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...
Maximum Autocorrelation Factorial Kriging
Nielsen, Allan Aasbjerg; Conradsen, Knut; Pedersen, John L.; Steenfelt, Agnete
2000-01-01
This paper describes maximum autocorrelation factor (MAF) analysis, maximum autocorrelation factorial kriging, and its application to irregularly sampled stream sediment geochemical data from South Greenland. Kriged MAF images are compared with kriged images of varimax rotated factors from an ordinary non-spatial factor analysis, and they are interpreted in a geological context. It is demonstrated that MAF analysis contrary to ordinary non-spatial factor analysis gives an objective discrimina...
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...
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.
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...
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...
Bayesian Estimates of Autocorrelations in Single-Case Designs
Shadish, William R.; Rindskopf, David M.; Hedges, Larry V.; Sullivan, Kristynn J.
2012-01-01
Researchers in the single-case design tradition have debated the size and importance of the observed autocorrelations in those designs. All of the past estimates of the autocorrelation in that literature have taken the observed autocorrelation estimates as the data to be used in the debate. However, estimates of the autocorrelation are subject to…
Spatial Autocorrelation and Localization of Urban Development
Institute of Scientific and Technical Information of China (English)
LIU Jisheng; CHEN Yanguang
2007-01-01
A nonlinear analysis of urban evolution is made by using of spatial autocorrelation theory. A first-order nonlinear autoregression model based on Clark's negative exponential model is proposed to show urban population density. The new method and model are applied to Hangzhou City, China, as an example. The average distance of population activities, the auto-correlation coefficient of urban population density, and the auto-regressive function values all show trends of gradual increase from 1964 to 2000, but there always is a sharp first-order cutoff in the partial autocorrelations. These results indicate that urban development is a process of localization. The discovery of urban locality is significant to improve the cellular-automata-based urban simulation of modeling spatial complexity.
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...
Shape Modelling Using Maximum Autocorrelation Factors
DEFF Research Database (Denmark)
Larsen, Rasmus
2001-01-01
of Active Shape Models by Timothy Cootes and Christopher Taylor by building new information into the model. This new information consists of two types of prior knowledge. First, in many situation we will be given an ordering of the shapes of the training set. This situation occurs when the shapes......This paper addresses the problems of generating a low dimensional representation of the shape variation present in a training set after alignment using Procrustes analysis and projection into shape tangent space. We will extend the use of principal components analysis in the original formulation....... Both these types of knowledge may be used to defined Shape Maximum Autocorrelation Factors. The resulting point distribution models are compared to ordinary principal components analysis using leave-one-out validation....
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.
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 the original variables. Univariate models of species' distributions using generalized linear models (GLM), generalized additive models (GAM) and classification tree analysis (CTA) were fitted for each variable permutation. Variation of accuracy measures with spatial autocorrelation of the original predictor......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...... 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...
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.
DIAGNOSTIC TEST FOR GARCH MODELS BASED ON ABSOLUTE RESIDUAL AUTOCORRELATIONS
Directory of Open Access Journals (Sweden)
Farhat Iqbal
2013-10-01
Full Text Available In this paper the asymptotic distribution of the absolute residual autocorrelations from generalized autoregressive conditional heteroscedastic (GARCH models is derived. The correct asymptotic standard errors for the absolute residual autocorrelations are also obtained and based on these results, a diagnostic test for checking the adequacy of GARCH-type models are developed. Our results do not depend on the existence of higher moments and is therefore robust under heavy-tailed distributions.
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.
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.
Measurements of stellar magnetic fields with the autocorrelation of spectra
Borra, Ermanno F
2015-01-01
We present a novel technique that uses the autocorrelation of the spectrum of a star to measure the line broadening caused by the modulus of its average surface magnetic field. The advantage of the autocorrelation comes from the fact that it can detect very small spectral line broadening effects because it averages over many spectral lines and therefore gives an average with a very high signal to noise ratio. We validate the technique with the spectra of known magnetic stars and obtain autocorrelation curves that are in full agreement with published magnetic curves obtained with Zeeman splitting. The autocorrelation also gives less noisy curves so that it can be used to obtain very accurate curves. We degrade the resolution of spectra of these magnetic stars to lower spectral resolutions where the Zeeman splitting is undetectable. At these resolutions, the autocorrelation still gives good quality curves, thereby showing that it can be used to measure magnetic fields in spectra where the Zeeman splitting is si...
Autocorrelation in queuing network type production systems - revisited
DEFF Research Database (Denmark)
Nielsen, Erland Hejn
-production systems (Takahashi and Nakamura, 1998) establishes that autocorrelation plays definitely a non-negligible role in relation to the dimensioning as well as functioning of Kanban-controlled production flow lines . This must logically either imply that production managers are missing an important aspect......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...... in their production planning reasoning, or that the 'realistic' autocorrelation patterns , inherent in actual production setups , are not like those so far considered in the literature. In this paper, an attempt to characterise relevant and 'realistic' types of autocorrelation schemes as well as their levels...
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.
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...
Autocorrelation Properties of OFDM Timing Synchronization Waveforms Employing Pilot Subcarriers
Directory of Open Access Journals (Sweden)
Oktay Üreten
2009-01-01
Full Text Available We investigate the autocorrelation properties of timing synchronization waveforms that are generated by embedded frequency domain pilot tones in orthogonal frequency division multiplex (OFDM systems. The waveforms are composed by summing a selected number of OFDM subcarriers such that the autocorrelation function (ACF of the resulting time waveform has desirable sidelobe behavior. Analytical expressions for the periodic and aperiodic ACF sidelobe energy are derived. Sufficient conditions for minimum and maximum aperiodic ACF sidelobe energy for a given number of pilot tones are presented. Several useful properties of the pilot design problem, such as invariance under transformations and equivalence of complementary sets are demonstrated analytically. Pilot tone design discussion is expanded to the ACF sidelobe peak minimization problem by including various examples and simulation results obtained from a genetic search algorithm.
Autocorrelation Properties of OFDM Timing Synchronization Waveforms Employing Pilot Subcarriers
Directory of Open Access Journals (Sweden)
Taşcıoğlu Selçuk
2009-01-01
Full Text Available Abstract We investigate the autocorrelation properties of timing synchronization waveforms that are generated by embedded frequency domain pilot tones in orthogonal frequency division multiplex (OFDM systems. The waveforms are composed by summing a selected number of OFDM subcarriers such that the autocorrelation function (ACF of the resulting time waveform has desirable sidelobe behavior. Analytical expressions for the periodic and aperiodic ACF sidelobe energy are derived. Sufficient conditions for minimum and maximum aperiodic ACF sidelobe energy for a given number of pilot tones are presented. Several useful properties of the pilot design problem, such as invariance under transformations and equivalence of complementary sets are demonstrated analytically. Pilot tone design discussion is expanded to the ACF sidelobe peak minimization problem by including various examples and simulation results obtained from a genetic search algorithm.
Digital grain-size analysis based on autocorrelation algorithm
Cheng, Zhixuan; Liu, Haijiang
2015-08-01
Grain size is one of the most important parameters in geology and coastal engineering. However, all traditional methods are time consuming, laborious, and expensive. In this study, the autocorrelation technique, which was first expounded by Rubin (2004), was extended to estimate the size of well-sorted sediments and the grain-size distribution of mixed-size sediments. Long and intermediate axes of well-sorted sediments ranging from 1 to 20 mm obtained from applying the autocorrelation method are compared with the corresponding results measured using a vernier caliper. Using the autocorrelation technique, the sediment mean size was calculated and was found to compare better with point counts than sieving. Regarding the mixed-size sediment, a nonlinear programming method, which is different from the conventional 'least-squares with non-negativity' method, the kernel density method, and the maximum entropy method, was used to obtain the representative grain sizes and associated sediment inherent parameters, such as mean diameter, median diameter, sorting, skewness, and kurtosis. Image pre-processing was used in the present analysis to enhance the contrast of the recorded image, and a conversion method applied to take into account the difference between the two-dimensional digital image method and the three-dimensional sieving method. Using the modified fitting points and the improved Gaussian function fitting method, the cumulative grain-size distribution curve and the probability density curve of the mixed-size sediments were obtained. The enhanced autocorrelation technique that was developed from the traditional 'look-up-catalogue' approach provided a more accurate estimation of the grain-size distribution, as well as the relevant physical parameters of the mixed-size sediment.
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...
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.
A series expansion for the time autocorrelation of dynamical variables
Maiocchi, A M; Giorgilli, A
2011-01-01
We present here a general iterative formula which gives a (formal) series expansion for the time autocorrelation of smooth dynamical variables, for all Hamiltonian systems endowed with an invariant measure. We add some criteria, theoretical in nature, which enable one to decide whether the decay of the correlations is exponentially fast or not. One of these criteria is implemented numerically for the case of the Fermi-Pasta-Ulam system, and we find indications which might suggest a sub-exponentially decay for such a system.
Autocorrelation Analysis of Meteorological Data from a RASS Sodar.
Pérez, Isidro A.; Ángeles García, M.; Sánchez, M. Luisa; de Torre, Beatriz
2004-08-01
Autocorrelation analysis is necessary in persistence studies and identification of cyclical processes. In this paper, autocorrelations of available wind speed and temperature data from a radio acoustic sounding system (RASS) sodar were calculated. This device was placed on flat terrain, and the measuring campaign extended over April 2001. Ten-minute averages were considered from 40 to 500 m in 20-m levels. The direction frequency rose indicated clear, prevailing directions in the east-northeast west-southwest axis. Analysis of median temperatures revealed that east-northeast advections were 5°C colder than those from the west-southwest. A defined pattern was obtained for both autocorrelations, comprising deterministic and random parts. Noise became more relevant at the higher levels. The deterministic part could be considered as an initial fast-decaying term with the addition of two harmonic functions. The initial decay, linked to fast changes, increased with height for wind speed and decreased for temperature. A diurnal cycle was relevant at intermediate levels for wind speed and at lower temperature levels. The absence of the surface influence added to the horizontal movement associated with the stable night stratification and diurnal convection produced a sharp daily contrast in wind speed at intermediate levels. The influence of the surface decreased with height for temperature. The second cycle was linked to changes in the synoptic pattern and had a 5 6-day period. It was more relevant at lower levels for wind speed, and its amplitude decreased with height. For temperature, this second cycle was less significant. Following these assumptions, a model for the autocorrelation function was proposed and its coefficients are calculated by means of a simple method—a multiple linear regression beyond the first day and a simple linear regression for the first 12-h residuals. This model proved satisfactory, especially below 300 m. A rough height parameterization has
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.
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.
A Comparison of Various Forecasting Methods for Autocorrelated Time Series
Directory of Open Access Journals (Sweden)
Karin Kandananond
2012-07-01
Full Text Available The accuracy of forecasts significantly affects the overall performance of a whole supply chain system. Sometimes, the nature of consumer products might cause difficulties in forecasting for the future demands because of its complicated structure. In this study, two machine learning methods, artificial neural network (ANN and support vector machine (SVM, and a traditional approach, the autoregressive integrated moving average (ARIMA model, were utilized to predict the demand for consumer products. The training data used were the actual demand of six different products from a consumer product company in Thailand. Initially, each set of data was analysed using Ljung‐Box‐Q statistics to test for autocorrelation. Afterwards, each method was applied to different sets of data. The results indicated that the SVM method had a better forecast quality (in terms of MAPE than ANN and ARIMA in every category of products.
Sanchez-Sesma, F. J.; Piña, J.; Campillo, M.; Luzón, F.; García-Jerez, A.; Albarello, D.; Lunedei, E.
2012-12-01
The seismic ambient noise horizontal-to-vertical spectral ratios (NHVSR) are valuable for microzonation, and seismic prospecting. This is particularly true for low-cost dense spatial sampling projects. Arai and Tokimatsu (2004) proposed to use average energy densities to compose the ratios. It means that H/V comes from the square root of the ratio of averages. On the other hand, a popular approach makes the average of spectral ratios. For ergodic processes peak values are usually the same using these two approaches. Sometimes however, the observations are insufficient and computed values for low frequencies display large variability and the corresponding H/V estimates may be inaccurate. The bias caused by localized sources may be the source of errors in the estimates. In this work we propose to compute the NHVSR using the Autocorrelations of Coda of Autocorrelations. This ACA approach is inspired in the work by Stehly et al. (2008). They used the Correlations of Coda of Correlations (C3) to isotropize the field. In our ACA approach the whole time series, say of 30 minutes, for each component is autocorrelated and the averages of the spectral density of selected windows (late coda windows are eliminated) are then improved estimates of directional energy densities. The computation of NHVSR using ACA appears more stable and free of transient effects. It remains to establish how this may be accounted for in forward calculation of H/V spectral ratios for models like a layered medium (e.g. Sánchez-Sesma et al., 2011; Albarello and Lunedei, 2011). This will require further scrutiny. References. Albarello, D. & E. Lunedei (2011). Structure of ambient vibration wavefield in the frequency range of engineering interest ([0.5, 20] Hz): insights from numerical modelling. Near Surface Geophysics 9, 543-559. Arai, H. & K. Tokimatsu (2004). S-wave velocity profiling by inversion of microtremor H/V spectrum, Bull. Seismol. Soc. Am. 94, 53-63. Sánchez-Sesma, F. J., M. Rodr
Generalised partial autocorrelations and the mutual information between past and future
DEFF Research Database (Denmark)
Proietti, Tommaso; Luati, Alessandra
the generalized partial autocorrelations as the partial autocorrelation coefficients of an auxiliary process, we derive their properties and relate them to essential features of the original process. Based on a parameterisation suggested by Barndorff-Nielsen and Schou (1973) and on Whittle likelihood, we develop...
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)…
A Quantized Analog Delay for an ir-UWB Quadrature Downconversion Autocorrelation Receiver
Bagga, S.; Zhang, L.; Serdijn, W.A.; Long, J.R.; Busking, E.B.
2005-01-01
A quantized analog delay is designed as a requirement for the autocorrelation function in the quadrature downconversion autocorrelation receiver (QDAR). The quantized analog delay is comprised of a quantizer, multiple binary delay lines and an adder circuit. Being the foremost element, the quantizer
The Quality of Lagged Products and Autoregressive Yule–Walker Models as Autocorrelation Estimates
Broersen, P.M.T.
2009-01-01
The sample autocorrelation function is defined by the mean lagged products (LPs) of random observations. It is the inverse Fourier transform of the raw periodogram. Both contain the same information, and the quality of the full-length sample autocorrelation to represent random data is as poor as tha
Proposal of a new autocorrelation function in low wind speed conditions
Moor, L. P.; Degrazia, G. A.; Stefanello, M. B.; Mortarini, L.; Acevedo, O. C.; Maldaner, S.; Szinvelski, C. R. P.; Roberti, D. R.; Buligon, L.; Anfossi, D.
2015-11-01
In this study a new mathematical expression to describe the observed meandering autocorrelation functions in low-wind speed is proposed. The analysis utilizes a large number of best fit curves to show that the proposed theoretical function well reproduces the general form and the negative lobes characterizing the experimental meandering autocorrelation function. Further, the good agreement of the measured autocorrelation curves with the proposed algebraic autocorrelation function allows to calculate the magnitudes of the meandering period and of the loop parameter. The results agree with the values presented and discussed in the literature. Therefore, the new formulation describing experimental meandering autocorrelation functions can be used to simulate the dispersion of contaminant during low wind episodes and to determine relevant meandering parameters.
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.
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.
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.
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.
TDR Using Autocorrelation and Varying-Duration Pulses
Lucena, Angel; Mullinex, Pam; Huang, PoTien; Santiago, Josephine; Mata, Carlos; Zavala, Carlos; Lane, John
2008-01-01
In an alternative to a prior technique of time-domain-reflectometry (TDR) in which very short excitation pulses are used, the pulses have very short rise and fall times and the pulse duration is varied continuously between a minimum and a maximum value. In both the present and prior techniques, the basic idea is to (1) measure the times between the generation of excitation pulses and the reception of reflections of the pulses as indications of the locations of one or more defects along a cable and (2) measure the amplitudes of the reflections as indication of the magnitudes of the defects. In general, an excitation pulse has a duration T. Each leading and trailing edge of an excitation pulse generates a reflection from a defect, so that a unique pair of reflections is associated with each defect. In the present alternative technique, the processing of the measured reflection signal includes computation of the autocorrelation function R(tau) identical with fx(t)x(t-tau)dt where t is time, x(t) is the measured reflection signal at time t, and taus is the correlation interval. The integration is performed over a measurement time interval short enough to enable identification and location of a defect within the corresponding spatial interval along the cable. Typically, where there is a defect, R(tau) exhibits a negative peak having maximum magnitude for tau in the vicinity of T. This peak can be used as a means of identifying a leading-edge/trailing-edge reflection pair. For a given spatial interval, measurements are made and R(tau) computed, as described above, for pulse durations T ranging from the minimum to the maximum value. The advantage of doing this is that the effective signal-to-noise ratio may be significantly increased over that attainable by use of a fixed pulse duration T.
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.
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.
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.
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.
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.
Impact of Autocorrelation on Principal Components and Their Use in Statistical Process Control
DEFF Research Database (Denmark)
Vanhatalo, Erik; Kulahci, Murat
2015-01-01
A basic assumption when using principal component analysis (PCA) for inferential purposes, such as in statistical process control (SPC), is that the data are independent in time. In many industrial processes, frequent sampling and process dynamics make this assumption unrealistic rendering sampled...... 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...
The local autocorrelation time in thin film and semi-infinite model
Korneta, W.; Pytel, Z.
1984-05-01
The nearest-neighbour Ising model of a film in which exchange couplings in surface layers can differ from exchange couplings in other layers is considered. The dependence of the local autocorrelation time on distances to surfaces of the film, temperature and surface exchange couplings is discussed. The behaviour of the local autocorrelation time in a three-dimensional semi-infinite model is obtained assuming that the thickness of the film tends to infinity.
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...
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...
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.
Rigorous home range estimation with movement data: a new autocorrelated kernel density estimator.
Fleming, C H; Fagan, W F; Mueller, T; Olson, K A; Leimgruber, P; Calabrese, J M
2015-05-01
Quantifying animals' home ranges is a key problem in ecology and has important conservation and wildlife management applications. Kernel density estimation (KDE) is a workhorse technique for range delineation problems that is both statistically efficient and nonparametric. KDE assumes that the data are independent and identically distributed (IID). However, animal tracking data, which are routinely used as inputs to KDEs, are inherently autocorrelated and violate this key assumption. As we demonstrate, using realistically autocorrelated data in conventional KDEs results in grossly underestimated home ranges. We further show that the performance of conventional KDEs actually degrades as data quality improves, because autocorrelation strength increases as movement paths become more finely resolved. To remedy these flaws with the traditional KDE method, we derive an autocorrelated KDE (AKDE) from first principles to use autocorrelated data, making it perfectly suited for movement data sets. We illustrate the vastly improved performance of AKDE using analytical arguments, relocation data from Mongolian gazelles, and simulations based upon the gazelle's observed movement process. By yielding better minimum area estimates for threatened wildlife populations, we believe that future widespread use of AKDE will have significant impact on ecology and conservation biology. PMID:26236833
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
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.
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)
Directory of Open Access Journals (Sweden)
KAYODE AYINDE
2012-11-01
Full Text Available Performances of estimators of linear regression model with autocorrelated error term have been attributed to the nature and specification of the explanatory variables. The violation of assumption of the independence of the explanatory variables is not uncommon especially in business, economic and social sciences, leading to the development of many estimators. Moreover, prediction is one of the main essences of regression analysis. This work, therefore, attempts to examine the parameter estimates of the Ordinary Least Square estimator (OLS, Cochrane-Orcutt estimator (COR, Maximum Likelihood estimator (ML and the estimators based on Principal Component analysis (PC in prediction of linear regression model with autocorrelated error terms under the violations of assumption of independent regressors (multicollinearity using Monte-Carlo experiment approach. With uniform variables as regressors, it further identifies the best estimator that can be used for prediction purpose by averaging the adjusted co-efficient of determination of each estimator over the number of trials. Results reveal that the performances of COR and ML estimators at each level of multicollinearity over the levels of autocorrelation are convex – like while that of the OLS and PC estimators are concave; and that asthe level of multicollinearity increases, the estimators perform much better at all the levels of autocorrelation. Except when the sample size is small (n=10, the performances of the COR and ML estimators are generally best and asymptotically the same. When the sample size is small, the COR estimator is still best except when the autocorrelation level is low. At these instances, the PC estimator is either best or competes with the best estimator. Moreover, at low level of autocorrelation in all the sample sizes, the OLS estimator competes with the best estimator in all the levels of multicollinearity.
Herbrich, Marcus; Gerke, PD Horst H., ,, Dr.
2014-05-01
The accurate estimation of precipitation (P) is still a challenge, but imperative for calculating the soil water balance. Weighing lysimeters are proposed to quantify water balance components by experimentally determining mass changes and deep drainage rates. For high precision weighing lysimeters, P is potentially extractable from high-resolution time-series' of mass changes. For the quantification, positive values of lysimeter mass changes, ΔM, are assumed to indicate P and negative values to represent evapotranspiration. However, the data of ΔM are temporally auto-correlated and contain various noises. The objective of this study was how to deal with the autocorrelation and noise in order to obtain corrected values of P for uncorrelated time intervals. The corrected minute-based time series' have been averaged for time intervals of t = 60, 30, 10 minutes and compared. Resulting P-values varied up to more than 20 % at a temporal level of months. The use of a moving average before reducing data noise, did not completely remove errors indicated by differences between the three averaging time intervals. We found characteristic temporal autocorrelations for precipitation time series'. When using averaged values longer than the autocorrelated time lags for calculation of P, the results improved as demonstrated for four different seasons with contracting regimes of precipitation rates. Except for periods characterized by summer storm events, temporal autocorrelation was present up to about 60 minutes. Results suggest that P was overestimated when the averaging intervals were below t = 60 min as compared to reference data. The autocorrelation analysis improved the calculation of P from weighing lysimeter data.
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
Crude oil market efficiency and modeling. Insights from the multiscaling autocorrelation pattern
Energy Technology Data Exchange (ETDEWEB)
Alvarez-Ramirez, Jose [Departamento de Ingenieria de Procesos e Hidraulica, Universidad Autonoma Metropolitana-Iztapalapa, Apartado Postal 55-534, Mexico D.F., 09340 (Mexico); Departamento de Economia, Universidad Autonoma Metropolitana-Iztapalapa, Apartado Postal 55-534, Mexico D.F., 09340 (Mexico); Alvarez, Jesus [Departamento de Ingenieria de Procesos e Hidraulica, Universidad Autonoma Metropolitana-Iztapalapa, Apartado Postal 55-534, Mexico D.F., 09340 (Mexico); Solis, Ricardo [Departamento de Economia, Universidad Autonoma Metropolitana-Iztapalapa, Apartado Postal 55-534, Mexico D.F., 09340 (Mexico)
2010-09-15
Empirical research on market inefficiencies focuses on the detection of autocorrelations in price time series. In the case of crude oil markets, statistical support is claimed for weak efficiency over a wide range of time-scales. However, the results are still controversial since theoretical arguments point to deviations from efficiency as prices tend to revert towards an equilibrium path. This paper studies the efficiency of crude oil markets by using lagged detrended fluctuation analysis (DFA) to detect delay effects in price autocorrelations quantified in terms of a multiscaling Hurst exponent (i.e., autocorrelations are dependent of the time scale). Results based on spot price data for the period 1986-2009 indicate important deviations from efficiency associated to lagged autocorrelations, so imposing the random walk for crude oil prices has pronounced costs for forecasting. Evidences in favor of price reversion to a continuously evolving mean underscores the importance of adequately incorporating delay effects and multiscaling behavior in the modeling of crude oil price dynamics. (author)
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.
Spectral Velocity Estimation using the Autocorrelation Function and Sparse data Sequences
DEFF Research Database (Denmark)
Jensen, Jørgen Arendt
2005-01-01
, 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...
Brouwer, A.C.J.; Köhler, J.; Oijen, A.M. van; Groenen, E.J.J.; Schmidt, J.
1999-01-01
Single pentacene molecules containing 13C or 1H in a pentacene-d14 doped p-terphenyl crystal have been studied by fluorescence autocorrelation. The triplet dynamics has been analyzed and a systematic dependence of the S1→T1 intersystem crossing rate on isotopic composition was found. This variation
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)
Crustal thickness in central Europe from single-station seismic noise autocorrelation analysis
Becker, Gesa; Knapmeyer-Endrun, Brigitte
2016-04-01
The InSight mission to Mars will place a single three-component seismometer on the planet's surface, requiring the application of single-station methods. In addition, seismicity on Mars is likely less abundant than on Earth, making it important to also use the available seismic noise. For these reasons different approaches of seismic noise autocorrelation have been tested with broadband three-component datasets from 12 stations across central Europe. These stations cover varying Moho depths of ca. 25-50 km depth. With the help of the autocorrelations, reflected body waves are extracted in order to estimate the crustal thickness at each station. This is of special relevance for Mars, where average crustal thickness is uncertain by a factor of two. The different approaches used are waterlevel normalized autocorrelation, with and without application of a short-term and long-term average filter to the spectrum of the data prior to autocorrelation, and phase autocorrelation. These approaches are compared and analyzed. Estimates for the Moho depths are made from the lag times of the reflected P-waves and compared to available Moho depth values at the stations. Due to the availability of three-component data these estimates can be cross-validated and in some cases not only P-wave reflections, but also possible S-wave and multiple reflections can be identified. The estimates compare well with the general trend of Moho depth expected for these stations. The consistency of results is further investigated by comparing different stations of the GERES array (aperture 2 km), which also allows to examine results for closely located broad-band and short-period stations side by side.
Warrick, J.A.; Rubin, D.M.; Ruggiero, P.; Harney, J.N.; Draut, A.E.; Buscombe, D.
2009-01-01
A new application of the autocorrelation grain size analysis technique for mixed to coarse sediment settings has been investigated. Photographs of sand- to boulder-sized sediment along the Elwha River delta beach were taken from approximately 1??2 m above the ground surface, and detailed grain size measurements were made from 32 of these sites for calibration and validation. Digital photographs were found to provide accurate estimates of the long and intermediate axes of the surface sediment (r2 > 0??98), but poor estimates of the short axes (r2 = 0??68), suggesting that these short axes were naturally oriented in the vertical dimension. The autocorrelation method was successfully applied resulting in total irreducible error of 14% over a range of mean grain sizes of 1 to 200 mm. Compared with reported edge and object-detection results, it is noted that the autocorrelation method presented here has lower error and can be applied to a much broader range of mean grain sizes without altering the physical set-up of the camera (~200-fold versus ~6-fold). The approach is considerably less sensitive to lighting conditions than object-detection methods, although autocorrelation estimates do improve when measures are taken to shade sediments from direct sunlight. The effects of wet and dry conditions are also evaluated and discussed. The technique provides an estimate of grain size sorting from the easily calculated autocorrelation standard error, which is correlated with the graphical standard deviation at an r2 of 0??69. The technique is transferable to other sites when calibrated with linear corrections based on photo-based measurements, as shown by excellent grain-size analysis results (r2 = 0??97, irreducible error = 16%) from samples from the mixed grain size beaches of Kachemak Bay, Alaska. Thus, a method has been developed to measure mean grain size and sorting properties of coarse sediments. ?? 2009 John Wiley & Sons, Ltd.
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.
IMPLEMENTATION OF REAL TIME AUTOCORRELATION METHOD EMPLOYING THE DS87C550 MICROCONTROLLER
Directory of Open Access Journals (Sweden)
A. Jiménez-Cañas
2005-04-01
Full Text Available In this work, the implementation of Real Time Autocorrelation method proposed by Takeuchi and Hogaki, isexposed. The purpose is to obtain the frequency of the fetal cardiac beats, originated from a Fetal Detector, using awide-benefits DS87C550 microcontroller. The value of frequency is showed in a LCD. The autocorrelation algorithmwas simulated in a PC to know its dynamic behavior from selected signals. A criterion to carry out the recognitionand the selection of the first conformed crest, was obtained. By means of this criterion, the period of the processedsignal is determined. Consequently, an optimized and original algorithm was created and implemented in themicrocontroller, where the value of the fetal cardiac frequency (given in pulses per minute, ppm. is obtained each1.2 sec. In that time, two calculated values of frequency are averaged.
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.
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...
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.
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.
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
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.
Institute of Scientific and Technical Information of China (English)
王鹏; 杨蕾; 高大文; 龙明策
2001-01-01
Considering the calculated result and higher degeneracy existing in the calculation of autocorrelation topological index totally depend on experimental parameters, a new group of autocorrelation topological index as At, Bt, Ct and Dt was designed and developed based on the vertex degree of molecular topology and autocorrela tion function of mathematics. Autocorrelation function f(i) was calculated from the square root of the vertex degree, revised vertex degree and their combination, and they are (δi)1/2, (δiv)1/2, (δVi + δi )1/2 and (δEi -δi )1/2 / N. With the matrix description method achieved, and the unit input in matrix of unsaturated bond and heteroatoms revised based on the adjacency matrix and distance matrix of organic molecular graph, the corresponding computer software has also been designed and developed. Better results have been obtained for the application of these indexes in QSAR study of organic chemicals.
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.
Improving the assessment of ICESat water altimetry accuracy accounting for autocorrelation
Abdallah, Hani; Bailly, Jean-Stéphane; Baghdadi, Nicolas; Lemarquand, Nicolas
2011-11-01
Given that water resources are scarce and are strained by competing demands, it has become crucial to develop and improve techniques to observe the temporal and spatial variations in the inland water volume. Due to the lack of data and the heterogeneity of water level stations, remote sensing, and especially altimetry from space, appear as complementary techniques for water level monitoring. In addition to spatial resolution and sampling rates in space or time, one of the most relevant criteria for satellite altimetry on inland water is the accuracy of the elevation data. Here, the accuracy of ICESat LIDAR altimetry product is assessed over the Great Lakes in North America. The accuracy assessment method used in this paper emphasizes on autocorrelation in high temporal frequency ICESat measurements. It also considers uncertainties resulting from both in situ lake level reference data. A probabilistic upscaling process was developed. This process is based on several successive ICESat shots averaged in a spatial transect accounting for autocorrelation between successive shots. The method also applies pre-processing of the ICESat data with saturation correction of ICESat waveforms, spatial filtering to avoid measurement disturbance from the land-water transition effects on waveform saturation and data selection to avoid trends in water elevations across space. Initially this paper analyzes 237 collected ICESat transects, consistent with the available hydrometric ground stations for four of the Great Lakes. By adapting a geostatistical framework, a high frequency autocorrelation between successive shot elevation values was observed and then modeled for 45% of the 237 transects. The modeled autocorrelation was therefore used to estimate water elevations at the transect scale and the resulting uncertainty for the 117 transects without trend. This uncertainty was 8 times greater than the usual computed uncertainty, when no temporal correlation is taken into account. This
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.
Institute of Scientific and Technical Information of China (English)
ZHAO Yaqun; WANG Jue
2006-01-01
Orthomorphic permutations have good characteristics in cryptosystems. In this paper, by using of knowledge about relation between orthomorphic permutations and multi-output functions, and conceptions of the generalized Walsh spectrum of multi-output functions and the auto-correlation function of multi-output functions to investigate the Walsh spectral characteristics and the auto-correlation function characteristics of orthormophic permutations, several results are obtained.
Structure of the North Anatolian Fault Zone from the Autocorrelation of Ambient Seismic Noise
Taylor, George; Rost, Sebastian; Houseman, Gregory
2016-04-01
In recent years the technique of cross-correlating the ambient seismic noise wavefield at two seismometers to reconstruct empirical Green's Functions for the determination of Earth structure has been a powerful tool to study the Earth's interior without earthquakes or man-made sources. However, far less attention has been paid to using auto-correlations of seismic noise to reveal body wave reflections from interfaces in the subsurface. In principle, the Green's functions thus derived should be comparable to the Earth's impulse response to a co-located source and receiver. We use data from a dense seismic array (Dense Array for Northern Anatolia - DANA) deployed across the northern branch of the North Anatolian Fault Zone (NAFZ) in the region of the 1999 magnitude 7.6 Izmit earthquake in western Turkey. The NAFZ is a major strike-slip system that extends ~1200 km across northern Turkey and continues to pose a high level of seismic hazard, in particular to the mega-city of Istanbul. We construct body wave images for the entire crust and the shallow upper mantle over the ~35 km by 70 km footprint of the 70-station DANA array. Using autocorrelations of the vertical component of ground motion, P-wave reflections can be retrieved from the wavefield to constrain crustal structure. We show that clear P-wave reflections from the crust-mantle boundary (Moho) can be retrieved using the autocorrelation technique, indicating topography on the Moho on horizontal scales of less than 10 km. Offsets in crustal structure can be identified that seem to be correlated with the surface expression of the northern branch of the fault zone, indicating that the NAFZ reaches the upper mantle as a narrow structure. The southern branch has a less clear effect on crustal structure. We also see evidence of several discontinuities in the mid-crust in addition to an upper mantle reflector that we interpret to represent the Hales discontinuity.
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 simula...... simulations and recent theories. The available experimental data from Na, Ar, and H2 close to their normal melting points are consistent with calculations which take into account the contribution to p(ω) from the tail at low frequencies....
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.
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.
Sign reversals of the output autocorrelation function for the stochastic Bernoulli-Verhulst equation
Energy Technology Data Exchange (ETDEWEB)
Lumi, N., E-mail: Neeme.Lumi@tlu.ee; Mankin, R., E-mail: Romi.Mankin@tlu.ee [Institute of Mathematics and Natural Sciences, Tallinn University, 29 Narva Road, 10120 Tallinn (Estonia)
2015-10-28
We consider a stochastic Bernoulli-Verhulst equation as a model for population growth processes. The effect of fluctuating environment on the carrying capacity of a population is modeled as colored dichotomous noise. Relying on the composite master equation an explicit expression for the stationary autocorrelation function (ACF) of population sizes is found. On the basis of this expression a nonmonotonic decay of the ACF by increasing lag-time is shown. Moreover, in a certain regime of the noise parameters the ACF demonstrates anticorrelation as well as related sign reversals at some values of the lag-time. The conditions for the appearance of this highly unexpected effect are also discussed.
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.
Institute of Scientific and Technical Information of China (English)
Chun-Zheng CAO; Jin-Guan LIN
2012-01-01
The aim of this paper is to study the tests for variance heterogeneity and/or autocorrelation in nonlinear regression models with elliptical and AR(1) errors.The elliptical class includes several symmetric multivariate distributions such as normal,Student-t,power exponential,among others.Several diagnostic tests using score statistics and their adjustment are constructed.The asymptotic properties,including asymptotic chi-square and approximate powers under local alternatives of the score statistics,are studied.The properties of test statistics are investigated through Monte Carlo simulations.A data set previously analyzed under normal errors is reanalyzed under elliptical models to illustrate our test methods.
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
Implementation of an Autocorrelation Pitch Detector in Application to Query by Humming
Institute of Scientific and Technical Information of China (English)
SHE Kun; CHEN Shu-zhen
2005-01-01
A pitch detector for application in query by humming (QBH) is implemented in this paper. This algorithm is made up of two parts: note segmentation and pitch detection. In the first part, voiced/silence decision is made on each segment of the input signal by a pattern recognition approach, and further, the preparatory note borders are obtained; then, via analysis of the instantaneous energy contour, the adjacent notes that adhere to each other are separated. In the second part, pitch is estimated for all frames contained in a note's duration by an autocorrelation method and the mean of these pitch values is taken as the average pitch of this note. Moreover, in order to remove the effect of formant structure, a nonlinear preprocessing is adopted in the pitch detection part and the autocorrelation function is properly weighted before peak picking. Finally, hummings of several experimenters with different voice characters are recorded to test this pitch detector, whose efficiency and reliability are proved by the result.
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.
Dispersal leads to spatial autocorrelation in species distributions: A simulation model
Bahn, V.; Krohn, W.B.; O'Connor, R.J.
2008-01-01
Compared to population growth regulated by local conditions, dispersal has been underappreciated as a central process shaping the spatial distribution of populations. This paper asks: (a) which conditions increase the importance of dispersers relative to local recruits in determining population sizes? and (b) how does dispersal influence the spatial distribution patterns of abundances among connected populations? We approached these questions with a simulation model of populations on a coupled lattice with cells of continuously varying habitat quality expressed as carrying capacities. Each cell contained a population with the basic dynamics of density-regulated growth, and was connected to other populations by immigration and emigration. The degree to which dispersal influenced the distribution of population sizes depended most strongly on the absolute amount of dispersal, and then on the potential population growth rate. Dispersal decaying in intensity with distance left close neighbours more alike in population size than distant populations, leading to an increase in spatial autocorrelation. The spatial distribution of species with low potential growth rates is more dependent on dispersal than that of species with high growth rates; therefore, distribution modelling for species with low growth rates requires particular attention to autocorrelation, and conservation management of these species requires attention to factors curtailing dispersal, such as fragmentation and dispersal barriers. ?? 2007 Elsevier B.V. All rights reserved.
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.
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
Institute of Scientific and Technical Information of China (English)
Li Fei; Zhou Chenghu
2009-01-01
Popular regional inequality indexes such as variation coefficient and Gini coefficient can only reveal overall inequal-it),, and have limited ability in revealing spatial dependence or spatial agglomeration.Recently some methods of exploratory spatial data analysis such as spatial autocorrelation have provid-ed effective tools to analyze spatial agglomeration and cluster, which can reveal the pattern of regional inequality.This article attempts to use spatial autocorrelation at county level to get refined spatial pattern of regional disparity in Chinese northeast economic region over 2000-2006 (2001 absent).The result in-dicates that the basic trend of regional economy is an increasing concentration of growth among counties in northeast economic region, and there are two geographical clusters of poorer coun-ties including the counties in western Liaoning Province and adjacent counties in Inner Mongolia, poorer counties of Heihe, Qiqihar and Suihua in Heilongjiang Province.This article also reveals that we can use the methods of exploratory spatial data analysis as the supplementary analysis methods in regional eco-nomic analysis.
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.
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
Institute of Scientific and Technical Information of China (English)
Teng Shu-Yun; Cheng Chuan-Fu; Liu Man; Gui Wei-Ling; Xu Zhi-Zhan
2005-01-01
This paper studies the correlation properties of the speckles in the deep Fresnel diffraction region produced by the scattering of rough self-affine fractal surfaces. The autocorrelation function of the speckle intensities is formulated by the combination of the light scattering theory of Kirchhoff approximation and the principles of speckle statistics. We propose a method for extracting the three surface parameters, i.e. the roughness w, the lateral correlation length ξ and the roughness exponent α, from the autocorrelation functions of speckles. This method is verified by simulating the speckle intensities and calculating the speckle autocorrelation function. We also find the phenomenon that for rough surfaces with α = 1, the structure of the speckles resembles that of the surface heights, which results from the effect of the peak and the valley parts of the surface, acting as micro-lenses converging and diverging the light waves.
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...
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
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.
Lagrangian velocity auto-correlations in statistically-steady rotating turbulence
Del Castello, Lorenzo
2013-01-01
Lagrangian statistics of passive tracers in rotating turbulence is investigated by Particle Tracking Velocimetry. A confined and steadily-forced turbulent flow is subjected to five different rotation rates. The PDFs of the velocity components clearly reveal the anisotropy induced by background rotation. Although the statistical properties of the horizontal turbulent flow field are approximately isotropic, in agreement with previously reported results by van Bokhoven and coworkers [Phys. Fluids 21, 096601 (2009)], the velocity component parallel to the (vertical) rotation axis gets strongly reduced (compared to the horizontal ones) while the rotation is increased. The auto-correlation coefficients of all three components are progressively enhanced for increasing rotation rates, although the vertical one shows a tendency to decrease for slow rotation rates. The decorrelation is approximately exponential. Lagrangian data compare favourably with previously reported Eulerian data for horizontal velocity components...
Replica field theory for deterministic models binary sequences with low autocorrelation
Marinari, E; Ritort, F
1994-01-01
We study systems without quenched disorder with a complex landscape, and we use replica symmetry theory to describe them. We discuss the Golay-Bernasconi-Derrida approximation of the low autocorrelation model, and we reconstruct it by using replica calculations. Then we consider the full model, its low T properties (with the help of number theory) and a Hartree-Fock resummation of the high-temperature series. We show that replica theory allows to solve the model in the high T phase. Our solution is based on one-link integral techniques, and is based on substituting a Fourier transform with a generic unitary transformation. We discuss this approach as a powerful tool to describe systems with a complex landscape in the absence of quenched disorder.
Ibey, Bennett; Subramanian, Hariharan; Ericson, Nance; Xu, Weijian; Wilson, Mark; Cote, Gerard L.
2005-03-01
A blood perfusion and oxygenation sensor has been developed for in situ monitoring of transplanted organs. In processing in situ data, motion artifacts due to increased perfusion can create invalid oxygenation saturation values. In order to remove the unwanted artifacts from the pulsatile signal, adaptive filtering was employed using a third wavelength source centered at 810nm as a reference signal. The 810 nm source resides approximately at the isosbestic point in the hemoglobin absorption curve where the absorbance of light is nearly equal for oxygenated and deoxygenated hemoglobin. Using an autocorrelation based algorithm oxygenation saturation values can be obtained without the need for large sampling data sets allowing for near real-time processing. This technique has been shown to be more reliable than traditional techniques and proven to adequately improve the measurement of oxygenation values in varying perfusion states.
Takagi, Y
1994-09-20
An optical pulse-width measurement in the ultraviolet spectral region has been performed in a simple manner by introducing into the second-order autocorrelator a nonlinear response of the optical detector based on the two-photon photoelectric effect. The pulse widths of the third, fourth, and fifth harmonics of a mode-locked Nd:YAG laser were measured by the use of a photomultiplier with a cesium iodide photocathode with a minimum required pulse energy of 10 nJ and a power density of 10 kW/cm(2). The effect of transient interband optical excitation with different photon energies on the intensity correlation profile was also studied for the case of a copper iodide photocathode, and the result provides a background-free intensity correlation in a part of the ultraviolet spectral region.
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.
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
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...
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
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...
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.
Ming, A. B.; Qin, Z. Y.; Zhang, W.; Chu, F. L.
2013-12-01
Bearing failure is one of the most common reasons of machine breakdowns and accidents. Therefore, the fault diagnosis of rolling element bearings is of great significance to the safe and efficient operation of machines owing to its fault indication and accident prevention capability in engineering applications. Based on the orthogonal projection theory, a novel method is proposed to extract the fault characteristic frequency for the incipient fault diagnosis of rolling element bearings in this paper. With the capability of exposing the oscillation frequency of the signal energy, the proposed method is a generalized form of the squared envelope analysis and named as spectral auto-correlation analysis (SACA). Meanwhile, the SACA is a simplified form of the cyclostationary analysis as well and can be iteratively carried out in applications. Simulations and experiments are used to evaluate the efficiency of the proposed method. Comparing the results of SACA, the traditional envelope analysis and the squared envelope analysis, it is found that the result of SACA is more legible due to the more prominent harmonic amplitudes of the fault characteristic frequency and that the SACA with the proper iteration will further enhance the fault features.
Cavanagh, Sean E; Wallis, Joni D; Kennerley, Steven W; Hunt, Laurence T
2016-01-01
Correlates of value are routinely observed in the prefrontal cortex (PFC) during reward-guided decision making. In previous work (Hunt et al., 2015), we argued that PFC correlates of chosen value are a consequence of varying rates of a dynamical evidence accumulation process. Yet within PFC, there is substantial variability in chosen value correlates across individual neurons. Here we show that this variability is explained by neurons having different temporal receptive fields of integration, indexed by examining neuronal spike rate autocorrelation structure whilst at rest. We find that neurons with protracted resting temporal receptive fields exhibit stronger chosen value correlates during choice. Within orbitofrontal cortex, these neurons also sustain coding of chosen value from choice through the delivery of reward, providing a potential neural mechanism for maintaining predictions and updating stored values during learning. These findings reveal that within PFC, variability in temporal specialisation across neurons predicts involvement in specific decision-making computations. DOI: http://dx.doi.org/10.7554/eLife.18937.001 PMID:27705742
Snow Pack and Lake Ice Pack Remote Sensing using Wideband Autocorrelation Radiometry
Mousavi, S.; De Roo, R. D.; Sarabandi, K.; England, A. W.
2015-12-01
A novel microwave radiometric technique, wideband autocorrelation radiometry (WiBAR), offers a deterministic method of remotely sensing the propagation time τdelay of microwaves through low loss layers at the bottom of the atmosphere. Terrestrial examples are the snow and lake ice packs. This technique is based on the Planck radiation from the surface beneath the pack which travels upwards through the pack towards the radiometer; such a signal we call a direct signal. On the other hand, part of this radiation reflects back from the pack's upper interface then from its lower interface, before traveling towards the radiometer's antenna. Thus, there are two signals received by the radiometer, the direct signal and a delayed copy of it. The microwave propagation time τdelay through the pack yields a measure of its vertical extent. We report a time series of measurements of the ice pack on Lake Superior from February to April 2014 to demonstrate this technique. The observations are done at frequencies from 7 to 10 GHz. At these frequencies, the volume and surface scattering are small in the ice pack. This technique is inherently low-power since there is no transmitter as opposed to active remote sensing techniques. The results of this paper is to present the WiBAR technique and show that the microwave travel time within a dry snow pack and lake ice pack can be deterministically measured for different thicknesses using this technique.
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.
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.
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.
Numerical Toy-Model Calculation of the Nucleon Spin Autocorrelation Function in a Supernova Core
Raffelt, G G; Raffelt, Georg; Sigl, Guenter
1999-01-01
We develop a simple model for the evolution of a nucleon spin in a hot and dense nuclear medium. A given nucleon is limited to one-dimensional motion in a distribution of external, spin-dependent scattering potentials. We calculate the nucleon spin autocorrelation function numerically for a variety of potential densities and distributions which are meant to bracket realistic conditions in a supernova core. For all plausible configurations the width of the spin-density structure function is found to be less than the temperature. This is in contrast with a naive perturbative calculation based on the one-pion exchange potential which overestimates the width and thus suggests a large suppression of the neutrino opacities by nucleon spin fluctuations. Our results suggest that it may be justified to neglect the collisional broadening of the spin-density structure function for the purpose of estimating the neutrino opacities in the deep inner core of a supernova. On the other hand, we find no indication that process...
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.
An investigation on annoyance caused by road-vehicle noise based on the autocorrelation function
Institute of Scientific and Technical Information of China (English)
YAN Liang; CHEN Ke＇an
2012-01-01
The objective of this study is to reveal the cause of noise annoyance based on its perceptual properties. The available physical factors extracted from the autocorrelation function （ACF） were used to explain the primary sensations and representative perceptual properties of road-vehicle noise. Two novel factors, EMD and ESM, used especially for measuring fluctuation and smoothness of the ACF envelope, were proposed. It should be pointed out that if φ1 was not the maximum value except φ（0）, both φ and φ- were suggested to be added. Three primary sensations loudness, pitch, and timbre have been acquired by applying the princi- pal component analysis to ACF factors extracted from 232 noise samples. From 10 subjects, annoyance scale values were investigated using the magnitude estimation approach under wellcontrolled experimental conditions. It is realized that there certainly exist elementary factors for every primary sensation. Different ACF characteristics can induce diverse dominant sensation, which would control or determine the perceptual properties of the noise. The variability of dominant sensation and the priority difference in primary sensations will bring out subjective annoyance. Moreover, the mixture of elementary factors would confuse the auditory features, and induce subjective annoyance. In other words, it is the chaos of perceptual properties that cause and affect noise annoyance.
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
Watkins, J.; Loftsson, J.; Tyler, S.
1985-01-01
A binary sequence of period 60 has been discovered which in some respects has better autocorrelation properties than the Barker sequence of period 13. When both sequences are processed using appropriate sidelobe-eliminating mismatched filters, the Barker sequence's main lobe is reduced by a factor of 1.040 or 0.17 dB, while the new sequence's main lobe is reduced by a factor of only 1.035 or 0.15 dB. This sequence is the first counterexample known to the authors of the hypothesis that the autocorrelation properties of all sequences of periods greater than 13 are inferior to those of the Barker period-13 sequences. Sequences of this type are very useful in radar and deep space communications, especially in situations where there is an adverse signal to noise ratio.
Bollens, Benjamin; Crevecoeur, Frédéric; Detrembleur, Christine; Warlop, Thibault; Lejeune, Thierry M
2014-04-01
Information from the central and peripheral nervous systems is continuously integrated to produce a stable gait pattern. However, stride duration fluctuates in a complex manner in healthy subjects, exhibiting long-range autocorrelations that can span over hundreds of consecutive strides. The present study was conducted to explore the mechanisms controlling the long-term fluctuation dynamics of gait. In the first part of the study, stride duration variability was evaluated on a treadmill during forward (FW) and backward walking (BW). Despite the modification of the biomechanical constraints imposed on the locomotor system, the characteristics of the long-range autocorrelations remained unchanged in both modes of locomotion (FW: H = 0.79 ± 0.04 and α = 0.58 ± 0.13; BW: H = 0.79 ± 0.11 and α = 0.53 ± 0.25). In the second part of the study, stride duration variability was assessed while the subjects were performing a dual-task paradigm that combined gait and mental calculation. The long-term variability of stride duration was similar during usual walking (H = 0.80 ± 0.06 and α = 0.57 ± 0.13) and in dual-tasking (H = 0.77 ± 0.06 and α = 0.52 ± 0.16), whereas walking altered the performance of the cognitive task. Hence, the biomechanical and cognitive interferences imposed in the present study were not sufficient to induce a modification of the long-range autocorrelations highlighted in walking variability. These observations underline the robustness of the long-range autocorrelations. PMID:24366525
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...
Korneta, W.; Pytel, Z.
1988-07-01
A three-dimensional semi-infinite system with strong uniaxial anisotropy ina transverse field is considered. The behaviour of the local autocorrelation time for the component of the order parameter in the direction parallel to the easy axis near the second-order phase transition for this component induced by the transverse field is given. The effect of the surface on this behaviour is discussed. The Landau approximation is used.
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...
Sawa, Michal
2014-01-01
We present an original and novel method based on random matrix approach that enables to distinguish the respective role of temporal autocorrelations inside given time series and cross correlations between various time series. The proposed algorithm is based on properties of Wigner eigenspectrum of random matrices instead of commonly used Wishart eigenspectrum methodology. The proposed approach is then qualitatively and quantitatively applied to financial data in stocks building WIG (Warsaw Stock Exchange Index).
Li, Ming; Zhang, Peidong; Leng, Jianxing
2016-03-01
This article presents an improved autocorrelation correlation function (ACF) regression method of estimating the Hurst parameter of a time series with long-range dependence (LRD) by using golden section search (GSS). We shall show that the present method is substantially efficient than the conventional ACF regression method of H estimation. Our research uses fractional Gaussian noise as a data case but the method introduced is applicable to time series with LRD in general.
Amirataee, Babak; Montaseri, Majid; Sanikhani, Hadi
2016-10-01
Reference evapotranspiration (ET0) is considered a key parameter for evaluating the climatic changes as well as spatial and temporal patterns of parameters influencing the eco-hydrological processes. The analysis of trend variations of this index can be used to determine appropriate strategies in planning and management of water resources. In this paper, the trend variations of monthly and annual ET0 in Urmia Lake basin, located in the northwest of Iran, have been analyzed using data from 14 synoptic stations in the study area. Regarding the significant effect of autocorrelation coefficients with different lags on trend variations of ET0, this paper has resorted to modified Mann-Kendall test via eliminating the significance effect of autocorrelation coefficients with different lags to analyze the trend variations. Furthermore, Theil-Sen estimator has been used to determine the slope of trend line of ET0. The results indicated an increasing trend in ET0 values at all the studied stations. Having used the modified Mann-Kendall test, the values of significant increasing (positive) trend, which were estimated using common Mann-Kendall test, dramatically decreased. As such, the values of only 7 stations have been significant at 95 % level. The results confirmed the need for eliminating the significance effect of autocorrelation coefficients with different lags to determine and evaluate the trend of hydrological variables.
Warlop, Thibault B; Bollens, Benjamin; Crevecoeur, Frédéric; Detrembleur, Christine; Lejeune, Thierry M
2013-08-01
Long-range dependency has been found in most rhythmic motor signals. The origin of this property is unknown and largely debated. There is a controversy on the influence of voluntary control induced by requiring a pre-determined pace such as asking subjects to step to a metronome. We studied the cycle duration variability of 15 men pedaling on an ergometer at free pace and at an imposed pace (60 rpm). Revolution time was determined based on accelerometer signals (sample frequency 512 Hz). Revolution time variability was assessed by coefficient of variation (CV). The presence of long-range autocorrelations was based on scaling properties of the series variability (Hurst exponent) and the shape of the power spectral density (α exponent). Mean revolution time was significantly lower at freely chosen cadence, while values of CV were similar between both sessions. Long-range autocorrelations were highlighted in all series of cycling patterns. However, Hurst and α exponents were significantly lower at imposed cadence. This study demonstrates the presence of long-range autocorrelations during cycling and that voluntary intent can modulate the interdependency between consecutive cycles. Therefore, cycling may constitute a powerful paradigm to investigate the influence of central control mechanisms on the long-range interdependency characterizing rhythmic motor tasks. PMID:23712680
Dib, R F A; Ould-Kaddour, F; Levesque, D
2006-07-01
Numerous theoretical and numerical works have been devoted to the study of the algebraic decrease at large times of the velocity autocorrelation function of particles in a fluid. The derivation of this behavior, the so-called long-time tail, generally based on linearized hydrodynamics, makes no reference to any specific characteristic of the particle interactions. However, in the literature doubts have been expressed about the possibility that by numerical simulations the long-time tail can be observed in the whole fluid phase domain of systems in which the particles interact by soft-core and attractive pair potentials. In this work, extensive and accurate molecular-dynamics simulations establish that the predicted long-time tail of the velocity autocorrelation function exists in a low-density fluid of particles interacting by a soft-repulsive potential and near the liquid-gas critical point of a Lennard-Jones system. These results contribute to the confirmation that the algebraic decay of the velocity autocorrelation function is universal in these fluid systems.
Directory of Open Access Journals (Sweden)
Brady J Mattsson
Full Text Available Understanding interactions between mobile species distributions and landcover characteristics remains an outstanding challenge in ecology. Multiple factors could explain species distributions including endogenous evolutionary traits leading to conspecific clustering and endogenous habitat features that support life history requirements. Birds are a useful taxon for examining hypotheses about the relative importance of these factors among species in a community. We developed a hierarchical Bayes approach to model the relationships between bird species occupancy and local landcover variables accounting for spatial autocorrelation, species similarities, and partial observability. We fit alternative occupancy models to detections of 90 bird species observed during repeat visits to 316 point-counts forming a 400-m grid throughout the Patuxent Wildlife Research Refuge in Maryland, USA. Models with landcover variables performed significantly better than our autologistic and null models, supporting the hypothesis that local landcover heterogeneity is important as an exogenous driver for species distributions. Conspecific clustering alone was a comparatively poor descriptor of local community composition, but there was evidence for spatial autocorrelation in all species. Considerable uncertainty remains whether landcover combined with spatial autocorrelation is most parsimonious for describing bird species distributions at a local scale. Spatial structuring may be weaker at intermediate scales within which dispersal is less frequent, information flows are localized, and landcover types become spatially diversified and therefore exhibit little aggregation. Examining such hypotheses across species assemblages contributes to our understanding of community-level associations with conspecifics and landscape composition.
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
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
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
Dependency of supershear transition and ground motion on the autocorrelation of initial stress
Schmedes, Jan; Archuleta, Ralph J.; Lavallée, Daniel
2010-10-01
critical value. We introduce a modified dimensionless parameter κac that is based on the original parameter κ. The parameter κac incorporates a length scale Wac that reflects the degree of the autocorrelation of the stress field. We compute κac for a large number of available dynamic ruptures that propagate at subshear and supershear speeds and find: i) there is a critical value κac( c) below which all ruptures propagate subshear; ii) for values larger than κac( c) there is only a finite probability that the rupture goes supershear, i.e. it is a necessary but not a sufficient condition for the occurrence of supershear rupture propagation.
Dong, Fang
1999-09-01
The research described in this dissertation is related to characterization of tissue microstructure using a system- independent spatial autocorrelation function (SAF). The function was determined using a reference phantom method, which employed a well-defined ``point- scatterer'' reference phantom to account for instrumental factors. The SAF's were estimated for several tissue-mimicking (TM) phantoms and fresh dog livers. Both phantom tests and in vitro dog liver measurements showed that the reference phantom method is relatively simple and fairly accurate, providing the bandwidth of the measurement system is sufficient for the size of the scatterer being involved in the scattering process. Implementation of this method in clinical scanner requires that distortions from patient's body wall be properly accounted for. The SAF's were estimated for two phantoms with body-wall-like distortions. The experimental results demonstrated that body wall distortions have little effect if echo data are acquired from a large scattering volume. One interesting application of the SAF is to form a ``scatterer size image''. The scatterer size image may help providing diagnostic tools for those diseases in which the tissue microstructure is different from the normal. Another method, the BSC method, utilizes information contained in the frequency dependence of the backscatter coefficient to estimate the scatterer size. The SAF technique produced accurate scatterer size images of homogeneous TM phantoms and the BSC method was capable of generating accurate size images for heterogeneous phantoms. In the scatterer size image of dog kidneys, the contrast-to-noise-ratio (CNR) between renal cortex and medulla was improved dramatically compared to the gray- scale image. The effect of nonlinear propagation was investigated by using a custom-designed phantom with overlaying TM fat layer. The results showed that the correlation length decreased when the transmitting power increased. The
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.
Yu, Xiang-xiang; Wang, Yu-hua
2014-01-13
Silver nanoparticles synthesized in a synthetic sapphire matrix were fabricated by ion implantation using the metal vapor vacuum arc ion source. The optical absorption spectrum of the Ag: Al2O3 composite material has been measured. The analysis of the supercontinuum spectrum displayed the nonlinear refractive property of this kind of sample. Nonlinear optical refraction index was identified at 800 nm excitation using the Kerr-lens autocorrelation (KLAC) technique. The spectrum showed that the material possessed self-defocusing property (n(2) = -1.1 × 10(-15) cm(2)W). The mechanism of nonlinear refraction has been discussed.
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...
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.
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)
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
Institute of Scientific and Technical Information of China (English)
Pui-Jen Tsai
2011-01-01
Spatial analytical techniques and models are often used in epidemiology to identify spatial anomalies (hotspots) in disease regions.These analytical approaches can be used to identify not only the location of such hotspots,but also their spatial patterns.We used spatial autocorrelation methodologies,including Global Moran's I and Local Getis-Ord statistics,to describe and map spatial clusters and areas in which nine malignant neoplasms are situated in Taiwan.In addition,we used a logistic regression model to test the characteristics of similarity and dissimilarity between males and females and to formulate the common spatial risk.The mean found by local spatial autocorrelation analysis was used to identify spatial cluster patterns.We found a significant relationship between the leading malignant neoplasms and welldocumented spatial risk factors.For instance,in Taiwan,the geographic distribution of clusters where oral cavity cancer in males is prevalent was closely correspond to the locations in central Taiwan with serious metal pollution.In females,clusters of oral cavity cancer were closely related with aboriginal townships in eastern Taiwan,where cigarette smoking,alcohol drinking,and betel nut chewing are commonplace.The difference between males and females in the spatial distributions was stark.Furthermore,areas with a high morbidity of gastric cancer were clustered in aboriginal townships where the occurrence of Helicobacter pylori is frequent.Our results revealed a similarity between both males and females in spatial pattern.Cluster mapping clarified the spatial aspects of both internal and external correlations for the nine malignant neoplasms.In addition,using a method of logistic regression also enabled us to find differentiation between gender-specific spatial patterns.
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
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
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...
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.
Galeazzi, Massimiliano; Huffenberger, Kevin; Ursino, Eugenio
2012-01-01
We have used the angular Autocorrelation Function (AcF) on the angular scale of a few arcminutes to detect and characterize the emission from the Warm-Hot Intergalactic Medium (WHIM) in a pointing with Chandra's ACIS-S instrument. We focused our attention on the energy bands 0.4-0.6 keV, where the WHIM emission is expected to be strongest, due to the redshifted O VII and O VIII lines, and 0.7-0.9 keV, where the WHIM emission is expected to be significantly smaller. After removing identified point sources, and any spurious signal due to detector background and unidentified point sources, in the lower energy band we found a clear AcF signal that we attribute to the WHIM, with a statistical significance of several sigmas (chi2=129, N=31). The attribution of the signal to the WHIM (and not to other spurious emissions, such as unresolved point sources) is confirmed by the higher energy band where the signal is compatible with zero.
Kato, Kosuke; Fujii, Kenji; Kawai, Keiji; Ando, Yoichi; Yano, Takashi
2001-05-01
This is a study to meet music and the opera house acoustics. It is said that singers adjust their interpretation style according to the acoustical condition of the sound field in a room. However, this mechanism of blending of musical performance with the sound field is unknown. In order to obtain a method of performance blending of opera house acoustics, we attempted to develop evaluation criteria for a singing voice in terms of the minimum value of the effective duration of the running autocorrelation function (r-ACF), (te)min, of sound source signals. This temporal factor has shown to have close correlation with the subjective response of both listeners and performers to sound fields [Y. Ando, Architectural Acoustics (AIP Press/Springer-Verlag, New York, 1998)]. As example for the control of (te)min due to performing style, effects of singing style, kind of vowel, relative pitch, vibrato extent, and intonation on the values of (te)min are demonstrated. In addition, the fine structure of the r-ACF is discussed with regard to the identification of vowels of singing voice. a)Now at 1-10-27 Yamanokami, Kumamoto, Japan.
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.
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.
Letcher, Benjamin H; Hocking, Daniel J; O'Neil, Kyle; Whiteley, Andrew R; Nislow, Keith H; O'Donnell, Matthew J
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. PMID:26966662
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
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.
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...
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
Energy Technology Data Exchange (ETDEWEB)
Yamamoto, H.; Iwamoto, K.; Saito, T.; Tachibana, M. [Iwate University, Iwate (Japan). Faculty of Engineering
1997-05-27
Methods to learn underground structures by utilizing the dispersion phenomenon of surface waves contained in microtremors include the frequency-wave number analysis method (the F-K method) and the spatial autocorrelation method (the SAC method). Despite the fact that the SAC method is capable of exploring structures at greater depths, the method is not utilized because of its stringent restriction in arrangement of seismometers during observation that they must be arranged evenly on the same circumference. In order to eliminate this restriction in the SAC method, a research group in the Hokuriku University has proposed an expanded spatial autocorrelation (ESAC) method. Using the concept of the ESAC method as its base, a method was realized to improve phase velocity estimation by making a simulation on an array shifted to the radius direction. As a result of the discussion, it was found that the proposed improvement method can be applied to places where waves come from a number of directions, such as urban areas. If the improvement method can be applied, the spatial autocorrelation function needs not be even in the circumferential direction. In other words, the SAC method can be applied to arbitrary arrays. 1 ref., 7 figs.
Maximum Autocorrelation Factorial Kriging
DEFF Research Database (Denmark)
Nielsen, Allan Aasbjerg; Conradsen, Knut; Pedersen, John L.;
2000-01-01
an ordinary non-spatial factor analysis, and they are interpreted in a geological context. It is demonstrated that MAF analysis contrary to ordinary non-spatial factor analysis gives an objective discrimination of largescale as well as small-scale geological features which are related to crustal structure...
Chuang, Shin-Shin; Wu, Kung-Tai; Lin, Chen-Yang; Lee, Steven; Chen, Gau-Yang; Kuo, Cheng-Deng
2014-08-01
The Poincaré plot of RR intervals (RRI) is obtained by plotting RRIn+1 against RRIn. The Pearson correlation coefficient (ρRRI), slope (SRRI), Y-intercept (YRRI), standard deviation of instantaneous beat-to-beat RRI variability (SD1RR), and standard deviation of continuous long-term RRI variability (SD2RR) can be defined to characterize the plot. Similarly, the Poincaré plot of autocorrelation function (ACF) of RRI can be obtained by plotting ACFk+1 against ACFk. The corresponding Pearson correlation coefficient (ρACF), slope (SACF), Y-intercept (YACF), SD1ACF, and SD2ACF can be defined similarly to characterize the plot. By comparing the indices of Poincaré plots of RRI and ACF between patients with acute myocardial infarction (AMI) and patients with patent coronary artery (PCA), we found that the ρACF and SACF were significantly larger, whereas the RMSSDACF/SDACF and SD1ACF/SD2ACF were significantly smaller in AMI patients. The ρACF and SACF correlated significantly and negatively with normalized high-frequency power (nHFP), and significantly and positively with normalized very low-frequency power (nVLFP) of heart rate variability in both groups of patients. On the contrary, the RMSSDACF/SDACF and SD1ACF/SD2ACF correlated significantly and positively with nHFP, and significantly and negatively with nVLFP and low-/high-frequency power ratio (LHR) in both groups of patients. We concluded that the ρACF, SACF, RMSSDACF/SDACF, and SD1ACF/SD2ACF, among many other indices of ACF Poincaré plot, can be used to differentiate between patients with AMI and patients with PCA, and that the increase in ρACF and SACF and the decrease in RMSSDACF/SDACF and SD1ACF/SD2ACF suggest an increased sympathetic and decreased vagal modulations in both groups of patients.
Compressed Speech Signal Sensing Based on Autocorrelative Measurement%基于自相关观测的语音信号压缩感知
Institute of Scientific and Technical Information of China (English)
季云云; 杨震
2011-01-01
A new measurement matrix-truncated circulant autocorrelation matrix is presented based on the Compressed Sensing theory and features of speech signals in this paper. From a practical point of view, an approximate truncated circulant autocorrelation matrix based on template matching as the measurement matrix is proposed in this paper and it proves that the new measurement matrix satisfies the restricted isometry property(RIP). By speech signals and the truncated circulant autocorrelation matrix, the approximate truncated circulant autoconelation matrix and the Gaussian random matrix respectively , Basis Pursuit ( BP) algorithm is used to reconstruct the original speech signal. Simulation results demonstrate that the performance of the approximate truncated circulant autocorrelation matrix created by a linear combination of two template elements to reconstruct the original speech signal is almost the aame as the truncated circulant autocorrelation matrix, and greatly better than the classic Gaussian random matrix. Moreover,in terms of the same reconstruction performance,the ratio of compression realized by the approximate truncated circulant autocorrelation matrix created by a linear combination of two template elements is far bigger than that of the Gaussian random matrix, which means that the new measurement matrix can significantly enhance the performance of compression for speech signals.%本文基于压缩感知技术,根据语音信号的特点,提出了一种基于自相关特性的截断循环自相关矩阵作为观测矩阵,并在此基础上,从实用的角度出发,提出了基于模板匹配的近似截断循环自相关矩阵作为观测矩阵,并证明其满足RIP特性.由语音信号与截断循环自相关矩阵、近似截断循环自相关矩阵和高斯随机矩阵分别构造相应的观测,采用基追踪(BP)算法来重构原始语音信号.实验表明,由2个模板元素线性组合而成的近似截断循环自相关矩阵重构原始语
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.
Institute of Scientific and Technical Information of China (English)
陈小波; 陈红; 蔡晓霞; 丁敬校
2012-01-01
Spectrum sensing is one of key parts for CUWB system, since styles of targeted signals in the UWB spectrum band are predefined, in order to offset shortcomings of autocorrelation detection?which could not distinguish signal styles. This paper presents a sensing method employing the differences of cyclic feature and autocorrelation matrix between signals to distinguish whether the frequencies can be used by cognitive users, this method combines advantages of cyclostationary detection and autocorrelation detection to make a decision cooperatively. The simulation shows that performance of the proposed method is much better than the cyclostationary detection and energy detection both in high and low SNR environment, therefore, this method is fit for CUWB system.%频谱感知是认知超宽带系统的核心部分,针对超宽带频带内授权信号类型确定的特点,为了弥补自相关检测不能够识别信号类型的缺点,提出利用信号的循环谱特征和自相关矩阵差异性来检测授权信号,该方法融合了自相关检测和循环谱检测的优点进行合作判决.仿真表明该方法在高低信噪比环境下均能比循环谱检测和能量检测得到更好地检测效果,因此适合于认知超宽带系统.
DEFF Research Database (Denmark)
Nørgaard, Pernille; Wright, Dave; Ball, Susan;
2013-01-01
Theoretically, repeated sampling of free β-human chorionic gonadotropin (hCGβ) and pregnancy associated plasma protein-A (PAPP-A) in the first trimester of pregnancy might improve performance of risk assessment of trisomy 21 (T21). To assess the performance of a screening test involving repeated...... measures of biochemical markers, correlations between markers must be estimated. The aims of this study were to calculate the autocorrelation and cross-correlation between hCGβ and PAPP-A in the first trimester of pregnancy and to investigate the possible impact of gestational age at the first sample...... and time between sampling on the correlation....
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.
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...
Corvalán, Natalia A; Kembro, Jackelyn M; Clop, Pedro D; Perillo, María A
2013-08-01
The present paper was aimed at evaluating the effect of cholesterol (CHO) on the voltage-induced lipid pore formation in bilayer membranes through a global characterization of the temporal dynamics of the fluctuation pattern of ion currents. The bilayer model used was black lipid membranes (BLMs) of palmitoyloleoylphosphatidylethanolamine and palmitoyloleoylphosphatidylcholine (POPE:POPC) at a 7:3 molar ratio in the absence (BLM0) or in the presence of 30 (BLM30), 40 (BLM40) or 50(BLM50)mol% of cholesterol with respect to total phospholipids. Electrical current intensities (I) were measured in voltage (ΔV) clamped conditions at ΔV ranging between 0 and ±200mV. The autocorrelation parameter α derived from detrended fluctuation analysis (DFA) on temporal fluctuation patterns of electrical currents allowed discriminating between non-correlated (α=0.5, white noise) and long-range correlated (0.5number of conductance states, the magnitude of conductance level, the capacitance of the bilayers and increased the tendency towards the development of long-range autocorrelated (fractal) processes (0.5<α<1) in lipid channel generation. Experiments were performed above the phase transition temperature of the lipid mixtures, but compositions used predicted a superlattice-like organization. This leads to the conclusion that structural defects other than phase coexistence may promote lipid channel formation under voltage clamped conditions. Furthermore, cholesterol controls the voltage threshold that allows the percolation of channel behavior where isolated channels become an interconnected network.
González-Díaz, Humberto; Riera-Fernández, Pablo
2012-12-21
The development of new methods for the computational re-evaluation of links in chemical and biological complex networks is very important to save time and resources. The Moreau-Broto autocorrelation indices (MBis) are well-known topological indices (TIs) used in QSAR/QSPR studies to encode the structural information contained in molecular graphs. In addition, MBis and similar autocorrelation measures have been used to study other systems like, for example, proteins. In the present work, MBis are combined with Markov chains to develop a general class of stochastic MBis of order k (MB(k)) that is used to encode the structural information contained in different types of large complex networks. The MB(k) values obtained for the nodes (centralities) of these networks are used as input variables to seek QSPR-like equations (by means of linear discriminant analysis) in which the outputs are numerical scores S(L(ij)) that allow us to discriminate between connected and nonconnected nodes and therefore re-evaluate the connectivity of the whole network. The models developed in this work produced the following results in terms of overall accuracy for network reconstruction: metabolic networks (72.10%), parasite-host networks (88.70%), CoCoMac brain cortex coactivation network (81.89%), and fasciolosis spreading network (86.39%).
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.
Auto-correlation Effects on the sp3-d Exchange Interaction in Cd1-xMnxTe/CdTe Multilayers
Institute of Scientific and Technical Information of China (English)
K. Afif; A. Benyoussef; J. Diouri
2002-01-01
Band offsets and total energy of Wannier excitons in multilayers are affected by dimensional and auto-correlation effects, and sp3-d coupling is consequently modified. Thus, the calculation of the Zeeman splitting in the quantum wells has to take into account these effects, especially when the mismatch cannot be disregarded. In this work,the theoretical study of these combined effects has been performed for Cd1-xMnx Te/CdTe multilayers embedded by Cd1-yZny Te as the substrate (or the buffer) on one side and as a cladding layer on the other side. This sample allows us to highlight the role played by the substrate (buffer) and the growth direction on the Zeeman splitting in such multilayers.
Simonsen, Ingve; Kryvi, Jacob B; Maradudin, Alexei A
2015-01-01
An expression is obtained on the basis of phase perturbation theory for the contribution to the mean differential reflection coefficient from the in-plane co-polarized component of the light scattered diffusely from a two-dimensional randomly rough dielectric surface when the latter is illuminated by s-polarized light. This result forms the basis for an approach to inverting experimental light scattering data to obtain the normalized surface height autocorrelation function of the surface. Several parametrized forms of this correlation function, and the minimization of a cost function with respect to the parameters defining these representations, are used in the inversion scheme. This approach also yields the rms height of the surface roughness, and the dielectric constant of the dielectric substrate if it is not known in advance. The input data used in validating this inversion consists of computer simulation results for surfaces defined by exponential and Gaussian surface height correlation functions, withou...
Institute of Scientific and Technical Information of China (English)
王思明; 赵伟
2014-01-01
The background modeling algorithm based on Gaussian Mixture Models(GMM) is used widely in moving objects detection, but it can not accurately detect moving objects in some video sequences that have rapid changes of light. Moreover, in the initialization of GMM parameters, the result of object detection contains the moving objects of the initialization image and leads to error detection if the initialization image has moving objects. In allusion to the problems mentioned above, a GMM algorithm based on the intensity feature autocorrelation is proposed. The brightness feature autocorrelation parameters are used to identify whether there is a moving object in the initialization image, the fit value of intensity feature autocorrelation parameters is used to identify that there is a fast illumination variation or not in the current frame, and the object detection is made by using the ideas of GMM and intensity difference. The video taken actually is simulated by using the proposed algorithm that is of high accuracy and of high real-time, and results show that a moving object is extracted well from video sequences that have rapid changes of light under the disturbed condition that the initialization image of GMM has moving objects.%基于混合高斯模型(GMM)的背景建模算法被广泛运用于运动目标检测，但在一些发生快速光照变化的视频序列中，不能正确地检测出运动目标。此外在对 GMM 参数进行初始化时，若初始化图像中存在运动目标，则目标检测的结果会出现初始化图像中的运动目标，从而导致误检测。针对上述问题，提出一种基于亮度特征自相关的 GMM 算法，该算法根据亮度特征自相关参数判断初始化图像中是否存在运动目标，利用亮度特征自相关参数的拟合值判断当前帧是否发生快速光照变化，运用 GMM 和亮度差值相结合进行目标检测。对实际摄取的视频进行仿真实验
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
Mouser, P. J.
2010-12-01
In order to develop decision-making tools for the prediction and optimization of subsurface bioremediation strategies, we must be able to link the molecular-scale activity of microorganisms involved in remediation processes with biogeochemical processes observed at the field-scale. This requires the ability to quantify changes in the in situ metabolic condition of dominant microbes and associate these changes to fluctuations in nutrient levels throughout the bioremediation process. It also necessitates a need to understand the spatiotemporal variability of the molecular-scale information to develop meaningful parameters and constraint ranges in complex bio-physio-chemical models. The expression of three Geobacter species genes (ammonium transporter (amtB), nitrogen fixation (nifD), and a housekeeping gene (recA)) were tracked at two monitoring locations that differed significantly in ammonium (NH4+) concentrations during a field-scale experiment where acetate was injected into the subsurface to simulate Geobacteraceae in a uranium-contaminated aquifer. Analysis of amtB and nifD mRNA transcript levels indicated that NH4+ was the primary form of fixed nitrogen during bioremediation. Overall expression levels of amtB were on average 8-fold higher at NH4+ concentrations of 300 μM or more than at lower NH4+ levels (average 60 μM). The degree of temporal correlation in Geobacter species mRNA expression levels was calculated at both locations using autocorrelation methods that describe the relationship between sample semi-variance and time lag. At the monitoring location with lower NH4+, a temporal correlation lag of 8 days was observed for both amtB and nifD transcript patterns. At the location where higher NH4+ levels were observed, no discernable temporal correlation lag above the sampling frequency (approximately every 2 days) was observed for amtB or nifD transcript fluctuations. Autocorrelation trends in recA expression levels at both locations indicated that
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)
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%.
Ikeuchi, Hiroki; De Raedt, Hans; Bertaina, Sylvain; Miyashita, Seiji
2015-12-01
The calculation of finite temperature electron spin resonance (ESR) spectra for concrete specified crystal configurations is a very important issue in the study of quantum spin systems. Although direct evaluation of the Kubo formula by means of numerical diagonalization yields exact results, memory and CPU time restrictions limit the applicability of this approach to small system sizes. Methods based on the time evolution of a single pure quantum state can be used to study larger systems. One such method exploits the property that the expectation value of the autocorrelation function obtained for a few samples of so-called thermal typical states yields a good estimate of the thermal equilibrium value. In this paper, we propose a new method based on a Wiener-Khinchin-like theorem for quantum system. By comparison with exact diagonalization results, it is shown that both methods yield correct results. As the Wiener-Khinchin-based method involves sampling over thermal typical states, we study the statistical properties of the sampling distribution. Effects due to finite observation time are investigated and found to differ for the two methods but it is also found that, for both methods, the effects vanish as the system size increases. We present ESR spectra of the one-dimensional XXZ Heisenberg chain of up to 28 spins and discuss the dependence of separation of double peaks on the chain length.
Energy Technology Data Exchange (ETDEWEB)
Yamamoto, H.; Iwamoto, K.; Saito, T.; Yoshida, A. [Iwate University, Iwate (Japan). Faculty of Engineering
1997-05-27
Methods to derive underground structures by utilizing the dispersion phenomenon of surface waves contained in microtremors include the frequency-wave number analysis method (the F-K method) and the spatial autocorrelation method (SAC method). The SAC method is said capable of estimating the structures to deeper depths than with the F-K method if the same seismometer is used. However, the F-K method is used more frequently. This is because the SAC method imposes a strict restriction that seismometers must be arranged evenly on the same circumference, while the F-K method allows seismometers to be arranged arbitrarily during an observation. Therefore, the present study has discussed whether the SAC method can be applied to observations with the seismometers arranged in the same way as in the F-K method, by using microtremor data acquired from actual observations. It was made clear that a seismometer arrangement for the SAC method may be sufficed with at least three meters arranged on the same circumference. These meters may not have to be arranged evenly, but because the acquired phase velocities may vary according to wave arriving directions and seismometer arrangement, it is desirable to perform observations with seismometers arranged as evenly as possible. 13 figs.
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
Spatial Clustering of Water Pollution Based on Spatial Autocorrelation Analysis%基于空间自相关的水污染空间聚类研究
Institute of Scientific and Technical Information of China (English)
王新成; 王斌之; 黄建毅
2014-01-01
运用空间自相关分析方法对《中国环境质量报告2012》中全国地表水监测点位的溶解氧、高锰酸钾指数、五日生化需氧量、氨氮、石油类、挥发酚、汞和铅8项主要污染物水质常规监测指标进行了空间分布特征的定量研究。结果表明，各污染物的Moran指数都大于0，说明我国主要污染物的空间分布具有明显的空间自相关性；局部自相关分析的Moran散点图表明，各类污染物形成了多种空间分布格局。总体而言，我国污染物的扩散分布与地区社会经济有着密切关系，人口活动密集地区的水污染程度明显较高，如京津冀地区。从宏观格局看，我国水污染可分为东西、南北两大格局，东部沿海地区的水污染高集聚区明显高于中西部地区；北方地区的水环境污染状况比南方地区严重，且各种污染物指标在全国范围内有不同的集聚地域。%The spatial autocorrelation analysis was performed to quantitatively analyze the spatial distribution characteristics of water pollution monitoring indices , based on China Status of Environment in 2012.Eight water pollution indices , including dissolved oxygen , potassium permanganate index , BOD5 , ammonia nitrogen , petroleum, volatile phenol, mercury and lead.The Moran’s I is greater than 0 for all pollution indices, indicating that the spatial distribution of the main pollutants in China has significant spatial autocorrelation .The result of Moran scatter diagram of LISA shows that the pollutants have developed several kinds of spatial patterns .In general , the distribution of the water pollutants has close relationship with regional socio-economic situations , with obviously higher pollution in densely populated areas , such as Beijing-Tianjin-Hebei region .The water pollution in China could be divided into two major patterns ‘east-west’ and ‘north-south’, namely, the water pollution in China’s eastern
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
Feld, R.; Slob, E. C.; Thorbecke, J.
2015-12-01
Creating virtual sources at locations where physical receivers have measured a response is known as seismic interferometry. A much appreciated benefit of interferometry is its independence of the actual source locations. The use of ambient noise as actual source is therefore not uncommon in this field. Ambient noise can be commercial noise, like for example mobile phone signals. For GPR this can be useful in cases where it is not possible to place a source, for instance when it is prohibited by laws and regulations. A mono-static GPR antenna can measure ambient noise. Interferometry by auto-correlation (AC) places a virtual source on this antenna's position, without actually transmitting anything. This can be used for pavement damage inspection. Earlier work showed very promising results with 2D numerical models of damaged pavement. 1D and 2D heterogeneities were compared, both modelled in a 2D pavement world. In a 1D heterogeneous model energy leaks away to the sides, whereas in a 2D heterogeneous model rays can reflect and therefore still add to the signal reconstruction (see illustration). In the first case the amount of stationary points is strictly limited, while in the other case the amount of stationary points is very large. We extend these models to a 3D world and optimise an experimental configuration. The illustration originates from the journal article under submission 'Non-destructive pavement damage inspection by mono-static GPR without transmitting anything' by R. Feld, E.C. Slob, and J.W. Thorbecke. (a) 2D heterogeneous pavement model with three irregular-shaped misalignments between the base and subbase layer (marked by arrows). Mono-antenna B-scan positions are shown schematically. (b) Ideal output: a real source at the receiver's position. The difference w.r.t. the trace found in the middle is shown. (c) AC output: a virtual source at the receiver's position. There is a clear overlap with the ideal output.
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
Institute of Scientific and Technical Information of China (English)
姜广辉; 何新; 马雯秋; 王明珠; 张瑞娟
2015-01-01
Research on rural settlements spatial pattern and their evolution helps to reveal the interaction between human and land in different development stages and different areas. It provides theoretical basis for rational land use planning and rural settlement classification management. Rural settlements’ morphology reflects both the natural geographical and social economic development condition. According to our research, rural settlements’ morphology characteristic has significant correlation with topography, population and living condition of people, etc. Therefore, attributes of rural settlements themselves, namely their displayed morphology, can be used to replace the commonly-used index for the zoning of rural settlements. Meanwhile, spatial autocorrelation method can measure the morphological characteristics of spatial agglomeration pattern which provides the foundation for concentrated continuous rural settlements zoning. Taking Pinggu District, Beijing City as an example, the paper conducted a study on the spatial pattern and zoning of rural settlements. The paper extracted rural settlements in 1993, 2003 and 2011 in Pinggu District. Spatial autocorrelation was applied to depict the spatial pattern of rural settlements morphology characteristics, including the size, shape and distribution. And then the relationship was analyzed between size, shape and distribution characteristics of overlapped regions. On the basis of the spatial autocorrelation result and the overlap region analysis, we put forward the comprehensive management zoning of rural settlements. The main results of the study were as follows: Firstly, size, shape and distribution showed significant spatial autocorrelation. Positive autocorrelation types took the form of the group, whereas negative ones scattered. Secondly, obvious differences existed in agglomeration characters between the plain and the hilly mountainous areas. Rural settlements demonstrated large size, regular shape and
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
中国体育彩票事业发展的空间自相关特征研究%Spatial Autocorrelation Characteristics of China's Sports Lottery Development
Institute of Scientific and Technical Information of China (English)
陈颇; 方春妮
2015-01-01
The sports lottery sales of 31 provinces and autonomous regions in China from 2008 to 2013 were analyzed through the global spatial autocorrelation and local spatial autocorrelation analysis .The results showed that :① spatial dependence of regional sports lottery development gradually increased .The regional sports lottery witnessed a positive spatial autocorrelation relation‐ship .The spatial agglomeration of regional sports lottery development was obvious .② The development level of sports lottery in‐creased dramatically in the past six years .The spatial autocorrelation of sports lottery of the three major economic regions was growing .Each spatial dependence was more clear .The trend of progressive convergence zone adjacent to each other was signifi‐cant .The spatial autocorrelation of the eastern sports lottery was greater than that of the western region .③ At present ,the spa‐tial agglomeration relationship of most Chinese provinces and autonomous regions and of the surrounding area had not reached a significant level .The regional polarization of sports lottery development was great ,and the spatial linkage effect of regional sports lottery development needed to be further improved .%选取2008—2013年全国31个省市（自治区）的体育彩票销售额作为分析样本，运用全局空间自相关和局部空间自相关分析方法，对我国区域体育彩票事业发展的空间自相关特征进行实证研究。结果表明：①各地区体育彩票事业发展的空间依赖程度逐渐增强，区域体育彩票事业发展整体上存在正的空间自相关关系，地域间体育彩票事业发展的空间集聚现象比较明显；②近6年来我国体育彩票事业的发展水平已大幅提升，全国三大经济区域体育彩票事业发展的空间自相关作用日益增强，彼此的空间依赖关系更加明晰，向各自邻接地带渐进收敛的趋势越发显著，但国内中、东部地区体育彩
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
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
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)
杨奇勇; 杨劲松; 余世鹏; 黄标; 孙维侠
2011-01-01
以山东省禹城市耕地土壤重金属铬(Cr)元素为例,采用Moran'sⅠ统计量对县级和镇级两个不同取样尺度下Cr含量的空间自相关关系、空间相关尺度和空间分布规律进行了对比研究.结果表明:1)随着研究尺度的增大,Cr含量的变异系数增加,块基比(C0/Sill)减小,空间结构性增强;2)两个尺度下Cr含量Moran'sⅠ指数都大于0,表明研究区内两个尺度下的Cr含量都存在空间正自相关,且Moran's I指数随着研究尺度的增加而增大;3)Lisa聚类图表明,两个尺度下Cr含量都存在空间聚集区和空间孤立区,其中"高一高"空间聚集和"低一高"空间孤立区域存在潜在Cr污染风险.研究表明小尺度下能够观察到大尺度下观察不到的细微差别,研究可为土壤重金属环境质量评价和重金属污染防治提供重要参考.图4表2参23%A case study done in Yucheng, Shandong, China was presented. Using Moran' s /statistics, the spatial autocorrelation coefficients, correlation distances and spatial patterns of heavy metal Cr contents in cultivated topsoil were compared at different scales (county scale and town scale). The following results were obtained: 1) At the higher scale, the variation coefficient of Cr content increased, while C0/Sill decreased, indicating spatially structure enhanced; 2) Moran indexes of Cr content of the two scales were greater than 0, suggesting that the Cr contents at the two scales possessed spatial autocorrelation, and the Moran's /indexes became larger at higher scale; 3) Lisa cluster maps showed that there were spatial aggregation areas and spacial isolated areas of the Cr contents at two scales, and in "high - high" spatial aggregation areas and "low - high" spatial isolation areas potential Cr pollution risks existed. This study showed that at town scale minor differences could be observed, but they would not be observed at country scale, which provided useful basis to assessment of soil
Institute of Scientific and Technical Information of China (English)
ZHU Wenbin; JIA Shaofeng; L(U) Aifeng; YAN Tingting
2012-01-01
@@%Relationship between vegetation and environmental factors has always been a major topic in ecology,but it has also been an important way to reveal vegetation's dynamic response to and feedback effects on climate change.For the special geographical location and climatic characteristics of the Qaidam Basin,with the support of traditional and remote sensing data,in this paper a vegetation coverage model was established.The quantitative prediction of vegetation coverage by five environmental factors was initially realized through multiple stepwise regression (MSR) models.However,there is significant multicollinearity among these five environmental factors,which reduces the performance of the MSR model.Then through the introduction of the Moran Index,an indicator that reflects the spatial autocorrelation of vegetation distribution,only two variables of average annual rainfall and local Moran Index were used in the final establishment of the vegetation coverage model.The results show that there is significant spatial autocorrelation in the distribution of vegetation.The role of spatial autocorrelation in the establishment of vegetation coverage model has not only improved the model fitting R2 from 0.608 to 0.656,but also removed the multicollinearity among independents.
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.
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
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...
Risk Measures for Autocorrelated Hedge Fund Returns
A. Di Cesare (Antonio); Ph.A. Stork (Philip); C.G. de Vries (Casper)
2011-01-01
textabstractStandard risk metrics tend to underestimate the true risks of hedge funds because of serial correlation in the reported returns. Getmansky et al. (2004) derive mean, variance, Sharpe ratio, and beta formulae adjusted for serial correlation. Following their lead, adjusted downside and glo
Decomposition of spectra using maximum autocorrelation factors
DEFF Research Database (Denmark)
Larsen, Rasmus
2001-01-01
This paper addresses the problem of generating a low dimensional representation of the variation present in a set of spectra, e.g. reflection spectra recorded from a series of objects. The resulting low dimensional description may subseque ntly be input through variable selection schemes into cla......This paper addresses the problem of generating a low dimensional representation of the variation present in a set of spectra, e.g. reflection spectra recorded from a series of objects. The resulting low dimensional description may subseque ntly be input through variable selection schemes...
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...
Directory of Open Access Journals (Sweden)
Luis Mauricio Bini
2003-04-01
Full Text Available O objetivo desse trabalho foi o de avaliar a influência da autocorrelação espacial (ausência de independência estatística de observações obtidas ao longo do espaço geográfico nos estudos ecológicos. Para tanto, uma avaliação dos trabalhos que empregaram os métodos necessários para a quantificação da autocorrelação espacial foi realizada, utilizando os dados fornecidos pelo “Institute for Scientific Information”. Os resultados demonstraram que existe uma tendência crescente da utilização das análises de autocorrelação espacial em estudos ecológicos, e que a presença de autocorrelação espacial significativa foi detectada na maior parte dos estudos. Além disso, esses estudos foram desenvolvidos em vários países, por cientistas de diferentes nacionalidades, com diferentes grupos de organismos e em diferentes tipos de ecossistemas. Dessa forma, pode-se considerar que o reconhecimento explícito da estrutura espacial dos processos naturais, por meio da análise da autocorrelação espacial, é um novo paradigma dos estudos ecológicosThe aim of this paper was to evaluate the influence of the spatial autocorrelation (absence of independence among observations gathered along geographical space in ecological studies. For this task, an evaluation of the studies that used spatial autocorrelation analysis was carried out using the data furnished by the Institute for Scientific Information. There is a positive temporal tendency in the number of studies that used spatial autocorrelation analysis. A significant autocorrelation was detected in most studies. Moreover, scientist of several nationalities carried out these studies in different countries, with different organisms and in different types of ecosystems. In this way, it is possible to consider that the explicit incorporation of the spatial structure of natural processes, through the autocorrelation analysis, is a new ecological paradigm
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。
Energy Technology Data Exchange (ETDEWEB)
Matsuoka, T.; Umezawa, N.; Shiraishi, H. [Saitama Institute of Environmental Pollution, Saitama (Japan)
1997-05-27
The Saitama prefectural government has been conducting basement structure exploration using the spatial autocorrelation method by dividing the entire plain area into meshes, for the purpose of improving the accuracy of estimating large-scale seismic damages. This paper reports the result of explorations on meshes in the east-west direction in the central part of Saitama Prefecture. The present exploration was intended on ten meshes in the east-west direction along the north latitude 36-degree line. The number of exploration points is 13 comprising three points on the hilly area bordering on the eastern edge of the Kanto mountainous area and ten points on the plain area. The arrangement constitutes a traverse line with a total distance of about 33 km from the west edge (Hatoyama-machi in Saitama Prefecture) to the east edge (Noda City in Chiba Prefecture). The phase velocities were estimated from the result of the array microtremor observations using the spatial autocorrelation method applied with the FET. The phase velocities were used to estimate underground structures by using an inverse analysis. As a result, detailed two-dimensional S-wave velocity structures were revealed on the traverse line. The velocity cross section expresses change in the basement structures with sufficient resolution, and at the same time the information is judged highly harmonious with existing deep boring data and the result of artificial earthquake exploration. 15 refs., 6 figs.
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 ;
Institute of Scientific and Technical Information of China (English)
张同伟; 杨坤德; 马远良; 汪勇
2015-01-01
It is very diﬃcult to estimate the relative arrival delay of the eigenrays for an unknown source in shallow water. The effects of a source position changing in the neighborhood and sound speed profile perturbation on arrival time of eigenvays are similar. In this paper, we present a robust localization method based on the auto-correlation function of wide-band signal of single hydrophone. By designing neighboring location constraints, a weighting function is constructed to change the peak cross-interference of the auto-correlation function to useful information that is conducible to the improving of targeting performance. In this method there is no need to estimate the relative arrival delay of the eigenray. Computer simulation shows that the robust method can achieve better localization performance, and even has tolerences of environment mismatch and searching grid mismatch. The performance of the robust method is validated through the broad-band data collected on a vertical line array during the Shallow Water 2006 experiments.%在浅海波导中，未知声源的本征声线相对到达时延估计是非常困难的。声源位置在邻域内变化和声速剖面扰动对本征声线相对达到时延的影响是类似的。基于这种思想，提出了基于单水听器宽带信号自相关函数的水下目标定位稳健方法。通过设计邻域位置约束，构造加权函数，将宽带信号自相关函数包含的交叉干扰峰值转化为能够改善目标定位性能的有用信息。该方法不仅不需要估计本征声线的相对到达时延，而且对搜索网格失配和环境参数失配具有相当的宽容性。利用典型浅海环境下的仿真数据和海上实验数据(Shallow Water 2006 experiments)对所提出方法的有效性进行了验证。
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
Measurements for the Performance of the Digital Autocorrelation Spectrometer
Institute of Scientific and Technical Information of China (English)
Fa-Chun Lu; Jarken Esimbek; Jian-Jun Zhou; Xing-Wu Zheng
2007-01-01
Injecting phase calibration (PCAL) signals to the feed horn of the observation system and analyzing the output response signals of the spectrometer, we measured the working performance of a 4096-channel digital autocalibration spectrometer. The results demonstrate that the spectrometer has a fine working performance: (1) the channels are distributed uniformly in the spectrometer; (2) line drift produces little effect on the observation results; (3)spectral resolution shows little changes with observation time. The distribution of the frequency resolution in an 80 MHz bandwidth was measured. A trial observation on the two molecular spectral lines of H2CO and H 110α taken with this spectrometer is described.
Autocorrelation and regularization in digital images. II - Simple image models
Jupp, David L. B.; Strahler, Alan H.; Woodcock, Curtis E.
1989-01-01
The variogram function used in geostatistical analysis is a useful statistic in the analysis of remotely sensed images. Using the results derived by Jupp et al. (1988), the basic second-order, or covariance, properties of scenes modeled by simple disks of varying size and spacing after imaging into disk-shaped pixels are analyzed to explore the relationship betwee image variograms and discrete object scene structure. The models provide insight into the nature of real images of the earth's surface and the tools for a complete analysis of the more complex case of three-dimensional illuminated discrete-object images.
Autocorrelation and regularization in digital images. I - Basic theory
Jupp, David L. B.; Strahler, Alan H.; Woodcock, Curtis E.
1988-01-01
Spatial structure occurs in remotely sensed images when the imaged scenes contain discrete objects that are identifiable in that their spectral properties are more homogeneous within than between them and other scene elements. The spatial structure introduced is manifest in statistical measures such as the autocovariance function and variogram associated with the scene, and it is possible to formulate these measures explicitly for scenes composed of simple objects of regular shapes. Digital images result from sensing scenes by an instrument with an associated point spread function (PSF). Since there is averaging over the PSF, the effect, termed regularization, induced in the image data by the instrument will influence the observable autocovariance and variogram functions of the image data. It is shown how the autocovariance or variogram of an image is a composition of the underlying scene covariance convolved with an overlap function, which is itself a convolution of the PSF. The functional form of this relationship provides an analytic basis for scene inference and eventual inversion of scene model parameters from image data.
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...
Kernel maximum autocorrelation factor and minimum noise fraction transformations
DEFF Research Database (Denmark)
Nielsen, Allan Aasbjerg
2010-01-01
) dimensional feature space via the kernel function and then performing a linear analysis in that space. Three examples show the very successful application of kernel MAF/MNF analysis to 1) change detection in DLR 3K camera data recorded 0.7 seconds apart over a busy motorway, 2) change detection...
Planetary model of sunspot emergence: A spectral and autocorrelation analysis
Edmonds, Ian
2016-01-01
This paper is concerned with intermediate range periodicity in the sunspot area spectrum. An empirical model of sunspot area emergence based on Mercury planet conjunctions was developed and the spectra of the model variation and the sunspot area variation compared. By including solar cycle amplitude modulation and the effect of solar magnetic field reversal the model was able to predict fine detail in the sunspot area spectrum. As Mercury planet conjunctions occur predictably it was possible to compare the time variation of band limited components of sunspot area with the corresponding component variations in the model. When the model component variation was stable corresponding components of sunspot area lagged the model variation by a few tens of days. When a 180 degree phase change occurred in the model variation the corresponding component of sunspot area followed the change over an interval of a few hundred days, first by decreasing to zero and then emerging in phase with the model variation. Where perio...
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)
王玉; 赵伟
2015-01-01
以江苏省各地市级行政区作为研究单位,以竞技体育发展水平作为研究对象,采用空间计量模型,测度各地区竞技体育水平自相关发展特征及竞技体育发展的空间依赖程度,进一步以空间截面数据模型分析影响因素及作用机制。结果表明：1)近20年,江苏省竞技体育发展水平全局空间自相关关系从长期低水平聚集向当前分散的趋势转变,且近期全局区域关联度有所降低；苏南地区竞技体育发展空间聚集作用有所减弱,而中、北部地区空间自相关作用则较为稳定；市域竞技体育发展水平与空间聚集显著性区域全部位于苏北地区,绝大多数地市发展过程中与周边邻接地区始终未能达到显著空间集聚关系。2)多种因素影响江苏省区域竞技体育空间发展水平,其中地区国民生产总值( I =-0．005, p =0．97)、运动员数量( I =-0．257,p=0．5)不存在空间相关作用；居民消费性支出( CR=0．012)、体育科研水平( CR=1．6)等因素存在空间滞后影响；教练员( CR=0．18)、体校学生( CR=0．15)、社体指导员( CR =0．12)、体育彩票( CR =19．14)等因素存在空间误差影响。最后依据得出的研究结果提出对策建议。%SAR around the city in Jiangsu Province as the research units to the level of development of competitive sports as the research object,using spatial statistical anal-ysis model, measure the level of competitive sports from various regions of space-related development characteris-tics and Sports Development dependence. The results show that:1)in the last 20 years,the level of development of competitive sports in Jiangsu Province global spatial au-tocorrelation shift from long-term low-level gathering to disperse current trends,and the recent global zone associ-ated with decreased degree;Competitive Sports Develop-ment in Southern Jiangsu Province spatial clustering the role has been weakened,and in the northern
Institute of Scientific and Technical Information of China (English)
佐藤伸一; 全鎮龍
2007-01-01
Since each parameter of the autocorrelation function (ACF) closely relates to the subjective attributes of the sound, it is effective to use the ACF parameters for the source recognition and identification. In this paper, first, gunshot noises are analyzed by the ACF. It is difficult to extract the sound characteristics of the impulsive sound like gunshot which has a broadband spectrum and has no clear spectrum peak, however, the ACF parameters can clarify the characteristics of each gunshot. In 1974, the first lady of the then Korean President was killed by the gunshot during the ceremony in the National Theater. People had recognized that the murderer fired the fatal shot, but recently one professor claimed that the first lady was killed by the miss-shot of her bodyguard by using the "traditional" acoustical analysis. The authors' ACF analysis provides the fact to reveal which gunshots killed her.Then the car sounds are analyzed by the ACF parameters. Here, the identification process of the car sound by using the ACF is briefly introduced. Moreover, from the movie trailer of the Walt Disney Animation "Cars", as an example, the authors try to demonstrate how each car engine sound is similar to the sound of corresponding voice actor.%由于源自自相关函数(ACF)的各个参量与对声音的主观评价有密切的相关关系,因此,应用ACF参量来进行声源的识别和确定是有效的方法.文中首先对枪击噪声的ACF进行分析,对于类似枪击噪声这种具有广谱且谱的峰值不明显的脉冲声信号,很难分析其声音的特征,不过,其ACF参量仍然可用以辨明其声信号的特征.1974年,前韩国总统夫人在国立剧院庆典会上被枪杀,人们公认那致命的枪击乃谋杀者所为,然而现在有一位教授借助于"传统"的声学分析方法声称第一夫人是被她的卫兵所误杀.笔者的ACF分析提供的事实揭示了究竟是哪个枪声击中了她.同时,对汽车的声音
Institute of Scientific and Technical Information of China (English)
Ryota Shimokura; Alessandro Cocchi; Lamberto Tronchin; Marco Cesare Consumi
2007-01-01
Binaural impulse responses (BIRs) are measured to clarify the acoustical characteristics of the sound filed in concert halls and opera houses. Since BIRs indicate the transfer function of sound rields, an anechoic source convolved with the BIRs represents the signal that listeners hear in that sound field. To find out the acoustical characteristics of the original sound source, it is useful to calculate the autocorrelation function (ACF) because the parameters extracted from the ACF closely relates to the subjective preference of listeners. It can thus be said that the convolution and the correlation are the most important calculative techniques in the room acoustics. This study investigates the relationship between sound sources and sound fields by comparing the interaural cross-correlation function (IACF) of BIRs and the IACF of an anechoic source convolved with the BIRs. The convolution and correlation are identical under a certain condition. In this condition, the interaural cross-correlation coefficient (IACC) of an anechoic source convolved with the BIRs can be described by the IACC of BIRs and by the effective duration τe of ACF of the anechoic source.%双耳脉冲响应(BIRs)是用以表征音乐厅和歌剧院声场特征的参量.由于BIRs是表征声场的转移函数,因此,在消声室中录制的声源信号与BIRs卷积,就代表在实际声场中听到的信号.为了探究原信号的声学特征,一种有效的方法是计算其自相关函数(ACF),因为从ACF中导出的参量能与听者的主观优选良好相关.因此可以说,卷积与相关是室内声学中最重要的计算方法.文中通过将BIRs导出的双耳互相关函数(IACF)和将干信号与BIRs卷积后的IACF作比较,探讨了声源信号与声场之间的关系.在特定条件下,卷积与相关是等同的,此时,干信号与BIRs卷积后的IACC可直接由BIRs导出的IACC与干信号的ACF的有效时间τe来表示.
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
Beijeren, H. van; 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
Kernel principal component and maximum autocorrelation factor analyses for change detection
DEFF Research Database (Denmark)
Nielsen, Allan Aasbjerg; Canty, Morton John
2009-01-01
Principal component analysis (PCA) has often been used to detect change over time in remotely sensed images. A commonly used technique consists of finding the projections along the eigenvectors for data consisting of pair-wise (perhaps generalized) differences between corresponding spectral bands...... in Nevada acquired on successive passes of the Landsat-5 satellite in August-September 1991. The six-band images (the thermal band is omitted) with 1,000 by 1,000 28.5 m pixels were first processed with the iteratively re-weighted MAD (IR-MAD) algorithm in order to discriminate change. Then the MAD image...... was post-processed with both ordinary and kernel versions of PCA and MAF analysis. Kernel MAF suppresses the noisy no-change background much more successfully than ordinary MAF. The ratio between variances of the ordinary MAF 1 and the kernel MAF 1 (both scaled to unit variance) calculated in a no...
Study of correlation and autocorrelation of supercurrent and charge in stacked Josephson junctions
Hamdipour, M.; Y Shukrinov; MR Kolahchi
2010-01-01
Charge creation in superconductor layers affects current–voltage characteristics (CVC) of the Josephson junction array and creates a breakpoint region in CVC. This charge may oscillate in the form of longitudinal plasma wave, (LPW), or nonregularity. In this paper we intend to distinguish the region with LPW from the nonregular region.
Del Giudice, D.; Albert, C.; Reichert, P.; Rieckermann, J.
2015-12-01
Rainfall is the main driver of hydrological systems. Unfortunately, it is highly variable in space and time and therefore difficult to observe accurately. This poses a serious challenge to correctly estimate the catchment-averaged precipitation, a key factor for hydrological models. As biased precipitation leads to biased parameter estimation and thus to biased runoff predictions, it is very important to have a realistic description of precipitation uncertainty. Rainfall multipliers (RM), which correct each observed storm with a random factor, provide a first step into this direction. Nevertheless, they often fail when the estimated input has a different temporal pattern from the true one or when a storm is not detected by the raingauge. In this study we propose a more realistic input error model, which is able to overcome these challenges and increase our certainty by better estimating model input and parameters. We formulate the average precipitation over the watershed as a stochastic input process (SIP). We suggest a transformed Gauss-Markov process, which is estimated in a Bayesian framework by using input (rainfall) and output (runoff) data. We tested the methodology in a 28.6 ha urban catchment represented by an accurate conceptual model. Specifically, we perform calibration and predictions with SIP and RM using accurate data from nearby raingauges (R1) and inaccurate data from a distant gauge (R2). Results show that using SIP, the estimated model parameters are "protected" from the corrupting impact of inaccurate rainfall. Additionally, SIP can correct input biases during calibration (Figure) and reliably quantify rainfall and runoff uncertainties during both calibration (Figure) and validation. In our real-word application with non-trivial rainfall errors, this was not the case with RM. We therefore recommend SIP in all cases where the input is the predominant source of uncertainty. Furthermore, the high-resolution rainfall intensities obtained with this innovative technique can help validate areal rainfall estimates from other methods and constitute an important contribution towards separating predictive uncertainties.
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...
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...
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.
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.
Expected properties of the Two-Point Autocorrelation Function of the IGM
Ursino, Eugenio; Galeazzi, Massimiliano; Marulli, Federico; Moscardini, Lauro; Piro, Luigi; Roncarelli, Mauro; Takei, Yoh
2010-01-01
Recent analyses of the fluctuations of the soft Diffuse X-ray Background (DXB) have provided indirect detection of a component consistent with the elusive Warm Hot Intergalactic Medium (WHIM). In this work we use theoretical predictions obtained from hydrodynamical simulations to investigate the angular correlation properties of the WHIM in emission and assess the possibility of indirect detection with next-generation X-ray missions. Our results indicate that the angular correlation signal of the WHIM is generally weak but dominates the angular correlation function of the DXB outside virialized regions. Its indirect detection is possible but requires rather long exposure times [0.1-1] Ms, large (~1{\\deg} x1{\\deg}) fields of view and accurate subtraction of isotropic fore/background contributions, mostly contributed by Galactic emission. The angular correlation function of the WHIM is positive for {\\theta} < 5' and provides limited information on its spatial distribution. A satisfactory characterization of ...
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.
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.
Study of correlation and autocorrelation of supercurrent and charge in stacked Josephson junctions
Directory of Open Access Journals (Sweden)
M Hamdipour
2010-09-01
Full Text Available Charge creation in superconductor layers affects current–voltage characteristics (CVC of the Josephson junction array and creates a breakpoint region in CVC. This charge may oscillate in the form of longitudinal plasma wave, (LPW, or nonregularity. In this paper we intend to distinguish the region with LPW from the nonregular region.
On the validity of the case-time-control design for autocorrelated exposure histories
DEFF Research Database (Denmark)
Jensen, Aksel Karl Georg; Gerds, Thomas Alexander; Weeke, Peter;
2014-01-01
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...
What autocorrelation tells us about motor variability: Insights from dart throwing
Beers, van R.J.; Meer, van der Y.; Veerman, R.M.
2013-01-01
In sports such as golf and darts it is important that one can produce ballistic movements of an object towards a goal location with as little variability as possible. A factor that influences this variability is the extent to which motor planning is updated from movement to movement based on observe
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.
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.
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...
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...
DEFF Research Database (Denmark)
Hansen, Peter Reinhard; Lunde, Asger
2014-01-01
of actual volatility. In an empirical analysis using realized measures for the Dow Jones industrial average stocks, we find the underlying volatility to be near unit root in all cases. Although standard unit root tests are asymptotically justified, we find them to be misleading in our application despite...
DEFF Research Database (Denmark)
Hansen, Peter Reinhard; Lunde, Asger
variance, that are imperfect estimates of actual volatility. In an empirical analysis using realized measures for the DJIA stocks we find the underlying volatility to be near unit root in all cases. Although standard unit root tests are asymptotically justified, we find them to be misleading in our...
Blood vector velocity estimation using an autocorrelation approach: In vivo Investigation
DEFF Research Database (Denmark)
Udesen, Jesper; Bachmann, Michael; Rue, Kristina;
2005-01-01
In conventional techniques for blood velocity estimation, only the axial component of the velocity vector is found. We have previously shown that it is possible to estimate the 2-D blood velocity vector both in simulations and in flow phantom experiments using a fast and inexpensive method (the t...
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).
Hiebeler, David E; Millett, Nicholas E
2011-06-21
We investigate a spatial lattice model of a population employing dispersal to nearest and second-nearest neighbors, as well as long-distance dispersal across the landscape. The model is studied via stochastic spatial simulations, ordinary pair approximation, and triplet approximation. The latter method, which uses the probabilities of state configurations of contiguous blocks of three sites as its state variables, is demonstrated to be greatly superior to pair approximations for estimating spatial correlation information at various scales. Correlations between pairs of sites separated by arbitrary distances are estimated by constructing spatial Markov processes using the information from both approximations. These correlations demonstrate why pair approximation misses basic qualitative features of the model, such as decreasing population density as a large proportion of offspring are dropped on second-nearest neighbors, and why triplet approximation is able to include them. Analytical and numerical results show that, excluding long-distance dispersal, the initial growth rate of an invading population is maximized and the equilibrium population density is also roughly maximized when the population spreads its offspring evenly over nearest and second-nearest neighboring sites.
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...
Homburger, Hermel; Lüscher, Andreas; Scherer-Lorenzen, Michael; Schneider, Manuel K
2015-01-01
Background In order to understand the impact of grazing livestock on pasture ecosystems, it is essential to quantify pasture use intensity at a fine spatial scale and the factors influencing its distribution. The observation and analysis of animal activity is greatly facilitated by remote tracking technology and new statistical frameworks allowing for rapid inference on spatially correlated data. We used these advances to study activity patterns of GPS-tracked cows in six summer-grazing areas...
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.
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
Haugen, Matz A.; Rajaratnam, Bala; Switzer, Paul
2015-01-01
Concurrent time series commonly arise in various applications, including when monitoring the environment such as in air quality measurement networks, weather stations, oceanographic buoys, or in paleo form such as lake sediments, tree rings, ice cores, or coral isotopes, with each monitoring or sampling site providing one of the time series. The goal in such applications is to extract a common time trend or signal in the observed data. Other examples where the goal is to extract a common time...
Energy Technology Data Exchange (ETDEWEB)
Bergloef, Carl, E-mail: calle@neutron.kth.se [Department of Reactor Physics, KTH Royal Institute of Technology, SE-106 91 Stockholm (Sweden); Fernandez-Ordonez, Manuel; Villamarin, David; Becares, Vicente; Gonzalez-Romero, Enrique M. [Nuclear Innovation Group, CIEMAT, Avda. Complutense 22, 28040 Madrid (Spain); Bournos, Victor [Joint Institute for Power and Nuclear Research, National Academy of Sciences, Akad. Krasina str. 99, Minsk (Belarus); Munoz-Cobo, Jose-Luis [Dept Ingenieria Quimica y Nuclear, Universidad Politechnica, Camino de Vera 14, 46022 Valencia (Spain)
2011-02-15
Neutron noise measurements based on the Rossi-{alpha} and Feynman-{alpha} methodologies have been performed in a heterogeneous subcritical system. It is shown that the traditional single alpha-mode formulations of the Rossi-{alpha} and Feynman-{alpha} methods are not applicable due to the presence of higher alpha-modes. Formalisms taking into account multiple alpha-modes are applied resulting in satisfactory results. Three alpha-modes could be identified using the Rossi-{alpha} method, whereas only two could be obtained using the Feynman-{alpha} method. In the Feynman-{alpha} case, the possibility to obtain the fastest decaying alpha-mode was diminished due to detector dead time effects. It was found that the slowest decaying alpha-mode does not exactly correspond to the prompt decay found in pulsed neutron source measurements, which confirms the results of previous studies. Strengths and weaknesses of the multiple alpha-mode Rossi-{alpha} and Feynman-{alpha} methods observed in this study are pointed out.
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
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...
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...
Lebedev, M V
2001-01-01
The method for measuring the line homogeneous width without application of the nonlinear-optical effects is proposed in this work. The method is based on applying the new interferometer scheme with a diffraction lattice. The diffraction lattices are successfully used in the interferometry for separating the beams and additional radiation monochromatization. The lattice in the proposed scheme makes it possible to obtain the independence of the phases difference between the interference beams on the wavelength. The interferometer optical scheme is shown
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...
DEFF Research Database (Denmark)
Nielsen, Erland Hejn
2004-01-01
if such a decision setup is that widespread in consequent use anywhere. So, how come that sequence independence is so relatively popular in describing real system processes? I can only think of three possible explanations to this dilemma - (1) either sequence dependence is present, but is mostly not of a very......Judging from the vast number of articles in the field of queuing simulation, that assumes i.i.d. in one or more of the stochastic processes used to model the situation at hand, often without much validation, it seems that sequence independence must be a very basic property of many real life...
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...
Monat, Christelle; Collins, Matthew; Clark, Alex; Schroeder, Jochen; Xiong, Chunle; Li, Juntao; O'Faolain, Liam; Krauss, Thomas F; Eggleton, Benjamin J; Moss, David J
2014-01-01
The ability to use coherent light for material science and applications is directly linked to our ability to measure short optical pulses. While free-space optical methods are well-established, achieving this on a chip would offer the greatest benefit in footprint, performance, flexibility and cost, and allow the integration with complementary signal processing devices. A key goal is to achieve operation at sub-Watt peak power levels and on sub-picosecond timescales. Previous integrated demonstrations require either a temporally synchronized reference pulse, an off-chip spectrometer, or long tunable delay lines. We report the first device capable of achieving single-shot time-domain measurements of near-infrared picosecond pulses based on an ultra-compact integrated CMOS compatible device, with the potential to be fully integrated without any external instrumentation. It relies on optical third-harmonic generation in a slow-light silicon waveguide. Our method can also serve as a powerful in-situ diagnostic to...
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。
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.
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)
夏远强; 韩文秀
2004-01-01
正确设计质量控制图参数,对降低生产成本、保证产品质量具有重要意义.提出了基于控制图的ARL,并应用蒙特卡罗随机模拟进行控制图参数的最优经济设计方法.该方法也可以用于其他控制图的参数最优经济设计.
Institute of Scientific and Technical Information of China (English)
刘春清
2002-01-01
计算了食品中香味物质——酯类与酮类的自相关拓扑指数，分别与色谱保留值、阈值进行逐步回归分析，得出相应的QSPR方程。结果表明自相关拓扑指数与色谱保留值、阈值之间存在较好的线性关系。
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.
Institute of Scientific and Technical Information of China (English)
孙皓晗; 佘光辉; 温小荣; 林国忠
2012-01-01
以城市绿地为对象,GeoEye-1遥感融合影像为背景,采用Moran's I指数测度绿地单元的相关性进行预抽样,并以预抽样的结果为先验知识,在可靠性95％和精度85％的水平上进行抽样设计,对实验区(沛县)的绿地覆盖面积进行了估计.结果表明:城市绿地覆盖面积估计为14.81 km2,占城区面积的27.73％,与一般抽样方法相比,该方法的抽样精度提高了3％,提高了工作效率,在实际操作中有较好的可行性.本文的研究也为采用实时遥感影像数据监测城市绿地变化的动态提供了有效地估计方法.%By taking the urban greenland as testing objective, the GeoEye-1 fusion image as back ground, and using Moran's index, the correlativity of greenland units has been measured. Then, the pre-sampling was conducted based on the measured correlativity, the systematic sampling design has been carried out at the precision 95% and 85%. By using of Kriging interpolation method, the weights of different type of greenland has been divided into the stratifications. Through that stratified sampling, the estimation of greenland coverage has been obtained. The results show that the urban greenland coverage area is 14.81 square kilometers, accounting for 27.73% of all urban land areas. Compared with the common sampling method, the precision of that increased about 3%. This method can also be utilized in monitoring dynamic variation of urban greenland with the real time images.
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.
一种基于瞬时自相关的多普勒补偿方法研究%Research on Doppler Compensation Method Based on Instant Autocorrelation
Institute of Scientific and Technical Information of China (English)
汤礼建; 黄建冲; 王强
2008-01-01
文章针对相位编码信号脉冲压缩技术中存在的多普勒失配问题,提出了一种基于瞬时自相关的二相码信号多普勒补偿方法.理论分析和Matlab仿真证实,该方法很好地解决了二相码信号的多普勒失配问题,但同时产生了3dB以上的信噪比损失.
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
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.
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...
Emvalomatis, G.; Stefanou, S.E.; Oude Lansink, A.G.J.M.
2011-01-01
The stochastic distance function model is extended to allow for the inefficiency component of the error term to be autocorrelated, as implied by a dynamic model of firm behavior. The autocorrelation parameter can then be interpreted as a measure of the persistence of inefficiency. The model is viewe
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.
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.
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....
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.
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...
Restoration of Hyperspectral Push-Broom Scanner Data
DEFF Research Database (Denmark)
Larsen, Rasmus; Nielsen, Allan Aasbjerg; Conradsen, Knut
1997-01-01
by decreasing autocorrelation. In this way noise channels (with low autocorrelation) can be identified and cleaned or eliminated. Also, the MAF transformation enables us to isolate electronic or aircraft engine induced noise components that have a special spatial structure. Subsequent inverse transformation...
Finite-Sample Bias Propagation in Autoregressive Estimation With the Yule–Walker Method
Broersen, P.M.T.
2009-01-01
The Yule-Walker (YW) method for autoregressive (AR) estimation uses lagged-product (LP) autocorrelation estimates to compute an AR parametric spectral model. The LP estimates only have a small triangular bias in the estimated autocorrelation function and are asymptotically unbiased. However, using t
An Approach to High-Order Cumulants Used to Detect Multifrequency Signals in Telephone Networks
Institute of Scientific and Technical Information of China (English)
无
2000-01-01
In accordance with the detecting process of multi-frequency signals between the offices in telephone networks, and in contrast with the autocorrelation method used to handle the multi-frequency signals, a fast,inexpensive and unbiased of cumulants estimation method is adopted in detecting signals. This detecting method is better for resisting noise performance and more practical than the autocorrelation method.
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.
On the GNSS-R Interferometric Complex Field Coherence Time
Ruffini, G
2004-01-01
In this paper we focus on the microwave bistatic scattering process, with the aim of deriving an expression for the interferometric complex field auto-correlation function from a static platform. We start from the Fresnel integral and derive the auto-correlation function in the Fraunhofer and Modified Fraunhofer regime. The autocorrelation function at short times can be expressed as a Gaussian with a direction dependent time scale. The directional modulation is a function of the angle between the scattering direction and the wave direction. The obtained relation can be used for directional sea state estimation using one or more GNSS-R coastal receivers.
Effective frequency sensitivity of laser speckle contrast measurements
Thompson, O. B.; Hirst, E. R.; Andrews, M. K.
2013-02-01
How does speckle contrast K, measured at camera exposures T around 10 ms, give us information about temporal autocorrelation of the speckle pattern with time constants τ > τ accurately measures τ, but that K measurements at T < τ are required in order to determine the actual shape of the autocorrelation function. Determining the shape of the autocorrelation function is important if we wish to distinguish between different types of flow or movement in tissue, for example distinguishing Brownian motion or the randomly-oriented flows in capillary networks from more ordered flow in resolvable vessels.
Comparison between Cyclic Statistics and Envelope Demodulation%循环统计量分析与包络解调分析的对比
Institute of Scientific and Technical Information of China (English)
姜鸣; 陈进
2004-01-01
In this paper, demodulation performance of first-order cyclic statistics and second-order cyclic statistics for amplitude modulation signals is introduced. By theoretical research, it is proved that cyclic mean does not possess demodulation performance for amplitude modulation signals, but cyclic autocorrelation function can extract frequency components from amplitude modulation signals.Based on the above, both cyclic autocorrelation function and envelope demodulation based on Hilbert transform are compared. The results show that the two kinds of analysis methods have similar performance for demodulation, in the mean time it is pointed out that they also possess essential distinction, and cyclic autocorrelation function is better to demodulate amplitude modulation signals.
Local time estimation for the slotted correlation function of randomly sampled LDA data
Energy Technology Data Exchange (ETDEWEB)
Nobach, H. [Fachgebiet Stroemungslehre und Aerodynamik, Technische Universitaet Darmstadt (Germany)
2002-03-01
The task of autocorrelation and power spectral density estimation from velocity data sampled irregularly in time by a laser-Doppler anemometer (LDA) is addressed in this article. A new method based on the slotting technique was found to be a very reliable estimator. This article describes specific improvements of the slotting technique, the model-based variance estimation and the spectral transform leading to more accurate estimates of the autocorrelation function and the power spectral density. Furthermore, the new method yields more information especially at short time lags of the autocorrelation function, which can be used to derive improved estimates of the Taylor time scale. (orig.)
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...
Unsupervised classification of changes in multispectral satellite imagery
DEFF Research Database (Denmark)
Canty, Morton J.; Nielsen, Allan Aasbjerg
2004-01-01
The statistical techniques of multivariate alteration detection, maximum autocorrelation factor transformation, expectation maximization, fuzzy maximum likelihood estimation and probabilistic label relaxation are combined in a unified scheme to classify changes in multispectral satellite data. An...
IDFT Numerical Simulation Method for Gaussian Rough Surface with Relatively Large Correlation Length
Institute of Scientific and Technical Information of China (English)
王廷剑; 王黎钦; 赵小力
2015-01-01
A numerical simulation method based on inverse discrete Fourier transform(IDFT)is presented for gener-ating Gaussian rough surface with a desired autocorrelation function(ACF). The probability density function of the height distribution of the generated Gaussian surface and the root-mean-square height of the rough surface are also considered. It is found that the height distribution of the generated surface follows the Gaussian distribution, the devia-tion of the root-mean-square height of the modeled rough surface from the desired value is smaller than that of Patir’s method, and the autocorrelation function of the modeled surface is also in good agreement with the desired autocorre-lation function. Compared with Patir’s method, the modeled surface generated by the IDFT method is in better agree-ment with the desired autocorrelation function, especially when the correlation length is relatively large.
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.
Visualization and unsupervised classification of changes in multispectral satellite imagery
DEFF Research Database (Denmark)
Canty, Morton J.; Nielsen, Allan Aasbjerg
2006-01-01
The statistical techniques of multivariate alteration detection, minimum/maximum autocorrelation factors transformation, expectation maximization and probabilistic label relaxation are combined in a unified scheme to visualize and to classify changes in multispectral satellite data. The methods...
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...
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
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.)
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.
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.
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...
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:...
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 ...
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...
Improving Visibility of Diffraction Pattern with Pseudo-Thermal Light
Institute of Scientific and Technical Information of China (English)
GAO Lu; XIONG Jun; ZHANG Shu-Heng; WANG Wei; WANG Kai-Ge
2008-01-01
@@ We report an experimental observation of Poisson's spot with pseudo-thermal light. The experimental results show that the diffraction pattern disappears in the intensity distribution behind the opaque disc but emerges through both auto-correlation and cross-correlation intensity measurements. The auto-correlation scheme can take care of both better visibility and higher resolution of the diffraction pattern under the condition that the thermal light source has a larger spectral bandwidth.
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....
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...
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...
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.
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).
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.
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.
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
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.
Tivnan, Matthew; Gurjar, Rajan; Wolf, David E; Vishwanath, Karthik
2015-08-12
Diffuse Correlation Spectroscopy (DCS) is a well-established optical technique that has been used for non-invasive measurement of blood flow in tissues. Instrumentation for DCS includes a correlation device that computes the temporal intensity autocorrelation of a coherent laser source after it has undergone diffuse scattering through a turbid medium. Typically, the signal acquisition and its autocorrelation are performed by a correlation board. These boards have dedicated hardware to acquire and compute intensity autocorrelations of rapidly varying input signal and usually are quite expensive. Here we show that a Raspberry Pi minicomputer can acquire and store a rapidly varying time-signal with high fidelity. We show that this signal collected by a Raspberry Pi device can be processed numerically to yield intensity autocorrelations well suited for DCS applications. DCS measurements made using the Raspberry Pi device were compared to those acquired using a commercial hardware autocorrelation board to investigate the stability, performance, and accuracy of the data acquired in controlled experiments. This paper represents a first step toward lowering the instrumentation cost of a DCS system and may offer the potential to make DCS become more widely used in biomedical applications.
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.
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.
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)
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.
Trend Surface Analysis of Hand, Food and Mouth Disease in Sarawak
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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.
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.
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.
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...
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.
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.
Zobov, V. E.; Kucherov, M. M.
2016-06-01
Singular points of the autocorrelation function on the imaginary time axis that is averaged over the location of spins in the magnetically dilute spin lattice with isotropic spin-spin interaction at a high temperature have been studied. For the autocorrelation function in the approximation of the self-consistent fluctuating local field, nonlinear integral equations have been proposed which reflect the separation of the inhomogeneous spin systems into close spins and other spins. The coordinates of the nearest singular points have been determined in terms of the radius of convergence of the expansion in powers of time, the coefficients of which have been calculated from recurrence equations. It has been shown that the coordinates of singular points and, consequently, the wings of the autocorrelation function spectrum at strong magnetic dilution are determined by the modulation of the local field by the nearest pairs of spins leading to its logarithmic concentration dependence.
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.
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 ...
Parallel and optimized genetic Elman network for 252Cf source-driven verification system
Institute of Scientific and Technical Information of China (English)
冯鹏; 魏彪; 金晶
2015-01-01
The 252Cf source-driven verification system (SDVS) can recognize the enrichment of fissile material with the enrichment-sensitive autocorrelation functions of a detector signal in 252Cf source-driven noise-analysis (SDNA) measurements. We propose a parallel and optimized genetic Elman network (POGEN) to identify the enrich-ment of 235U based on the physical properties of the measured autocorrelation functions. Theoretical analysis and experimental results indicate that, for 4 different enrichment fissile materials, due to higher information utilization, more efficient network architecture, and optimized parameters, the POGEN-based algorithm can ob-tain identification results with higher recognition accuracy, compared to the integrated autocorrelation function (IAF) method.
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)
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.
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
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
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.
Fast and Statistically Efficient Fundamental Frequency Estimation
DEFF Research Database (Denmark)
Nielsen, Jesper Kjær; Jensen, Tobias Lindstrøm; Jensen, Jesper Rindom;
2016-01-01
Fundamental frequency estimation is a very important task in many applications involving periodic signals. For computational reasons, fast autocorrelation-based estimation methods are often used despite that parametric estimation methods have a superior estimation accuracy. However, these paramet......Fundamental frequency estimation is a very important task in many applications involving periodic signals. For computational reasons, fast autocorrelation-based estimation methods are often used despite that parametric estimation methods have a superior estimation accuracy. However...... benchmarks, we demonstrate that the computation time is reduced by approximately two orders of magnitude. The proposed fast algorithm is available online....
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
Chaotic appearance of the AE index
Shan, L.-H.; Hansen, P.; Goertz, C. K.; Smith, R. A.
1991-01-01
Results are reported from a stochastic analysis of a 5-day time series of the geomagnetic AE index during an active period. The original data, the power spectrum, and the autocorrelation function are shown, and the steps in the analysis are described in detail. It is found that the autocorrelation time scale is about 50 min, giving a correlation dimension (for the construction of a time series of m-dimensional vectors) of 2.4. This result is consistent with either colored-noise or deterministic-chaos magnetosphere models, indicating the need for further investigation.
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.
Random matrices as models for the statistics of quantum mechanics
Casati, Giulio; Guarneri, Italo; Mantica, Giorgio
1986-05-01
Random matrices from the Gaussian unitary ensemble generate in a natural way unitary groups of evolution in finite-dimensional spaces. The statistical properties of this time evolution can be investigated by studying the time autocorrelation functions of dynamical variables. We prove general results on the decay properties of such autocorrelation functions in the limit of infinite-dimensional matrices. We discuss the relevance of random matrices as models for the dynamics of quantum systems that are chaotic in the classical limit. Permanent address: Dipartimento di Fisica, Via Celoria 16, 20133 Milano, Italy.
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.
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
Statistics-based investigation on typhoon transition modeling
DEFF Research Database (Denmark)
Zhang, Shuoyun; Nishijima, Kazuyoshi
The present study revisits the statistical modeling of typhoon transition. The objective of the study is to provide insights on plausible statistical typhoon transition models based on extensive statistical analysis. First, the correlation structures of the typhoon transition are estimated in terms...... of autocorrelation function (ACF) and partial autocorrelation function (PACF). This facilitates to specify a set of plausible models for further investigation. Then, the corrected Akaike Information Criterion (cAIC) is applied to investigate the relative goodness of fit of these models. The spatial inhomogeneity...
Modified Three-Dimensional Multicarrier Optical Prime Codes
Directory of Open Access Journals (Sweden)
Rajesh Yadav
2016-01-01
Full Text Available We propose a mathematical model for novel three-dimensional multicarrier optical codes in terms of wavelength/time/space based on the prime sequence algorithm. The proposed model has been extensively simulated on MATLAB for prime numbers (P to analyze the performance of code in terms of autocorrelation and cross-correlation. The simulated outcome resembles the mathematical model and gives better results over other methods available in the literature as far as autocorrelation and cross-correlation are concerned. The proposed 3D optical codes are more efficient in terms of cardinality, improved security, and providing quality of services.
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.
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.
Starch-based backwards SHG for in situ MEFISTO pulse characterization in multiphoton microscopy.
Anisha Thayil, K N; Gualda, E J; Psilodimitrakopoulos, S; Cormack, I G; Amat-Roldán, I; Mathew, M; Artigas, D; Loza-Alvarez, P
2008-04-01
We report a simple methodology to provide complete pulse characterization at the sample plane of a two-photon excited fluorescence (TPEF) microscope. This is achieved by using backward propagating second-harmonic generation (SHG) from starch granules. Without any modification to the microscope, SHG-autocorrelation traces were obtained by using a single starch granule that was placed alongside the biological specimen being imaged. A spectrally resolved SHG autocorrelation was acquired by placing a spectrometer at the output port of the microscope. Complete in situ pulse information is then directly retrieved in an analytical way using the measurement of electric filed by interferometric spectral trace observation (MEFISTO) technique.
Transient and Stationary Losses in a Finite-Buffer Queue with Batch Arrivals
Directory of Open Access Journals (Sweden)
Andrzej Chydzinski
2012-01-01
Full Text Available We present an analysis of the number of losses, caused by the buffer overflows, in a finite-buffer queue with batch arrivals and autocorrelated interarrival times. Using the batch Markovian arrival process, the formulas for the average number of losses in a finite time interval and the stationary loss ratio are shown. In addition, several numerical examples are presented, including illustrations of the dependence of the number of losses on the average batch size, buffer size, system load, autocorrelation structure, and time.
Probing density waves in fluidized granular media with diffusing-wave spectroscopy
Born, Philip; Reinhold, Steffen; Sperl, Matthias
2016-09-01
Density waves are characteristic for fluidized beds and affect measurements on liquidlike dynamics in fluidized granular media. Here the intensity autocorrelation function as obtainable with diffusing-wave spectroscopy is derived in the presence of density waves. The predictions by the derived form of the intensity autocorrelation function match experimental observations from a gas-fluidized bed. The model suggests separability of the contribution from density waves from the contribution by microscopic scatterer displacement to the decay of correlation and thus paves the way for characterizing microscopic particle motions using diffusing-wave spectroscopy as well as heterogeneities in fluidized granular media.
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
Statistical methods for segmentation and classification of images
DEFF Research Database (Denmark)
Rosholm, Anders
1997-01-01
The central matter of the present thesis is Bayesian statistical inference applied to classification of images. An initial review of Markov Random Fields relates to the modeling aspect of the indicated main subject. In that connection, emphasis is put on the relatively unknown sub-class of Pickard...... with a Pickard Random Field modeling of a considered (categorical) image phenomemon. An extension of the fast PRF based classification technique is presented. The modification introduces auto-correlation into the model of an involved noise process, which previously has been assumed independent. The suitability...... of the extended model is documented by tests on controlled image data containing auto-correlated noise....
Correlation functions of scattering matrix elements in microwave cavities with strong absorption
Energy Technology Data Exchange (ETDEWEB)
Schaefer, R [Fachbereich Physik, Philipps-Universitaet Marburg, Renthof 5, D-35032 Marburg (Germany); Gorin, T [Theoretische Quantendynamik, Fakultaet fuer Physik, Universitaet Freiburg, Hermann-Herder-Str. 3, D-79104 Freiburg (Germany); Seligman, T H [Centro de Ciencias Fisicas, Universidad Nacional Autonoma de Mexico, Campus Morelos, CP 62251, Cuernavaca, Morelos (Mexico); Stoeckmann, H-J [Fachbereich Physik, Philipps-Universitaet Marburg, Renthof 5, D-35032 Marburg (Germany)
2003-03-28
The scattering matrix was measured for microwave cavities with two antennae. It was analysed in the regime of overlapping resonances. The theoretical description in terms of a statistical scattering matrix and the rescaled Breit-Wigner approximation has been applied to this regime. The experimental results for the auto-correlation function show that the absorption in the cavity walls yields an exponential decay. This behaviour can only be modelled using a large number of weakly coupled channels. In comparison to the auto-correlation functions, the cross-correlation functions of the diagonal S-matrix elements display a more pronounced difference between regular and chaotic systems.
Correlation functions of scattering matrix elements in microwave cavities with strong absorption
Schäfer, R.; Gorin, T.; Seligman, T. H.; Stöckmann, H.-J.
2003-03-01
The scattering matrix was measured for microwave cavities with two antennae. It was analysed in the regime of overlapping resonances. The theoretical description in terms of a statistical scattering matrix and the rescaled Breit-Wigner approximation has been applied to this regime. The experimental results for the auto-correlation function show that the absorption in the cavity walls yields an exponential decay. This behaviour can only be modelled using a large number of weakly coupled channels. In comparison to the auto-correlation functions, the cross-correlation functions of the diagonal S-matrix elements display a more pronounced difference between regular and chaotic systems.
Statistical 2D and 3D shape analysis using Non-Euclidean Metrics
DEFF Research Database (Denmark)
Larsen, Rasmus; Hilger, Klaus Baggesen; Wrobel, Mark Christoph
2002-01-01
We address the problem of extracting meaningful, uncorrelated biological modes of variation from tangent space shape coordinates in 2D and 3D using non-Euclidean metrics. We adapt the maximum autocorrelation factor analysis and the minimum noise fraction transform to shape decomposition. Furtherm......We address the problem of extracting meaningful, uncorrelated biological modes of variation from tangent space shape coordinates in 2D and 3D using non-Euclidean metrics. We adapt the maximum autocorrelation factor analysis and the minimum noise fraction transform to shape decomposition...
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.
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...
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.
Semi-supervised adaptation in ssvep-based brain-computer interface using tri-training
DEFF Research Database (Denmark)
Bender, Thomas; Kjaer, Troels W.; Thomsen, Carsten E.;
2013-01-01
This paper presents a novel and computationally simple tri-training based semi-supervised steady-state visual evoked potential (SSVEP)-based brain-computer interface (BCI). It is implemented with autocorrelation-based features and a Naïve-Bayes classifier (NBC). The system uses nine characters...
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.
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.
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
Kernel methods in orthogonalization of multi- and hypervariate data
DEFF Research Database (Denmark)
Nielsen, Allan Aasbjerg
2009-01-01
A kernel version of maximum autocorrelation factor (MAF) analysis is described very briefly and applied to change detection in remotely sensed hyperspectral image (HyMap) data. The kernel version is based on a dual formulation also termed Q-mode analysis in which the data enter into the analysis...
Fast Monaural Separation of Speech
DEFF Research Database (Denmark)
Pontoppidan, Niels Henrik; Dyrholm, Mads
2003-01-01
a Factorial Hidden Markov Model, with non-stationary assumptions on the source autocorrelations modelled through the Factorial Hidden Markov Model, leads to separation in the monaural case. By extending Hansens work we find that Roweis' assumptions are necessary for monaural speech separation. Furthermore we...
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.
Framing the empirical findings on firm growth
Capasso, M.; Cefis, E.; Sapio, S.
2010-01-01
This paper proposes a general framework to account for the divergent results in the empirical literature on the relation between firm sizes and growth rates, and on many results on growth autocorrelation. In particular, we provide an explanation for why traces of the LPE sometimes occur in condition
van der Kwast, J.
2009-01-01
There is an urgent need for operational models that can accurately predict soil moisture patterns in space and time. High spatial and temporal variability of soil moisture and its low degree of autocorrelation complicate the modelling with process-based models. The aim of this research was to evalua
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…
'Dicty dynamics': Dictyostelium motility as persistent random motion
DEFF Research Database (Denmark)
Li, Liang; Cox, Edward C; Flyvbjerg, Henrik
2011-01-01
to the amoeba's direction of motion. This motion propels the amoeba with a random periodic left–right waddle in a direction that has a long persistence time. The model fully accounts for the statistics of the experimental trajectories, including velocity power spectra and auto-correlations, non...
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.
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.
Stress, strain, and bulk microstructure in a cohesive powder
Andersson, R.; Bouwman, W.G.; Luding, S.; Schepper, de I.M.
2008-01-01
Spin-echo small-angle neutron scattering is able to characterize powders in terms of their density-density correlation function. Here we present a microstructural study on a fine cohesive powder undergoing uniaxial compression. As a function of compression, we measure the autocorrelation function of
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...
Institute of Scientific and Technical Information of China (English)
LUO Bin; LI Jun; HE Sai-ling
2005-01-01
Monte Carlo simulation of the diffusing temporal light correlation in a multi-layered turbid medium is considered.A straightforward formula is introduced to calculate accurately and efficiently the autocorrelation function at any detector position.The simulation results are in an excellent agreement with an analytical solution of the correlation diffusion equation.
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.
Serial correlation of quality control data--on the use of proper control charts
DEFF Research Database (Denmark)
Winkel, P; Zhang, Nevin
2004-01-01
Biochemical quality control (QC) data have been reported to be autocorrelated. Serial correlation may increase the rate of false alarms if the traditional exponentially weighted moving average (EWMA) control chart to monitoring the process mean is used. False alarms are the focus of this paper......, where an alarm is defined as the occurrence of a QC value outside the three standard deviation control limits....
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....
Stochastic conditional intensity processes
DEFF Research Database (Denmark)
Bauwens, Luc; Hautsch, Nikolaus
2006-01-01
model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence...
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.
Inverse scattering in application to the Riemann problem
Energy Technology Data Exchange (ETDEWEB)
Mack, Ruediger; Schleich, Wolfgang P. [Institut fuer Quantenphysik, Universitaet Ulm (Germany)
2008-07-01
We present a method to get the values of the Riemann Zeta-function by autocorrelation measure. Therefore we need a potential with specific energy eigenvalues. We calculate this potential with a variety of techniques, either numerical by the Numerov mehtod and analytically, with a JWKB approximation.
DEFF Research Database (Denmark)
Andersen, Allan T.; Nielsen, Bo Friis
1997-01-01
algorithm it is possible closely to match the autocorrelation function of counts for a second order self-similar process over 3-5 time-scales with 8-16 state MAPs with a very simple structure, i.e. a superposition of 3 and 4 interrupted Poisson processes (IPP) respectively and a Poisson process. The fitting...
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 ...
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
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.
Observation of soliton pulse compression in photonic crystal waveguides
Colman, P; Combrié, S; Sagnes, I; Wong, C W; De Rossi, A
2010-01-01
We demonstrate soliton-effect pulse compression in mm-long photonic crystal waveguides resulting from strong anomalous dispersion and self-phase modulation. Compression from 3ps to 580fs, at low pulse energies(~10pJ), is measured via autocorrelation.
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.
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.
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
Hiding correlation-based Watermark templates using secret modulation
Lichtenauer, J.; Setyawan, I.; Lagendijk, R.
2004-01-01
A possible solution to the difficult problem of geometrical distortion of watermarked images in a blind watermarking scenario is to use a template grid in the autocorrelation function. However, the important drawback of this method is that the watermark itself can be estimated and subtracted, or the
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.
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
Reconsidering harmonic and anharmonic coherent states: Partial differential equations approach
Energy Technology Data Exchange (ETDEWEB)
Toutounji, Mohamad, E-mail: Mtoutounji@uaeu.ac.ae
2015-02-15
This article presents a new approach to dealing with time dependent quantities such as autocorrelation function of harmonic and anharmonic systems using coherent states and partial differential equations. The approach that is normally used to evaluate dynamical quantities involves formidable operator algebra. That operator algebra becomes insurmountable when employing Morse oscillator coherent states. This problem becomes even more complicated in case of Morse oscillator as it tends to exhibit divergent dynamics. This approach employs linear partial differential equations, some of which may be solved exactly and analytically, thereby avoiding the cumbersome noncommutative algebra required to manipulate coherent states of Morse oscillator. Additionally, the arising integrals while using the herein presented method feature stability and high numerical efficiency. The correctness, applicability, and utility of the above approach are tested by reproducing the partition and optical autocorrelation function of the harmonic oscillator. A closed-form expression for the equilibrium canonical partition function of the Morse oscillator is derived using its coherent states and partial differential equations. Also, a nonequilibrium autocorrelation function expression for weak electron–phonon coupling in condensed systems is derived for displaced Morse oscillator in electronic state. Finally, the utility of the method is demonstrated through further simplifying the Morse oscillator partition function or autocorrelation function expressions reported by other researchers in unevaluated form of second-order derivative exponential. Comparison with exact dynamics shows identical results.
Reconsidering harmonic and anharmonic coherent states: Partial differential equations approach
Toutounji, Mohamad
2015-02-01
This article presents a new approach to dealing with time dependent quantities such as autocorrelation function of harmonic and anharmonic systems using coherent states and partial differential equations. The approach that is normally used to evaluate dynamical quantities involves formidable operator algebra. That operator algebra becomes insurmountable when employing Morse oscillator coherent states. This problem becomes even more complicated in case of Morse oscillator as it tends to exhibit divergent dynamics. This approach employs linear partial differential equations, some of which may be solved exactly and analytically, thereby avoiding the cumbersome noncommutative algebra required to manipulate coherent states of Morse oscillator. Additionally, the arising integrals while using the herein presented method feature stability and high numerical efficiency. The correctness, applicability, and utility of the above approach are tested by reproducing the partition and optical autocorrelation function of the harmonic oscillator. A closed-form expression for the equilibrium canonical partition function of the Morse oscillator is derived using its coherent states and partial differential equations. Also, a nonequilibrium autocorrelation function expression for weak electron-phonon coupling in condensed systems is derived for displaced Morse oscillator in electronic state. Finally, the utility of the method is demonstrated through further simplifying the Morse oscillator partition function or autocorrelation function expressions reported by other researchers in unevaluated form of second-order derivative exponential. Comparison with exact dynamics shows identical results.
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...
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.
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.
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
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
Parallel Tempering in Lattice QCD with O(a)-Improved Wilson Fermions
Joó, B; Sexton, J C; Pendleton, B J; Pickles, S M; Sroczynski, Z; Joo, Balint; Irving, Alan C; Sexton, James C.; Pendleton, Brian; Pickles, Stephen M; Sroczynski, Zbigniew
1999-01-01
We present details of our investigation of the Parallel Tempering algorithm. We consider the application of action matching technology to the selection of parameters. We then present a simple model of the autocorrelations for a particular parallel tempered system. Finally we present numerical results from applying the algorithm to lattice QCD with O(a)-improved dynamical fermions with twin ensemble systems
Monitoring Poisson time series using multi-process models
DEFF Research Database (Denmark)
Engebjerg, Malene Dahl Skov; Lundbye-Christensen, Søren; Kjær, Birgitte B.;
aspects of health resource management may also be addressed. In this paper we center on the detection of outbreaks of infectious diseases. This is achieved by a multi-process Poisson state space model taking autocorrelation and overdispersion into account, which has been applied to a data set concerning...
Dontje, T.; Lippert, Th.; Petkov, N.; Schilling, K.
1992-01-01
Autocorrelation becomes an increasingly important tool to verify improvements in the state of the simulational art in Latice Gauge Theory. Semi-systolic and full-systolic algorithms are presented which are intensively used for correlation computations on the Connection Machine CM-2. The semi-systoli
The festivity effect and liquidity constraints: a test on countries with different calendars
Abadir, K.M.; Spierdijk, L.
2005-01-01
We show how investors' liquidity patterns can provide a common framework to explain autocorrelation of returns and volumes, and some calendar anomalies. The method helps us find new anomalies, and contribute to the explanation of older ones. We uncover a \\textquotedblleft festivities effect\\textquot
A Simple Superresolution Approach of Multipath Delay Profiles Measured by PN Correlation Method
Institute of Scientific and Technical Information of China (English)
无
2001-01-01
Time resolution of multipath delay profiles measured by using autocorrelation of pseudonoise (PN) code sequence is generally limitec by the chip rate of the PN code sequence. In this paper, we propose a simple method to improve the time resolution of delay profiles measured by the PN correlation method. Effectiveness of this method is demonstrated by indoor wireless propagation experiments.
A new method and instrument for accurately measuring interval between ultrashort pulses
Institute of Scientific and Technical Information of China (English)
Zhonggang Ji; Yuxin Leng; Yunpei Deng; Bin Tang; Haihe Lu; Ruxin Li; Zhizhan Xu
2005-01-01
@@ Using second-order autocorrelation conception, a novel method and instrument for accurately measuring interval between two linearly polarized ultrashort pulses with real time were presented. The experiment demonstrated that the measuring method and instrument were simple and accurate (the measurement error ＜ 5 fs). During measuring, there was no moving element resulting in dynamic measurement error.
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.
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.
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...
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)
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.
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.
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
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.
Spatial correlation as leading indicator of catastrophic shifts
Dakos, V.; Nes, van E.H.; Donangelo, R.; Fort, H.; Scheffer, M.
2010-01-01
Generic early-warning signals such as increased autocorrelation and variance have been demonstrated in time-series of systems with alternative stable states approaching a critical transition. However, lag times for the detection of such leading indicators are typically long. Here, we show that incre
In-vivo examples of synthetic aperture vector flow imaging
DEFF Research Database (Denmark)
Oddershede, Niels; Hansen, Kristoffer Lindskov; Nielsen, Michael Bachmann;
2007-01-01
The majority of the commercial ultrasound scanners feature blood flow velocity estimation based on the autocorrelation method, yielding estimates of the axial velocity component only. For studying complex flow patterns like arterial bifurcations or venous confluences, 2-D vector velocity estimate...
Coded ultrasound for blood flow estimation using subband processing
DEFF Research Database (Denmark)
Gran, Fredrik; Udesen, Jesper; Nielsen, Michael bachmann;
2007-01-01
This paper further investigates the use of coded excitation for blood flow estimation in medical ultrasound. Traditional autocorrelation estimators use narrow-band excitation signals to provide sufficient signal-to-noise-ratio (SNR) and velocity estimation performance. In this paper, broadband co...
Coded ultrasound for blood flow estimation using subband processing
DEFF Research Database (Denmark)
Gran, F.; Udesen, J.; Jensen, J.A.;
2008-01-01
This paper investigates the use of coded excitation for blood flow estimation in medical ultrasound. Traditional autocorrelation estimators use narrow-band excitation signals to provide sufficient signal-to-noise-ratio (SNR) and velocity estimation performance. In this paper, broadband coded sign...
Mancera, J.E.; Meche, G.C.; Cardona-Olarte, P.P.; Castaneda-Moya, E.; Chiasson, R.L.; Geddes, N.A.; Schile, L.M.; Wang, H.G.; Guntenspergen, G.R.; Grace, J.B.
2005-01-01
Previous studies have shown that variations in environmental conditions play a major role in explaining variations in plant species richness at community and landscape scales. In this study, we considered the degree to which fine-scale spatial variations in richness could be related to fine-scale variations in abiotic and biotic factors. To examine spatial variation in richness, grids of 1 m(2) plots were laid out at five sites within a coastal riverine wetland landscape. At each site, a 5 x 7 array of plots was established adjacent to the river's edge with plots one meter apart. In addition to the estimation of species richness, environmental measurements included sediment salinity, plot microelevation, percent of plot recently disturbed, and estimated community biomass. Our analysis strategy was to combine the use of structural equation modeling (path modeling) with an assessment of spatial association. Mantel's tests revealed significant spatial autocorrelation in species richness at four of the five sites sampled, indicating that richness in a plot correlated with the richness of nearby plots. We subsequently considered the degree to which spatial autocorrelations in richness could be explained by spatial autocorrelations in environmental conditions. Once data were corrected for environmental correlations, spatial autocorrelation in residual species richness could not be detected at any site. Based on these results, we conclude that in this coastal wetland, there appears to be a fine-scale mapping of diversity to microgradients in environmental conditions.
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…
Graves, T.A.; Kendall, K.C.; Royle, J. Andrew; Stetz, J.B.; Macleod, A.C.
2011-01-01
Few studies link habitat to grizzly bear Ursus arctos abundance and these have not accounted for the variation in detection or spatial autocorrelation. We collected and genotyped bear hair in and around Glacier National Park in northwestern Montana during the summer of 2000. We developed a hierarchical Markov chain Monte Carlo model that extends the existing occupancy and count models by accounting for (1) spatially explicit variables that we hypothesized might influence abundance; (2) separate sub-models of detection probability for two distinct sampling methods (hair traps and rub trees) targeting different segments of the population; (3) covariates to explain variation in each sub-model of detection; (4) a conditional autoregressive term to account for spatial autocorrelation; (5) weights to identify most important variables. Road density and per cent mesic habitat best explained variation in female grizzly bear abundance; spatial autocorrelation was not supported. More female bears were predicted in places with lower road density and with more mesic habitat. Detection rates of females increased with rub tree sampling effort. Road density best explained variation in male grizzly bear abundance and spatial autocorrelation was supported. More male bears were predicted in areas of low road density. Detection rates of males increased with rub tree and hair trap sampling effort and decreased over the sampling period. We provide a new method to (1) incorporate multiple detection methods into hierarchical models of abundance; (2) determine whether spatial autocorrelation should be included in final models. Our results suggest that the influence of landscape variables is consistent between habitat selection and abundance in this system. ?? 2011 The Authors. Animal Conservation ?? 2011 The Zoological Society of London.
A heterogeneity test for fine-scale genetic structure.
Smouse, Peter E; Peakall, Rod; Gonzales, Eva
2008-07-01
For organisms with limited vagility and/or occupying patchy habitats, we often encounter nonrandom patterns of genetic affinity over relatively small spatial scales, labelled fine-scale genetic structure. Both the extent and decay rate of that pattern can be expected to depend on numerous interesting demographic, ecological, historical, and mating system factors, and it would be useful to be able to compare different situations. There is, however, no heterogeneity test currently available for fine-scale genetic structure that would provide us with any guidance on whether the differences we encounter are statistically credible. Here, we develop a general nonparametric heterogeneity test, elaborating on standard autocorrelation methods for pairs of individuals. We first develop a 'pooled within-population' correlogram, where the distance classes (lags) can be defined as functions of distance. Using that pooled correlogram as our null-hypothesis reference frame, we then develop a heterogeneity test of the autocorrelations among different populations, lag-by-lag. From these single-lag tests, we construct an analogous test of heterogeneity for multilag correlograms. We illustrate with a pair of biological examples, one involving the Australian bush rat, the other involving toadshade trillium. The Australian bush rat has limited vagility, and sometimes occupies patchy habitat. We show that the autocorrelation pattern diverges somewhat between continuous and patchy habitat types. For toadshade trillium, clonal replication in Piedmont populations substantially increases autocorrelation for short lags, but clonal replication is less pronounced in mountain populations. Removal of clonal replicates reduces the autocorrelation for short lags and reverses the sign of the difference between mountain and Piedmont correlograms.
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
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
Fluctuation analysis of proficient and dysgraphic handwriting in children
Rosenblum, S.; Roman, H. E.
2009-03-01
We analyze handwriting records from several school children with the aim of characterizing the fluctuating behavior of the writing speed. It will be concluded that remarkable differences exist between proficient and dysgraphic handwritings which were unknown so far. It is shown that in the case of proficient handwriting, the variations in handwriting speed are strongly autocorrelated within times corresponding to the completion of a single character or letter, while become uncorrelated at longer times. In the case of dysgraphia, such correlations persist on longer time scales and the autocorrelation function seems to display algebraic time decay, indicating the presence of strong anomalies in the handwriting process. Applications of the results in educational/clinical programs are envisaged.
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.
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.
Automatic Fiber Orientation Detection for Sewed Carbon Fibers
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
Automatic production and precise positioning of carbon fiber reinforced plastics (FRP) require precise detection of the fiber orientations. This paper presents an automatic method for detecting fiber orientations of sewed carbon fibers in the production of FRP. Detection was achieved by appropriate use of regional filling, edge detection operators, autocorrelation methods, and the Hough transformation. Regional filling was used to reduce the influence of the sewed regions, autocorrelation was used to clarify the fiber directions, edge detection operators were used to extract the edge features for the fiber orientations, and the Hough transformation was used to calculate the angles. Results for two kinds of carbon fiber materials show that the method is relatively quick and precise for detecting carbon fiber orientations.
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.
Spatial Pattern Detection of Tuberculosis: A Case Study of Si Sa Ket Province, Thailand
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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.
Green-Kubo relation for viscosity tested using experimental data for a 2D dusty plasma
Feng, Yan; Liu, Bin; Cohen, E G D
2011-01-01
The theoretical Green-Kubo relation for viscosity is tested using experimentally obtained data. In a dusty plasma experiment, micron-size dust particles are introduced into a partially-ionized argon plasma, where they become negatively charged. They are electrically levitated to form a single-layer Wigner crystal, which is subsequently melted using laser heating. In the liquid phase, these dust particles experience interparticle electric repulsion, laser heating, and friction from the ambient neutral argon gas, and they can be considered to be in a nonequilibrium steady state. Direct measurements of the positions and velocities of individual dust particles are then used to obtain a time series for an off-diagonal element of the stress tensor and its time autocorrelation function. This calculation also requires the interparticle potential, which was not measured experimentally, but was obtained using a Debye-H\\"{u}ckel-type model with experimentally determined parameters. Integrating the autocorrelation functi...
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.
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
Geisler, Thorsten; Popa, Karin; Konings, Rudy
2016-06-01
The monazite-type solid solution of LaPO_4 and EuPO_4 has been studied by X-ray diffraction, infrared (IR) and Raman spectroscopic techniques. A substantial excess molar volume has been derived from the X-ray data, and the Raman and IR spectra show band broadening typical for mixing of cations of different size on the cation sublattice. The IR spectra were interpreted by the autocorrelation method and the excess autocorrelation parameter Δ{corr}^{ex} shows clear deviation from ideal solution behaviour, similar to the observed broadening of the Raman bands. The results can be interpreted in terms of local lattice strains resulting from the ion size effects of substitution of La^{3+} by Eu^{3+}, and correlate very well with calorimetric measurements of the excess enthalpy that was previously measured.
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.
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.
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.
Static and dynamic properties of supercooled water in small nanotubes
Khademi, Mahdi; Sahimi, Muhammad
2016-07-01
The static and dynamic properties of water in small silicon-carbide and carbon nanotubes have been studied over the temperature range 100 K-298 K, using extensive molecular dynamics simulations. The computed properties include the radial distribution function, the cage correlation function, the space-time autocorrelation function, the velocity autocorrelation function, and the self-diffusivity. They all indicate that, under the conditions that we study, water does not freeze in small nanotubes; the Stokes-Einstein relation breaks down, and the self-diffusivity exhibits a transition around 230 K, very close to 228 K, the temperature at which a fragile-to-strong dynamic crossover is supposed to happen. The cage correlation function C(t) decays according to a stretched-exponential function, C(t) ˜ exp[ - (t/τ)β], where τ is a relaxation time and β is a topological exponent.
Direct velocity measurement of a turbulent shear flow in a planar Couette cell
Niebling, Michael; Toussaint, Renaud; Måløy, Knut Jørgen
2014-01-01
In a plane Couette cell a thin fluid layer consisting of water is sheared between a transparent band at Reynolds numbers ranging from 300 to 1400. The length of the cells flow channel is large compared to the film separation. To extract the flow velocity in the experiments a correlation image velocimetry (CIV) method is used on pictures recorded with a high speed camera. The flow is recorded at a resolution that allows to analyze flow patterns similar in size to the film separation. The fluid flow is then studied by calculating flow velocity autocorrelation functions. The turbulent pattern that arise on this scale above a critical Reynolds number of Re=360 display characteristic patterns that are proven with the calculated velocity autocorrelation functions. The patterns are metastable and reappear at different positions and times throughout the experiments. Typically these patterns are turbulent rolls which are elongated in the stream direction which is the direction the band is moving. Although the flow sta...
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.
Probabilistic density function method for nonlinear dynamical systems driven by colored noise
Energy Technology Data Exchange (ETDEWEB)
Barajas-Solano, David A.; Tartakovsky, Alexandre M.
2016-05-11
We present a probability density function (PDF) method for a system of nonlinear stochastic ordinary differential equations driven by colored noise. The method provides an integro-differential equation for the temporal evolution of the joint PDF of the system's state, which we close by means of a modified Large-Eddy-Diffusivity-type closure. Additionally, we introduce the generalized local linearization (LL) approximation for deriving a computable PDF equation in the form of the second-order partial differential equation (PDE). We demonstrate the proposed closure and localization accurately describe the dynamics of the PDF in phase space for systems driven by noise with arbitrary auto-correlation time. We apply the proposed PDF method to the analysis of a set of Kramers equations driven by exponentially auto-correlated Gaussian colored noise to study the dynamics and stability of a power grid.
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
Errors in radial velocity variance from Doppler wind lidar
Wang, H.; Barthelmie, R. J.; Doubrawa, P.; Pryor, S. C.
2016-08-01
A high-fidelity lidar turbulence measurement technique relies on accurate estimates of radial velocity variance that are subject to both systematic and random errors determined by the autocorrelation function of radial velocity, the sampling rate, and the sampling duration. Using both statistically simulated and observed data, this paper quantifies the effect of the volumetric averaging in lidar radial velocity measurements on the autocorrelation function and the dependence of the systematic and random errors on the sampling duration. For current-generation scanning lidars and sampling durations of about 30 min and longer, during which the stationarity assumption is valid for atmospheric flows, the systematic error is negligible but the random error exceeds about 10 %.
Energy Technology Data Exchange (ETDEWEB)
Thangaraj, J.; Thurman-Keup, R.; Ruan, J.; Johnson, A.S.; Lumpkin, A; Santucci, J.; Maxwell, T.; /Fermilab; Andonian, G.; /UCLA /RadiaBeam Tech.; Murokh, A.; Ruelas, M.; Ovodenko, A.; /RadiaBeam Tech.
2012-03-01
A real-time interferometer (RTI) has been developed to monitor the bunch length of an electron beam in an accelerator. The RTI employs spatial autocorrelation, reflective optics, and a fast response pyro-detector array to obtain a real-time autocorrelation trace of the coherent radiation from an electron beam thus providing the possibility of online bunch-length diagnostics. A complete RTI system has been commissioned at the A0 photoinjector facility to measure sub-mm bunches at 13 MeV. Bunch length variation (FWHM) between 0.8 ps (-0.24 mm) and 1.5 ps (-0.45 mm) has been measured and compared with a Martin-Puplett interferometer and a streak camera. The comparisons show that RTI is a viable, complementary bunch length diagnostic for sub-mm electron bunches.
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; Simonsen, Ingve; Nagy, Bálint Zsolt; Néda, Zoltán
2016-08-01
The gain-loss asymmetry, observed in the inverse statistics of stock indices is present for logarithmic return levels that are over 2 % , and it is the result of the non-Pearson-type autocorrelations in the index. These non-Pearson-type correlations can be viewed also as functionally dependent daily volatilities, extending for a finite time interval. A generalized time-window shuffling method is used to show the existence of such autocorrelations. Their characteristic time scale proves to be smaller (less than 25 trading days) than what was previously believed. It is also found that this characteristic time scale has decreased with the appearance of program trading in the stock market transactions. Connections with the leverage effect are also established.
Sample correlations of infinite variance time series models: an empirical and theoretical study
Directory of Open Access Journals (Sweden)
Jason Cohen
1998-01-01
Full Text Available When the elements of a stationary ergodic time series have finite variance the sample correlation function converges (with probability 1 to the theoretical correlation function. What happens in the case where the variance is infinite? In certain cases, the sample correlation function converges in probability to a constant, but not always. If within a class of heavy tailed time series the sample correlation functions do not converge to a constant, then more care must be taken in making inferences and in model selection on the basis of sample autocorrelations. We experimented with simulating various heavy tailed stationary sequences in an attempt to understand what causes the sample correlation function to converge or not to converge to a constant. In two new cases, namely the sum of two independent moving averages and a random permutation scheme, we are able to provide theoretical explanations for a random limit of the sample autocorrelation function as the sample grows.
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
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...
World relation per capita between income and emission of carbon dioxide
Directory of Open Access Journals (Sweden)
Fernando Artico Bigarani1
2014-12-01
Full Text Available The aim of this article is to verify the existence of relation per capita between emission of carbon dioxide and the growth of the income. The used methodology is the exploratory analysis of space data for the years of 1994 and 2009. By means of maps and of the Index of Moran one searched to observe the existence of space autocorrelation enters carbonic gas emission the per capita and per capita Gross domestic product of the countries of the Europe and Africa and to verify the space existence of clusters. The analysis of the results presented significant space autocorrelation between the studied variable and allowed the space identification of clusters in the Europe and Africa. The conclusion confirms the theory of the Curve of Ambient Kuznets and also it was identified that the protocol of Kyoto was capable to promote alterations in univariate clusters analyzed in the period.
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.
Phase behaviour and dynamics in primitive models of molecular ionic liquids
Directory of Open Access Journals (Sweden)
G.C. Ganzenmüller
2011-09-01
Full Text Available The phase behaviour and dynamics of molecular ionic liquids are studied using primitive models and extensive computer simulations. The models account for size disparity between cation and anion, charge location on the cation, and cation-shape anisotropy, which are all prominent features of important materials such as room-temperature ionic liquids. The vapour-liquid phase diagrams are determined using high-precision Monte Carlo simulations, setting the scene for in-depth studies of ion dynamics in the liquid state. Molecular dynamics simulations are used to explore the structure, single-particle translational and rotational autocorrelation functions, cation orientational autocorrelations, self diffusion, viscosity, and frequency-dependent conductivity. The results reveal some of the molecular-scale mechanisms for charge transport, involving molecular translation, rotation, and association.
Energy Technology Data Exchange (ETDEWEB)
Liu, Jian; Miller, William H.
2006-09-06
The thermal Gaussian approximation (TGA) recently developed by Mandelshtam et al has been demonstrated to be a practical way for approximating the Boltzmann operator exp(-{beta}H) for multidimensional systems. In this paper the TGA is combined with semiclassical (SC) initial value representations (IVRs) for thermal time correlation functions. Specifically, it is used with the linearized SC-IVR (LSC-IVR, equivalent to the classical Wigner model), and the 'forward-backward semiclassical dynamics' (FBSD) approximation developed by Makri et al. Use of the TGA with both of these approximate SC-IVRs allows the oscillatory part of the IVR to be integrated out explicitly, providing an extremely simple result that is readily applicable to large molecular systems. Calculation of the force-force autocorrelation for a strongly anharmonic oscillator demonstrates its accuracy, and of the velocity autocorrelation function (and thus the diffusion coefficient) of liquid neon demonstrates its applicability.
Theory of quantum Loschmidt echoes
Prosen, T; Znidaric, M; Prosen, Tomaz; Seligman, Thomas H.; Znidaric, Marko
2003-01-01
In this paper we review our recent work on the theoretical approach to quantum Loschmidt echoes, i.e. various properties of the so called echo dynamics -- the composition of forward and backward time evolutions generated by two slightly different Hamiltonians, such as the state autocorrelation function (fidelity) and the purity of a reduced density matrix traced over a subsystem (purity fidelity). Our main theoretical result is a linear response formalism, expressing the fidelity and purity fidelity in terms of integrated time autocorrelation function of the generator of the perturbation. Surprisingly, this relation predicts that the decay of fidelity is the slower the faster the decay of correlations. In particular for a static (time-independent) perturbation, and for non-ergodic and non-mixing dynamics where asymptotic decay of correlations is absent, a qualitatively different and faster decay of fidelity is predicted on a time scale 1/delta as opposed to mixing dynamics where the fidelity is found to decay...
Ohta, Shigemi
2014-01-01
Analyses on possible systematics in some isovector nucleon observables in the RBC+UKQCD 2+1-flavor dynamical domain-wall fermion (DWF) lattice-QCD are presented. The vector charge, axial charge, quark momentum and helicity fractions, and transversity are discussed using mainly the Iwasaki\\(\\times\\)DSDR ensemble at pion mass of 170 MeV. No autocorrelation issue is observed in the vector charge and quark momentum and helicity fractions. Blocked Jack-knife analyses expose significant growth of estimated error for the axial charge with increasing block sizes that are similar to or larger than the known autocorrelation time of the gauge-field topological charge. Similar growth is seen in the transversity. These two observables, however, do not seem correlated with the topological charge.
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...
Direct exit-wave reconstruction from a single defocused image.
Morgan, A J; Martin, A V; D'Alfonso, A J; Putkunz, C T; Allen, L J
2011-01-01
We propose a direct, non-iterative method for the exact recovery of the complex wave in the exit-surface plane of a coherently illuminated object from a single defocused image. The method is applicable for a wide range of illumination conditions. The defocus range is subject to certain conditions, which if satisfied allow the complex exit-surface wave to be directly recovered by solving a set of linear equations. These linear equations, whose coefficients depend on the incident illumination, are obtained by analyzing the autocorrelation function of an auxiliary wave which is related to the exit-surface wave in a simple way. This autocorrelation is constructed by taking the inverse Fourier transform of the defocused image. We present an experimental proof of concept by recovering the exit-surface wave of a microfiber illuminated by a plane wave formed using a HeNe laser.
Irreversible Simulated Tempering
Sakai, Yuji; Hukushima, Koji
2016-10-01
An extended ensemble Monte Carlo algorithm is proposed by introducing a violation of the detailed balance condition to the update scheme of the inverse temperature in simulated tempering. Our method, irreversible simulated tempering, is constructed on the basis of the framework of the skew detailed balance condition. By applying this method to the ferromagnetic Ising model in two dimensions on a square lattice as a benchmark, the dynamical behavior of the inverse temperature and an autocorrelation function of the magnetization are studied numerically. It is found that the relaxation dynamics of the inverse temperature qualitatively change from diffusive to ballistic on violating the detailed balance condition. Consequently, the autocorrelation time of the magnetization is several times smaller than that for the conventional algorithm satisfying the detailed balance condition.
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
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...
Phase-Retrieved Tomography enables imaging of a Tumor Spheroid in Mesoscopy Regime
Ancora, Daniele; Giasafaki, Georgia; Psycharakis, Stylianos E; Liapis, Evangelos; Zacharakis, Giannis
2016-01-01
Optical tomographic imaging of biological specimen bases its reliability on the combination of both accurate experimental measures and advanced computational techniques. In general, due to high scattering and absorption in most of the tissues, multi view geometries are required to reduce diffuse halo and blurring in the reconstructions. Scanning processes are used to acquire the data but they inevitably introduces perturbation, negating the assumption of aligned measures. Here we propose an innovative, registration free, imaging protocol implemented to image a human tumor spheroid at mesoscopic regime. The technique relies on the calculation of autocorrelation sinogram and object autocorrelation, finalizing the tomographic reconstruction via a three dimensional Gerchberg Saxton algorithm that retrieves the missing phase information. Our method is conceptually simple and focuses on single image acquisition, regardless of the specimen position in the camera plane. We demonstrate increased deep resolution abilit...
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...
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.
Wang, Y; Daniels, M J
2014-09-01
In this article, we propose a computationally efficient approach to estimate (large) p-dimensional covariance matrices of ordered (or longitudinal) data based on an independent sample of size n. To do this, we construct the estimator based on a k-band partial autocorrelation matrix with the number of bands chosen using an exact multiple hypothesis testing procedure. This approach is considerably faster than many existing methods and only requires inversion of (k + 1)-dimensional covariance matrices. The resulting estimator is positive definite as long as k covariance matrix (Wu and Pourahmadi, 2003) and show that the maximum likelihood estimator of the k-band partial autocorrelation matrix is the same as the k-band inverse Cholesky factor. We evaluate our estimator via extensive simulations and illustrate the approach using high-dimensional sonar data.
Typical duration of good seeing sequences at Concordia
Fossat, Eric; Agabi, Karim; Bondoux, Erick; Challita, Zalpha; Jeanneaux, Francois; Mekarnia, Djamel
2010-01-01
Context: The winter seeing at Concordia is essentially bimodal, excellent or quite poor, with relative proportions that depend on altitude above the snow surface. This paper studies the temporal behavior of the good seeing sequences. Aims: An efficient exploitation of extremely good seeing with an adaptive optics system needs long integrations. It is then important to explore the temporal distribution of the fraction of time providing excellent seeing. Methods: Temporal windows of good seeing are created by a simple binary process. Good or bad. Their autocorrelations are corrected for those of the existing data sets, since these are not continuous, being often interrupted by technical problems in addition to the adverse weather gaps. At the end these corrected autocorrelations provide the typical duration of good seeing sequences. This study has to be a little detailed as its results depend on the season, summer or winter. Results: Using a threshold of 0.5 arcsec to define the "good seeing", three characteris...
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 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 ...
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...
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.
Roman, H. E.; Porto, M.; Dose, C.
2008-10-01
We analyze daily log-returns data for a set of 1200 stocks, taken from US stock markets, over a period of 2481 trading days (January 1996-November 2005). We estimate the degree of non-stationarity in daily market volatility employing a polynomial fit, used as a detrending function. We find that the autocorrelation function of absolute detrended log-returns departs strongly from the corresponding original data autocorrelation function, while the observed leverage effect depends only weakly on trends. Such effect is shown to occur when both skewness and long-time memory are simultaneously present. A fractional derivative random walk model is discussed yielding a quantitative agreement with the empirical results.
Pattern recognition in field crickets: concepts and neural evidence.
Kostarakos, Konstantinos; Hedwig, Berthold
2015-01-01
Since decades the acoustic communication behavior of crickets is in the focus of neurobiology aiming to analyze the neural basis of male singing and female phonotactic behavior. For temporal pattern recognition several different concepts have been proposed to elucidate the possible neural mechanisms underlying the tuning of phonotaxis in females. These concepts encompass either some form of a feature detecting mechanism using cross-correlation processing, temporal filter properties of brain neurons or an autocorrelation processing based on a delay-line and coincidence detection mechanism. Current data based on intracellular recordings of auditory brain neurons indicate a sequential processing by excitation and inhibition in a local auditory network within the protocerebrum. The response properties of the brain neurons point towards the concept of an autocorrelation-like mechanism underlying female pattern recognition in which delay-lines by long lasting inhibition may be involved.
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.
Space Group Debris Imaging Based on Sparse Sample
Zhu Jiang; Deng Jiaxin; Liao Guisheng; Zhu Shengqi
2016-01-01
Space group debris imaging is difficult with sparse data in low Pulse Repetition Frequency (PRF) spaceborne radar. To solve this problem in the narrow band system, we propose a method for space group debris imaging based on sparse samples. Due to the diversity of mass, density, and other factors, space group debris typically rotates at a high speed in different ways. We can obtain angular velocity through the autocorrelation function based on the diversity in the angular velocity. The scatter...
Determinants of Unemployment In Pakistan: A Statistical Study
Tahir Mahmood; Amjid Ali; Noureen Akhtar; Muhammad Iqbal; Sadia Qamar; Hafiz Zafar Nazir; Nasir Abbas; Iram Sana
2014-01-01
The current study has been designed to investigate the relationship between unemployment and the different factors having impact on unemployment directly or indirectly. The basic purpose of the study is to check that either their effects are significant or insignificant. At first, normality, independence, homoscedasticity and autocorrelation are checked. Stepwise regression with forward selection technique is utilized for the model selection. Model selection criteria used is to select a best ...
Optimizing a basket against the efficient market hypothesis
Abergel, Frédéric; Politi, Mauro
2012-01-01
International audience The possibility that the collective dynamics of a set of stocks could lead to a speci c basket violating the e cient market hypothesis is investigated. Precisely, we show that it is systematically possible to form a basket with a non-trivial autocorrelation structure when the examined time scales are of the order of tens of seconds. Moreover, we show that this situation is persistent enough to allow some kind of forecasting.
Martingales, the efficient market hypothesis, and spurious stylized facts
Joseph L. McCauley; Bassler, Kevin E.; Gunaratne, Gemunu H.
2007-01-01
The condition for stationary increments, not scaling, detemines long time pair autocorrelations. An incorrect assumption of stationary increments generates spurious stylized facts, fat tails and a Hurst exponent H_s=1/2, when the increments are nonstationary, as they are in FX markets. The nonstationarity arises from systematic uneveness in noise traders' behavior. Spurious results arise mathematically from using a log increment with a 'sliding window'. We explain why a hard to beat market de...
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.
Super-heterodyne light scattering on interacting colloidal suspensions: theory and experiment
Palberg, Thomas; Reiber, Holger; Köller, Tetyana; Medebach, Martin; Nägele, Gerhard
2008-01-01
In soft matter structure couples to flow and vice versa. Complementary to structural investigations, we here are interested in the determination of particle velocities of charged colloidal suspensions of different structure under flow. In a combined effort of theory and experiment we determine the Fourier transform of the super-heterodyne field auto-correlation function (power spectrum) which in frequency space is found to be well separated from homodyne contributions and low frequency noise....