z M; Ward, H; Watson, J W; Webb, J C; Westfall, G D; Wetzler, A; Whitten, C; Wieman, H; Wissink, S W; Witt, R; Wood, J; Wu, J; Xu, N; Xu, Z; Xu, Z Z; Yamamoto, E; Yepes, P; Yoo, I K; Yurevich, V I; Zborovský, I; Zhang, H; Zhang, W M; Zhang, Y; Zhang, Z P; Zhong, C; Zoulkarneev, R; Zoulkarneeva, Y; Zubarev, A N; Zuo, J X
2006-01-01
We present first measurements of the pseudorapidity and azimuth $(\\eta,\\phi)$ bin-size dependence of event-wise mean transverse momentum $$ fluctuations for Au-Au collisions at $\\sqrt{s_{NN}} = 200$ GeV. We invert that dependence to obtain $p_t$ autocorrelations on differences $(\\eta_\\Delta,\\phi_\\Delta)$ interpreted to represent velocity/temperature distributions on ($\\eta,\\phi$). The general form of the autocorrelations suggests that the basic correlation mechanism is parton fragmentation. The autocorrelations vary strongly with collision centrality, which suggests that fragmentation is strongly modified by a dissipative medium in the more central Au-Au collisions relative to peripheral or p-p collisions. \\\\
Mixed Spectrum Analysis on fMRI Time-Series.
Kumar, Arun; Lin, Feng; Rajapakse, Jagath C
2016-06-01
Temporal autocorrelation present in functional magnetic resonance image (fMRI) data poses challenges to its analysis. The existing approaches handling autocorrelation in fMRI time-series often presume a specific model of autocorrelation such as an auto-regressive model. The main limitation here is that the correlation structure of voxels is generally unknown and varies in different brain regions because of different levels of neurogenic noises and pulsatile effects. Enforcing a universal model on all brain regions leads to bias and loss of efficiency in the analysis. In this paper, we propose the mixed spectrum analysis of the voxel time-series to separate the discrete component corresponding to input stimuli and the continuous component carrying temporal autocorrelation. A mixed spectral analysis technique based on M-spectral estimator is proposed, which effectively removes autocorrelation effects from voxel time-series and identify significant peaks of the spectrum. As the proposed method does not assume any prior model for the autocorrelation effect in voxel time-series, varying correlation structure among the brain regions does not affect its performance. We have modified the standard M-spectral method for an application on a spatial set of time-series by incorporating the contextual information related to the continuous spectrum of neighborhood voxels, thus reducing considerably the computation cost. Likelihood of the activation is predicted by comparing the amplitude of discrete component at stimulus frequency of voxels across the brain by using normal distribution and modeling spatial correlations among the likelihood with a conditional random field. We also demonstrate the application of the proposed method in detecting other desired frequencies. PMID:26800533
Comparison of Estimation Procedures for Multilevel AR(1) Models
Krone, Tanja; Albers, Casper J.; Timmerman, Marieke E.
2016-01-01
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.
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.
Strehl ratio as the Fourier transform of a probability density of error differences.
Alonso, Miguel A; Forbes, G W
2016-08-15
To give useful insight into the impact of mid-spatial frequency structure on optical performance, the Strehl ratio is shown to correspond to the Fourier transform of a simple statistical characterization of the aberration in the exit pupil. This statistical description is found simply by autocorrelating a histogram of the aberration values. In practice, the histogram itself can often be approximated by a convolution of underlying histograms associated with fabrication steps and, together with the final autocorrelation, it follows from the central limit theorem that the Strehl ratio as a function of the scale of the phase error is generally approximated well by a Gaussian. PMID:27519076
Contribution of ultrasound forward scattering to tissue structure study
International Nuclear Information System (INIS)
In this paper, we show how to get useful information of tissue structure by merely interpreting some experimental graphs such as energy spectral density and autocorrelation function of an ultrasonic beam travelling through tissues. To support these interpretations, we needed just some well-known theorems rather than heavy and complicated mathematical equations, so we measured the dimensions of scatterers within specimens by using the graphical representation of autocorrelation function. We related these measurements to the scattered peaks which appear in energy density spectrum. The values we found were equal to those obtained from biologists within ∼ 15%. (author) 26 refs, 6 figs, tabs
Analysis of sea-level reconstruction techniques for the Arctic Ocean
DEFF Research Database (Denmark)
Svendsen, Peter Limkilde; Andersen, Ole Baltazar; Nielsen, Allan Aasbjerg
of the model to reconstruct known data, in addition to the effects of regularization techniques and the relationship with climatological indices such as the Arctic Oscillation (AO). EOFs are obtained in a preliminary analysis from existing ocean models such as DRAKKAR, and from satellite data (from...... the ERS-1 and -2 and Envisat missions). In addition to EOFs, we also implement an alternative decomposition technique known as minimum/maximum autocorrelation factors (MAF), based on the spatial or temporal autocorrelation within the calibration period, rather than explained variance....
Signatures of Magnetized Large Scale Structure in Ultra-High Energy Cosmic Rays
Sigl, G; Ensslin, T A; Sigl, Guenter; Miniati, Francesco; Ensslin, Torsten
2003-01-01
We investigate the impact of a structured universe in the multi-pole moments, auto-correlation function, and cluster statistics of cosmic rays above 10^19 eV. We compare structured and uniform source distributions with and without magnetic fields obtained from a cosmological simulation. We find that current data marginally favor structured source distributions and magnetic fields reaching a few micro Gauss in galaxy clusters but below 0.1 micro Gauss in our local extragalactic neighborhood. A pronounced GZK cutoff is also predicted in this scenario. Future experiments will make the degree scale auto-correlation function a sensitive probe of micro Gauss fields surrounding the sources.
Mean-field approximation for a limit order driven market model.
Slanina, F
2001-11-01
A mean-field variant of the model of limit order driven market introduced recently by Maslov is formulated and solved. The agents do not have any strategies and the memory of the system is kept within the order book. We show that the evolution of the order book is governed by a matrix multiplicative process. The resulting stationary distribution of step-to-step price changes is calculated. It exhibits a power-law tail with exponent 2. We obtain also the price autocorrelation function, which agrees qualitatively with the experimentally observed negative autocorrelation for short times. PMID:11736043
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.
One Twenty Phase Code Design for Radar
Directory of Open Access Journals (Sweden)
E.N.V. Purna Chandra Rao
2013-12-01
Full Text Available Sequences with good autocorrelation Properties are useful for radar and communication applications. In this paper One Twenty Phase sequences are synthesized using Modified Genetic Algorithm (MGA. MGA is used as a statistical technique for obtaining approximate solutions to combinatorial optimization problems. This algorithm combines the good methodologies of the two algorithms like global minimum converging property of Genetic Algorithm (GA and fast convergence rate of Hamming scan algorithm. The synthesized sequences have autocorrelation Properties better than well-known binary MPS code and Frank codes. The synthesized sequences also have complex signal structure which is difficult to detect and analyze by enemy electronics support measure.
Ultra-short pulse reconstruction software in high power laser system
International Nuclear Information System (INIS)
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
Stochastic systems with delay: Perturbation theory for second order statistics
Frank, T. D.
2016-03-01
Within the framework of delay Fokker-Planck equations, a perturbation theoretical method is developed to determine second-order statistical quantities such as autocorrelation functions for stochastic systems with delay. Two variants of the perturbation theoretical approach are presented. The first variant is based on a non-local Fokker-Planck operator. The second variant requires to solve a Fokker-Planck equation with source term. It is shown that the two variants yield consistent results. The perturbation theoretical approaches are applied to study negative autocorrelations that are induced by feedback delays and mediated by the strength of the fluctuating forces that act on the feedback systems.
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.
An empirical analysis of the distribution of overshoots in a stationary Gaussian stochastic process
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.
Optimal ambiguity functions and Weil's exponential sum bound
Benedetto, John J.; Benedetto, Robert L.; Woodworth, Joseph T.
2011-01-01
Complex-valued periodic sequences, u, constructed by Goran Bjorck, are analyzed with regard to the behavior of their discrete periodic narrow-band ambiguity functions A_p(u). The Bjorck sequences, which are defined on Z/pZ for p>2 prime, are unimodular and have zero autocorrelation on (Z/pZ)\\{0}. These two properties give rise to the acronym, CAZAC, to refer to constant amplitude zero autocorrelation sequences. The bound proven is |A_p(u)| \\leq 2/\\sqrt{p} + 4/p outside of (0,0), and this is o...
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.
Nonlinear Interaction of Intense Attosecond XUV Pulses with Atoms and Molecules
Midorikawa, K.; Shimizu, T.; Nabekawa, Y.
We have observed nonlinear optical processes such as two-photon double ionization and above threshold ionization of rare gases in the xuv region with intense high-order harmonics. Using two-photon double ionization in He, the pulse width of the 27th (42 eV) harmonic was measured by an autocorrelation technique, and found it to be 8 ns. A train of attosecond pulses was also characterized directly by the energy-resolved autocorrelation of the above threshold ionized electrons.
Forecasting coconut production in the Philippines with ARIMA model
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.
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.
Long-range dependence and sea level forecasting
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
Recursive estimation techniques for detection of small objects in infrared image data
Zeidler, J. R.; Soni, T.; Ku, W. H.
1992-04-01
This paper describes a recursive detection scheme for point targets in infrared (IR) images. Estimation of the background noise is done using a weighted autocorrelation matrix update method and the detection statistic is calculated using a recursive technique. A weighting factor allows the algorithm to have finite memory and deal with nonstationary noise characteristics. The detection statistic is created by using a matched filter for colored noise, using the estimated noise autocorrelation matrix. The relationship between the weighting factor, the nonstationarity of the noise and the probability of detection is described. Some results on one- and two-dimensional infrared images are presented.
Uribe-Patarroyo, Néstor; Bouma, Brett E.
2016-08-01
Dynamic light scattering (DLS) is widely used to characterize diffusive motion to obtain precise information on colloidal suspensions by calculating the autocorrelation function of the signal from a heterodyne optical system. DLS can also be used to determine the flow velocity field in systems that exhibit mass transport by incorporating the effects of the deterministic motion of scatterers on the autocorrelation function, a technique commonly known as laser Doppler flowmetry. DLS measurements can be localized with confocal and coherence gating techniques such as confocal microscopy and optical coherence tomography, thereby enabling the determination of the spatially resolved velocity field in three dimensions. It has been thought that spatially resolved DLS can determine the axial velocity as well as the lateral speed in a single measurement. We demonstrate, however, that gradients in the axial velocity of scatterers exert a fundamental influence on the autocorrelation function even in well-behaved, nonturbulent flow. By obtaining the explicit functional relation between axial-velocity gradients and the autocorrelation function, we show that the velocity field and its derivatives are intimately related and their contributions cannot be separated. Therefore, a single DLS measurement cannot univocally determine the velocity field. Our extended theoretical model was found to be in good agreement with experimental measurements.
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.
Detection and classification of parasite eggs for use in helminthic therapy
DEFF Research Database (Denmark)
Bruun, Johan Musaeus; Kapel, Christian M. O.; Carstensen, Jens Michael
is based on matched filters and the classification is done using linear and quadratic discriminant analysis on a set of biologically inspired features, including the autocorrelation-based longitudinal anisotropy and the mean scattering intensity under dark field illumination. Despite the presence of...... impurities and overlapping eggs, the proposed method achieves cross-validated classification rates around 93%....
Correlation based method for reconstructing two-dimensional arrays of apertures
International Nuclear Information System (INIS)
A procedure is shown that allows the reconstruction of two-dimensional arrays of amplitude-only apertures. It is based on the analysis of the autocorrelation of the array transmittance, which can be obtained by Fourier transforming the intensity distribution of the far field interference pattern produced by the array. (author)
DEFF Research Database (Denmark)
Linderoth, T.R.; Mortensen, Jens Jørgen; Jacobsen, Karsten Wedel; Lægsgaard, E.; Stensgaard, I.; Besenbacher, Flemming
1996-01-01
Nucleation and growth of Pt on the reconstructed Pt(100)-hex surface was studied by scanning tunneling microscopy. A detailed autocorrelation analysis of island positions reveals direct evidence for strongly anisotropic diffusion, and from the island size distribution, which obeys a simple scaling...
Enhanced routines for instrumental variables/GMM estimation and testing
Baum, Christopher F; Mark E. Schaffer; Steven Stillman
2007-01-01
We extend our 2003 paper on instrumental variables (IV) and GMM estimation and testing and describe enhanced routines that address HAC standard errors, weak instruments, LIML and k-class estimation, tests for endogeneity and RESET and autocorrelation tests for IV estimates.
IDENTIFICATION OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE TIME SERIES MODELS WITH R
Directory of Open Access Journals (Sweden)
Hazem I. El Shekh Ahmed
2014-01-01
Full Text Available Periodic autoregressive moving average PARMA process extend the classical autoregressive moving average ARMA process by allowing the parameters to vary with seasons. Model identification is the identification of a possible model based on an available realization, i.e., determining the type of the model with appropriate orders. The Periodic Autocorrelation Function (PeACF and the Periodic Partial Autocorrelation Function (PePACF serve as useful indicators of the correlation or of the dependence between the values of the series so that they play an important role in model identification. The identification is based on the cut-off property of the Periodic Autocorrelation Function (PeACF. We derive an explicit expression for the asymptotic variance of the sample PeACF to be used in establishing its bands. Therefore, we will get in this study a new structure of the periodic autocorrelation function which depends directly to the variance that will derived to be used in establishing its bands for the PMA process over the cut-off region and we have studied the theoretical side and we will apply some simulated examples with R which agrees well with the theoretical results.
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.
Spiking variability: Theory, measures and implementation in matlab
Kuebler, Eric S; Jean-Philippe Thivierge
2014-01-01
The quantification of spiking variability is prevalent to many questions in neuroscience. In this review, several measures of variability are presented, as well as algorithms for implementing analyses including: spike rates and Fano factor, inter-spike intervals, coefficient of variation and local variation, autocorrelation, period histograms, a synchrony index (vector strength), and finally post-stimulus time histograms. Some of the techniques sh...
The Impact of Baseline Trend Control on Visual Analysis of Single-Case Data
Mercer, Sterett H.; Sterling, Heather E.
2012-01-01
The impact of baseline trend control on visual analyses of AB intervention graphs was examined with simulated data at various values of baseline trend, autocorrelation, and effect size. Participants included 202 undergraduate students with minimal training in visual analysis and 10 graduate students and faculty with more training and experience in…
Predicting Pre-monsoon Thunderstorms -A Statistical View through Propositional Logic
Chattopadhyay, Surajit
2006-01-01
Thunderstorms very close to a monsoon and not so close to a monsoon are considered in this analysis. Some important predictors are considered. Pearson Correlation Coefficient and lag-1 autocorrelation coefficients are calculated to create necessary universes of discourse for prepositional logic. The purpose is to make regression analysis more convenient for prediction of the pre-monsoon thunderstorm weather phenomenon.
The potential of 2D Kalman filtering for soil moisture data assimilation
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 ...
Long-time tails in angular momentum correlations
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
Note Short-term predictability of German stock returns
Walter KrÄmer
1998-01-01
The paper investigates short-horizon individual stock returns; it exhibits statistically and economically significant autocorrelations, which for stock returns have so far been established mainly over long horizons, also for certain daily data, in particular between monday returns and various linear combinations of the previous week's returns.
Efficient variants of the minimal diffusion formulation of Markov chain ensembles.
Güler, Marifi
2016-02-01
This study is concerned with ensembles of continuous-time Markov chains evolving independently under a common transition rate matrix in some finite state space. In this context, our prior work [Phys. Rev. E 91, 062116 (2015)] has formulated an approximation scheme, called the minimal diffusion formulation, to deduce how the number of chains in a prescribed relevant state evolves in time. The formulation consists of two specifically coupled Ornstein-Uhlenbeck processes in a stochastic differential equation representation; it is minimal in the sense that its structure does not change with the state space size or the transition matrix density, and it requires no matrix square-root operations. In the present study, we first calculate the autocorrelation function of the relevant state density in the minimal diffusion formulation, which is fundamental to the identification of the ensemble dynamics. The obtained autocorrelation function is then employed to develop two diffusion formulations that reduce the structural complexity of the minimal diffusion formulation without significant loss of accuracy in the dynamics. One of these variant formulations includes one less noise term than the minimal diffusion formulation and still satisfies the above-mentioned autocorrelation function in its dynamics. The second variant is in the form of a one-dimensional Langevin equation, therefore it is the simplest possible diffusion formulation one can obtain for the problem, yet its autocorrelation function is first-order accurate in time gap. Numerical simulations supporting the theoretical analysis are delivered. PMID:26986304
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...
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 estimate...
Spectral Estimation by the Random Dec Technique
DEFF Research Database (Denmark)
Brincker, Rune; Jensen, Jacob L.; Krenk, Steen
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 estimate...
Error detection and reduction within DriftLessTM
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
Alvarez-Ramirez, Jose; Sosa, Eliceo; Hernandez-Martinez, Eliseo
2011-02-01
It has long been considered that the Trans-Mexican Volcanic Belt (TMVB) is related to subduction along the Middle America trench. Within this view, it is expected that the tectonic dynamics of the Cocos plate can be reflected, to some extent, in the Popocatépetl's volcanic activity This work uses detrended fluctuation analysis, a method borrowed from statistical mechanics, to quantify the fractality and autocorrelations in the exhalation sequence of the Popocatepetl. It is found that the autocorrelations exhibit cyclic, non-periodic, dynamics with dominant periods of the order of 0.85 to 1.25 years. Interestingly, it is shown that the occurrence of slow-slip events in Southern (Guerrero and Oaxaca) Mexico coincides with peaks of the autocorrelation cycle of the exhalation sequence. The result suggests the use of the volcano exhalation sequence as a proxy of aseismic events in the Cocos-North American plate boundary. That is, by monitoring the autocorrelation dynamics of the exhalation sequence in the Popocatepetl, one could be able to suspect the occurrence of a slow-slip event in Southern Mexico.
Measurements of bunch length and shape at the ANKA storage ring
International Nuclear Information System (INIS)
Various methods are in use at the ANKA storage ring to determine the length and, if possible, the shape of the electron bunches. This presentation gives an overview of the different methods and studies performed. Emphasis will be put on streak camera measurements and the technique of intensity autocorrelation with semi-conductor detectors.
Liu, Yaobin; Wan, Li; Sun, Lei
2009-07-01
An integrated ESDA-based analysis system (IEAS) for supporting conflict management of rural land at provincial scale is developed in this paper. The IEAS consists of modules of classification for rural land conflict, and distribution assessment. Self-organizing map (SOM) and spatial autocorrelation technique (SAT) are used to classify the rural land conflicts and to assess the spatial distribution of them, respectively. A case study implementing the system is performed on Jiangxi province in China. After four categories are classified by SOM, the global and local spatial autocorrelation are investigated by SAT. The results reveal that there are different spatial characteristics on the rural land conflicts in Jiangxi province, China. Specifically, the location of significant Gi* identified areas where the differences in LAI and stand volume occur and are spatially clustered. However, the global index Moran,s I is -0.0013 (zi=0.5247), which shows that there is not evidence of spatial autocorrelation for rural land conflicts at provincial scale. This paper shows SOM can be used to achieve these goals via kernels derived, especially when it is used in conjunction with more classical methods. Meanwhile, analyzing the global and local spatial autocorrelation of the differences identified those areas that have systematic sensitivity to specific model inputs. This information may then be used to aid in the interpretation of spatial distribution of rural land conflicts. Obviously, the technique may offer a fresh perspective on such conflict management issues, and potentially also serve advantages over existing approaches.8
APE results of hadron masses in full QCD simulations
International Nuclear Information System (INIS)
We present numerical results obtained in full QCD with 2 flavors of Wilson fermions. We discuss the relation between the phase of Polyakov loops and the sea quark boundary conditions. We report preliminary results about the HMC autocorrelation of the hadronic masses, on a 163x32 lattice volume, at β=5.55 with ksea=0.1570. ((orig.))
An energy landscape model for glass-forming liquids in three dimensions
DEFF Research Database (Denmark)
Pedersen, Ulf Rørbæk; Hecksher, Tina; Dyre, Jeppe;
2006-01-01
different densities at several temperatures. At high densities and low temperatures the model captures the important characteristics of viscous liquid dynamics. We thus observe non-exponential relaxation in the self part of the density auto-correlation function, and fragility plots of the self...
Measurements of bunch length and shape at the ANKA storage ring
Energy Technology Data Exchange (ETDEWEB)
Hiller, Nicole; Fitterer, Miriam; Hillenbrand, Steffen; Huttel, Erhard; Hofmann, Andre; Judin, Vitali; Klein, Marit; Marsching, Sebastian; Mueller, Anke-Susanne; Plech, Anton; Smale, Nigel; Sonnad, Kiran [Karlsruhe Institute of Technology, Karlsruhe (Germany); Bruendermann, Erik; Krueger, Matthias [Physikalische Chemie II, Ruhr University, Bochum (Germany); Tavares Fernandes, Pedro [Karlsruhe Institute of Technology, Karlsruhe (Germany); Brazilian Synchrotron Light Laboratory (LNLS) (Brazil)
2010-07-01
Various methods are in use at the ANKA storage ring to determine the length and, if possible, the shape of the electron bunches. This presentation gives an overview of the different methods and studies performed. Emphasis will be put on streak camera measurements and the technique of intensity autocorrelation with semi-conductor detectors.
Arm cuff experiment: correlation between f/d and cw light scattering
Tatarkova, Svetlana A.; Tuchin, Valery V.; Culver, Joseph P.; Cheung, Cecil; Yodh, Arjun G.; Chance, Britton
1999-03-01
Concurrently the measurement of autocorrelation function of the light backscattering from the forearm and phase and amplitude changes of the phase modulated photon diffusion wave has been acquired in the arm cuff experiment. Dynamical performances with the varying blood pressure are presented and analyzed.
Detection of Delay Times in Interfered Body Waves and Applications
International Nuclear Information System (INIS)
Some spectral techniques which are 'auto-correlation', 'spectral nulls' and 'cepstrum' method are used for detection of the delay times tele seismic P phases and their interference. In order to compare and check power of the method we applied the technic on different synthetic models then we applied to real earthquake data
Diffusion-desorption model for generation of the ion thermoemission noises
International Nuclear Information System (INIS)
Ion thermoemission measurement of the diffusion-desorption induced noise by alkalis adsorbate, which covered a tungsten emitter is described in terms of autocorrelation and spectral density functions, and instantaneous amplitude distribution function. The noise is interpreted by the work function fluctuation. 29 refs., 9 figs., 1 tab. (author)
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
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.
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
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...
Coherent imaging of a pure phase object with classical incoherent light
DEFF Research Database (Denmark)
Bache, Morten; Magatti, D.; Gatti, A.;
2007-01-01
A ghost imaging scheme is used to observe the diffraction pattern of a pure phase object . It is observed that when increasing the spatial coherence the diffraction pattern disappeared from the cross-correlation, while it appeared in the autocorrelation. The cross-correlation contains information...... about the phase object only when the light is spatially incoherent....
Real-time dynamics of a hot Yang-Mills theory: a numerical analysis
Ambjørn, J.; Anagnostopoulos, K. N.; Krasnitz, A.
2002-03-01
We discuss recent results obtained from simulations of high temperature, classical, real time dynamics of SU(2) Yang-Mills theory at temperatures of the order of the electroweak scale. Measurements of gauge covariant and gauge invariant autocorrelations of the fields indicate that the ASY-Bödecker scenario is irrelevant at these temperatures.
DEFF Research Database (Denmark)
Bork, Nicolai Christian; Loukonen, Ville; Kjærgaard, Henrik Grum; Vehkamäki, Hanna
2014-01-01
the electric dipole moment autocorrelation function converges very slowly due to the floppy nature of the complex. Even after 55 picoseconds of simulation, significant differences in the modelled and experimental spectrum are seen, likely due to insufficient configurational sampling. Instead, we...
On the connections among the different theoretical approaches to multistep compound processes
International Nuclear Information System (INIS)
We point out that consideration of the auto-correlation function in addition to the averaged fluctuation cross section assists in interpreting the results of different theoretical approaches to multistep compound processes and aids in establishing the connections among them. (orig.)
Czech Academy of Sciences Publication Activity Database
Bourguignon, T.; Šobotník, Jan; Lepoint, G.; Martin, J. M.; Hardy, O. J.; Dejean, A.; Roisin, Y.
2011-01-01
Roč. 36, č. 2 (2011), s. 261-269. ISSN 0307-6946 Institutional research plan: CEZ:AV0Z40550506 Keywords : diet diversity * feeding groups * Isoptera * phylogenetic autocorrelation Subject RIV: CC - Organic Chemistry Impact factor: 1.995, year: 2011
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.
Diffraction Theory of Point Processes: Systems with Clumping and Repulsion
Baake, Michael; Kösters, Holger; Moody, Robert V.
2014-01-01
We discuss several examples of point processes (all taken from Hough, Krishnapur, Peres, Vir\\'ag (2009)) for which the autocorrelation and diffraction measures can be calculated explicitly. These include certain classes of determinantal and permanental point processes, as well as an isometry-invariant point process that arises as the zero set of a Gaussian random analytic function.
Ion feedback afterpulses in FEU-130 and XP2020 photomultipliers
International Nuclear Information System (INIS)
Intensities and time distributions of ion feedback afterpulses are studied as a function of the difference of potentials between the photocathode and the first dynodes in FEU-130. The intensities and amplitudes of afterpulses in FEU-130 are found to be appreciably larger than in XP2020, which may limit the use of FEU-130 in some experiments with autocorrelation delayed-coincidence spectrometers
Short-time correlations in liquids: Molecular-dynamics simulation of hard spheroids
Talbot, J.; Kivelson, D.; Tarjus, G.; Allen, M. P.; Evans, G. T.; Frenkel, D.
1990-01-01
The velocity and angular velocity autocorrelation functions obtained by molecular-dynamics simulations of liquids composed of hard spheroids indicate the existence of damped oscillations with periods as long as 40 times the mean time between molecular collisions. In addition, little correlation is found between successive collisions. This suggests that the damped oscillations are not due to semicoherent molecular librations in cells.
Rotational Brownian Motion on Sphere Surface and Rotational Relaxation
Institute of Scientific and Technical Information of China (English)
Ekrem Aydner
2006-01-01
The spatial components of the autocorrelation function of noninteracting dipoles are analytically obtained in terms of rotational Brownian motion on the surface of a unit sphere using multi-level jumping formalism based on Debye's rotational relaxation model, and the rotational relaxation functions are evaluated.
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
Comparative benchmarks of full QCD algorithms
International Nuclear Information System (INIS)
We report performance benchmarks for several algorithms that we have used to simulate the Schroedinger functional with two flavors of dynamical quarks. They include hybrid and polynomial hybrid Monte Carlo with preconditioning. An appendix describes a method to deal with autocorrelations for nonlinear functions of primary observables as they are met here due to reweighting. (orig.)
The Kramers equation simulation algorithm I. Operator analysis
Beccaria, M; Beccaria, Matteo; Curci, Giuseppe
1994-01-01
Using an operatorial formalism, we study the Kramers equation and its applications to numerical simulations. We obtain classes of algorithms which may be made precise at every desired order in the time step $\\epsilon$ and with a set of free parameters which can be used to reduce autocorrelations. We show that it is possible to use a global Metropolis test to restore Detailed Balance.
International Nuclear Information System (INIS)
In the presence of long-time memory effects, Fick's law must be modified by replacing the diffusion coefficient by a convolution over time of the velocity autocorrelation function. This leads to a convergent Chapman-Enskog expansion in a fluid provided the proper reference frame is taken in the presence of hydrodynamic motion
A new soft x-ray autocorrelator—direct evaluation of the temporal properties of FEL pulses at 24 nm
Mitzner, R.; Siemer, B.; Roling, S.; Wöstmann, M.; Noll, T.; Siewert, F.; Sorokin, A. A.; Richter, M.; Tiedtke, K.; Zacharias, H.
2010-06-01
To provide two jitter-free soft x-ray pulses for femtosecond x-ray pump and probe experiments a split and delay unit (autocorrelator) has been constructed for the VUV—FEL in Hamburg (FLASH). Here we report experiments applying this autocorrelator to examine the average temporal properties of FEL pulses delivered from FLASH at 24 nm (51.8 eV). In a linear autocorrelation experiment the spatio-temporal coherence properties are measured for both the first and the third harmonic of the FEL pulses. Furthermore, we report on the first evaluation of the pulse length from the time-resolved observation of doubly charged helium ions produced by direct two-photon double ionization at 24 nm. In summary the determination of the longitudinal pulse parameter of FLASH at 24 nm to 6 fs and 29±5 fs for the coherence time and the pulse length (FWHM) respectively proofs the autocorrelator as a valuable tool for time resolved two pulse X-ray experiments.
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.
Continuous-time random walk with correlated jumps on stock market
International Nuclear Information System (INIS)
Extension of the classical continuous-time random walk model created for description of share price evolution is presented. The model assumes that consecutive jumps are dependent; in this case it is exactly solvable, reconstructing, for example, the empirical velocity autocorrelation function (vacf). However, the problem of existing the fat tail in the nonlinear vacf is still an open one. (authors)
Estimating relic magnetic fields from CMB temperature correlations
Giovannini, Massimo
2009-01-01
The temperature and polarization inhomogeneities of the Cosmic Microwave Background might bear the mark of pre-decoupling magnetism. The parameters of a putative magnetized background are hereby estimated from the observed temperature autocorrelation as well as from the measured temperature-polarization cross-correlation.
Directory of Open Access Journals (Sweden)
Ali Goli
2013-01-01
Conclusions: Analysis of the spatial distribution of cancer shows significant differences from year to year and between different areas. However, a clear spatial autocorrelation is observed, which can be of great interest and importance to researchers for future epidemiological studies, and to policymakers for applying preventive measures.
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.
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…
The Biasing Effects of Unmodeled ARMA Time Series Processes on Latent Growth Curve Model Estimates
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…
Spectral moment estimation in MST radars
Woodman, R. F.
1983-01-01
Signal processing techniques used in Mesosphere-Stratosphere-Troposphere (MST) radars are reviewed. Techniques which produce good estimates of the total power, frequency shift, and spectral width of the radar power spectra are considered. Non-linear curve fitting, autocovariance, autocorrelation, covariance, and maximum likelihood estimators are discussed.
We used STARS (Spatial Tools for the Analysis of River Systems), an ArcGIS geoprocessing toolbox, to create spatial stream networks. We then developed and assessed spatial statistical models for each of these metrics, incorporating spatial autocorrelation based on both distance...
DEFF Research Database (Denmark)
Chowdhury, Sharmin; Sandberg, Marianne; Themudo, Gonçalo E;
2012-01-01
flocks sent by 226 farms to processing plants from 2007 to 2009. A multivariable logistic regression model with autocorrelation structure was used to model the effect of exposure variables on the probability of being tested positive to Campylobacter. Results showed a significant protective effect with...
Analysis of tally correlation in large light water reactors
International Nuclear Information System (INIS)
A study of tally correlation was performed for a 2-D radial slice of the BEAVRS light water reactor. This reactor has a dominance ratio of approximately 0.995. Convergence rates of fission source tallies of an assembly and pin mesh were analyzed. Results of this study indicate that these tallies do not converge at the ideal rate of the inverse of the square root of number of tally realizations. Ideal convergence rates are achieved only when tally realizations are uncorrelated. Correlation exists because source sites of one generation of neutrons are from fission sites produced from a previous generation. The degree of correlation was investigated by computing autocorrelation coefficients. High autocorrelation coefficients of about 0.7 for lag one were observed for assembly mesh tallies. Pin mesh tallies were much less correlated. In addition, autocorrelation coefficients were not affected by increasing number of neutrons in a tally batch. Three methods are discussed to reduce correlation: increasing number of initial discard batches, multiple generations per tally batch and CMFD feedback. The only significant decrease in correlation was observed when applying CMFD feedback. Lag one autocorrelation coefficients decreased from about 0.7 to 0.4. No significant difference in tally convergence rates were observed when applying CMFD feedback. (author)
Measuring the Evolvability Landscape to study Neutrality
Verel, Sébastien; Clergue, Manuel
2007-01-01
This theoretical work defines the measure of autocorrelation of evolvability in the context of neutral fitness landscape. This measure has been studied on the classical MAX-SAT problem. This work highlight a new characteristic of neutral fitness landscapes which allows to design new adapted metaheuristic.
Phase sensitive properties and coherent manipulation of a photonic crystal microcavity.
Quiring, Wadim; Jonas, Björn; Förstner, Jens; Rai, Ashish K; Reuter, Dirk; Wieck, Andreas D; Zrenner, Artur
2016-09-01
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. PMID:27607671
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.
DEFF Research Database (Denmark)
Philipsen, Kirsten Riber; Christiansen, Lasse Engbo; Mandsberg, Lotte Frigaard; Ciufo, Oana; Madsen, Henrik
2008-01-01
exponentially decaying function of the time between observations is suggested. A model with a full covariance structure containing OD-dependent variance and an autocorrelation structure is compared to a model with variance only and with no variance or correlation implemented. It is shown that the model that...
All-fiber femtosecond Cherenkov laser at visible wavelengths
DEFF Research Database (Denmark)
Liu, Xiaomin; Lægsgaard, Jesper; Møller, Uffe Visbech; Tu, Haohua; Boppart, Stephen A.; Turchinovich, Dmitry
2013-01-01
changing the pump power is related to different linear and nonlinear compression conditions for weaker and stronger pump laser pulses in the hollow-core pulse compressor and CR stages of the laser (Fig. 1(a)). Fig. 1 (d) shows the autocorrelation (AC) of the CR with the output power of 1.7 mW. The FWHM of...
Agglomeration of urinary nanocrystallites: Key factor to formation of urinary stones
International Nuclear Information System (INIS)
With transmission electron microscopy (TEM) and nanoparticle size analyzer, comparative studies were conducted on the property variation of nanocrystallites in the urine of 5 lithogenic patients and 5 healthy subjects following the placement time (t1). These properties include average particle size (d), size distribution, intensity-autocorrelation function, Zeta potential (ζ) and aggregation state. With the prolongation of t1 from 0 h to 4 h, d value of the nanocrystallites in urine of lithogenic patients increased from 742 nm to 1667 nm, the autocorrelation time increased from 7.68 ms to 1050 ms and ζ decreased from -1.52 mV to -4.44 mV, respectively; the autocorrelation curves were of fluctuating and unsmooth, and TEM showed that most of the patient's urinary nanocrystallites were in aggregation state and three types of agglomeration were observed. However, for nanocrystallites in urine of healthy subjects, there was little variation in the above properties within 4 h. The autocorrelation curves were of regular and smooth, and TEM showed that healthy urinary nanocrystallites were well-dispersed. The above results show that the nanocrystallites in urine of healthy subjects can keep stability, whereas those of lithogenic patients are easier to agglomerate gradually; and the agglomeration of urinary nanocrystallites is the key factor to stone formation.
Genetic diversity and dispersal of Phragmites australis in a small river system
Czech Academy of Sciences Publication Activity Database
Fér, T.; Hroudová, Zdenka
2009-01-01
Roč. 90, č. 2 (2009), s. 165-171. ISSN 0304-3770 R&D Projects: GA AV ČR KJB6111304 Institutional research plan: CEZ:AV0Z60050516 Keywords : genetic variation * long-distance dispersal * spatial autocorrelation Subject RIV: EF - Botanics Impact factor: 1.697, year: 2009
Model Identification of Integrated ARMA Processes
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…
The effect of alcohol on emotional inertia: a test of alcohol myopia.
Fairbairn, Catharine E; Sayette, Michael A
2013-08-01
Alcohol myopia (AM) has emerged as one of the most widely researched theories of alcohol's effects on emotional experience. Given this theory's popularity, it is notable that a central tenet of AM has not been tested-namely, that alcohol creates a myopic focus on the present moment, limiting the extent to which the present is permeated by emotions derived from prior experience. We tested the impact of alcohol on moment-to-moment fluctuations in affect, applying advances in emotion assessment and statistical analysis to test this aspect of AM without drawing the attention of participants to their own emotional experiences. We measured emotional fluctuations using autocorrelation, a statistic borrowed from time-series analysis measuring the correlation between successive observations in time. High emotion autocorrelation is termed emotional inertia and is linked to negative mood outcomes. Social drinkers (N = 720) consumed alcohol, placebo, or control beverages in groups of 3 over a 36-min group formation task. We indexed affect using the Duchenne smile, recorded continuously during the interaction (34.9 million video frames) according to the Facial Action Coding System (P. Ekman, W. V. Friesen, & J. C. Hager, 2002). Autocorrelation of Duchenne smiling emerged as the most consistent predictor of self-reported mood and social bonding when compared with Duchenne smiling mean, standard deviation, and linear trend. Alcohol reduced affective autocorrelation, and autocorrelation mediated the link between alcohol and self-reported mood and social outcomes. Findings suggest that alcohol enhances the ability to freely enjoy the present moment untethered by past experience and highlight the importance of emotion dynamics in research examining affective correlates of psychopathology. PMID:24016015
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
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
On the scaling range of power-laws originated from fluctuation analysis
Dariusz, Grech
2012-01-01
We extend our previous study of scaling range properties done for detrended fluctuation analysis (DFA) \\cite{former_paper} to other techniques of fluctuation analysis (FA). The new technique called Modified Detrended Moving Average Analysis (MDMA) is introduced and its scaling range properties are examined and compared with those of detrended moving average analysis (DMA) and DFA. It is shown that contrary to DFA, DMA and MDMA techniques exhibit power law dependence of the scaling range with respect to the length of the searched signal and with respect to the accuracy $R^2$ of the fit to the considered scaling law imposed by DMA or MDMA schemes. This power law dependence is satisfied for both uncorrelated and autocorrelated data. We find also a simple generalization of this power law relation for series with different level of autocorrelations measured in terms of the Hurst exponent. Basic relations between scaling ranges for different techniques are also discussed. Our findings should be particularly useful ...
Spatial Pattern Detection of Tuberculosis: A Case Study of Si Sa Ket Province, Thailand
Directory of Open Access Journals (Sweden)
Siriwan Hassarangsee
2015-12-01
Full Text Available This retrospective population-based study was conducted to analyze spatial patterns of tuberculosis (TB incidence in Si Sa Ket province, Thailand. TB notification data from 2004 to 2008 collected from TB clinics throughout the province was used along with population data to reveal a descriptive epidemiology of TB incidences. Global clustering patterns of the occurrence were assessed by using global spatial autocorrelation techniques. Additionally, local spatial pattern detection was performed by using local spatial autocorrelation and spatial scan statistic methods. The findings indicated clusters of the disease occurred in the study area. More specifically, significantly high-rate clusters were mostly detected in Mueang Si Sa Ket and Khukhan districts, which are located in the northwestern part of the province, while significantly low-rate clusters were persistent in Kantharalak and Benchalak districts, which are located at the southeastern area.
Thermal stability of the two-dimensional topological color code
Mohseninia, Razieh
2016-08-01
Thermal stability of the topological color code in the presence of a thermal bath is studied. We study the Lindblad evolution of the observables in the weak-coupling limit of the Born-Markov approximation. The autocorrelation functions of the observables are used as a figure of merit for the thermal stability. We show that all of the observables autocorrelation functions decay exponentially in time. By finding a lower bound of the decay rate, which is a constant independent of the system size, we show that the topological color code is unstable against thermal fluctuations from the bath at finite temperature, even though it is stable at T =0 against local quantum perturbations.
Fetal source extraction from magnetocardiographic recordings by dependent component analysis
Energy Technology Data Exchange (ETDEWEB)
Araujo, Draulio B de [Department of Physics and Mathematics, FFCLRP, University of Sao Paulo, Ribeirao Preto, SP (Brazil); Barros, Allan Kardec [Department of Electrical Engineering, Federal University of Maranhao, Sao Luis, Maranhao (Brazil); Estombelo-Montesco, Carlos [Department of Physics and Mathematics, FFCLRP, University of Sao Paulo, Ribeirao Preto, SP (Brazil); Zhao, Hui [Department of Medical Physics, University of Wisconsin, Madison, WI (United States); Filho, A C Roque da Silva [Department of Physics and Mathematics, FFCLRP, University of Sao Paulo, Ribeirao Preto, SP (Brazil); Baffa, Oswaldo [Department of Physics and Mathematics, FFCLRP, University of Sao Paulo, Ribeirao Preto, SP (Brazil); Wakai, Ronald [Department of Medical Physics, University of Wisconsin, Madison, WI (United States); Ohnishi, Noboru [Department of Information Engineering, Nagoya University (Japan)
2005-10-07
Fetal magnetocardiography (fMCG) has been extensively reported in the literature as a non-invasive, prenatal technique that can be used to monitor various functions of the fetal heart. However, fMCG signals often have low signal-to-noise ratio (SNR) and are contaminated by strong interference from the mother's magnetocardiogram signal. A promising, efficient tool for extracting signals, even under low SNR conditions, is blind source separation (BSS), or independent component analysis (ICA). Herein we propose an algorithm based on a variation of ICA, where the signal of interest is extracted using a time delay obtained from an autocorrelation analysis. We model the system using autoregression, and identify the signal component of interest from the poles of the autocorrelation function. We show that the method is effective in removing the maternal signal, and is computationally efficient. We also compare our results to more established ICA methods, such as FastICA.
Fetal source extraction from magnetocardiographic recordings by dependent component analysis
International Nuclear Information System (INIS)
Fetal magnetocardiography (fMCG) has been extensively reported in the literature as a non-invasive, prenatal technique that can be used to monitor various functions of the fetal heart. However, fMCG signals often have low signal-to-noise ratio (SNR) and are contaminated by strong interference from the mother's magnetocardiogram signal. A promising, efficient tool for extracting signals, even under low SNR conditions, is blind source separation (BSS), or independent component analysis (ICA). Herein we propose an algorithm based on a variation of ICA, where the signal of interest is extracted using a time delay obtained from an autocorrelation analysis. We model the system using autoregression, and identify the signal component of interest from the poles of the autocorrelation function. We show that the method is effective in removing the maternal signal, and is computationally efficient. We also compare our results to more established ICA methods, such as FastICA
Fetal source extraction from magnetocardiographic recordings by dependent component analysis
de Araujo, Draulio B.; Kardec Barros, Allan; Estombelo-Montesco, Carlos; Zhao, Hui; Roque da Silva Filho, A. C.; Baffa, Oswaldo; Wakai, Ronald; Ohnishi, Noboru
2005-10-01
Fetal magnetocardiography (fMCG) has been extensively reported in the literature as a non-invasive, prenatal technique that can be used to monitor various functions of the fetal heart. However, fMCG signals often have low signal-to-noise ratio (SNR) and are contaminated by strong interference from the mother's magnetocardiogram signal. A promising, efficient tool for extracting signals, even under low SNR conditions, is blind source separation (BSS), or independent component analysis (ICA). Herein we propose an algorithm based on a variation of ICA, where the signal of interest is extracted using a time delay obtained from an autocorrelation analysis. We model the system using autoregression, and identify the signal component of interest from the poles of the autocorrelation function. We show that the method is effective in removing the maternal signal, and is computationally efficient. We also compare our results to more established ICA methods, such as FastICA.
Stochastic analysis of the time evolution of Laminar-Turbulent bands of plane Couette flow
Rolland, Joran
2015-01-01
This article is concerned with the time evolution of the oblique laminar-turbulent bands of transitional plane Couette flow under the influence of turbulent noise. Our study is focused on the amplitude of modulation of turbulence. In order to guide the numerical study of the flow, we first perform an analytical and numerical analysis of a Stochastic Ginzburg-Landau equation for a complex order parameter. The modulus of this order parameter models the amplitude of modulation of turbulence. Firstly, we compute the autocorrelation function of said modulus once the band is established. Secondly, we perform a calculation of average and fluctuations around the exponential growth of the order parameter. This type of analysis is similar to the Stochastic Structural Stability Theory. We then perform numerical simulations of the Navier-Stokes equations in order to confront these predictions with the actual behaviour of the bands. Computation of the autocorrelation function of the modulation of turbulence shows quantita...
Quantitative approaches in climate change ecology
DEFF Research Database (Denmark)
Brown, Christopher J.; Schoeman, David S.; Sydeman, William J.;
2011-01-01
climate variability and other drivers of change. To assist the development of reliable statistical approaches, we review the marine climate change literature and provide suggestions for quantitative approaches in climate change ecology. We compiled 267 peer‐reviewed articles that examined relationships...... between climate change and marine ecological variables. Of the articles with time series data (n = 186), 75% used statistics to test for a dependency of ecological variables on climate variables. We identified several common weaknesses in statistical approaches, including marginalizing other important non...... sets; (ii) alternative mechanisms for change; (iii) appropriate response variables; (iv) a suitable model for the process under study; (v) temporal autocorrelation; (vi) spatial autocorrelation and patterns; and (vii) the reporting of rates of change. While the focus of our review was marine studies...
Asymptotic neutron scattering laws for anomalously diffusing quantum particles.
Kneller, Gerald R
2016-07-28
The paper deals with a model-free approach to the analysis of quasielastic neutron scattering intensities from anomalously diffusing quantum particles. All quantities are inferred from the asymptotic form of their time-dependent mean square displacements which grow ∝t(α), with 0 ≤ α diffusion (α = 0) is here explicitly included. We discuss in particular the intermediate scattering function for long times and the Fourier spectrum of the velocity autocorrelation function for small frequencies. Quantum effects enter in both cases through the general symmetry properties of quantum time correlation functions. It is shown that the fractional diffusion constant can be expressed by a Green-Kubo type relation involving the real part of the velocity autocorrelation function. The theory is exact in the diffusive regime and at moderate momentum transfers. PMID:27475344
Frequency spectrum analysis of 252Cf neutron source based on LabVIEW
International Nuclear Information System (INIS)
The frequency spectrum analysis of 252Cf Neutron source is an extremely important method in nuclear stochastic signal processing. Focused on the special '0' and '1' structure of neutron pulse series, this paper proposes a fast-correlation algorithm to improve the computational rate of the spectrum analysis system. And the multi-core processor technology is employed as well as multi-threaded programming techniques of LabVIEW to construct frequency spectrum analysis system of 252Cf neutron source based on LabVIEW. It not only obtains the auto-correlation and cross correlation results, but also auto-power spectrum,cross-power spectrum and ratio of spectral density. The results show that: analysis tools based on LabVIEW improve the fast auto-correlation and cross correlation code operating efficiency about by 25% to 35%, also verify the feasibility of using LabVIEW for spectrum analysis. (authors)
Evidence of Halo Assembly Bias in Massive Clusters
Miyatake, Hironao; Takada, Masahiro; Spergel, David N; Mandelbaum, Rachel; Rykoff, Eli S; Rozo, Eduardo
2015-01-01
We present significant evidence of halo assembly bias for redMaPPer galaxy clusters in the redshift range $[0.1, 0.33]$. By dividing the 8,648 clusters into two subsamples based on the average member galaxy separation from the cluster center, we first show that the two subsamples have very similar halo mass of $M_{\\rm 200m}\\simeq 1.9\\times 10^{14}~h^{-1}M_\\odot$ based on the weak lensing signals at small radii $R<\\sim 10~h^{-1}{\\rm Mpc}$. However, their halo bias inferred from both the large-scale weak lensing and the projected auto-correlation functions differs by a factor of $\\sim$1.5, which is a signature of assembly bias. The same bias hypothesis for the two subsamples is excluded at 2.5$\\sigma$ in the weak lensing and 4.6$\\sigma$ in the auto-correlation data, respectively.
Fault detection in reciprocating compressor valves under varying load conditions
Pichler, Kurt; Lughofer, Edwin; Pichler, Markus; Buchegger, Thomas; Klement, Erich Peter; Huschenbett, Matthias
2016-03-01
This paper presents a novel approach for detecting cracked or broken reciprocating compressor valves under varying load conditions. The main idea is that the time frequency representation of vibration measurement data will show typical patterns depending on the fault state. The problem is to detect these patterns reliably. For the detection task, we make a detour via the two dimensional autocorrelation. The autocorrelation emphasizes the patterns and reduces noise effects. This makes it easier to define appropriate features. After feature extraction, classification is done using logistic regression and support vector machines. The method's performance is validated by analyzing real world measurement data. The results will show a very high detection accuracy while keeping the false alarm rates at a very low level for different compressor loads, thus achieving a load-independent method. The proposed approach is, to our best knowledge, the first automated method for reciprocating compressor valve fault detection that can handle varying load conditions.
Neutron Noise Analysis with Flash-Fourier Algorithm at the IBR-2M Reactor
Directory of Open Access Journals (Sweden)
Mihai O. Dima
2013-01-01
Full Text Available Neutron noise spectra in nuclear reactors are a convolution of multiple effects. For the IBR-2M pulsed reactor (JINR, Dubna, one part of these is represented by the reactivities induced by the two moving auxiliary reflectors and another part of these by other sources that are moderately stable. The study of neutron noise involves, foremostly, knowing its frequency spectral distribution, hence Fourier transforms of the noise. Traditional methods compute the Fourier transform of the autocorrelation function. We show in the present study that this is neither natural nor real-time adapted, for both the autocorrelation function and the Fourier transform are highly CPU intensive. We present flash algorithms for processing the Fourier-like transforms of the noise spectra.
Monte Carlo sampling strategies for lattice gauge calculations
International Nuclear Information System (INIS)
We have sought to optimize the elements of the Monte Carlo processes for thermalizing and decorrelating sequences of lattice gauge configurations and for this purpose, to develop computational and theoretical diagnostics to compare alternative techniques. These have been applied to speed up generations of random matrices, compare heat bath and Metropolis stepping methods, and to study autocorrelations of sequences in terms of the classical moment problem. The efficient use of statistically correlated lattice data is an optimization problem depending on the relation between computer times to generate lattice sequences of sufficiently small correlation and times to analyze them. We can solve this problem with the aid of a representation of auto-correlation data for various step lags as moments of positive definite distributions, using methods known for the moment problem to put bounds on statistical variances, in place of estimating the variances by too-lengthy computer runs
Aging of anisotropy of solar wind magnetic fluctuations in the inner heliosphere
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...
Heat capacity of liquids: A hydrodynamic approach
Directory of Open Access Journals (Sweden)
T. Bryk
2015-03-01
Full Text Available We study autocorrelation functions of energy, heat and entropy densities obtained by molecular dynamics simulations of supercritical Ar and compare them with the predictions of the hydrodynamic theory. It is shown that the predicted by the hydrodynamic theory single-exponential shape of the entropy density autocorrelation functions is perfectly reproduced for small wave numbers by the molecular dynamics simulations and permits the calculation of the wavenumber-dependent specific heat at constant pressure. The estimated wavenumber-dependent specific heats at constant volume and pressure, Cv(k and Cp(k, are shown to be in the long-wavelength limit in good agreement with the macroscopic experimental values of Cv and Cp for the studied thermodynamic points of supercritical Ar.
[Soil and forest structure in the Colombian Amazon].
Calle-Rendón, Bayron R; Moreno, Flavio; Cárdenas López, Dairon
2011-09-01
Forests structural differences could result of environmental variations at different scales. Because soils are an important component of plant's environment, it is possible that edaphic and structural variables are associated and that, in consequence, spatial autocorrelation occurs. This paper aims to answer two questions: (1) are structural and edaphic variables associated at local scale in a terra firme forest of Colombian Amazonia? and (2) are these variables regionalized at the scale of work? To answer these questions we analyzed the data of a 6ha plot established in a terra firme forest of the Amacayacu National Park. Structural variables included basal area and density of large trees (diameter > or = 10cm) (Gdos and Ndos), basal area and density of understory individuals (diameter tress, respectively). Variables with spatial autocorrelation were the structure of small trees, Al, silt, and sand. Among them, Nsot and sand content showed similar patterns of spatial distribution inside the plot. PMID:22017135
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.
Parameter Uncertainty for Aircraft Aerodynamic Modeling using Recursive Least Squares
Grauer, Jared A.; Morelli, Eugene A.
2016-01-01
A real-time method was demonstrated for determining accurate uncertainty levels of stability and control derivatives estimated using recursive least squares and time-domain data. The method uses a recursive formulation of the residual autocorrelation to account for colored residuals, which are routinely encountered in aircraft parameter estimation and change the predicted uncertainties. Simulation data and flight test data for a subscale jet transport aircraft were used to demonstrate the approach. Results showed that the corrected uncertainties matched the observed scatter in the parameter estimates, and did so more accurately than conventional uncertainty estimates that assume white residuals. Only small differences were observed between batch estimates and recursive estimates at the end of the maneuver. It was also demonstrated that the autocorrelation could be reduced to a small number of lags to minimize computation and memory storage requirements without significantly degrading the accuracy of predicted uncertainty levels.
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.
Detecting spatial homogeneity in the world trade web with Detrended Fluctuation Analysis
Chiarucci, Riccardo; Loffredo, Maria
2013-01-01
In a spatially embedded network, that is a network where nodes can be uniquely determined in a system of coordinates, links' weights might be affected by metric distances coupling every pair of nodes (dyads). In order to assess to what extent metric distances affect relationships (link's weights) in a spatially embedded network, we propose a methodology based on DFA (Detrended Fluctuation Analysis). DFA is a well developed methodology to evaluate autocorrelations and estimate long-range behaviour in time series. We argue it can be further extended to spatially ordered series in order to assess autocorrelations in values. A scaling exponent of 0.5 (uncorrelated data) would thereby signal a perfect homogeneous space embedding the network. We apply the proposed methodology to the World Trade Web (WTW) during the years 1949-2000 and we find, in some contrast with predictions of gravity models, a declining influence of distances on trading relationships.
International Nuclear Information System (INIS)
The first intensity autocorrelation studies on thin critical fluid films has been carried out on trapped films of a 2,6 Lutidine + water critical mixture. The scaled Rayleigh linewidth was measured for a range of k xi spanning both the hydrodynamic (k xi << 1) and non-hydrodynamic regimes. Film thicknesses were 13.1, 4.1 and 2.1 μm. These studies have shown that the critical dynamics of fluid films is indistinguishable from that of large samples, even under conditions such that the correlation length is greater than or equal to film thickness. A theory of the lattice dynamics of colloidal particle crystals has been developed and verified by studies of the intensity and intensity autocorrelation of thermal diffuse scattered light measured about Bragg peaks
DEFF Research Database (Denmark)
Windfeld, Kristian
1992-01-01
Computer-intensive methods for data analysis in a traditional setting has developed rapidly in the last decade. The application of and adaption of some of these methods to the analysis of multivariate digital images and spatial data are explored, evaluated and compared to well established classical...... the projection pursuit is presented. Examples from remote sensing are given. The ACE algorithm for computing non-linear transformations for maximizing correlation is extended and applied to obtain a non-linear transformation that maximizes autocorrelation or 'signal' in a multivariate image. This is a...... generalization of the minimum /maximum autocorrelation factors (MAF's) which is a linear method. The non-linear method is compared to the linear method when analyzing a multivariate TM image from Greenland. The ACE method is shown to give a more detailed decomposition of the image than the MAF-transformation and...
Lattice QCD on Non-Orientable Manifolds
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...
Determination of macroscopic transport coefficients of a dissipative particle dynamics solvent
Azarnykh, Dmitrii; Litvinov, Sergey; Bian, Xin; Adams, Nikolaus A.
2016-01-01
We present an approach to determine macroscopic transport coefficients of a dissipative particle dynamics (DPD) solvent. Shear viscosity, isothermal speed of sound, and bulk viscosity result from DPD-model input parameters and can be determined only a posteriori. For this reason approximate predictions of these quantities are desirable in order to set appropriate DPD input parameters. For the purpose of deriving an improved approximate prediction we analyze the autocorrelation of shear and longitudinal modes in Fourier space of a DPD solvent for Kolmogorov flow. We propose a fitting function with nonexponential properties which gives a good approximation to these autocorrelation functions. Given this fitting function we improve significantly the capability of a priori determination of macroscopic solvent transport coefficients in comparison to previously used exponential fitting functions.
Determination of macroscopic transport coefficients of a dissipative particle dynamics solvent.
Azarnykh, Dmitrii; Litvinov, Sergey; Bian, Xin; Adams, Nikolaus A
2016-01-01
We present an approach to determine macroscopic transport coefficients of a dissipative particle dynamics (DPD) solvent. Shear viscosity, isothermal speed of sound, and bulk viscosity result from DPD-model input parameters and can be determined only a posteriori. For this reason approximate predictions of these quantities are desirable in order to set appropriate DPD input parameters. For the purpose of deriving an improved approximate prediction we analyze the autocorrelation of shear and longitudinal modes in Fourier space of a DPD solvent for Kolmogorov flow. We propose a fitting function with nonexponential properties which gives a good approximation to these autocorrelation functions. Given this fitting function we improve significantly the capability of a priori determination of macroscopic solvent transport coefficients in comparison to previously used exponential fitting functions. PMID:26871186
Probabilistic Load Models for Simulating the Impact of Load Management
DEFF Research Database (Denmark)
Chen, Peiyuan; Bak-Jensen, Birgitte; Chen, Zhe
2009-01-01
simulate the impact of load management. The joint-normal model is superior in modeling the tail region of the hourly load distribution and implementing the change of hourly standard deviation. Whereas the AR(12) model requires much less parameter and is superior in modeling the autocorrelation. It is......This paper analyzes a distribution system load time series through autocorrelation coefficient, power spectral density, probabilistic distribution and quantile value. Two probabilistic load models, i.e. the joint-normal model and the autoregressive model of order 12 (AR(12)), are proposed to...... concluded that the AR(12) model is favored with limited measurement data and that the joint-normal model may provide better results with a large data set. Both models can be applied in general to model load time series and used in time-sequential simulation of distribution system planning....
Population kinetics in turbulent plasmas: The role of non-Markovian fluctuations
Energy Technology Data Exchange (ETDEWEB)
Rosato, J., E-mail: joel.rosato@univ-provence.fr [Laboratoire PIIM, UMR 6633 Université de Provence/CNRS, Centre de St.-Jérôme, Case 232, F-13397 Marseille Cedex 20 (France); Catoire, F. [Laboratoire CELIA, UMR 5107 Université Bordeaux 1/CNRS, 351 Cours de la libération, F-33405 Talence Cedex (France); Marandet, Y.; Mekkaoui, A.; Capes, H.; Koubiti, M.; Stamm, R. [Laboratoire PIIM, UMR 6633 Université de Provence/CNRS, Centre de St.-Jérôme, Case 232, F-13397 Marseille Cedex 20 (France); Kadomtsev, M.B.; Levashova, M.G.; Lisitsa, V.S. [ITP, Russian Research Center “Kurchatov Institute”, Moscow (Russian Federation); Rosmej, F.B. [Sorbonne Universités, Piere et Marie Curie UPMC, UMR 7605, LULI, Case 128, F-75252 Paris Cedex 05 (France); Ecole Polytechnique, LULI, Physique Atomique dans les Plasmas Denses, F-91228 Palaiseau (France)
2011-11-14
A novel approach to the modeling of atomic populations in turbulent plasmas is applied to ionization–recombination balance calculations. Fluctuations of the fluid parameters are retained using a time-dependent statistical approach, suitable for cases where the turbulence characteristic times are of the same order as or smaller than the typical atomic relaxation times. We show that the populations are sensitive to the shape of the autocorrelation function of the fluctuations. An illustration is proposed through an ideal two-level system forced by non-Markovian temperature fluctuations. -- Highlights: ► We model the kinetics of atomic populations in the presence of turbulence. ► Fluctuations of the fluid parameters are retained using a statistical approach. ► The ensemble-averaged populations are sensitive to the shape of the autocorrelation function.
Genetic structure of Camellia japonica L. in an old-growth evergreen forest, Tsushima, Japan.
Ueno, S; Tomaru, N; Yoshimaru, H; Manabe, T; Yamamoto, S
2000-06-01
The spatial genetic structure of Camellia japonica was investigated, using microsatellite markers, in a 4-ha permanent plot within an old-growth forest. Spatial distribution of individuals was also assessed to obtain an insight into spatial relationships between individuals and alleles. Morisita's index of dispersion showed that 518 C. japonica individuals in the plot were clumped, and Moran's I spatial autocorrelation coefficient revealed weak genetic structure, indicating a low level of allele clustering. Average I correlograms showed that there was stronger genetic structure over short-distance classes. The clumped distribution of individuals and the positive autocorrelation over short-distance classes may result from the limited seed dispersal and microsite heterogeneity of the stand, while the genetic structure may be weakened by overlapping seed shadow and extensive pollen flow, mediated by animal vectors, and the high outcrossing rate found in C. japonica. PMID:10849281
Simultaneous measurement of localized diffusion and flow using optical coherence tomography
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.
Momentum conserving Brownian dynamics propagator for complex soft matter fluids.
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. PMID:25554134
Multifractal model of asset returns with leverage effect
Eisler, Z.; Kertész, J.
2004-11-01
Multifractal processes are a relatively new tool of stock market analysis. Their power lies in the ability to take multiple orders of autocorrelations into account explicitly. In the first part of the paper we discuss the framework of the Lux model and refine the underlying phenomenological picture. We also give a procedure of fitting all parameters to empirical data. We present a new approach to account for the effective length of power-law memory in volatility. The second part of the paper deals with the consequences of asymmetry in returns. We incorporate two related stylized facts, skewness and leverage autocorrelations into the model. Then from Monte Carlo measurements we show, that this asymmetry significantly increases the mean squared error of volatility forecasts. Based on a filtering method we give evidence on similar behavior in empirical data.
Clifford, Sam; Choy, Sama Low; Corander, Jukka; Hämeri, Kaarle; Mengersen, Kerrie; Hussein, Tareq
2012-01-01
In this paper we develop a semi-parametric Bayesian regression model for forecasting from a model of temporal trends, covariates and autocorrelated residuals. Non-linear covariate effects and their interactions are included in the model via penalised B-splines with an informative smoothing prior. Forecasting is consistent with the estimates of residual autocorrelation and spline coefficients are conditioned on the smoothing and autoregression parameters. The developed model is applied to the problem of forecasting ultrafine particle number concentration (PNC) in Helsinki, Finland. We obtain an estimate of the joint annual and daily trends, describing the changes in hourly PNC concentration, as well as weekly trends and the effect of traffic and local meteorological conditions.
Impact of the 2010-2011 la NIÑA Phenomenon in Colombia
Hoyos, N.; Escobar, J.; Restrepo, J. C.; Ortiz, J. C.
2013-05-01
The 2010-2011 ENSO phenomenon affected four million Colombians, ˜9% of the total population, and caused economic losses of approximately US $7.8 billion. We analyzed the spatial patterns of effects on the population, using global (Moran's I index) and local (LISA) spatial autocorrelation indicators, and multiple regression analyses (OLS and ML spatial error model). The spatial autocorrelation analysis revealed two regional clusters in the lower Magdalena River Valley (Caribbean plains) and lower Atrato Valley (Pacific lowlands). The regression analyses showed the importance of the spatial component as well as the variables related to hazard exposure and social vulnerability. Municipalities in regional clusters show: (1) a high degree of flooding, as they are located on the Magdalena and Atrato River floodplains, and (2) high social vulnerability, suggested by low values of the ICV (national living conditions index).
On a theory of stability for nonlinear stochastic chemical reaction networks
International Nuclear Information System (INIS)
We present elements of a stability theory for small, stochastic, nonlinear chemical reaction networks. Steady state probability distributions are computed with zero-information (ZI) closure, a closure algorithm that solves chemical master equations of small arbitrary nonlinear reactions. Stochastic models can be linearized around the steady state with ZI-closure, and the eigenvalues of the Jacobian matrix can be readily computed. Eigenvalues govern the relaxation of fluctuation autocorrelation functions at steady state. Autocorrelation functions reveal the time scales of phenomena underlying the dynamics of nonlinear reaction networks. In accord with the fluctuation-dissipation theorem, these functions are found to be congruent to response functions to small perturbations. Significant differences are observed in the stability of nonlinear reacting systems between deterministic and stochastic modeling formalisms
Translational and rotational dynamics of a large buoyant sphere in turbulence
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.
Critical Transitions in Social Network Activity
DEFF Research Database (Denmark)
Kuehn, Christian; Martens, Erik Andreas; Romero, Daniel M
2014-01-01
priori unknown events in society are present in social networks is an exciting open problem, to which at present only highly speculative answers can be given. Here, we instead provide a first step towards tackling a simpler question by focusing on a priori known events and analyse a social media data set...... a priori known events are preceded by variance and autocorrelation growth. Our findings thus clearly establish the necessary starting point to further investigate the relationship between abstract mathematical theory and various classes of critical transitions in social networks....... with a focus on classical variance and autocorrelation warning signs. Our results thus pertain to one absolutely fundamental question: Can the stochastic warning signs known from other areas also be detected in large-scale social media data? We answer this question affirmatively as we find that several...
Asymptotic neutron scattering laws for anomalously diffusing quantum particles
Kneller, Gerald R.
2016-07-01
The paper deals with a model-free approach to the analysis of quasielastic neutron scattering intensities from anomalously diffusing quantum particles. All quantities are inferred from the asymptotic form of their time-dependent mean square displacements which grow ∝tα, with 0 ≤ α scattering function for long times and the Fourier spectrum of the velocity autocorrelation function for small frequencies. Quantum effects enter in both cases through the general symmetry properties of quantum time correlation functions. It is shown that the fractional diffusion constant can be expressed by a Green-Kubo type relation involving the real part of the velocity autocorrelation function. The theory is exact in the diffusive regime and at moderate momentum transfers.
Time-scale effects on the gain-loss asymmetry in stock indices
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.
Homometric Point Sets and Inverse Problems
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...
Coronel-Brizio, H F; Huerta-Quintanilla, R; Rodriguez-Achach, M
2006-01-01
It is well known that there exist statistical and structural differences between the stock markets of developed and emerging countries. In this work, we present an analysis of the variations and autocorrelations of the Mexican Stock Market index (IPC) for different periods of its historical daily data, showing evidence that the Mexican Stock Market has been increasing its efficiency in recent times. We have analyzed the returns autocorrelation function (ACF) and used detrended fluctuation analysis (DFA) methods. We also analyze the volatility of the IPC and the Dow Jones Industrial Average (DJIA) and compare their evolution. The data samples analyzed here, correspond to daily values of the IPC and DJIA for the period 10/30/1978 to 02/28/2006.
International Nuclear Information System (INIS)
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
Statistical analysis of the porous microstructure as a method for estimating reservoir permeability
Energy Technology Data Exchange (ETDEWEB)
Ioannidis, M.A.; Kwiecien, M.J.; Chatzis, I. [Porous Media Research Institute, Department of Chemical Engineering, University of Waterloo, Waterloo (Canada)
1996-12-06
Back-scatter scanning electron microscope images of cross-sections of several porous rocks were analyzed to determine the statistical properties of the porous microstructure. For statistically homogeneous media these properties are the porosity and autocorrelation function. A length scale (integral correlation scale), characteristic of the spatial distribution of porosity, was obtained as the integral of the autocorrelation function. The permeability of a wide variety of rock samples, including those investigated by Coskun and Wardlaw (1993), was adequately described by an empirical equation of the form k {proportional_to} {phi}{sup a}I{sub S}{sup b}, where {phi} is the porosity and I{sub S} is the integral correlation scale. The results obtained have useful application in the estimation of reservoir permeability from samples not amenable to experimental testing (e.g. drill cuttings) and provide support for the use of statistical methods for the generation of 3-D model porous media
Only marginal alignment of disc galaxies
Andrae, Rene
2011-01-01
Testing theories of angular-momentum acquisition of rotationally supported disc galaxies is the key to understand the formation of this type of galaxies. The tidal-torque theory tries to explain this acquisition process in a cosmological framework and predicts positive autocorrelations of angular-momentum orientation and spiral-arm handedness on distances of 1Mpc/h. This disc alignment can also cause systematic effects in weak-lensing measurements. Previous observations claimed discovering such correlations but did not account for errors in redshift, ellipticity and morphological classifications. We explain how to rigorously propagate all important errors. Analysing disc galaxies in the SDSS database, we find that positive autocorrelations of spiral-arm handedness and angular-momentum orientations on distances of 1Mpc/h are plausible but not statistically significant. This result agrees with a simple hypothesis test in the Local Group, where we find no evidence for disc alignment. Moreover, we demonstrate tha...
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
The Urbana MST radar, capabilities and limitations
Royrvik, O.; Goss, L. D.
1983-01-01
The 41-MHz coherent-scatter radar located northeast of the University of Illinois at Urbana is being used for studies of the troposphere, stratosphere and mesosphere regions. The antenna consists of 1008 halfwave dipoles with a physical aperture of 11000 sq m. Transmitted peak power is about 750 kW. Clear-air returns may be received from 6 km to 90 km altitude. Autocorrelation functions of the scattered signal are calculated on-line. From the autocorrelation functions the scattered power, line-of-sight velocity and signal correlation time are calculated. Some aspects of the troposphere/stratosphere and the mesosphere observations are discussed. Capabilities and limitations of the Urbana MST radar are pointed out, and recent and planned improvements to the radar are described.
Molecular dynamics test of the Brownian description of Na(+) motion in water
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.
An improved estimation and focusing scheme for vector velocity estimation
DEFF Research Database (Denmark)
Jensen, Jørgen Arendt; Munk, Peter
The full blood velocity vector must be estimated in medical ultrasound to give a correct depiction of the blood flow. This can be done by introducing a transversely oscillating pulse-echo ultrasound field, which makes the received signal influenced by a transverse motion. Such an approach was...... suggested in [1]. Here the conventional autocorrelation approach was used for estimating the transverse velocity and a compensation for the axial motion was necessary in the estimation procedure. This paper introduces a new estimator for determining the two-dimensional velocity vector and a new dynamic...... beamforming method. A modified autocorrelation approach employing fourth order moments of the input data is used for velocity estimation. The new estimator calculates the axial and lateral velocity component independently of each other. The estimation is optimized for differences in axial and lateral...
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.
An improved estimation and focusing scheme for vector velocity estimation
DEFF Research Database (Denmark)
Jensen, Jørgen Arendt; Munk, Peter
1999-01-01
The full blood velocity vector must be estimated in medical ultrasound to give a correct depiction of the blood flow. This can be done by introducing a transversely oscillating pulse-echo ultrasound field, which makes the received signal influenced by a transverse motion. Such an approach...... was suggested in [1]. Here the conventional autocorrelation approach was used for estimating the transverse velocity and a compensation for the axial motion was necessary in the estimation procedure. This paper introduces a new estimator for determining the two-dimensional velocity vector and a new dynamic...... beamforming method. A modified autocorrelation approach employing fourth order moments of the input data is used for velocity estimation. The new estimator calculates the axial and lateral velocity component independently of each other. The estimation is optimized for differences in axial and lateral...
Sorella, Sandro
2016-01-01
We propose an ab-initio molecular dynamics method, capable to reduce dramatically the autocorrelation time required for the simulation of classical and quantum particles at finite temperature. The method is based on an efficient implementation of a first order Langevin dynamics modified by means of a suitable, position dependent acceleration matrix $S$. Here we apply this technique, within a Quantum Monte Carlo (QMC) based wavefuntion approach and within the Born-Oppheneimer approximation, for determining the phase diagram of high-pressure Hydrogen with simulations much longer than the autocorrelation time. With the proposed method, we are able to equilibrate in few hundreds steps even close to the liquid-liquid phase transition (LLT). Within our approach we find that the LLT transition is consistent with recent density functionals predicting a much larger transition pressures when the long range dispersive forces are taken into account.
In Search of Robust Methods for Dynamic Panel Data Models in Empirical Corporate Finance
Viet Anh Dang, Minjoo Kim, and Yongcheol Shin
2015-01-01
We examine which methods are appropriate for estimating dynamic panel data models in empirical corporate finance. Our simulations show that the instrumental variable and GMM estimators are unreliable, and sensitive to the presence of endogeneity, autocorrelation, and changes in control parameters. The bias-corrected fixed-effects estimators, based on an analytical or bootstrap approach, are the most appropriate and robust methods. These estimators perform reasonably well even in models with f...
Spatio-Temporal Wildland Arson Crime Functions
Butry, David T.; Prestemon, Jeffrey P.
2005-01-01
Wildland arson creates damages to structures and timber and affects the health and safety of people living in rural and wildland urban interface areas. We develop a model that incorporates temporal autocorrelations and spatial correlations in wildland arson ignitions in Florida. A Poisson autoregressive model of order p, or PAR(p) model, is estimated for six high arson Census tracts in the state for the period 1994-2001. Spatio-temporal lags of wildland arson ignitions are introduced as dummy...
Phillips, Peter C.B.; Sun, Yixiao; Jin, Sainan
2004-01-01
A new family of kernels is suggested for use in heteroskedasticity and autocorrelation consistent (HAC) and long run variance (LRV) estimation and robust regression testing. The kernels are constructed by taking powers of the Bartlett kernel and are intended to be used with no truncation (or bandwidth) parameter. As the power parameter (rho) increases, the kernels become very sharp at the origin and increasingly downweight values away fro the origin, thereby achieving effects similar to a ban...
Signal Detection for QPSK Based Cognitive Radio Systems using Support Vector Machines
Mushtaq, M. T.; Khan, I.; M. S. Khan; Koudelka, O.
2015-01-01
Cognitive radio based network enables opportunistic dynamic spectrum access by sensing, adopting and utilizing the unused portion of licensed spectrum bands. Cognitive radio is intelligent enough to adapt the communication parameters of the unused licensed spectrum. Spectrum sensing is one of the most important tasks of the cognitive radio cycle. In this paper, the auto-correlation function kernel based Support Vector Machine (SVM) classifier along with Welch's Periodogram detector is success...
A global picture of the seasonal persistence of stratospheric ozone anomalies
Tegtmeier, S.; Fioletov, V. E.; Shepherd, T. G.
2010-01-01
Interannual anomalies in vertical profiles of stratospheric ozone, in both equatorial and extratropical regions, have been shown to exhibit a strong seasonal persistence, namely, extended temporal autocorrelations during certain times of the calendar year. Here we investigate the relationship between this seasonal persistence of equatorial and extratropical ozone anomalies using the SAGE‐corrected SBUV data set, which provides a long‐term ozone profile time series. For the regions of the stra...
A Modified Harris Corner Detection for Breast IR Image
2014-01-01
Harris corner detectors, which depend on strong invariance and a local autocorrelation function, display poor detection performance for infrared (IR) images with low contrast and nonobvious edges. In addition, feature points detected by Harris corner detectors are clustered due to the numerous nonlocal maxima. This paper proposes a modified Harris corner detector that includes two unique steps for processing IR images in order to overcome the aforementioned problems. Image contrast enhancemen...
Testování slabé formy efektivnosti devizového trhu
Havel, Radek
2009-01-01
The goal of my thesis is to verify the weak form of the efficiency of the exchange market. The paper results from the presumptions for efficient price movements on the financial markets. They are applied to the time series of exchange rates of five currency pairs. After definitions of testing methodology, the given exchange rates series are analysed with the help of correlation and autocorrelation test, runs test and a test based on technical analysis. The conclusion of the thesis anwers the ...
Frequency-domain Analysis of ECG Signal
Institute of Scientific and Technical Information of China (English)
Tu Chengyuan; Zeng Yanjun; Li Shuxin
2007-01-01
A new simple approach to effectively detect QRS-T complexes in ECG curve is described, so as to easily get the P-wave (when AF does not happen)or the f-wave (when AF happens). By means of signal processing techniques such as the power spectrum function, the auto-correlation function and cross-correlation function,two kinds of ECG signal when AF does or does not happen were successively analyzed, showing the evident differences between them.
Koleilat, Maria; Whaley, Shannon E.; Afifi, Abdelmonem A.; Estrada, Leobardo; HARRISON, Gail G
2012-01-01
The aim of this study was to examine the association between the local food environment and obesity proportions among 3- to 4-year-old children who were participants in the WIC program in Los Angeles County using spatial analyses techniques. ArcGIS, spatial analysis software, was used to compute the retail food environment index (RFEI) per ZIP code. GeoDa, spatial statistics software was employed to check for spatial autocorrelation and to control for permeability of the boundaries. Linear re...
The importance of spatial models for estimating the strength of density dependence
DEFF Research Database (Denmark)
Thorson, James T.; Skaug, Hans J.; Kristensen, Kasper;
2014-01-01
the California Coast. In this case, the nonspatial model estimates implausible oscillatory dynamics on an annual time scale, while the spatial model estimates strong autocorrelation and is supported by model selection tools. We conclude by discussing the importance of improved data archiving techniques, so...... that spatial models can be used to re-examine classic questions regarding the presence and strength of density dependence in wild populations Read More: http://www.esajournals.org/doi/abs/10.1890/14-0739.1...
Peakall, Rod; Smouse, Peter E.
2012-01-01
Summary: GenAlEx: Genetic Analysis in Excel is a cross-platform package for population genetic analyses that runs within Microsoft Excel. GenAlEx offers analysis of diploid codominant, haploid and binary genetic loci and DNA sequences. Both frequency-based (F-statistics, heterozygosity, HWE, population assignment, relatedness) and distance-based (AMOVA, PCoA, Mantel tests, multivariate spatial autocorrelation) analyses are provided. New features include calculation of new estimators of popula...
Lande, Russell; Engen, Steinar; Sæther, Bernt-Erik
2009-01-01
The evolution of population dynamics in a stochastic environment is analysed under a general form of density-dependence with genetic variation in r and K, the intrinsic rate of increase and carrying capacity in the average environment, and in σe2, the environmental variance of population growth rate. The continuous-time model assumes a large population size and a stationary distribution of environments with no autocorrelation. For a given population density, N, and genotype frequency, p, the ...
Zhao, Wei-jun; Liu, Xian-de; Jing, Wen-mao; Xu, Li-heng; Niu, Yun; Qi, Peng; Zhao, Yong-hong
2015-09-01
We selected the grid of 5 m x 5 m in a dynamic monitoring plot (340 m x 300 m) as the sampling unites and chose 5 structural characteristics (density, average crown breadth, coverage, conspicuousness and average height) to study the spatial heterogeneity of community structure of Picea crassifolia forest in Dayekou Basin of Qilian Mountains by the fractal geometry and geostatistics methods. The results showed that the order of spatial variation in these characteristics was: density > average crown breadth > conspicuousness > coverage > average height, with the variation coefficient ranging from 43.7% to 79.6%. Moran's I index indicated that the structural variables had different degrees of spatial autocorrelation, and the order of autocorrelation was density > average height> coverage > average crown breadth > conspicuousness, with the range of -0.047-0.382. The exponential semivariation model well fitted the spatial variability in different structural features, and the range was 24.6-68.1 m. The variables displayed moderate spatial autocorrelation except for coverage, while the other variables had strong spatial autocorrelation, and the fractal dimension of the variables was close to 2, indicating a low spatial dependence among variables. The variables presented a superposing characteristic of zonal and patchy structures except for density and coverage, while the other variables presented strong patchiness property. Density and coverage had a certain spatial dependence on average crown breadth, conspicuousness and average height. Density and coverage for the spatial heterogeneity of community structural of P. crassifolia forests were 10 m and 0.5 hm2, respectively. PMID:26785538
Problem Understanding through Landscape Theory
Chicano, Francisco; Luque, Gabriel; Alba, Enrique
2013-01-01
In order to understand the structure of a problem we need to measure some features of the problem. Some examples of measures suggested in the past are autocorrelation and fitness-distance correlation. Landscape theory, developed in the last years in the field of combinatorial optimization, provides mathematical expressions to efficiently compute statistics on optimization problems. In this paper we discuss how can we use optimización combinatoria in the context of problem understanding and pr...
Empirical analysis of the influencing factors of sugar imports in China
Gong, Xue-wu; Wu, Ge
2009-01-01
We study the factors influencing the sugar imports in China. A multivariate linear regression model for quantitative analysis in established and the model is researched with multicollinearity treatment, autocorrelation and heteroscedasticity test. Research result shows that the per capita income and price fluctuation are not the main factors affecting the sugar import in China, but the domestic sugar production and consumption are the key factors. The substitution effect of sugar substitute h...
Andrea Becchetti
2012-01-01
Distinguishing excitatory from inhibitory neurons with multielectrode array (MEA) recordings is a serious experimental challenge. The current methods, developed in vitro, mostly rely on spike waveform analysis. These however often display poor resolution and may produce errors caused by the variability of spike amplitudes and neuron shapes. Recent recordings in human brain suggest that the spike waveform features correlate with time-domain statistics such as spiking rate, autocorrelation and ...
Spiking variability: Theory, measures and implementation in matlab
Directory of Open Access Journals (Sweden)
Eric S. Kuebler
2014-09-01
Full Text Available The quantification of spiking variability is prevalent to many questions in neuroscience. In this review, several measures of variability are presented, as well as algorithms for implementing analyses including: spike rates and Fano factor, inter-spike intervals, coefficient of variation and local variation, autocorrelation, period histograms, a synchrony index (vector strength, and finally post-stimulus time histograms. Some of the techniques show significant overlap; however, each measure is qualitatively unique and can be tuned to the researchers needs.
A Comparative Analysis of the Distributions of KFC and McDonald’s Outlets in China
Yikang Rui; Huang Huang; Min Lu; Bao Wang; Jiechen Wang
2016-01-01
Mainland China has become one of the most important markets for international fast-food chains over the past decade. To study the regional spread of KFC and McDonald’s outlets in Chinese cities, the correlation of their distributions and degree of market expansion were explored and compared to analyze both the local and the global spatial autocorrelations. A geographically weighted Poisson regression model was also used to examine the influence of demographic, economic, and geographic factors...
基于神经网络的预测模型中输入变量的选择%Input Variables Selection of Forecasting Model Based on Neural Network
Institute of Scientific and Technical Information of China (English)
杨奎河; 王宝树; 赵玲玲
2003-01-01
It is important to select input variables when the neural network forecasting model is proposed. In this pa-per, by using the autocorrelation function on input variables sets selection for neural network forecasting model, asystemic and scientific method for input variables sets selection is put forward. FFT is adopted to accomplish thespeediness calculation, which enhances the maneuverability of this approach. A forecasting example is given, whoseresult indicates that the method is effective.
Estimating animal resource selection from telemetry data using point process models
Johnson, Devin S.; Hooten, Mevin B.; Kuhn, Carey E.
2013-01-01
Analyses of animal resource selection functions (RSF) using data collected from relocations of individuals via remote telemetry devices have become commonplace. Increasing technological advances, however, have produced statistical challenges in analysing such highly autocorrelated data. Weighted distribution methods have been proposed for analysing RSFs with telemetry data. However, they can be computationally challenging due to an intractable normalizing constant and cannot be aggregated (i.e. collapsed) over time to make space-only inference.
Mixed Weyl Symbol Calculus and Spectral Line Shape Theory
Osborn, T. A.; Kondrat'eva, M. F.; Tabisz, G. C.; McQuarrie, B. R.
1998-01-01
A new and computationally viable full quantum version of line shape theory is obtained in terms of a mixed Weyl symbol calculus. The basic ingredient in the collision--broadened line shape theory is the time dependent dipole autocorrelation function of the radiator-perturber system. The observed spectral intensity is the Fourier transform of this correlation function. A modified form of the Wigner--Weyl isomorphism between quantum operators and phase space functions (Weyl symbols) is introduc...
一种新的基于小波变换的基音检测算法%A New Pitch Detection Algorithm Based on Wavelet Transform
Institute of Scientific and Technical Information of China (English)
宋兵; 顾传青; 张建军
2005-01-01
In this paper, a new event detection pitch detector based on the dyadic wavelet transform was constructed by selecting an optimal scale. The proposed pitch detector is accurate, robust to noise and computationally simple. Experiments show the superior performance of this event-based pitch detector in comparison with previous event-based pitch detector and classical pitch detectors that use the autocorrelation and the cepstrum methods to estimate the pitch period.
Spatio-temporal analysis of female breast cancer incidence in Shenzhen, 2007–2012
Zhou, Hai-Bin; Liu, Sheng-Yuan; Lei, Lin; Chen, Zhong-Wei; Peng, Ji; Yang, Ying-Zhou; Liu, Xiao-li
2015-01-01
Introduction Breast cancer is a leading tumor with a high mortality in women. This study examined the spatio-temporal distribution of the incidence of female breast cancer in Shenzhen between 2007 and 2012. Methods The data on breast cancer incidence were obtained from the Shenzhen Cancer Registry System. To describe the temporal trend, the average annual percentage change (AAPC) was analyzed using a joinpoint regression model. Spatial autocorrelation and a retrospective spatio-temporal scan ...