Maximum Autocorrelation Factorial Kriging
DEFF Research Database (Denmark)
Nielsen, Allan Aasbjerg; Conradsen, Knut; Pedersen, John L.
2000-01-01
This paper describes maximum autocorrelation factor (MAF) analysis, maximum autocorrelation factorial kriging, and its application to irregularly sampled stream sediment geochemical data from South Greenland. Kriged MAF images are compared with kriged images of varimax rotated factors from...
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...
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.
General simulation algorithm for autocorrelated binary processes
Serinaldi, Francesco; Lombardo, Federico
2017-02-01
The apparent ubiquity of binary random processes in physics and many other fields has attracted considerable attention from the modeling community. However, generation of binary sequences with prescribed autocorrelation is a challenging task owing to the discrete nature of the marginal distributions, which makes the application of classical spectral techniques problematic. We show that such methods can effectively be used if we focus on the parent continuous process of beta distributed transition probabilities rather than on the target binary process. This change of paradigm results in a simulation procedure effectively embedding a spectrum-based iterative amplitude-adjusted Fourier transform method devised for continuous processes. The proposed algorithm is fully general, requires minimal assumptions, and can easily simulate binary signals with power-law and exponentially decaying autocorrelation functions corresponding, for instance, to Hurst-Kolmogorov and Markov processes. An application to rainfall intermittency shows that the proposed algorithm can also simulate surrogate data preserving the empirical autocorrelation.
An Autocorrelation Term Method for Curve Fitting
Houston, Louis M.
2013-01-01
The least-squares method is the most popular method for fitting a polynomial curve to data. It is based on minimizing the total squared error between a polynomial model and the data. In this paper we develop a different approach that exploits the autocorrelation function. In particular, we use the nonzero lag autocorrelation terms to produce a system of quadratic equations that can be solved together with a linear equation derived from summing the data. There is a maximum of solutions when th...
Linear Prediction Using Refined Autocorrelation Function
Directory of Open Access Journals (Sweden)
M. Shahidur Rahman
2007-07-01
Full Text Available This paper proposes a new technique for improving the performance of linear prediction analysis by utilizing a refined version of the autocorrelation function. Problems in analyzing voiced speech using linear prediction occur often due to the harmonic structure of the excitation source, which causes the autocorrelation function to be an aliased version of that of the vocal tract impulse response. To estimate the vocal tract characteristics accurately, however, the effect of aliasing must be eliminated. In this paper, we employ homomorphic deconvolution technique in the autocorrelation domain to eliminate the aliasing effect occurred due to periodicity. The resulted autocorrelation function of the vocal tract impulse response is found to produce significant improvement in estimating formant frequencies. The accuracy of formant estimation is verified on synthetic vowels for a wide range of pitch frequencies typical for male and female speakers. The validity of the proposed method is also illustrated by inspecting the spectral envelopes of natural speech spoken by high-pitched female speaker. The synthesis filter obtained by the current method is guaranteed to be stable, which makes the method superior to many of its alternatives.
Response predictions using the observed autocorrelation function
DEFF Research Database (Denmark)
Nielsen, Ulrik Dam; H. Brodtkorb, Astrid; Jensen, Jørgen Juncher
2018-01-01
-induced response in study. Thus, predicted (future) values ahead of time for a given time history recording are computed through a mathematical combination of the sample autocorrelation function and previous measurements recorded just prior to the moment of action. Importantly, the procedure does not need input...
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....... 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.......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...
Modeling social influence through network autocorrelation : constructing the weight matrix
Leenders, Roger Th. A. J.
Many physical and social phenomena are embedded within networks of interdependencies, the so-called 'context' of these phenomena. In network analysis, this type of process is typically modeled as a network autocorrelation model. Parameter estimates and inferences based on autocorrelation models,
Performances of estimators of linear model with auto-correlated ...
African Journals Online (AJOL)
Performances of estimators of linear model with auto-correlated error terms when the independent variable is normal. ... On the other hand, the same slope coefficients β , under Generalized Least Squares (GLS) decreased with increased autocorrelation when the sample size T is small. Journal of the Nigerian Association ...
Auto-correlation analysis of ocean surface wind vectors
Indian Academy of Sciences (India)
M. Senthilkumar (Newgen Imaging) 1461 1996 Oct 15 13:05:22
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 ...
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.
MEASUREMENTS OF STELLAR MAGNETIC FIELDS USING AUTOCORRELATION OF SPECTRA
Energy Technology Data Exchange (ETDEWEB)
Borra, E. F.; Deschatelets, D. [Département de physique, de génie physique et d’optique. Université Laval (Canada)
2015-11-15
We present a novel technique that uses the autocorrelation of the spectrum of a star to measure the line broadening caused by the modulus of its average surface magnetic field. The advantage of the autocorrelation comes from the fact that it can detect very small spectral line broadening effects because it averages over many spectral lines and therefore gives an average with a very high signal-to-noise ratio. We validate the technique with the spectra of known magnetic stars and obtain autocorrelation curves that are in full agreement with published magnetic curves obtained with Zeeman splitting. The autocorrelation also gives less noisy curves so that it can be used to obtain very accurate curves. We degrade the resolution of the spectra of these magnetic stars to lower spectral resolutions where the Zeeman splitting is undetectable. At these resolutions, the autocorrelation still gives good quality curves, thereby showing that it can be used to measure magnetic fields in spectra where the Zeeman splitting is significantly smaller than the width of the spectral line. This would therefore allow observing magnetic fields in very faint Ap stars with low-resolution spectrographs, thereby greatly increasing the number of known magnetic stars. It also demonstrates that the autocorrelation can measure magnetic fields in rapidly rotating stars as well as weak magnetic fields that give a Zeeman splitting smaller than the intrinsic width of the spectral lines. Finally, it shows that the autocorrelation can be used to find unknown magnetic stars in low-resolution spectroscopic surveys.
Estimating the variation, autocorrelation, and environmental sensitivity of phenotypic selection
Chevin, Luis-Miguel; Visser, Marcel E.; Tufto, Jarle
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
The basis function approach for modeling autocorrelation in ecological data.
Hefley, Trevor J; Broms, Kristin M; Brost, Brian M; Buderman, Frances E; Kay, Shannon L; Scharf, Henry R; Tipton, John R; Williams, Perry J; Hooten, Mevin B
2017-03-01
Analyzing ecological data often requires modeling the autocorrelation created by spatial and temporal processes. Many seemingly disparate statistical methods used to account for autocorrelation can be expressed as regression models that include basis functions. Basis functions also enable ecologists to modify a wide range of existing ecological models in order to account for autocorrelation, which can improve inference and predictive accuracy. Furthermore, understanding the properties of basis functions is essential for evaluating the fit of spatial or time-series models, detecting a hidden form of collinearity, and analyzing large data sets. We present important concepts and properties related to basis functions and illustrate several tools and techniques ecologists can use when modeling autocorrelation in ecological data. © 2016 by the Ecological Society of America.
Autocorrelated logistic ridge regression for prediction based on proteomics spectra.
Goeman, Jelle J
2008-01-01
This paper presents autocorrelated logistic ridge regression, an extension of logistic ridge regression for ordered covariates that is based on the assumption that adjacent covariates have similar regression coefficients. The method is applied to the analysis of proteomics mass spectra.
Estimation of Conditional Expected Value for Exponentially Autocorrelated Data
Directory of Open Access Journals (Sweden)
Kowalczyk Adam
2017-03-01
Full Text Available Autocorrelation of signals and measurement data makes it difficult to estimate their statistical characteristics. However, the scope of usefulness of autocorrelation functions for statistical description of signal relation is narrowed down to linear processing models. The use of the conditional expected value opens new possibilities in the description of interdependence of stochastic signals for linear and non-linear models. It is described with relatively simple mathematical models with corresponding simple algorithms of their practical implementation.
Spatial Autocorrelation and Uncertainty Associated with Remotely-Sensed Data
Directory of Open Access Journals (Sweden)
Daniel A. Griffith
2016-06-01
Full Text Available Virtually all remotely sensed data contain spatial autocorrelation, which impacts upon their statistical features of uncertainty through variance inflation, and the compounding of duplicate information. Estimating the nature and degree of this spatial autocorrelation, which is usually positive and very strong, has been hindered by computational intensity associated with the massive number of pixels in realistically-sized remotely-sensed images, a situation that more recently has changed. Recent advances in spatial statistical estimation theory support the extraction of information and the distilling of knowledge from remotely-sensed images in a way that accounts for latent spatial autocorrelation. This paper summarizes an effective methodological approach to achieve this end, illustrating results with a 2002 remotely sensed-image of the Florida Everglades, and simulation experiments. Specifically, uncertainty of spatial autocorrelation parameter in a spatial autoregressive model is modeled with a beta-beta mixture approach and is further investigated with three different sampling strategies: coterminous sampling, random sub-region sampling, and increasing domain sub-regions. The results suggest that uncertainty associated with remotely-sensed data should be cast in consideration of spatial autocorrelation. It emphasizes that one remaining challenge is to better quantify the spatial variability of spatial autocorrelation estimates across geographic landscapes.
Monitoring autocorrelated process: A geometric Brownian motion process approach
Li, Lee Siaw; Djauhari, Maman A.
2013-09-01
Autocorrelated process control is common in today's modern industrial process control practice. The current practice of autocorrelated process control is to eliminate the autocorrelation by using an appropriate model such as Box-Jenkins models or other models and then to conduct process control operation based on the residuals. In this paper we show that many time series are governed by a geometric Brownian motion (GBM) process. Therefore, in this case, by using the properties of a GBM process, we only need an appropriate transformation and model the transformed data to come up with the condition needs in traditional process control. An industrial example of cocoa powder production process in a Malaysian company will be presented and discussed to illustrate the advantages of the GBM approach.
Investigation of Aperiodic Time Processes with Autocorrelation and Fourier Analysis
Exner, Marie Luise
1958-01-01
Autocorrelation and frequency analyses of a series of aperiodic time events, in particular, filtered noises and sibilant sounds, were made. The position and band width of the frequency ranges are best obtained from the frequency analysis, but the energies contained in the several bands are most easily obtained from the autocorrelation function. The mean number of zero crossings of the time function was determined from the curvature of the latter function in the vicinity of the zero crossing, and also with the aid of a decimal counter. The second method was found to be more exact.
Binary codes with impulse autocorrelation functions for dynamic experiments
International Nuclear Information System (INIS)
Corran, E.R.; Cummins, J.D.
1962-09-01
A series of binary codes exist which have autocorrelation functions approximating to an impulse function. Signals whose behaviour in time can be expressed by such codes have spectra which are 'whiter' over a limited bandwidth and for a finite time than signals from a white noise generator. These codes are used to determine system dynamic responses using the correlation technique. Programmes have been written to compute codes of arbitrary length and to compute 'cyclic' autocorrelation and cross-correlation functions. Complete listings of these programmes are given, and a code of 1019 bits is presented. (author)
Auto-correlation analysis of ocean surface wind vectors
Indian Academy of Sciences (India)
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 ...
Performances of estimators of linear auto-correlated error model ...
African Journals Online (AJOL)
The performances of five estimators of linear models with autocorrelated disturbance terms are compared when the independent variable is exponential. The results reveal that for both small and large samples, the Ordinary Least Squares (OLS) compares favourably with the Generalized least Squares (GLS) estimators in ...
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...
Thirty-two phase sequences design with good autocorrelation ...
Indian Academy of Sciences (India)
Sequences with low aperiodic autocorrelation sidelobe levels are useful for channel estima- tion, radar, and .... The SA technique, introduced by Kirkpatrick et al 1983 proved efficient and powerful tool to find optimal or ... the global optimum of a nonlinear multivariable function by carefully controlling the rate of decrease of ...
Performances Of Estimators Of Linear Models With Autocorrelated ...
African Journals Online (AJOL)
The performances of five estimators of linear models with Autocorrelated error terms are compared when the independent variable is autoregressive. The results reveal that the properties of the estimators when the sample size is finite is quite similar to the properties of the estimators when the sample size is infinite although ...
Performances of estimators of linear model with auto-correlated ...
African Journals Online (AJOL)
A Monte Carlo Study of the small sampling properties of five estimators of a linear model with Autocorrelated error terms is discussed. The independent variable was specified as standard normal data. The estimators of the slop coefficients β with the help of Ordinary Least Squares (OLS), increased with increased ...
Thirty-two phase sequences design with good autocorrelation ...
Indian Academy of Sciences (India)
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 ...
Cross- and auto-correlation in early vision.
Barlow, Horace; Berry, David L
2011-07-07
Neurons that respond selectively to the orientation of visual stimuli were discovered in V1 more than 50 years ago, but it is still not fully understood how or why this is brought about. We report experiments planned to show whether human observers use cross-correlation or auto-correlation to detect oriented streaks in arrays of randomly positioned dots, expecting that this would help us to understand what David Marr called the 'computational goal' of V1. The streaks were generated by two different methods: either by sinusoidal spatial modulation of the local mean dot density, or by introducing coherent pairs of dots to create moiré patterns, as Leon Glass did. A wide range of dot numbers was used in the randomly positioned arrays, because dot density affects cross- and auto-correlation differently, enabling us to infer which method was used. This difference stems from the fact that the cross-correlation task is limited by random fluctuations in the local mean density of individual dots in the noisy array, whereas the auto-correlation task is limited by fluctuations in the numbers of randomly occurring spurious pairs having the same separation and orientation as the deliberately introduced coherent pairs. After developing a new method using graded dot luminances, we were able to extend the range of dot densities that could be used by a large factor, and convincing results were obtained indicating that the streaks generated by amplitude modulation were discriminated by cross-correlation, while those generated as moiré patterns were discriminated by auto-correlation. Though our current results only apply to orientation selectivity, it is important to know that early vision can do more than simple filtering, for evaluating auto-correlations opens the way to more interesting possibilities, such as the detection of symmetries and suspicious coincidences.
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.
Biometric feature extraction using local fractal auto-correlation
International Nuclear Information System (INIS)
Chen Xi; Zhang Jia-Shu
2014-01-01
Image texture feature extraction is a classical means for biometric recognition. To extract effective texture feature for matching, we utilize local fractal auto-correlation to construct an effective image texture descriptor. Three main steps are involved in the proposed scheme: (i) using two-dimensional Gabor filter to extract the texture features of biometric images; (ii) calculating the local fractal dimension of Gabor feature under different orientations and scales using fractal auto-correlation algorithm; and (iii) linking the local fractal dimension of Gabor feature under different orientations and scales into a big vector for matching. Experiments and analyses show our proposed scheme is an efficient biometric feature extraction approach. (condensed matter: structural, mechanical, and thermal properties)
Momentum autocorrelation function of a classic diatomic chain
Energy Technology Data Exchange (ETDEWEB)
Yu, Ming B., E-mail: mingbyu@gmail.com
2016-10-23
A classical harmonic diatomic chain is studied using the recurrence relations method. The momentum autocorrelation function results from contributions of acoustic and optical branches. By use of convolution theorem, analytical expressions for the acoustic and optical contributions are derived as even-order Bessel function expansions with coefficients given in terms of integrals of elliptic functions in real axis and a contour parallel to the imaginary axis, respectively. - Highlights: • Momentum autocorrelation function of a classic diatomic chain is studied. • It is derived as even-order Bessel function expansion using the convolution theorem. • The expansion coefficients are integrals of elliptic functions. • Addition theorem is used to reduce complex elliptic function to complex sum of real ones.
Convergence of Sample Autocorrelation of Long-Range Dependent Traffic
Directory of Open Access Journals (Sweden)
Ming Li
2013-01-01
Full Text Available We depict our work on a fundamental issue in the theory of long-range dependent traffic in the aspect of the convergence of sample autocorrelation function (ACF of real traffic. The present results suggest that the sample ACF of traffic is convergent. In addition, we show that the sample size has considerable effects in estimating the sample ACF of traffic. More precisely, a sample ACF of traffic tends to be smoother when the sample size increases.
Smoothing the Sample Autocorrelation of Long-Range-Dependent Traffic
Directory of Open Access Journals (Sweden)
Ming Li
2013-01-01
Full Text Available This paper depicts our work in smoothing the sample autocorrelation function (ACF of traffic. The experimental results exhibit that the sample ACF of traffic may be smoothed by the way of average. In addition, the results imply that the sum of sample ACFs of traffic convergences. Considering that the traffic data used in this research is long-range dependent (LRD, the latter may be meaningful for the theoretical research of LRD traffic.
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.
Stable Blind Deconvolution over the Reals from Additional Autocorrelations
Walk, Philipp
2017-10-22
Recently the one-dimensional time-discrete blind deconvolution problem was shown to be solvable uniquely, up to a global phase, by a semi-definite program for almost any signal, provided its autocorrelation is known. We will show in this work that under a sufficient zero separation of the corresponding signal in the $z-$domain, a stable reconstruction against additive noise is possible. Moreover, the stability constant depends on the signal dimension and on the signals magnitude of the first and last coefficients. We give an analytical expression for this constant by using spectral bounds of Vandermonde matrices.
Size determinations of plutonium colloids using autocorrelation photon spectroscopy
International Nuclear Information System (INIS)
Triay, I.R.; Rundberg, R.S.; Mitchell, A.J.; Ott, M.A.; Hobart, D.E.; Palmer, P.D.; Newton, T.W.; Thompson, J.L.
1989-01-01
Autocorrelation Photon Spectroscopy (APS) is a light-scattering technique utilized to determine the size distribution of colloidal suspensions. The capabilities of the APS methodology have been assessed by analyzing colloids of known sizes. Plutonium(IV) colloid samples were prepared by a variety of methods including: dilution; peptization; and alpha-induced auto-oxidation of Pu(III). The size of theses Pu colloids was analyzed using APS. The sizes determined for the Pu colloids studied varied from 1 to 370 nanometers. 7 refs., 5 figs., 3 tabs
Spectral velocity estimation using autocorrelation functions for sparse data sets
DEFF Research Database (Denmark)
2006-01-01
-mode image for orientation, and data for this has to acquired interleaved with the flow data. The power spectrum can be calculated from the Fourier transform of the autocorrelation function Ry (k), where its span of lags k is given by the number of emission N in the data segment for velocity estimation......The distribution of velocities of blood or tissue is displayed using ultrasound scanners by finding the power spectrum of the received signal. This is currently done by making a Fourier transform of the received signal and then showing spectra in an M-mode display. It is desired to show a B....... The lag corresponds to the difference in pulse number, so that for lag k data from emission i is correlated with i + k. The autocorrelation for lag k can be averaged over N-k pairs of emissions. It is possible to calculate Ry (k) for a sparse set of emissions, as long as all combinations of emissions...
Extraction of scattering echo time by surf noise background subtracted autocorrelation.
Li, Xiaolei; Chi, Jing; Gao, Dazhi; Li, Jie; Wang, Ning
2017-07-01
Extracting echo time is an important step in scatterer detection by ambient noise, while in general the scattered signal is weak and submerged in the background. An experiment of a Polyvinyl chloride pipe in a coastline surf noise environment is designed to extract the pipe's echo time by noise autocorrelation. As expected, the scattered wave of the pipe is submerged in an autocorrelation signal. A method called background subtracted autocorrelation is proposed in this paper, which can retrieve scattered echo time from autocorrelation signal effectively. And the biggest relative error of extracted echo time is less than 2% in the experiment.
Exploring autocorrelations in two-flavor Wilson Lattice QCD using DD-HMC algorithm
Chowdhury, Abhishek; De, Asit K.; De Sarkar, Sangita; Harindranath, A.; Maiti, Jyotirmoy; Mondal, Santanu; Sarkar, Anwesa
2013-05-01
We perform an extensive study of the autocorrelation of several observables in lattice QCD with two degenerate flavors of unimproved Wilson fermions and Wilson gauge action using the DD-HMC algorithm. We show that (1) at a given lattice spacing, autocorrelation of topological susceptibility and unsmeared plaquette show indication of a decrease with decreasing quark mass, (2) autocorrelation of topological susceptibility and topological charge density correlator increase with decreasing lattice spacing but the effect is milder in the latter case and (3) increasing the size and the smear level increase the autocorrelation of smeared Wilson loop.
Forecast model applied to quality control with autocorrelational data
Directory of Open Access Journals (Sweden)
Adriano Mendonça Souza
2013-11-01
Full Text Available This research approaches the prediction models applied to industrial processes, in order to check the stability of the process by means of control charts, applied to residues from linear modeling. The data used for analysis refers to the moisture content, permeability and compression resistance to the green (RCV, belonging to the casting process of green sand molding in A Company, which operates in the casting and machining, for which dynamic multivariate regression model was set. As the observations were auto-correlated, it was necessary to seek a mathematical model that produces independent and identically distribuibed residues. The models found make possible to understand the variables behavior, assisting in the achievement of the forecasts and in the monitoring of the referred process. Thus, it can be stated that the moisture content is very unstable comparing to the others variables.
The specification of weight structures in network autocorrelation models of social influence
Leenders, Roger Th.A.J.
2002-01-01
Many physical and social phenomena are embedded within networks of interdependencies, the so-called 'context' of these phenomena. In network analysis, this type of process is typically modeled as a network autocorrelation model. Parameter estimates and inferences based on autocorrelation models,
A GaAs/AlAs superlattice autocorrelator for picosecond THz radiation pulses
Winnerl, S.; Pesahl, S.; Schomburg, E.; Grenzer, J.; Renk, K. F.; Pellemans, H. P. M.; van der Meer, A. F. G.; Pavel' ev, D. G.; Koschurinov, Y.; Ignatov, A. A.; Melzer, B.; Ustinov, V.; Ivanov, S.; Kop' ev, P. S.
1999-01-01
We report on a GaAs/AlAs, wide-miniband, superlattice autocorrelator for picosecond THz radiation pulses (operated at room temperature); the autocorrelator is based on the THz radiation-induced reduction of current through the superlattice. THz radiation (frequency 7.2 THz) from the FELIX
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)…
The Effect of Autocorrelation on the Hotelling T-2 Control Chart
DEFF Research Database (Denmark)
Vanhatalo, Erik; Kulahci, Murat
2015-01-01
. It is well known that the autocorrelation affects the false alarm rate and the shift-detection ability of the traditional univariate control charts. However, how the false alarm rate and the shiftdetection ability of the Hotelling T-2 control chart are affected by various autocorrelation and cross......- correlation structures for different magnitudes of shifts in the process mean is not fully explored in the literature. In this article, the performance of the Hotelling T-2 control chart for different shift sizes and various autocorrelation and cross- correlation structures are compared based on the average...... run length using simulated data. Three different approaches in constructing the Hotelling T-2 chart are studied for two different estimates of the covariance matrix: (i) ignoring the autocorrelation and using the raw data with theoretical upper control limits; (ii) ignoring the autocorrelation...
Adaptive compressed sensing recovery utilizing the property of signal's autocorrelations.
Fu, Changjun; Ji, Xiangyang; Dai, Qionghai
2012-05-01
Perfect compressed sensing (CS) recovery can be achieved when a certain basis space is found to sparsely represent the original signal. However, due to the diversity of the signals, there does not exist a universal predetermined basis space that can sparsely represent all kinds of signals, which results in an unsatisfying performance. To improve the accuracy of recovered signal, this paper proposes an adaptive basis CS reconstruction algorithm by minimizing the rank of an accumulated matrix (MRAM), whose eigenvectors approximate the optimal basis sparsely representing the original signal. The accumulated matrix is constructed to efficiently exploit the second-order statistical property of the signal's autocorrelations. Based on the theory of matrix completion, MRAM reconstructs the original signal from its random projections under the observation that the constructed accumulated matrix is of low rank for most natural signals such as periodic signals and those coming from an autoregressive stationary process. Experimental results show that the proposed MRAM efficiently improves the reconstruction quality compared with the existing algorithms.
Adaptive endpoint detection of seismic signal based on auto-correlated function
International Nuclear Information System (INIS)
Fan Wanchun; Shi Ren
2001-01-01
Based on the analysis of auto-correlation function, the notion of the distance between auto-correlation function was quoted, and the characterization of the noise and the signal with noise were discussed by using the distance. Then, the method of auto- adaptable endpoint detection of seismic signal based on auto-correlated similarity was summed up. The steps of implementation and determining of the thresholds were presented in detail. The experimental results that were compared with the methods based on artificial detecting show that this method has higher sensitivity even in a low signal with noise ratio circumstance
MLS/Aura L1 Radiances from Digital Autocorrelators V004
National Aeronautics and Space Administration — ML1RADD is the EOS Aura Microwave Limb Sounder (MLS) product containing the level 1 radiances from the digital autocorrelators. The current version is 4.2. Data...
O'Shaughnessy, Patrick; Cavanaugh, Joseph E
2015-01-01
Industrial hygienists now commonly use direct-reading instruments to evaluate hazards in the workplace. The stored values over time from these instruments constitute a time series of measurements that are often autocorrelated. Given the need to statistically compare two occupational scenarios using values from a direct-reading instrument, a t-test must consider measurement autocorrelation or the resulting test will have a largely inflated type-1 error probability (false rejection of the null hypothesis). A method is described for both the one-sample and two-sample cases which properly adjusts for autocorrelation. This method involves the computation of an "equivalent sample size" that effectively decreases the actual sample size when determining the standard error of the mean for the time series. An example is provided for the one-sample case, and an example is given where a two-sample t-test is conducted for two autocorrelated time series comprised of lognormally distributed measurements.
MLS/Aura L1 Radiances from Digital Autocorrelators V002
National Aeronautics and Space Administration — ML1RADD is the EOS Aura Microwave Limb Sounder (MLS) product containing the level 1 radiances from the digital autocorrelators. The current version is 2.3. Data...
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.
2016-03-24
AFRL-RV-PS- AFRL-RV-PS- TR-2016-0098 TR-2016-0098 IMPROVING SEISMIC VELOCITY MODELS WITH CONSTRAINTS FROM AUTOCORRELATION OF AMBIENT SEISMIC ...TYPE Final Report 3. DATES COVERED (From - To) 24 Apr 2014 – 24 Mar 2016 4. TITLE AND SUBTITLE Improving Seismic Velocity Models with Constraints from...Autocorrelation of Ambient Seismic Noise and Signal 5a. CONTRACT NUMBER FA9453-14-C-0214 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 62601F 6
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.
A high-speed superconducting digital autocorrelator operating at 20.48 GHz
Energy Technology Data Exchange (ETDEWEB)
Kaplan, Steven B [HYPRES, Incorporated, 175 Clearbrook Road, Elmsford, NY 10523 (United States); Engseth, Henrik [Department of Microelectronics and Nanoscience, Chalmers University, Goeteborg SE-412 96 (Sweden)
2007-11-15
Digital autocorrelators have a number of applications, such as in astronomical observation in the terahertz range, and for spectrum monitoring over wide radio-frequency bands. We have simulated, designed and tested 16-lag superconducting digital autocorrelator circuits with parallel and also with serial data outputs. By using a novel clock line and a target critical current density of 4.5 kA cm{sup -2}, we have successfully tested this digital circuit up to a clock rate of 20.48 GHz with negligible bit error rates on each lag. Moreover, this autocorrelator design can be expanded with a larger number of lags by tiling chips in a multi-chip module. We also include details of our first multi-chip design.
Spectrum sensing algorithm based on autocorrelation energy in cognitive radio networks
Ren, Shengwei; Zhang, Li; Zhang, Shibing
2016-10-01
Cognitive radio networks have wide applications in the smart home, personal communications and other wireless communication. Spectrum sensing is the main challenge in cognitive radios. This paper proposes a new spectrum sensing algorithm which is based on the autocorrelation energy of signal received. By taking the autocorrelation energy of the received signal as the statistics of spectrum sensing, the effect of the channel noise on the detection performance is reduced. Simulation results show that the algorithm is effective and performs well in low signal-to-noise ratio. Compared with the maximum generalized eigenvalue detection (MGED) algorithm, function of covariance matrix based detection (FMD) algorithm and autocorrelation-based detection (AD) algorithm, the proposed algorithm has 2 11 dB advantage.
Directory of Open Access Journals (Sweden)
Yibo Liu
2012-05-01
Full Text Available A spatial autocorrelation analysis method is adopted to process the spatial dynamic change of industrial Chemical Oxygen Demand (COD discharge in China over the past 15 years. Studies show that amount and intensity of industrial COD discharges are on a decrease, and the tendency is more remarkable for discharge intensity. There are large differences between inter-provincial discharge amount and intensity, and with different spatial differentiation features. Global spatial autocorrelation analysis reveals that Global Moran’s I of discharge amount and intensity is on the decrease. In space, there is an evolution from an agglomeration pattern to a discretization pattern. Local spatial autocorrelation analysis shows that the agglomeration area of industrial COD discharge amount and intensity varies greatly in space with time. Stringent environmental regulations and increased funding for environmental protections are the crucial factors to cut down industrial COD discharge amount and intensity.
Zhao, Xiaofeng; Huang, Xianjin; Liu, Yibo
2012-06-01
A spatial autocorrelation analysis method is adopted to process the spatial dynamic change of industrial Chemical Oxygen Demand (COD) discharge in China over the past 15 years. Studies show that amount and intensity of industrial COD discharges are on a decrease, and the tendency is more remarkable for discharge intensity. There are large differences between inter-provincial discharge amount and intensity, and with different spatial differentiation features. Global spatial autocorrelation analysis reveals that Global Moran's I of discharge amount and intensity is on the decrease. In space, there is an evolution from an agglomeration pattern to a discretization pattern. Local spatial autocorrelation analysis shows that the agglomeration area of industrial COD discharge amount and intensity varies greatly in space with time. Stringent environmental regulations and increased funding for environmental protections are the crucial factors to cut down industrial COD discharge amount and intensity.
Directory of Open Access Journals (Sweden)
Jianxin Feng
2014-01-01
Full Text Available The recursive estimation problem is studied for a class of uncertain dynamical systems with different delay rates sensor network and autocorrelated process noises. The process noises are assumed to be autocorrelated across time and the autocorrelation property is described by the covariances between different time instants. The system model under consideration is subject to multiplicative noises or stochastic uncertainties. The sensor delay phenomenon occurs in a random way and each sensor in the sensor network has an individual delay rate which is characterized by a binary switching sequence obeying a conditional probability distribution. By using the orthogonal projection theorem and an innovation analysis approach, the desired recursive robust estimators including recursive robust filter, predictor, and smoother are obtained. Simulation results are provided to demonstrate the effectiveness of the proposed approaches.
Adaptive endpoint detection of seismic signal based on auto-correlated function
International Nuclear Information System (INIS)
Fan Wanchun; Shi Ren
2000-01-01
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
Crustal thickness across the Trans-European Suture Zone from ambient noise autocorrelations
Becker, G.; Knapmeyer-Endrun, B.
2018-02-01
We derive autocorrelations from ambient seismic noise to image the reflectivity of the subsurface and to extract the Moho depth beneath the stations for two different data sets in Central Europe. The autocorrelations are calculated by smoothing the spectrum of the data in order to suppress high amplitude, narrow-band signals of industrial origin, applying a phase autocorrelation algorithm and time-frequency domain phase-weighted stacking. The stacked autocorrelation results are filtered and analysed predominantly in the frequency range of 1-2 Hz. Moho depth is automatically picked inside uncertainty windows obtained from prior information. The processing scheme we developed is applied to data from permanent seismic stations located in different geological provinces across Europe, with varying Moho depths between 25 and 50 km, and to the mainly short period temporary PASSEQ stations along seismic profile POLONAISE P4. The autocorrelation results are spatially and temporarily stable, but show a clear correlation with the existence of cultural noise. On average, a minimum of six months of data is needed to obtain stable results. The obtained Moho depth results are in good agreement with the subsurface model provided by seismic profiling, receiver function estimates and the European Moho depth map. In addition to extracting the Moho depth, it is possible to identify an intracrustal layer along the profile, again closely matching the seismic model. For more than half of the broad-band stations, another change in reflectivity within the mantle is observed and can be correlated with the lithosphere-asthenosphere boundary to the west and a mid-lithospheric discontinuity beneath the East European Craton. With the application of the developed autocorrelation processing scheme to different stations with varying crustal thicknesses, it is shown that Moho depth can be extracted independent of subsurface structure, when station coverage is low, when no strong seismic sources are
A Comparison of Decision Methods for C pk When Data are Autocorrelated
DEFF Research Database (Denmark)
Lundkvist, Peder; Vannman, Kerstin; Kulahci, Murat
2012-01-01
of this article is to compare decision methods using the process capability index C-pk when data are autocorrelated. This is done through a case study followed by a simulation study. In the simulation study the actual significance level and power of the decision methods are investigated. The outcome......In many industrial applications, autocorrelated data are becoming increasingly common due to, for example, on-line data collection systems with high-frequency sampling. Therefore, the basic assumption of independent observations for process capability analysis is not valid. The purpose...
International Nuclear Information System (INIS)
Barry, W.
1991-01-01
A new technique for determining sub-picosecond bunch length using infrared transition radiation and interferometry is proposed. The technique makes use of an infrared Michelson interferometer for measuring the autocorrelation of transition radiation emitted from a thin conducting foil placed in the beam path. The theory of coherent radiation from a charged particle beam passing through a thin conducting foil is presented. Subsequently, the analysis of this radiation through Michelson interferometry is shown to provide the autocorrelation of the longitudinal bunch profile. An example relevant to the CEBAF front end test is discussed. (author)
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)
Auto-correlation analysis of wave heights in the Bay of Bengal
Indian Academy of Sciences (India)
tion in numerical models and validation exercises of physical parameters obtained by different means. An auto-correlation analysis of ocean surface winds based on available time series over the Bay of Bengal was reported in our earlier work (Sarkar et al 2002). The present note attempts to carry out a similar exercise for ...
Studies of the micromorphology of sputtered TiN thin films by autocorrelation techniques
Smagoń, Kamil; Stach, Sebastian; Ţălu, Ştefan; Arman, Ali; Achour, Amine; Luna, Carlos; Ghobadi, Nader; Mardani, Mohsen; Hafezi, Fatemeh; Ahmadpourian, Azin; Ganji, Mohsen; Grayeli Korpi, Alireza
2017-12-01
Autocorrelation techniques are crucial tools for the study of the micromorphology of surfaces: They provide the description of anisotropic properties and the identification of repeated patterns on the surface, facilitating the comparison of samples. In the present investigation, some fundamental concepts of these techniques including the autocorrelation function and autocorrelation length have been reviewed and applied in the study of titanium nitride thin films by atomic force microscopy (AFM). The studied samples were grown on glass substrates by reactive magnetron sputtering at different substrate temperatures (from 25 {}°C to 400 {}°C , and their micromorphology was studied by AFM. The obtained AFM data were analyzed using MountainsMap Premium software obtaining the correlation function, the structure of isotropy and the spatial parameters according to ISO 25178 and EUR 15178N. These studies indicated that the substrate temperature during the deposition process is an important parameter to modify the micromorphology of sputtered TiN thin films and to find optimized surface properties. For instance, the autocorrelation length exhibited a maximum value for the sample prepared at a substrate temperature of 300 {}°C , and the sample obtained at 400 {}°C presented a maximum angle of the direction of the surface structure.
A second-order autocorrelator for single-shot measurement of ...
Indian Academy of Sciences (India)
R. Narasimhan (Krishtel eMaging) 1461 1996 Oct 15 13:05:22
background intensity contrast ratio of 25 ps laser pulses from an active-passive mode-locked. Nd:YLF laser carried out in this mode are also presented. 2. Principle. The second order autocorrelation technique basically involves splitting a laser beam into two beams of equal intensity and overlapping them in a nonlinear ...
Autocorrelation Function for Monitoring the Gap between The Steel Plates During Laser Welding
Czech Academy of Sciences Publication Activity Database
Mrňa, Libor; Horník, Petr
2016-01-01
Roč. 83, č. 3 (2016), s. 1223-1232 ISSN 1875-3892 R&D Projects: GA MŠk(CZ) LO1212 Institutional support: RVO:68081731 Keywords : laser weld ing * process monitoring * autocorrelation function Subject RIV: BH - Optics, Masers, Lasers
Directory of Open Access Journals (Sweden)
Su-Wei Fan
2010-06-01
Full Text Available Many studies described relationships between plant species and intrinsic or exogenous factors, but few quantified spatial scales of species patterns. In this study, quantitative methods were used to explore the spatial scale of understory species (including resident and transient species, in order to identify the influential factors of species distribution. Resident species (including herbaceous species, climbers and tree ferns < 1 m high were investigated on seven transects, each 5-meter wide and 300-meter long, at Lanjenchi plot in Nanjenshan Reserve, southern Taiwan. Transient species (seedling of canopy, subcanopy and shrub species < 1 cm diameter at breast height were censused in three of the seven transects. The herb coverage and seedling abundance were calculated for each 5 × 5 m quadrat along the transects, and Moran’s I and Galiano’s new local variance (NLV indices were then used to identify the spatial scale of autocorrelation for each species. Patterns of species abundance of understory layer varied among species at fine scale within 50 meters. Resident species showed a higher proportion of significant autocorrelation than the transient species. Species with large size or prolonged fronds or stems tended to show larger scales in autocorrelation. However, dispersal syndromes and fruit types did not relate to any species’ spatial patterns. Several species showed a significant autocorrelation at a 180-meter class which happened to correspond to the local replicates of topographical features in hilltops. The spatial patterns of understory species at Lanjenchi plot are mainly influenced by species’ intrinsic traits and topographical characteristics.
Logistic regression for southern pine beetle outbreaks with spatial and temporal autocorrelation
M. L. Gumpertz; C.-T. Wu; John M. Pye
2000-01-01
Regional outbreaks of southern pine beetle (Dendroctonus frontalis Zimm.) show marked spatial and temporal patterns. While these patterns are of interest in themselves, we focus on statistical methods for estimating the effects of underlying environmental factors in the presence of spatial and temporal autocorrelation. The most comprehensive available information on...
Power properties of invariant tests for spatial autocorrelation in linear regression
Martellosio, F.
2006-01-01
Many popular tests for residual spatial autocorrelation in the context of the linear regression model belong to the class of invariant tests. This paper derives a number of exact properties of the power function of such tests. In particular, we extend the work of Krämer (2005, Journal of Statistical
Operator theory of angular momentum nad orientational auto-correlation functions
International Nuclear Information System (INIS)
Evans, M.W.
1982-01-01
The rigorous relation between the orientational auto-correlation function and the angular momentum autocorrelation function is described in two cases of interest. First when description of the complete zero THz- spectrum is required from the Mori continued fraction expansion for the angular momentum autocorrelation function and second when rotation/translation effects are important. The Mori-Evans theory of 1976, relying on the simple Shimizu relation is found to be essentially unaffected by the higher order corrections recently worked out by Ford and co-workers in the Markov limit. The mutual interaction of rotation and translation is important in determining the details of both the orientational and angular momentum auto-correlation function's (a.c.f.'s) in the presence of sample anisotropy or a symmetry breaking field. In this case it is essential to regard the angular momentum a.c.f. as non-Markovian and methods are developed to relate this to the orientational a.c.f. in the presence of rotation/translation coupling. (author)
Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
Mikosch, T; Starica, C
2000-01-01
The asymptotic theory for the sample autocorrelations and extremes of a GARCH(I, 1) process is provided. Special attention is given to the case when the sum of the ARCH and GARCH parameters is close to 1, that is, when one is close to an infinite Variance marginal distribution. This situation has
Transforming the autocorrelation function of a time series to detect land cover change
CSIR Research Space (South Africa)
Salmon, BP
2015-07-01
Full Text Available methods. A robust change detection metric can be derived by analyzing the area under the autocorrelation function for a time series. The time dependence on the first and second moment causes a non-stationary event within the time series which results...
Evidence for faster-than-t-1 decay of the velocity autocorrelation function in a 2D fluid
Hoef, M.A. van der; Frenkel, D.
1991-01-01
We report very accurate simulations of the velocity autocorrelation function of a tagged particle in a two-dimensional lattice-gas cellular automaton. We observe, for the first time, that the hydrodynamic long-time tail of the velocity autocorrelation function decays significantly faster than t-1.
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.
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.
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.
Autocorrelation and cross-correlation in time series of homicide and attempted homicide
Machado Filho, A.; da Silva, M. F.; Zebende, G. F.
2014-04-01
We propose in this paper to establish the relationship between homicides and attempted homicides by a non-stationary time-series analysis. This analysis will be carried out by Detrended Fluctuation Analysis (DFA), Detrended Cross-Correlation Analysis (DCCA), and DCCA cross-correlation coefficient, ρ(n). Through this analysis we can identify a positive cross-correlation between homicides and attempted homicides. At the same time, looked at from the point of view of autocorrelation (DFA), this analysis can be more informative depending on time scale. For short scale (days), we cannot identify auto-correlations, on the scale of weeks DFA presents anti-persistent behavior, and for long time scales (n>90 days) DFA presents a persistent behavior. Finally, the application of this new type of statistical analysis proved to be efficient and, in this sense, this paper can contribute to a more accurate descriptive statistics of crime.
International Nuclear Information System (INIS)
Masalov, Anatolii V; Chudnovsky, Aleksandr V
2004-01-01
It is shown that the finite thickness of the second-harmonic crystal distorts the results of measurements in nonlinear autocorrelators intended for measuring the durations and fields of femtosecond light pulses mainly due to dispersive broadening (or compression) of the pulses being measured, as well as due to the group velocity mismatch between the fundamental and sum-frequency pulses. The refractive index dispersion of the crystal, scaled by half its thickness, distorts the pulse duration to a certain extent depending on its initial chirp and thus determines the width of the energy distribution recorded in the autocorrelator. As the crystal thickness increases, the group velocity mismatch leads to a transformation of the recorded distribution from the correlation function of intensity to the squared modulus of the field correlation function. In the case of Gaussian pulses, such a transformation does not affect significantly the recorded distribution. Errors of pulse duration measurements are estimated. (nonlinear optical phenomena)
Lumpkin, Alex H; Rule, D W
2001-01-01
We report the initial measurements of subpicosecond electron beam structure using a nonintercepting technique based on the autocorrelation of coherent diffraction radiation (CDR). A far infrared (FIR) Michelson interferometer with a Golay detector was used to obtain the autocorrelation. The radiation was generated by a thermionic rf gun beam at 40 MeV as it passed through a 5-mm-tall slit/aperture in a metal screen whose surface was at 45 deg. to the beam direction. For the observed bunch lengths of about 450 fs (FWHM) with a shorter time spike on the leading edge, peak currents of about 100 A are indicated. Also a model was developed and used to calculate the CDR from the back of two metal strips separated by a 5-mm vertical gap. The demonstrated nonintercepting aspect of this method could allow on-line bunch length characterizations to be done during free-electron laser experiments.
Autocorrelation analysis of plasma plume light emissions in deep penetration laser welding of steel
Czech Academy of Sciences Publication Activity Database
Mrňa, Libor; Šarbort, Martin; Řeřucha, Šimon; Jedlička, Petr
2017-01-01
Roč. 29, č. 1 (2017), s. 1-10, č. článku 012009. ISSN 1042-346X R&D Projects: GA MŠk(CZ) LO1212; GA MŠk ED0017/01/01 Institutional support: RVO:68081731 Keywords : laser welding * plasma plume * light emissions * autocorrelation analysis * weld depth Subject RIV: BH - Optics, Masers, Lasers OBOR OECD: Optics (including laser optics and quantum optics) Impact factor: 1.492, year: 2016
Assessing the reliability of the modified three-component spatial autocorrelation technique
Kohler, A.; Ohrnberger, M.; Scherbaum, F.; Wathelet, M.; Cornou, Cécile
2007-01-01
Analysis of seismic ambient vibrations is becoming a widespread approach to estimate subsurface shear wave velocity profiles. However, the common restriction to vertical component wavefield data does not allow investigations of Love wave dispersion and the partitioning between Rayleigh and Love waves. In this study we extend the modified spatial autocorrelation technique (MSPAC) to three-component analysis (3c-MSPAC). By determination of Love wave dispersion curves, this technique provides ad...
Modified Exponential Weighted Moving Average (EWMA) Control Chart on Autocorrelation Data
Herdiani, Erna Tri; Fandrilla, Geysa; Sunusi, Nurtiti
2018-03-01
In general, observations of the statistical process control are assumed to be mutually independence. However, this assumption is often violated in practice. Consequently, statistical process controls were developed for interrelated processes, including Shewhart, Cumulative Sum (CUSUM), and exponentially weighted moving average (EWMA) control charts in the data that were autocorrelation. One researcher stated that this chart is not suitable if the same control limits are used in the case of independent variables. For this reason, it is necessary to apply the time series model in building the control chart. A classical control chart for independent variables is usually applied to residual processes. This procedure is permitted provided that residuals are independent. In 1978, Shewhart modification for the autoregressive process was introduced by using the distance between the sample mean and the target value compared to the standard deviation of the autocorrelation process. In this paper we will examine the mean of EWMA for autocorrelation process derived from Montgomery and Patel. Performance to be investigated was investigated by examining Average Run Length (ARL) based on the Markov Chain Method.
Sparse dictionary learning for fMRI analysis using autocorrelation maximization.
Khalid, Muhammad Usman; Shah, Adnan; Seghouane, Abd-Krim
2015-08-01
In this paper, the effect of temporal autocorrelations in functional magnetic resonance imaging (fMRI) data on sparse dictionary learning (SDL) is addressed. For sparse general linear model (sGLM), the fMRI time-series is modeled as a linear mixture of several signals such as neural dynamics, structured noise, random noise and unexplained signal variations on the basis of spatial sparseness. These signals are considered as underlying sources and SDL is used to estimate them. However, the sparse GLM model does not take into account the autocorrelations in fMRI data. To address this shortcoming, a new model is proposed to incorporate the prior knowledge about lag-1 autocorrelation into dictionary update stage. This helps improve the sensitivity and specificity of the fMRI data during statistical analysis. Using a simulation study, the effect of the proposed dictionary update on sGLM is compared to conventional sGLM by utilizing various detrending techniques. Furthermore, the proposed update is validated in an sGLM framework for real fMRI datasets, which shows its better capability to estimate neural dynamics in presence of spatiotemporal dependencies.
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.
Badenhausser, I; Gouat, M; Goarant, A; Cornulier, T; Bretagnolle, V
2012-10-01
Agricultural intensification in western Europe has caused a dramatic loss of grassland surfaces in farmlands, which have resulted in strong declines in grassland invertebrates, leading to cascade effects at higher trophic levels among consumers of invertebrates. Grasshoppers are important components of grassland invertebrate assemblages in European agricultural ecosystems, particularly as prey for bird species. Understanding how grasshopper populations are distributed in fragmented landscapes with low grassland availability is critical for both studies in biodiversity conservation and insect management. We assessed the range and strength of spatial autocorrelation for two grasshopper taxa (Gomphocerinae subfamily and Calliptamus italicus L.) across an intensive farmland in western France. Data from surveys carried out over 8 yr in 1,715 grassland fields were analyzed using geostatistics. Weak spatial patterns were observed at small spatial scales, suggesting important local effects of management practices on grasshopper densities. Spatial autocorrelation patterns for both grasshopper taxa were only detected at intermediate scales. For Gomphocerinae, the range of spatial autocorrelation varied from 802 to 2,613 m according to the year, depending both on grasshopper density and on grassland surfaces in the study site, whereas spatial patterns for the Italian locust were more variable and not related to grasshopper density or grassland surfaces. Spatial patterns in the distribution of Gomphocerinae supported our hypothesis that habitat availability was a major driver of grasshopper distribution in the landscape, and suggested it was related to density-dependent processes such as dispersal.
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.
National Research Council Canada - National Science Library
Soeta, Y
2001-01-01
To clarify the relationship between the human brain activity and subjective preference of a flickering light under changing temporal frequency and mean luminance, alpha waves were analyzed by autocorrelation function (ACF...
MLS/Aura L1 Radiances from Digital Autocorrelators V003 (ML1RADD) at GES DISC
National Aeronautics and Space Administration — ML1RADD is the EOS Aura Microwave Limb Sounder (MLS) product containing the level 1 radiances from the digital autocorrelators. The data version is 3.3/3.4. Data...
Naimi, B.; Skidmore, A.K.; Groen, T.A.; Hamm, N.A.S.
2011-01-01
Aim To investigate the impact of positional uncertainty in species occurrences on the predictions of seven commonly used species distribution models (SDMs), and explore its interaction with spatial autocorrelation in predictors. Methods A series of artificial datasets covering 155 scenarios
International Nuclear Information System (INIS)
Roy, M.D.; Nag, B.R.
1981-01-01
A method has been developed for determining the auto-correlation functions of the fluctuations in the transverse and the parallel components of hot carrier-velocity in a semiconductor by Monte Carlo simulation. The functions for electrons in InSb are determined by this method for applied electric fields of 50 V/cm, 75 V/cm, and 100 V/cm. With increasing value of the time interval the transverse auto-correlation function fall nearly exponentially to zero, but the parallel function falls sharply to a negative peak, then rises to positive values and finally becomes zero. The interval beyond which the auto-correlation function is zero and the correlation time are also evaluated. The correlation time is found to be approximately 1.6 times the relaxation time calculated from the chord mobility. The effect of the flight sampling time on the value of variance of the displacement, is investigated in terms of the low frequency diffusion constants, determined from the variation of the correlation functions. It is found that the diffusion constants become independent of the sampling time if it is of the order of one hundred times the relaxation time. The frequency-dependent diffusion constants are calculated from the correlation functions. The transverse diffusion constant falls monotonically with frequency for all the field strengths studied. The parallel diffusion constant has similar variation for the lower fields (50 V/cm and 75 V/cm) but it has a peak at about 44 GHz for the field of 100 V/cm. (orig.)
Mohebbi, Mohammadreza; Wolfe, Rory; Jolley, Damien
2011-10-03
Analytic methods commonly used in epidemiology do not account for spatial correlation between observations. In regression analyses, omission of that autocorrelation can bias parameter estimates and yield incorrect standard error estimates. We used age standardised incidence ratios (SIRs) of esophageal cancer (EC) from the Babol cancer registry from 2001 to 2005, and extracted socioeconomic indices from the Statistical Centre of Iran. The following models for SIR were used: (1) Poisson regression with agglomeration-specific nonspatial random effects; (2) Poisson regression with agglomeration-specific spatial random effects. Distance-based and neighbourhood-based autocorrelation structures were used for defining the spatial random effects and a pseudolikelihood approach was applied to estimate model parameters. The Bayesian information criterion (BIC), Akaike's information criterion (AIC) and adjusted pseudo R2, were used for model comparison. A Gaussian semivariogram with an effective range of 225 km best fit spatial autocorrelation in agglomeration-level EC incidence. The Moran's I index was greater than its expected value indicating systematic geographical clustering of EC. The distance-based and neighbourhood-based Poisson regression estimates were generally similar. When residual spatial dependence was modelled, point and interval estimates of covariate effects were different to those obtained from the nonspatial Poisson model. The spatial pattern evident in the EC SIR and the observation that point estimates and standard errors differed depending on the modelling approach indicate the importance of accounting for residual spatial correlation in analyses of EC incidence in the Caspian region of Iran. Our results also illustrate that spatial smoothing must be applied with care.
Directory of Open Access Journals (Sweden)
Jolley Damien
2011-10-01
Full Text Available Abstract Background Analytic methods commonly used in epidemiology do not account for spatial correlation between observations. In regression analyses, omission of that autocorrelation can bias parameter estimates and yield incorrect standard error estimates. Methods We used age standardised incidence ratios (SIRs of esophageal cancer (EC from the Babol cancer registry from 2001 to 2005, and extracted socioeconomic indices from the Statistical Centre of Iran. The following models for SIR were used: (1 Poisson regression with agglomeration-specific nonspatial random effects; (2 Poisson regression with agglomeration-specific spatial random effects. Distance-based and neighbourhood-based autocorrelation structures were used for defining the spatial random effects and a pseudolikelihood approach was applied to estimate model parameters. The Bayesian information criterion (BIC, Akaike's information criterion (AIC and adjusted pseudo R2, were used for model comparison. Results A Gaussian semivariogram with an effective range of 225 km best fit spatial autocorrelation in agglomeration-level EC incidence. The Moran's I index was greater than its expected value indicating systematic geographical clustering of EC. The distance-based and neighbourhood-based Poisson regression estimates were generally similar. When residual spatial dependence was modelled, point and interval estimates of covariate effects were different to those obtained from the nonspatial Poisson model. Conclusions The spatial pattern evident in the EC SIR and the observation that point estimates and standard errors differed depending on the modelling approach indicate the importance of accounting for residual spatial correlation in analyses of EC incidence in the Caspian region of Iran. Our results also illustrate that spatial smoothing must be applied with care.
Su, Li; Daniels, Michael J
2015-05-30
In long-term follow-up studies, irregular longitudinal data are observed when individuals are assessed repeatedly over time but at uncommon and irregularly spaced time points. Modeling the covariance structure for this type of data is challenging, as it requires specification of a covariance function that is positive definite. Moreover, in certain settings, careful modeling of the covariance structure for irregular longitudinal data can be crucial in order to ensure no bias arises in the mean structure. Two common settings where this occurs are studies with 'outcome-dependent follow-up' and studies with 'ignorable missing data'. 'Outcome-dependent follow-up' occurs when individuals with a history of poor health outcomes had more follow-up measurements, and the intervals between the repeated measurements were shorter. When the follow-up time process only depends on previous outcomes, likelihood-based methods can still provide consistent estimates of the regression parameters, given that both the mean and covariance structures of the irregular longitudinal data are correctly specified and no model for the follow-up time process is required. For 'ignorable missing data', the missing data mechanism does not need to be specified, but valid likelihood-based inference requires correct specification of the covariance structure. In both cases, flexible modeling approaches for the covariance structure are essential. In this paper, we develop a flexible approach to modeling the covariance structure for irregular continuous longitudinal data using the partial autocorrelation function and the variance function. In particular, we propose semiparametric non-stationary partial autocorrelation function models, which do not suffer from complex positive definiteness restrictions like the autocorrelation function. We describe a Bayesian approach, discuss computational issues, and apply the proposed methods to CD4 count data from a pediatric AIDS clinical trial. © 2015 The Authors
Directory of Open Access Journals (Sweden)
Ximing Zhang
2017-11-01
Full Text Available In coal seam gas (CSG wells, water is periodically removed from the wellbore in order to keep the bottom-hole flowing pressure at low levels, facilitating the desorption of methane gas from the coal bed. In order to calculate gas flow rate and further optimize well performance, it is necessary to accurately monitor the liquid level in real-time. This paper presents a novel method based on autocorrelation function (ACF analysis for determining the liquid level in CSG wells under intense noise conditions. The method involves the calculation of the acoustic travel time in the annulus and processing the autocorrelation signal in order to extract the weak echo under high background noise. In contrast to previous works, the non-linear dependence of the acoustic velocity on temperature and pressure is taken into account. To locate the liquid level of a coal seam gas well the travel time is computed iteratively with the non-linear velocity model. Afterwards, the proposed method is validated using experimental laboratory investigations that have been developed for liquid level detection under two scenarios, representing the combination of low pressure, weak signal, and intense noise generated by gas flowing and leakage. By adopting an evaluation indicator called Crest Factor, the results have shown the superiority of the ACF-based method compared to Fourier filtering (FFT. In the two scenarios, the maximal measurement error from the proposed method was 0.34% and 0.50%, respectively. The latent periodic characteristic of the reflected signal can be extracted by the ACF-based method even when the noise is larger than 1.42 Pa, which is impossible for FFT-based de-noising. A case study focused on a specific CSG well is presented to illustrate the feasibility of the proposed approach, and also to demonstrate that signal processing with autocorrelation analysis can improve the sensitivity of the detection system.
Bit corruption correlation and autocorrelation in a stochastic binary nano-bit system
Sa-nguansin, Suchittra
2014-10-01
The corruption process of a binary nano-bit model resulting from an interaction with N stochastically-independent Brownian agents (BAs) is studied with the help of Monte-Carlo simulations and analytic continuum theory to investigate the data corruption process through the measurement of the spatial two-point correlation and the autocorrelation of bit corruption at the origin. By taking into account a more realistic correlation between bits, this work will contribute to the understanding of the soft error or the corruption of data stored in nano-scale devices.
Autcha Araveeporn
2013-01-01
This paper compares a Least-Squared Random Coefficient Autoregressive (RCA) model with a Least-Squared RCA model based on Autocorrelated Errors (RCA-AR). We looked at only the first order models, denoted RCA(1) and RCA(1)-AR(1). The efficiency of the Least-Squared method was checked by applying the models to Brownian motion and Wiener process, and the efficiency followed closely the asymptotic properties of a normal distribution. In a simulation study, we compared the performance of RCA(1) an...
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...... 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...
Autocorrelation noise removal for optical coherence tomography by sparse filter design
Seck, Hon Luen; Zhang, Ying; Soh, Yeng Chai
2012-07-01
We present a reconstruction method to eliminate the autocorrelation noise (ACN) in optical coherence tomography (OCT). In this method, the optical fields scattered from the sample features are regarded as the response of a sparse finite impulse response (FIR) filter. Then the OCT reconstruction is formulated as one of identifying the parameters of a sparse FIR filter, which are obtained via an ℓ1 optimization with soft thresholding. The experimental results show that the proposed method can obtain OCT reconstruction results with effective attenuation of ACN.
Energy Technology Data Exchange (ETDEWEB)
De Pretto, Lucas R., E-mail: lucas.de.pretto@usp.br; Nogueira, Gesse E. C.; Freitas, Anderson Z. [Instituto de Pesquisas Energéticas e Nucleares, IPEN–CNEN/SP, Avenida Lineu Prestes, 2242, 05508-000 São Paulo (Brazil)
2016-04-28
Functional modalities of Optical Coherence Tomography (OCT) based on speckle analysis are emerging in the literature. We propose a simple approach to the autocorrelation of OCT signal to enable volumetric flow rate differentiation, based on decorrelation time. Our results show that this technique could distinguish flows separated by 3 μl/min, limited by the acquisition speed of the system. We further perform a B-scan of gradient flow inside a microchannel, enabling the visualization of the drag effect on the walls.
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...... 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....
Revisiting Comets C/2012 F6 (Lemmon) and C/2012 S1 (ISON) with ALMA Autocorrelations
Yukiko Palmer, Maureen; Cordiner, Martin; de Val-Borro, Miguel; Charnley, Steven B.; Mumma, Michael J.
2017-10-01
The Atacama Large Millimeter/submillimeter array (ALMA) is a powerful tool for high-resolution mapping, but as an interferometer it is insensitive to large-scale structures due to the lack of zero-spacing (autocorrelation/single-dish) measurements. This is especially limiting in studies of cometary comae, which can extend up to hundreds of arcseconds. In this work, we make use of ALMA autocorrelations, treating the entire ALMA array as a collection of single-dish telescopes, to study the large comae of comets C/2012 F6 (Lemmon) and C/2012 S1 (ISON). This has significantly improved our spectral line sensitivity, allowing for the detection of new molecules in ISON's coma, including HCO+ and H(13C)N. We also present results from the combined use of ALMA autocorrelation (single dish) and cross-correlation (interferometric) data to create a more complete picture of the coma gas distribution in Lemmon. Since its initial detection in Hyakutake (Irvine et al. 1996), the origins of cometary HNC have been under investigation (Irvine et al. 1998; Rodgers & Charnley 2001, 2005; Lis et al. 2008). It might be produced from the degradation of a solid organic material. More measurements of the HNC parent scale length are needed to help understand the source of HNC. Using ALMA autocorrelation data, we follow up on the detection of HNC in comet Lemmon by Cordiner et al. (2014) and, assisted by newly-developed radiative transfer/excitation models, provide an analysis of its distribution in this comet.References: Irvine, W. M., Bockelee-Morvan, D., Lis, D. C., et al. 1996, Nature, 383, 418Irvine, W. M., Bergin, E. A., Dickens, J. E., et al. 1998, Nature, 393, 547; Rodgers, S. D., & Charnley, S. B. 2001, MNRAS, 323, 84; ---. 2005, MNRAS, 356, 1542; Lis, D. C., Bockelee-Morvan, D., Boissier, J., et al. 2008, ApJ, 675, 931; Cordiner, M. A., Remijan, A. J., Boissier, J., et al. 2014, ApJL, 792, L2Acknowledgments: NASA’s Astrobiology Program supported this work through the Goddard Center
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.
Influence of the nuclear autocorrelation function on the positron production in heavy-ion collisions
International Nuclear Information System (INIS)
Tomoda, T.; Weidenmueller, H.A.
1983-01-01
The influence of a nuclear reaction on atomic positron production in heavy-ion collisions is investigated. Using statistical concepts, we describe the nuclear S matrix for a heavy-ion induced reaction as a statistically fluctuating function of energy. The positron production rate is then dependent on the autocorrelation function of this S matrix, and on the ratio of the ''direct'' versus the ''fluctuating'' part of the nuclear cross section. Numerical calculations show that in this way, current experimental results on positron production in heavy-ion collisions can be reproduced in a semiquantitative fashion
Huo, Xiao-Ni; Zhang, Wei-Wei; Sun, Dan-Feng; Li, Hong; Zhou, Lian-Di; Li, Bao-Guo
2011-01-01
This study explored the spatial pattern of heavy metals in Beijing agricultural soils using Moran’s I statistic of spatial autocorrelation. The global Moran’s I result showed that the spatial dependence of Cr, Ni, Zn, and Hg changed with different spatial weight matrixes, and they had significant and positive global spatial correlations based on distance weight. The spatial dependence of the four metals was scale-dependent on distance, but these scale effects existed within a threshold distance of 13 km, 32 km, 50 km, and 29 km, respectively for Cr, Ni, Zn, and Hg. The maximal spatial positive correlation range was 57 km, 70 km, 57 km, and 55 km for Cr, Ni, Zn, and Hg, respectively and these were not affected by sampling density. Local spatial autocorrelation analysis detected the locations of spatial clusters and spatial outliers and revealed that the pollution of these four metals occurred in significant High-high spatial clusters, Low-high, or even High-low spatial outliers. Thus, three major areas were identified and should be receiving more attention: the first was the northeast region of Beijing, where Cr, Zn, Ni, and Hg had significant increases. The second was the southeast region of Beijing where wastewater irrigation had strongly changed the content of metals, particularly of Cr and Zn, in soils. The third area was the urban fringe around city, where Hg showed a significant increase. PMID:21776217
BetaBit: A fast generator of autocorrelated binary processes for geophysical research
Serinaldi, Francesco; Lombardo, Federico
2017-05-01
We introduce a fast and efficient non-iterative algorithm, called BetaBit, to simulate autocorrelated binary processes describing the occurrence of natural hazards, system failures, and other physical and geophysical phenomena characterized by persistence, temporal clustering, and low rate of occurrence. BetaBit overcomes the simulation constraints posed by the discrete nature of the marginal distributions of binary processes by using the link existing between the correlation coefficients of this process and those of the standard Gaussian processes. The performance of BetaBit is tested on binary signals with power-law and exponentially decaying autocorrelation functions (ACFs) corresponding to Hurst-Kolmogorov and Markov processes, respectively. An application to real-world sequences describing rainfall intermittency and the occurrence of strong positive phases of the North Atlantic Oscillation (NAO) index shows that BetaBit can also simulate surrogate data preserving the empirical ACF as well as signals with autoregressive moving average (ARMA) dependence structures. Extensions to cyclo-stationary processes accounting for seasonal fluctuations are also discussed.
Broadband short pulse measurement by autocorrelation with a sum-frequency generation set-up
Energy Technology Data Exchange (ETDEWEB)
Glotin, F.; Jaroszynski, D.; Marcouille, O. [LURE, Orsay (France)] [and others
1995-12-31
Previous spectral and laser pulse length measurements carried out on the CLIO FEL at wavelength {lambda}=8.5 {mu}m suggested that very short light pulses could be generated, about 500 fs wide (FWHM). For these measurements a Michelson interferometer with a Te crystal, as a non-linear detector, was used as a second order autocorrelation device. More recent measurements in similar conditions have confirmed that the laser pulses observed are indeed single: they are not followed by other pulses distant by the slippage length N{lambda}. As the single micropulse length is likely to depend on the slippage, more measurements at different wavelengths would be useful. This is not directly possible with our actual interferometer set-up, based on a phase-matched non-linear crystal. However, we can use the broadband non-linear medium provided by one of our users` experiments: Sum-Frequency Generation over surfaces. With such autocorrelation set-up, interference fringes are no more visible, but this is largely compensated by the frequency range provided. First tests at 8 {mu}m have already been performed to validate the technic, leading to results similar to those obtained with our previous Michelson set-up.
A Comparison of Weights Matrices on Computation of Dengue Spatial Autocorrelation
Suryowati, K.; Bekti, R. D.; Faradila, A.
2018-04-01
Spatial autocorrelation is one of spatial analysis to identify patterns of relationship or correlation between locations. This method is very important to get information on the dispersal patterns characteristic of a region and linkages between locations. In this study, it applied on the incidence of Dengue Hemorrhagic Fever (DHF) in 17 sub districts in Sleman, Daerah Istimewa Yogyakarta Province. The link among location indicated by a spatial weight matrix. It describe the structure of neighbouring and reflects the spatial influence. According to the spatial data, type of weighting matrix can be divided into two types: point type (distance) and the neighbourhood area (contiguity). Selection weighting function is one determinant of the results of the spatial analysis. This study use queen contiguity based on first order neighbour weights, queen contiguity based on second order neighbour weights, and inverse distance weights. Queen contiguity first order and inverse distance weights shows that there is the significance spatial autocorrelation in DHF, but not by queen contiguity second order. Queen contiguity first and second order compute 68 and 86 neighbour list
On the Decay Ratio Determination in BWR Stability Analysis by Auto-Correlation Function Techniques
International Nuclear Information System (INIS)
Behringer, K.; Hennig, D.
2002-11-01
A novel auto-correlation function (ACF) method has been investigated for determining the oscillation frequency and the decay ratio in BWR stability analyses. The neutron signals are band-pass filtered to separate the oscillation peak in the power spectral density (PSD) from background. Two linear second-order oscillation models are considered. These models, corrected for signal filtering and including a background term under the peak in the PSD, are then least-squares fitted to the ACF of the previously filtered neutron signal, in order to determine the oscillation frequency and the decay ratio. Our method uses fast Fourier transform techniques with signal segmentation for filtering and ACF estimation. Gliding 'short-term' ACF estimates on a record allow the evaluation of uncertainties. Numerical results are given which have been obtained from neutron data of the recent Forsmark I and Forsmark II NEA benchmark project. Our results are compared with those obtained by other participants in the benchmark project. The present PSI report is an extended version of the publication K. Behringer, D. Hennig 'A novel auto-correlation function method for the determination of the decay ratio in BWR stability studies' (Behringer, Hennig, 2002)
Broadband short pulse measurement by autocorrelation with a sum-frequency generation set-up
International Nuclear Information System (INIS)
Glotin, F.; Jaroszynski, D.; Marcouille, O.
1995-01-01
Previous spectral and laser pulse length measurements carried out on the CLIO FEL at wavelength λ=8.5 μm suggested that very short light pulses could be generated, about 500 fs wide (FWHM). For these measurements a Michelson interferometer with a Te crystal, as a non-linear detector, was used as a second order autocorrelation device. More recent measurements in similar conditions have confirmed that the laser pulses observed are indeed single: they are not followed by other pulses distant by the slippage length Nλ. As the single micropulse length is likely to depend on the slippage, more measurements at different wavelengths would be useful. This is not directly possible with our actual interferometer set-up, based on a phase-matched non-linear crystal. However, we can use the broadband non-linear medium provided by one of our users' experiments: Sum-Frequency Generation over surfaces. With such autocorrelation set-up, interference fringes are no more visible, but this is largely compensated by the frequency range provided. First tests at 8 μm have already been performed to validate the technic, leading to results similar to those obtained with our previous Michelson set-up
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. © 2016 The Authors Journal of Microscopy © 2016 Royal Microscopical Society.
DEFF Research Database (Denmark)
Hansen, Peter Reinhard; Lunde, Asger
2014-01-01
An economic time series can often be viewed as a noisy proxy for an underlying economic variable. Measurement errors will influence the dynamic properties of the observed process and may conceal the persistence of the underlying time series. In this paper we develop instrumental variable (IV......) methods for extracting information about the latent process. Our framework can be used to estimate the autocorrelation function of the latent volatility process and a key persistence parameter. Our analysis is motivated by the recent literature on realized volatility measures that are imperfect estimates...... of actual volatility. In an empirical analysis using realized measures for the Dow Jones industrial average stocks, we find the underlying volatility to be near unit root in all cases. Although standard unit root tests are asymptotically justified, we find them to be misleading in our application despite...
DEFF Research Database (Denmark)
Hansen, Peter Reinhard; Lunde, Asger
An economic time series can often be viewed as a noisy proxy for an underlying economic variable. Measurement errors will influence the dynamic properties of the observed process and may conceal the persistence of the underlying time series. In this paper we develop instrumental variable (IV......) methods for extracting information about the latent process. Our framework can be used to estimate the autocorrelation function of the latent volatility process and a key persistence parameter. Our analysis is motivated by the recent literature on realized (volatility) measures, such as the realized...... variance, that are imperfect estimates of actual volatility. In an empirical analysis using realized measures for the DJIA stocks we find the underlying volatility to be near unit root in all cases. Although standard unit root tests are asymptotically justified, we find them to be misleading in our...
Cheng, Yezeng; Larin, Kirill V.
2006-12-01
Fingerprint recognition is one of the most widely used methods of biometrics. This method relies on the surface topography of a finger and, thus, is potentially vulnerable for spoofing by artificial dummies with embedded fingerprints. In this study, we applied the optical coherence tomography (OCT) technique to distinguish artificial materials commonly used for spoofing fingerprint scanning systems from the real skin. Several artificial fingerprint dummies made from household cement and liquid silicone rubber were prepared and tested using a commercial fingerprint reader and an OCT system. While the artificial fingerprints easily spoofed the commercial fingerprint reader, OCT images revealed the presence of them at all times. We also demonstrated that an autocorrelation analysis of the OCT images could be potentially used in automatic recognition systems.
[A unified autocorrelated method of electroencephalogram analysis and some results of its use].
Khizhun, A F; Saĭko, Iu V
1993-01-01
Unified autocorrelation method of EEG analysis (UNIFAC-EEG) represents some optimized algorithms of EEG-signals processing according to the sign of maximum stability to the broadband noise. These algorithms are united by the common aim to identify generation models of these signals narrowband components on the basis of concrete empirical data and estimation of their source dynamic parameters according to the identification results. On the basis of this method it was proved that alpha-rhythm sources belonged to the type of structural stable dynamic systems, and its decrement value could serve as one of the parameters of the functional state of the central nervous system. The effect was found of the interaction between the heart electric fields and human brain in EEG frequent alpha-range.
Positron-electron autocorrelation function study of E-center in phosphorus-doped silicon
International Nuclear Information System (INIS)
Ho, K.F.; Beling, C.D.; Fung, S.; Biasini, M.; Ferro, G.; Gong, M.
2004-01-01
Two dimensional fourier transformed angular correlation of annihilation radiation (2D-FT-ACAR) spectra have been taken for 10 19 cm -3 phosphorus-doped Si in the as grown state and after being subjected to 1.8 MeV e - fluences of 2 x 10 18 cm -2 . In the spectra of the irradiated samples, the zero-crossing points are observed to displace outwards from the bravais lattice positions. It is suggested that this results from positrons annihilating with electrons in localized orbitals at the defect site. An attempt is made to extract just the component of the defect's positron-electron autocorrelation function that relates to the localized defect orbitals. It is argued that such an extracted real-space function may provide a suitable means for obtaining a mapping of localized defect orbitals. (orig.)
Autocorrelation spectra of an air-fluidized granular system measured by NMR
Lasic, S.; Stepisnik, J.; Mohoric, A.; Sersa, I.; Planinsic, G.
2006-09-01
A novel insight into the dynamics of a fluidized granular system is given by a nuclear magnetic resonance method that yields the spin-echo attenuation proportional to the spectrum of the grain positional fluctuation. Measurements of the air-fluidized oil-filled spheres and mustard seeds at different degrees of fluidization and grain volume fractions provide the velocity autocorrelation that differs from the commonly anticipated exponential Enskog decay. An empiric formula, which corresponds to the model of grain caging at collisions with adjacent beads, fits well to the experimental data. Its parameters are the characteristic collision time, the free path between collisions and the cage-breaking rate or the diffusion-like constant, which decreases with increasing grain volume fraction. Mean-squared displacements calculated from the correlation spectrum clearly show transitions from ballistic, through sub-diffusion and into diffusion regimes of grain motion.
Yu, Ming B.
2015-11-01
A classic diatomic chain with a mass impurity is studied using the recurrence relations method. The dependence of frequency and amplitude upon two mass ratios is illustrated in detail. By examining the figures we can learn a lot about the model, such as the widths of the acoustic and optical branches as well as the gap between them, the frequency and amplitude of the resonant modes, etc. The momentum autocorrelation functions of the impurity in different regions of the configuration space are numerically calculated and illustrated. A theorem is obtained governing the upper and lower frequencies of the acoustic and optical branches. The envelope of the integrand of the cut contribution is determined. The convergence of numerical calculations of time integration for parameter W to its theoretical value is confirmed.
Nodule detection methods using autocorrelation features on 3D chest CT scans
International Nuclear Information System (INIS)
Hara, T.; Zhou, X.; Okura, S.; Fujita, H.; Kiryu, T.; Hoshi, H.
2007-01-01
Lung cancer screening using low dose X-ray CT scan has been an acceptable examination to detect cancers at early stage. We have been developing an automated detection scheme for lung nodules on CT scan by using second-order autocorrelation features and the initial performance for small nodules (< 10 mm) shows a high true-positive rate with less than four false-positive marks per case. In this study, an open database of lung images, LIDC (Lung Image Database Consortium), was employed to evaluate our detection scheme as an consistency test. The detection performance for solid and solitary nodules in LIDC, included in the first data set opened by the consortium, was 83% (10/12) true-positive rate with 3.3 false-positive marks per case. (orig.)
Huba, G J; Lawlor, W G; Stallone, F; Fieve, R R
1976-02-01
The statistical method of autocorrelation, commonly used in econometrics and engineering, was applied to the daily mood scores of ten depressive hospital in-patients. The analyses made possible the quantification of two aspects of the longitudinal course of individual patients' psychopathology, the degree of day-to-day stability and the degree of periodicity in mood. Quantification of the degree of day-to-day mood stability yielded wide variations between patients and suggested that patients might be usefully categorized in terms of this characteristic. Mood stability during periods of severe depression was found to be less pronounced than during periods of relatively moderate depression. Furthermore, the existence of 'mini-cycles', cyclical fluctuations in mood of one to two weeks' duration occurring during the course of depressive episodes, was demonstrated in three cases.
Spectral Velocity Estimation using the Autocorrelation Function and Sparse data Sequences
DEFF Research Database (Denmark)
Jensen, Jørgen Arendt
2005-01-01
the sparse sequence and averaged over a pulse length. The 1:2 sequence using 2 flow emission for one b-Mode emissions showed a nearly indistinguishable spectrum compared to a Fourier spectrum calculated on the full data. The sparser sequences give a higher noise in the spectrum proportional to the sparseness......Ultrasound scanners can be used for displaying the distribution of velocities in blood vessels by finding the power spectrum of the received signal. It is desired to show a B-mode image for orientation and data for this has to be acquired interleaved with the flow data. Techniques for maintaining...... both the B-mode frame rate, and at the same time have the highest possible $f_{prf}$ only limited by the depth of investigation, are, thus, of great interest. The power spectrum can be calculated from the Fourier transform of the autocorrelation function $R_r(k)$. The lag $k$ corresponds...
Cut contribution to momentum autocorrelation function of an impurity in a classical diatomic chain
Yu, Ming B.
2018-02-01
A classic diatomic chain with a mass impurity is studied using the recurrence relations method. The momentum autocorrelation function of the impurity is a sum of contributions from two pairs of resonant poles and three branch cuts. The former results in cosine function and the latter in acoustic and optical branches. By use of convolution theorem, analytical expressions for the acoustic and optical branches are derived as even-order Bessel function expansions. The expansion coefficients are integrals of elliptic functions in the real axis for the acoustic branch and along a contour parallel to the imaginary axis for the optical branch, respectively. An integral is carried out for the calculation of optical branch: ∫0 ϕ dθ/√((1 - r 1 2 sin2 θ)(1 - r 2 2 sin2 θ)) = igsn -1 (sin ϕ) ( r 2 2 > r 1 2 > 1, g is a constant).
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.
Satellite-based surface soil moisture retrievals are commonly assimilated into eco-hydrological models in order to obtain improved profile soil moisture estimates. However, differences in temporal auto-correlation structure between these retrievals and comparable model-based predictions can potentia...
Winnerl, S.; Seiwerth, W.; Schomburg, E.; Grenzer, J.; Renk, K. F.; Langerak, Cjgm; van der Meer, A. F. G.; Pavel' ev, D. G.; Koschurinov, Y.; Ignatov, A. A.
1998-01-01
We used a wide miniband GaAs/AlAs superlattice (at room temperature) for detection and autocorrelation of picosecond THz radiation pulses (frequency 4.3 THz) from a free- electron laser. The detection was based on a THz-field induced change in conductivity of the superlattice, and the correlation on
W.G.P.M. Hallerbach (Winfried)
2000-01-01
textabstractMost of the available monthly interest data series consist of monthly averages of daily observations. It is well- known that this averaging introduces spurious autocorrelation effects in the first differences of the series. It is exactly this differenced series we are interested in when
Marra, Francesco; Morin, Efrat
2018-02-01
Small scale rainfall variability is a key factor driving runoff response in fast responding systems, such as mountainous, urban and arid catchments. In this paper, the spatial-temporal autocorrelation structure of convective rainfall is derived with extremely high resolutions (60 m, 1 min) using estimates from an X-Band weather radar recently installed in a semiarid-arid area. The 2-dimensional spatial autocorrelation of convective rainfall fields and the temporal autocorrelation of point-wise and distributed rainfall fields are examined. The autocorrelation structures are characterized by spatial anisotropy, correlation distances 1.5-2.8 km and rarely exceeding 5 km, and time-correlation distances 1.8-6.4 min and rarely exceeding 10 min. The observed spatial variability is expected to negatively affect estimates from rain gauges and microwave links rather than satellite and C-/S-Band radars; conversely, the temporal variability is expected to negatively affect remote sensing estimates rather than rain gauges. The presented results provide quantitative information for stochastic weather generators, cloud-resolving models, dryland hydrologic and agricultural models, and multi-sensor merging techniques.
Beijeren, H. van
1984-01-01
It is conjectured that the large values at intermediate times of the stress tensor autocorrelation function, found in computer simulations, may be caused by a coupling of the stress tensor to pairs of slowly decaying extended heat modes of large wave number. Approximate expressions, amenable to
CSIR Research Space (South Africa)
Kleynhans, W
2011-07-01
Full Text Available time-series satellite data is proposed. The method is a per pixel change alarm that uses the temporal autocorrelation to infer a change metric which yields a change or no-change decision after thresholding. Simulated change data was generated and used...
Barnard, P.L.; Rubin, D.M.; Harney, J.; Mustain, N.
2007-01-01
This extensive field test of an autocorrelation technique for determining grain size from digital images was conducted using a digital bed-sediment camera, or 'beachball' camera. Using 205 sediment samples and >1200 images from a variety of beaches on the west coast of the US, grain size ranging from sand to granules was measured from field samples using both the autocorrelation technique developed by Rubin [Rubin, D.M., 2004. A simple autocorrelation algorithm for determining grain size from digital images of sediment. Journal of Sedimentary Research, 74(1): 160-165.] and traditional methods (i.e. settling tube analysis, sieving, and point counts). To test the accuracy of the digital-image grain size algorithm, we compared results with manual point counts of an extensive image data set in the Santa Barbara littoral cell. Grain sizes calculated using the autocorrelation algorithm were highly correlated with the point counts of the same images (r2 = 0.93; n = 79) and had an error of only 1%. Comparisons of calculated grain sizes and grain sizes measured from grab samples demonstrated that the autocorrelation technique works well on high-energy dissipative beaches with well-sorted sediment such as in the Pacific Northwest (r2 ??? 0.92; n = 115). On less dissipative, more poorly sorted beaches such as Ocean Beach in San Francisco, results were not as good (r2 ??? 0.70; n = 67; within 3% accuracy). Because the algorithm works well compared with point counts of the same image, the poorer correlation with grab samples must be a result of actual spatial and vertical variability of sediment in the field; closer agreement between grain size in the images and grain size of grab samples can be achieved by increasing the sampling volume of the images (taking more images, distributed over a volume comparable to that of a grab sample). In all field tests the autocorrelation method was able to predict the mean and median grain size with ???96% accuracy, which is more than
Al-Hamdan, Mohammad Z.; Cruise, James F.; Rickman, Douglas L.; Quattrochi, Dale A.
2007-01-01
The characterization of forested areas is frequently required in resource management practice. Passive remotely sensed data, which are much more accessible and cost effective than are active data, have rarely, if ever, been used to characterize forest structure directly, but rather they usually focus on the estimation of indirect measurement of biomass or canopy coverage. In this study, some spatial analysis techniques are presented that might be employed with Landsat TM data to analyze forest structure characteristics. A case study is presented wherein fractal dimensions, along with a simple spatial autocorrelation technique (Moran s I), were related to stand density parameters of the Oakmulgee National Forest located in the southeastern United States (Alabama). The results of the case study presented herein have shown that as the percentage of smaller diameter trees becomes greater, and particularly if it exceeds 50%, then the canopy image obtained from Landsat TM data becomes sufficiently homogeneous so that the spatial indices reach their lower limits and thus are no longer determinative. It also appears, at least for the Oakmulgee forest, that the relationships between the spatial indices and forest class percentages within the boundaries can reasonably be considered linear. The linear relationship is much more pronounced in the sawtimber and saplings cases than in samples dominated by medium sized trees (poletimber). In addition, it also appears that, at least for the Oakmulgee forest, the relationships between the spatial indices and forest species groups (Hardwood and Softwood) percentages can reasonably be considered linear. The linear relationship is more pronounced in the forest species groups cases than in the forest classes cases. These results appear to indicate that both fractal dimensions and spatial autocorrelation indices hold promise as means of estimating forest stand characteristics from remotely sensed images. However, additional work is
On the 2nd order autocorrelation of an XUV attosecond pulse train
International Nuclear Information System (INIS)
Tzallas, P.; Benis, E.; Nikolopoulos, L.A.A.; Tsakiris, G.D.; Witte, K.; Charalambidis, P
2005-01-01
Full text: We present the first direct measurement of sub-fs light bunching that has been achieved, extending well established fs optical metrology to XUV as pulses. A mean train pulse duration of 780 as has been extracted through a 2 nd order autocorrelation approach, utilizing a nonlinear effect that is induced solely by the XUV radiation to be characterized. The approach is based on (i) a bisected spherical mirror XUV wavefront divider used as an autocorrelator and (ii) the two photon ionization of atomic He by a superposition of the 7 th to the 15 th harmonic of a Ti:sapph laser. The measured temporal mean width is more than twice its Fourier transform limited (FTL) value, in contrast to the as train pulse durations measured through other approaches, which where found much closer to the FTL values. We have investigated, and discuss here the origin of this discrepancy. An assessment of the validity of the 2 nd order AC approach for the broad band XUV radiation of as pulses is implemented through ab initio calculations (solution of the 3D TDSE of He in the presence of the superposition of the harmonic superposition) modeling the spectral and temporal response of the two-XUV-photon He ionization detector employed. It is found that both the spectral and temporal response are not affecting the measured duration. The mean width of the as train bursts is estimated from the spectral phases of the individual harmonics as they result from the rescattering model, taking into account the spatially modulated temporal width of the radiation due to the spatiotemporal intensity distribution of the driving field during the harmonic generation process. The measured value is found in reasonable agreement with the estimated duration. The method used for the 2 nd order AC in itself initiates further XUV-pump-XUV-probe studies of sub-fs-scale dynamics and at the same time becomes highly pertinent in connection with nonlinear experiments using XUV free - electron laser sources. Refs
Energy Technology Data Exchange (ETDEWEB)
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.
Lee, Young Jong
2017-06-01
Moving-window (MW) approaches to two-dimensional correlation spectroscopy (2D-COS) make it possible to characterize spectral changes occurring in a narrow range of perturbation variable (e.g., time, temperature, and concentration). Despite the wide range of application, the physical meanings of MW correlation intensities have been only qualitatively associated with the direction and curvature of spectral intensity change with regard to a perturbation variable. Here are full and simplified analytical expressions of autocorrelation moving-window (ACMW) and synchronous and asynchronous perturbation-correlation moving-window ( s-PCMW and as-PCMW) intensities. When the window is set sufficiently narrower than the bandwidth of spectral change, the square root of ACMW intensity and s-PCMW intensity becomes proportional to the first order derivative, and as-PCMW intensity becomes proportional to the negative of the second order derivative. This paper demonstrates that both ACMW and PCMW profiles can be significantly altered by non-uniform perturbation spacing. It is also found that intensity noise can cause ACMW to display a false offset drift. This analytical and numerical characterization of the two MW correlation intensities elucidates their physical meanings and ascertains the analysis conditions for reliable interpretation.
Labovitz, M. L.; Masuoka, E. J. (Principal Investigator)
1981-01-01
The presence of positive serial correlation (autocorrelation) in remotely sensed data results in an underestimate of the variance-covariance matrix when calculated using contiguous pixels. This underestimate produces an inflation in F statistics. For a set of Thematic Mapper Simulator data (TMS), used to test the ability to discriminate a known geobotanical anomaly from its background, the inflation in F statistics related to serial correlation is between 7 and 70 times. This means that significance tests of means of the spectral bands initially appear to suggest that the anomalous site is very different in spectral reflectance and emittance from its background sites. However, this difference often disappears and is always dramatically reduced when compared to frequency distributions of test statistics produced by the comparison of simulated training sets possessing equal means, but which are composed of autocorrelated observations.
International Nuclear Information System (INIS)
Kirby, R. Jason; Qi, Feng; Phatak, Sharangdhar; Smith, Layton H.; Malany, Siobhan
2016-01-01
Cardiac safety assays incorporating label-free detection of human stem-cell derived cardiomyocyte contractility provide human relevance and medium throughput screening to assess compound-induced cardiotoxicity. In an effort to provide quantitative analysis of the large kinetic datasets resulting from these real-time studies, we applied bioinformatic approaches based on nonlinear dynamical system analysis, including limit cycle analysis and autocorrelation function, to systematically assess beat irregularity. The algorithms were integrated into a software program to seamlessly generate results for 96-well impedance-based data. Our approach was validated by analyzing dose- and time-dependent changes in beat patterns induced by known proarrhythmic compounds and screening a cardiotoxicity library to rank order compounds based on their proarrhythmic potential. We demonstrate a strong correlation for dose-dependent beat irregularity monitored by electrical impedance and quantified by autocorrelation analysis to traditional manual patch clamp potency values for hERG blockers. In addition, our platform identifies non-hERG blockers known to cause clinical arrhythmia. Our method provides a novel suite of medium-throughput quantitative tools for assessing compound effects on cardiac contractility and predicting compounds with potential proarrhythmia and may be applied to in vitro paradigms for pre-clinical cardiac safety evaluation. - Highlights: • Impedance-based monitoring of human iPSC-derived cardiomyocyte contractility • Limit cycle analysis of impedance data identifies aberrant oscillation patterns. • Nonlinear autocorrelation function quantifies beat irregularity. • Identification of hERG and non-hERG inhibitors with known risk of arrhythmia • Automated software processes limit cycle and autocorrelation analyses of 96w data
Mohebbi, Mohammadreza; Wolfe, Rory; Forbes, Andrew
2014-01-01
This paper applies the generalised linear model for modelling geographical variation to esophageal cancer incidence data in the Caspian region of Iran. The data have a complex and hierarchical structure that makes them suitable for hierarchical analysis using Bayesian techniques, but with care required to deal with problems arising from counts of events observed in small geographical areas when overdispersion and residual spatial autocorrelation are present. These considerations lead to nine regression models derived from using three probability distributions for count data: Poisson, generalised Poisson and negative binomial, and three different autocorrelation structures. We employ the framework of Bayesian variable selection and a Gibbs sampling based technique to identify significant cancer risk factors. The framework deals with situations where the number of possible models based on different combinations of candidate explanatory variables is large enough such that calculation of posterior probabilities for all models is difficult or infeasible. The evidence from applying the modelling methodology suggests that modelling strategies based on the use of generalised Poisson and negative binomial with spatial autocorrelation work well and provide a robust basis for inference. PMID:24413702
Chen, Dongyan; Xu, Long; Du, Junhua
2016-03-01
The optimal filtering problem is investigated for a class of discrete stochastic systems with finite-step autocorrelated process noises, random one-step sensor delay and missing measurements. The random disturbances existing in the system are characterized by the multiplicative noises and the phenomena of sensor delay and missing measurements occur in a random way. The random sensor delay and missing measurements are described by two Bernoulli distributed random variables with known conditional probabilities. By using the state augmentation approach, the original system is converted into a new discrete system where the random one-step sensor delay and missing measurements exist in the sensor output. The new process noises and observation noises consist of the original stochastic terms, and the process noises are still autocorrelated. Then, based on the minimum mean square error (MMSE) principle, a new linear optimal filter is designed such that, for the finite-step autocorrelated process noises, random one-step sensor delay and missing measurements, the estimation error is minimized. By solving the recursive matrix equation, the filter gain is designed. Finally, a simulation example is given to illustrate the feasibility and effectiveness of the proposed filtering scheme.
Zhou, Yunyi; Tao, Chenyang; Lu, Wenlian; Feng, Jianfeng
2018-04-20
Functional connectivity is among the most important tools to study brain. The correlation coefficient, between time series of different brain areas, is the most popular method to quantify functional connectivity. Correlation coefficient in practical use assumes the data to be temporally independent. However, the time series data of brain can manifest significant temporal auto-correlation. A widely applicable method is proposed for correcting temporal auto-correlation. We considered two types of time series models: (1) auto-regressive-moving-average model, (2) nonlinear dynamical system model with noisy fluctuations, and derived their respective asymptotic distributions of correlation coefficient. These two types of models are most commonly used in neuroscience studies. We show the respective asymptotic distributions share a unified expression. We have verified the validity of our method, and shown our method exhibited sufficient statistical power for detecting true correlation on numerical experiments. Employing our method on real dataset yields more robust functional network and higher classification accuracy than conventional methods. Our method robustly controls the type I error while maintaining sufficient statistical power for detecting true correlation in numerical experiments, where existing methods measuring association (linear and nonlinear) fail. In this work, we proposed a widely applicable approach for correcting the effect of temporal auto-correlation on functional connectivity. Empirical results favors the use of our method in functional network analysis. Copyright © 2018. Published by Elsevier B.V.
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.
Rotation Periods of 34,030 Kepler Main-sequence Stars: The Full Autocorrelation Sample
McQuillan, A.; Mazeh, T.; Aigrain, S.
2014-04-01
We analyzed three years of data from the Kepler space mission to derive rotation periods of main-sequence stars below 6500 K. Our automated autocorrelation-based method detected rotation periods between 0.2 and 70 days for 34,030 (25.6%) of the 133,030 main-sequence Kepler targets (excluding known eclipsing binaries and Kepler Objects of Interest), making this the largest sample of stellar rotation periods to date. In this paper we consider the detailed features of the now well-populated period-temperature distribution and demonstrate that the period bimodality, first seen by McQuillan et al. in the M-dwarf sample, persists to higher masses, becoming less visible above 0.6 M ⊙. We show that these results are globally consistent with the existing ground-based rotation-period data and find that the upper envelope of the period distribution is broadly consistent with a gyrochronological age of 4.5 Gyr, based on the isochrones of Barnes, Mamajek, & Hillenbrand and Meibom et al. We also performed a detailed comparison of our results to those of Reinhold et al. and Nielsen et al., who measured rotation periods of field stars observed by Kepler. We examined the amplitude of periodic variability for the stars with detection rotation periods, and found a typical range between ~950 ppm (5th percentile) and ~22,700 ppm (95th percentile), with a median of ~5600 ppm. We found typically higher amplitudes for shorter periods and lower effective temperatures, with an excess of low-amplitude stars above ~5400 K.
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.
Accounting for and predicting the influence of spatial autocorrelation in water quality modeling
Miralha, L.; Kim, D.
2017-12-01
Although many studies have attempted to investigate the spatial trends of water quality, more attention is yet to be paid to the consequences of considering and ignoring the spatial autocorrelation (SAC) that exists in water quality parameters. Several studies have mentioned the importance of accounting for SAC in water quality modeling, as well as the differences in outcomes between models that account for and ignore SAC. However, the capacity to predict the magnitude of such differences is still ambiguous. In this study, we hypothesized that SAC inherently possessed by a response variable (i.e., water quality parameter) influences the outcomes of spatial modeling. We evaluated whether the level of inherent SAC is associated with changes in R-Squared, Akaike Information Criterion (AIC), and residual SAC (rSAC), after accounting for SAC during modeling procedure. The main objective was to analyze if water quality parameters with higher Moran's I values (inherent SAC measure) undergo a greater increase in R² and a greater reduction in both AIC and rSAC. We compared a non-spatial model (OLS) to two spatial regression approaches (spatial lag and error models). Predictor variables were the principal components of topographic (elevation and slope), land cover, and hydrological soil group variables. We acquired these data from federal online sources (e.g. USGS). Ten watersheds were selected, each in a different state of the USA. Results revealed that water quality parameters with higher inherent SAC showed substantial increase in R² and decrease in rSAC after performing spatial regressions. However, AIC values did not show significant changes. Overall, the higher the level of inherent SAC in water quality variables, the greater improvement of model performance. This indicates a linear and direct relationship between the spatial model outcomes (R² and rSAC) and the degree of SAC in each water quality variable. Therefore, our study suggests that the inherent level of
Shanahan, Daniel R
2016-01-01
journal in which a reporting statement was published was shown to influence the number of citations that statement will gather over time. Similarly, the number of article accesses also influenced the number of citations, although to a lesser extent than the impact factor. This demonstrates that citation counts are not purely a reflection of scientific merit and the impact factor is, in fact, auto-correlated.
Directory of Open Access Journals (Sweden)
Daniel R. Shanahan
2016-03-01
. The impact factor of the journal in which a reporting statement was published was shown to influence the number of citations that statement will gather over time. Similarly, the number of article accesses also influenced the number of citations, although to a lesser extent than the impact factor. This demonstrates that citation counts are not purely a reflection of scientific merit and the impact factor is, in fact, auto-correlated.
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
International Nuclear Information System (INIS)
Rompotis, Dimitrios
2016-02-01
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 2 excited in the Schumann-Runge continuum at 162 nm.
Baek, Eun Kyeng; Ferron, John M
2013-03-01
Multilevel models (MLM) have been used as a method for analyzing multiple-baseline single-case data. However, some concerns can be raised because the models that have been used assume that the Level-1 error covariance matrix is the same for all participants. The purpose of this study was to extend the application of MLM of single-case data in order to accommodate across-participant variation in the Level-1 residual variance and autocorrelation. This more general model was then used in the analysis of single-case data sets to illustrate the method, to estimate the degree to which the autocorrelation and residual variances differed across participants, and to examine whether inferences about treatment effects were sensitive to whether or not the Level-1 error covariance matrix was allowed to vary across participants. The results from the analyses of five published studies showed that when the Level-1 error covariance matrix was allowed to vary across participants, some relatively large differences in autocorrelation estimates and error variance estimates emerged. The changes in modeling the variance structure did not change the conclusions about which fixed effects were statistically significant in most of the studies, but there was one exception. The fit indices did not consistently support selecting either the more complex covariance structure, which allowed the covariance parameters to vary across participants, or the simpler covariance structure. Given the uncertainty in model specification that may arise when modeling single-case data, researchers should consider conducting sensitivity analyses to examine the degree to which their conclusions are sensitive to modeling choices.
Wittemyer, George; Polansky, Leo; Douglas-Hamilton, Iain; Getz, Wayne M
2008-12-09
The internal state of an individual-as it relates to thirst, hunger, fear, or reproductive drive-can be inferred by referencing points on its movement path to external environmental and sociological variables. Using time-series approaches to characterize autocorrelative properties of step-length movements collated every 3 h for seven free-ranging African elephants, we examined the influence of social rank, predation risk, and seasonal variation in resource abundance on periodic properties of movement. The frequency domain methods of Fourier and wavelet analyses provide compact summaries of temporal autocorrelation and show both strong diurnal and seasonal based periodicities in the step-length time series. This autocorrelation is weaker during the wet season, indicating random movements are more common when ecological conditions are good. Periodograms of socially dominant individuals are consistent across seasons, whereas subordinate individuals show distinct differences diverging from that of dominants during the dry season. We link temporally localized statistical properties of movement to landscape features and find that diurnal movement correlation is more common within protected wildlife areas, and multiday movement correlations found among lower ranked individuals are typically outside of protected areas where predation risks are greatest. A frequency-related spatial analysis of movement-step lengths reveal that rest cycles related to the spatial distribution of critical resources (i.e., forage and water) are responsible for creating the observed patterns. Our approach generates unique information regarding the spatial-temporal interplay between environmental and individual characteristics, providing an original approach for understanding the movement ecology of individual animals and the spatial organization of animal populations.
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.
Czech Academy of Sciences Publication Activity Database
Fekete, Ladislav; Kůsová, Kateřina; Petrák, Václav; Kratochvílová, Irena
2012-01-01
Roč. 14, č. 8 (2012), s. 1-10 ISSN 1388-0764 R&D Projects: GA AV ČR KAN200100801; GA TA ČR TA01011165; GA ČR(CZ) GAP304/10/1951; GA ČR GPP204/12/P235 Institutional research plan: CEZ:AV0Z10100520 Keywords : lateral grain size distribution * AFM * autocorrelation function * nanodiamond Subject RIV: BM - Solid Matter Physics ; Magnetism Impact factor: 2.175, year: 2012
Laracuente, Nicholas; Grossman, Carl
2013-03-01
We developed an algorithm and software to calculate autocorrelation functions from real-time photon-counting data using the fast, parallel capabilities of graphical processor units (GPUs). Recent developments in hardware and software have allowed for general purpose computing with inexpensive GPU hardware. These devices are more suited for emulating hardware autocorrelators than traditional CPU-based software applications by emphasizing parallel throughput over sequential speed. Incoming data are binned in a standard multi-tau scheme with configurable points-per-bin size and are mapped into a GPU memory pattern to reduce time-expensive memory access. Applications include dynamic light scattering (DLS) and fluorescence correlation spectroscopy (FCS) experiments. We ran the software on a 64-core graphics pci card in a 3.2 GHz Intel i5 CPU based computer running Linux. FCS measurements were made on Alexa-546 and Texas Red dyes in a standard buffer (PBS). Software correlations were compared to hardware correlator measurements on the same signals. Supported by HHMI and Swarthmore College
Robles, Francisco E.; Wilson, Jesse W.; Warren, Warren S.
2013-12-01
Pump-probe microscopy is an emerging molecular imaging technique that probes the excited state dynamics properties of pigmented samples. This method has been particularly intriguing for melanoma because, unlike other methods available, it can provide nondestructive, quantitative chemical information regarding different types of melanins, with high spatial resolution. In this Letter, we present a method based on mathematical morphology to quantify melanin structure (eumelanin, pheomelanin, and total melanin content, uniquely available with pump-probe microscopy) to aid in melanoma diagnosis. The approach applies a two-dimensional autocorrelation function and utilizes statistical parameters of the corresponding autocorrelation images, specifically, the second moments and entropy, to parameterize image structure. Along with bulk melanin chemical information, we show that this method can differentiate invasive melanomas from noninvasive 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 conjunctival melanocytic lesions are presented.
Directory of Open Access Journals (Sweden)
Alejandro Said
2016-08-01
Full Text Available In this work, we present a simple algorithm to calculate automatically the Fourier spectrum of a Sinusoidal Pulse Width Modulation Signal (SPWM. Modulated voltage signals of this kind are used in industry by speed drives to vary the speed of alternating current motors while maintaining a smooth torque. Nevertheless, the SPWM technique produces undesired harmonics, which yield stator heating and power losses. By monitoring these signals without human interaction, it is possible to identify the harmonic content of SPWM signals in a fast and continuous manner. The algorithm is based in the autocorrelation function, commonly used in radar and voice signal processing. Taking advantage of the symmetry properties of the autocorrelation, the algorithm is capable of estimating half of the period of the fundamental frequency; thus, allowing one to estimate the necessary number of samples to produce an accurate Fourier spectrum. To deal with the loss of samples, i.e., the scan backlog, the algorithm iteratively acquires and trims the discrete sequence of samples until the required number of samples reaches a stable value. The simulation shows that the algorithm is not affected by either the magnitude of the switching pulses or the acquisition noise.
Ginebreda, A; Sabater-Liesa, L; Rico, A; Focks, A; Barceló, D
2018-03-15
Rivers extend in space and time under the influence of their catchment area. Our perception largely relies on discrete spatial and temporal observations carried out at certain sites located throughout the catchment (monitoring networks, MN). However, MNs are constrained by (a) the distribution of sampling sites, (b) the dynamics of the variable considered and (c) the river hydrological conditions. In this study, all three aspects were captured and quantified by applying a spatial autocorrelation modeling approach. We exemplarily studied its application to 235 emerging contaminants (pesticides, pharmaceuticals, and personal care products [PPCP], industrial and miscellaneous) measured at 55 sampling sites in the Danube River. 22 out of the 235 compounds monitored were present at all sites and 125 were found in at least 50%.We first calculated the Moran Index (MI) to characterize the spatial autocorrelation of the compound set. 59 compounds showed MI≤0, which can be interpreted as 'no spatial correlation'. Next, spatial autocorrelation models were set for each compound. From the autocorrelation parameter ρ, catchment average correlation lengths were derived for each compound. MN optimality was examined and compounds were classified into three groups: (a) those with ρ≤0 [25%]; (b) those with ρ>0 and correl. length0 and correl. length>average distance between consecutive sites [73%]. The MN was considered optimal only for the latter class. Networks with the larger average distance between consecutive sites resulted in a decreasing number of optimally monitored compounds. Furthermore, neighbors vs. local relative contributions were quantified based on the spatial autocorrelation model for all the measured compounds. The results of this study show how autocorrelation models can aid water managers to improve the design of river MNs, which are a key aspect of the Water Framework Directive. Copyright © 2017 Elsevier B.V. All rights reserved.
International Nuclear Information System (INIS)
Madanipour, Khosro; Tavassoly, Mohammad T.
2009-01-01
We show theoretically and verify experimentally that the modulation transfer function (MTF) of a printing system can be determined by measuring the autocorrelation of a printed Ronchi grating. In practice, two similar Ronchi gratings are printed on two transparencies and the transparencies are superimposed with parallel grating lines. Then, the gratings are uniformly illuminated and the transmitted light from a large section is measured versus the displacement of one grating with respect to the other in a grating pitch interval. This measurement provides the required autocorrelation function for determination of the MTF
DEFF Research Database (Denmark)
Nielsen, Erland Hejn
2004-01-01
some arrival processes for some simulation study a thorough preliminary analysis has to be undertaken in order to uncover the basic time series nature of the interacting processes. Flexible methods for generating streams of autocorrelated variates of any desired distributional type, such as the ARTA...... method or some autocorrelation extended descriptive sampling method, can then easily be applied. The results from the Livny, Melamed and Tsiolis (1993) study as well as the results from this work both indicates that system performance measures as for instance average waiting time or average time...
Scargle, Jeffrey D.
1989-01-01
This paper develops techniques to evaluate the discrete Fourier transform (DFT), the autocorrelation function (ACF), and the cross-correlation function (CCF) of time series which are not evenly sampled. The series may consist of quantized point data (e.g., yes/no processes such as photon arrival). The DFT, which can be inverted to recover the original data and the sampling, is used to compute correlation functions by means of a procedure which is effectively, but not explicitly, an interpolation. The CCF can be computed for two time series not even sampled at the same set of times. Techniques for removing the distortion of the correlation functions caused by the sampling, determining the value of a constant component to the data, and treating unequally weighted data are also discussed. FORTRAN code for the Fourier transform algorithm and numerical examples of the techniques are given.
International Nuclear Information System (INIS)
Fekete, L.; Kůsová, K.; Petrák, V.; Kratochvílová, I.
2012-01-01
The distribution of sizes is one of the basic characteristics of nanoparticles. Here, we propose a novel way to determine the lateral distribution of sizes from AFM topographies. Our algorithm is based on the autocorrelation function and can be applied both on topographies containing spatially separated and densely packed nanoparticles as well as on topographies of polycrystalline films. As no manual treatment is required, this algorithm can be easily automatable for batch processing. The algorithm works in principle with any kind of spatially mapped information (AFM current maps, optical microscope images, etc.), and as such has no size limitations. However, in the case of AFM topographies, the tip/sample convolution effects will be the factor limiting the smallest size to which the algorithm is applicable. Here, we demonstrate the usefulness of this algorithm on objects with sizes ranging between 20 nm and 1.5 μm.
Directory of Open Access Journals (Sweden)
A. A. Kovylin
2013-01-01
Full Text Available The article describes the problem of searching for binary pseudo-random sequences with quasi-ideal autocorrelation function, which are to be used in contemporary communication systems, including mobile and wireless data transfer interfaces. In the synthesis of binary sequences sets, the target set is manning them based on the minimax criterion by which a sequence is considered to be optimal according to the intended application. In the course of the research the optimal sequences with order of up to 52 were obtained; the analysis of Run Length Encoding was carried out. The analysis showed regularities in the distribution of series number of different lengths in the codes that are optimal on the chosen criteria, which would make it possible to optimize the searching process for such codes in the future.
International Nuclear Information System (INIS)
Schulte, Stephan
2011-01-01
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 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
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
Islam, Abu Reza Md Towfiqul; Ahmed, Nasir; Bodrud-Doza, Md; Chu, Ronghao
2017-12-01
Drinking water is susceptible to the poor quality of contaminated water affecting the health of humans. Thus, it is an essential study to investigate factors affecting groundwater quality and its suitability for drinking uses. In this paper, the entropy theory, multivariate statistics, spatial autocorrelation index, and geostatistics are applied to characterize groundwater quality and its spatial variability in the Sylhet district of Bangladesh. A total of 91samples have been collected from wells (e.g., shallow, intermediate, and deep tube wells at 15-300-m depth) from the study area. The results show that NO 3 - , then SO 4 2- , and As are the most contributed parameters influencing the groundwater quality according to the entropy theory. The principal component analysis (PCA) and correlation coefficient also confirm the results of the entropy theory. However, Na + has the highest spatial autocorrelation and the most entropy, thus affecting the groundwater quality. Based on the entropy-weighted water quality index (EWQI) and groundwater quality index (GWQI) classifications, it is observed that 60.45 and 53.86% of water samples are classified as having an excellent to good qualities, while the remaining samples vary from medium to extremely poor quality domains for drinking purposes. Furthermore, the EWQI classification provides the more reasonable results than GWQIs due to its simplicity, accuracy, and ignoring of artificial weight. A Gaussian semivariogram model has been chosen to the best fit model, and groundwater quality indices have a weak spatial dependence, suggesting that both geogenic and anthropogenic factors play a pivotal role in spatial heterogeneity of groundwater quality oscillations.
International Nuclear Information System (INIS)
Nuamah, N.N.N.N.
1990-12-01
The paradoxical nature of results of the mean approach in pooling cross-section and time series data has been identified to be caused by the presence in the normal equations of phenomena such as autocovariances, multicollinear covariances, drift covariances and drift multicollinear covariances. This paper considers the problem of autocorrelation and suggests ways of solving it. (author). 4 refs
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
Kato, Kosuke; Fujii, Kenji; Kawai, Keiji; Ando, Yoichi; Yano, Takashi
2004-05-01
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.
Hao, Hongliang; Xiao, Wen; Chen, Zonghui; Ma, Lan; Pan, Feng
2018-01-01
Heterodyne interferometric vibration metrology is a useful technique for dynamic displacement and velocity measurement as it can provide a synchronous full-field output signal. With the advent of cost effective, high-speed real-time signal processing systems and software, processing of the complex signals encountered in interferometry has become more feasible. However, due to the coherent nature of the laser sources, the sequence of heterodyne interferogram are corrupted by a mixture of coherent speckle and incoherent additive noise, which can severely degrade the accuracy of the demodulated signal and the optical display. In this paper, a new heterodyne interferometric demodulation method by combining auto-correlation analysis and spectral filtering is described leading to an expression for the dynamic displacement and velocity of the object under test that is significantly more accurate in both the amplitude and frequency of the vibrating waveform. We present a mathematical model of the signals obtained from interferograms that contain both vibration information of the measured objects and the noise. A simulation of the signal demodulation process is presented and used to investigate the noise from the system and external factors. The experimental results show excellent agreement with measurements from a commercial Laser Doppler Velocimetry (LDV).
International Nuclear Information System (INIS)
Cuoco, A.; Hannestad, S.; Haugboelle, 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 n s of ultrahigh energy cosmic ray (UHECR) sources, estimating at the same time the effect on n s 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 n s 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 n s ≅ 1 x 10 -4 Mpc -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 of comparable size, comparable with the indication of a ∼3 deg. magnetic deflection coming from cross-correlation results. The effects of some approximations done on the above results are also discussed.
Darcy, John L; King, Andrew J; Gendron, Eli M S; Schmidt, Steven K
2017-08-01
Although microbial communities from many glacial environments have been analyzed, microbes living in the debris atop debris-covered glaciers represent an understudied frontier in the cryosphere. The few previous molecular studies of microbes in supraglacial debris have either had limited phylogenetic resolution, limited spatial resolution (e.g. only one sample site on the glacier) or both. Here, we present the microbiome of a debris-covered glacier across all three domains of life, using a spatially-explicit sampling scheme to characterize the Middle Fork Toklat Glacier's microbiome from its terminus to sites high on the glacier. Our results show that microbial communities differ across the supraglacial transect, but surprisingly these communities are strongly spatially autocorrelated, suggesting the presence of a supraglacial chronosequence. This pattern is dominated by phototrophic microbes (both bacteria and eukaryotes) which are less abundant near the terminus and more abundant higher on the glacier. We use these data to refute the hypothesis that the inhabitants of the glacier are randomly deposited atmospheric microbes, and to provide evidence that succession from a predominantly photosynthetic to a more heterotrophic community is occurring on the glacier. © FEMS 2017. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
Ohe, Yoshitaka; Shinohara, Norimitsu; Hara, Takeshi; Fujita, Hiroshi; Endo, Tokiko; Iwase, Takuji
2004-05-01
The purpose of this work is to develop a new pattern recognition method using the higher-order autocorrelation features (HOAFs), and to apply this to our microcalcification detection system on mammographic images. Microcalcification is a typical sign of breast cancer and tends to show up as very subtle shadows. We developed a triple-ring filter for detecting microcalcifications, and the prototype detection system is nearly complete. However, our prototype system does not allow for the detection of three types of microcalcifications, two of which are amorphous and linear microcalcifications and the third is obscured microcalcifications which is often confused with the background or circumference that have almost the same density. We targeted the amorphous type of microcalcification, which has a low contrast and easily goes undetected. The various features of microcalcifications and false-positive (FP) shadows were extracted and trained using the multi-regression analysis, and unknown images were recognized as a result of this training. As a result, amorphous microcalcifications were successfully detected with no increase in the number of FPs compared with our existing detection method.
Directory of Open Access Journals (Sweden)
Dong Tian
2016-11-01
Full Text Available Grape production is associated with some negative environmental externalities. However, they are not considered in the traditional data envelopment analysis (DEA efficiency assessment models and the research literature. Hence, the assessment results cannot correctly reflect the technical efficiency level of open-field grape production. We measured the environmental efficiency of China’s open-field grape production under the constraint of carbon emissions using the slacks-based measure (SBM model, including the undesirable outputs. In addition, spatial relations of environmental efficiency in different open-field grape production areas in China were evaluated by adopting spatial econometric methods. The results indicate that the average environmental efficiency score of grape production in China is at a low level of 0.651. Overall, the average environmental efficiencies in southern, southwest, and northeast regions are lower than the average levels, which implies the imbalance in economic outputs, resource consumption, and environmental efficiency in open-field grape cultivation. Moreover, the spatial autocorrelation results show that the environmental efficiency of grape production has obvious continuity in neighboring regions and spatial correlation.
Auto-correlation in the motor/imaginary human EEG signals: A vision about the FDFA fluctuations.
Zebende, Gilney Figueira; Oliveira Filho, Florêncio Mendes; Leyva Cruz, Juan Alberto
2017-01-01
In this paper we analyzed, by the FDFA root mean square fluctuation (rms) function, the motor/imaginary human activity produced by a 64-channel electroencephalography (EEG). We utilized the Physionet on-line databank, a publicly available database of human EEG signals, as a standardized reference database for this study. Herein, we report the use of detrended fluctuation analysis (DFA) method for EEG analysis. We show that the complex time series of the EEG exhibits characteristic fluctuations depending on the analyzed channel in the scalp-recorded EEG. In order to demonstrate the effectiveness of the proposed technique, we analyzed four distinct channels represented here by F332, F637 (frontal region of the head) and P349, P654 (parietal region of the head). We verified that the amplitude of the FDFA rms function is greater for the frontal channels than for the parietal. To tabulate this information in a better way, we define and calculate the difference between FDFA (in log scale) for the channels, thus defining a new path for analysis of EEG signals. Finally, related to the studied EEG signals, we obtain the auto-correlation exponent, αDFA by DFA method, that reveals self-affinity at specific time scale. Our results shows that this strategy can be applied to study the human brain activity in EEG processing.
Auto-correlation in the motor/imaginary human EEG signals: A vision about the FDFA fluctuations.
Directory of Open Access Journals (Sweden)
Gilney Figueira Zebende
Full Text Available In this paper we analyzed, by the FDFA root mean square fluctuation (rms function, the motor/imaginary human activity produced by a 64-channel electroencephalography (EEG. We utilized the Physionet on-line databank, a publicly available database of human EEG signals, as a standardized reference database for this study. Herein, we report the use of detrended fluctuation analysis (DFA method for EEG analysis. We show that the complex time series of the EEG exhibits characteristic fluctuations depending on the analyzed channel in the scalp-recorded EEG. In order to demonstrate the effectiveness of the proposed technique, we analyzed four distinct channels represented here by F332, F637 (frontal region of the head and P349, P654 (parietal region of the head. We verified that the amplitude of the FDFA rms function is greater for the frontal channels than for the parietal. To tabulate this information in a better way, we define and calculate the difference between FDFA (in log scale for the channels, thus defining a new path for analysis of EEG signals. Finally, related to the studied EEG signals, we obtain the auto-correlation exponent, αDFA by DFA method, that reveals self-affinity at specific time scale. Our results shows that this strategy can be applied to study the human brain activity in EEG processing.
Wilmers, Christopher C; Post, Eric; Hastings, Alan
2007-05-01
While it is widely appreciated that climate can affect the population dynamics of various species, a mechanistic understanding of how climate interacts with life-history traits to influence population fluctuations requires development. Here we build a general density-dependent age-structured model that accounts for differential responses in life-history traits to increasing population density. We show that as the temporal frequency of favorable environmental conditions increases, population fluctuations also increase provided that unfavorable environmental conditions still occur. As good years accumulate and the number of individuals in a population increases, successive life-history traits become vulnerable to density dependence once a return to unfavorable conditions prevails. The stronger this ratcheting of density dependence in life-history traits by autocorrelated climatic conditions, the larger the population fluctuations become. Highly fecund species, and those in which density dependence occurs in juvenile and adult vital rates at similar densities, are most sensitive to increases in the frequency of favorable conditions. Understanding the influence of global warming on temporal correlation in regional environmental conditions will be important in identifying those species liable to exhibit increased population fluctuations that could lead to their extinction.
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.
García-Yeguas, A.; Sánchez-Alzola, A.; De Siena, L.; Prudencio, J.; Díaz-Moreno, A.; Ibáñez, J. M.
2018-03-01
We present a P-wave scattering image of the volcanic structures under Tenerife Island using the autocorrelation functions of P-wave vertical velocity fluctuations. We have applied a cluster analysis to total quality factor attenuation ( {Q}_t^{-1} ) and scattering quality factor attenuation ( {Q}_{PSc}^{-1} ) images to interpret the structures in terms of intrinsic and scattering attenuation variations on a 2D plane, corresponding to a depth of 2000 m, and check the robustness of the scattering imaging. The results show that scattering patterns are similar to total attenuation patterns in the south of the island. There are two main areas where patterns differ: at Cañadas-Teide-Pico Viejo Complex, high total attenuation and average-to-low scattering values are observed. We interpret the difference as induced by intrinsic attenuation. In the Santiago Ridge Zone (SRZ) region, high scattering values correspond to average total attenuation. In our interpretation, the anomaly is induced by an extended scatterer, geometrically related to the surficial traces of Garachico and El Chinyero historical eruptions and the area of highest seismic activity during the 2004-2008 seismic crises.
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Suyatno
2016-11-01
Full Text Available On-stage sound field analysis of a traditional performance of the Javanese gamelan at Pendopo ISI Surakarta, Indonesia was conducted by analyzing the effective decay time of a normalized autocorrelation function called tau-e, , during a performance of the Gambyong Pare Anom dance. The parameter tau-e is used to describe the richness of the frequency content, tempo, and types of gamelan instruments being played at a certain time and position on stage. The tau-e parameter is important for musicians in order to maintain communication between each other such that they can keep the performance in harmony. In order to determine the acoustic parameters heard by gamelan musicians on stage, sound measurements were conducted at 4 points on stage during a performance. Each position represents a specific group of gamelan instruments, which have different characteristics of loudness and frequency, different functions and different ways the instruments are played. The analysis showed that each of the four positions had a different value of , which fluctuated throughout the performance. Overall, the dominant at position 1 was 20 ms; at position 2 it was 50 ms; at position 3 it was 20 ms; and at position 4 it was 40 ms. The distribution of on the stage shows that positions 1 and 3 had more frequency richness compared to positions 2 and 4.
Mendes, David; Marengo, José A.
2010-05-01
Several studies have been devoted to dynamic and statistical downscaling for both climate variability and climate change. This paper introduces an application of temporal neural networks for downscaling global climate model output and autocorrelation functions. This method is proposed for downscaling daily precipitation time series for a region in the Amazon Basin. The downscaling models were developed and validated using IPCC AR4 model output and observed daily precipitation. In this paper, five AOGCMs for the twentieth century (20C3M; 1970-1999) and three SRES scenarios (A2, A1B, and B1) were used. The performance in downscaling of the temporal neural network was compared to that of an autocorrelation statistical downscaling model with emphasis on its ability to reproduce the observed climate variability and tendency for the period 1970-1999. The model test results indicate that the neural network model significantly outperforms the statistical models for the downscaling of daily precipitation variability.
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...
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.
Goussev, Arseni; Dorfman, J R
2006-07-01
We consider the time evolution of a wave packet representing a quantum particle moving in a geometrically open billiard that consists of a number of fixed hard-disk or hard-sphere scatterers. Using the technique of multiple collision expansions we provide a first-principle analytical calculation of the time-dependent autocorrelation function for the wave packet in the high-energy diffraction regime, in which the particle's de Broglie wavelength, while being small compared to the size of the scatterers, is large enough to prevent the formation of geometric shadow over distances of the order of the particle's free flight path. The hard-disk or hard-sphere scattering system must be sufficiently dilute in order for this high-energy diffraction regime to be achievable. Apart from the overall exponential decay, the autocorrelation function exhibits a generally complicated sequence of relatively strong peaks corresponding to partial revivals of the wave packet. Both the exponential decay (or escape) rate and the revival peak structure are predominantly determined by the underlying classical dynamics. A relation between the escape rate, and the Lyapunov exponents and Kolmogorov-Sinai entropy of the counterpart classical system, previously known for hard-disk billiards, is strengthened by generalization to three spatial dimensions. The results of the quantum mechanical calculation of the time-dependent autocorrelation function agree with predictions of the semiclassical periodic orbit theory.
Boucher-Lalonde, Véronique; Currie, David J
2016-01-01
Species' geographic ranges could primarily be physiological tolerances drawn in space. Alternatively, geographic ranges could be only broadly constrained by physiological climatic tolerances: there could generally be much more proximate constraints on species' ranges (dispersal limitation, biotic interactions, etc.) such that species often occupy a small and unpredictable subset of tolerable climates. In the literature, species' climatic tolerances are typically estimated from the set of conditions observed within their geographic range. Using this method, studies have concluded that broader climatic niches permit larger ranges. Similarly, other studies have investigated the biological causes of incomplete range filling. But, when climatic constraints are measured directly from species' ranges, are correlations between species' range size and climate necessarily consistent with a causal link? We evaluated the extent to which variation in range size among 3277 bird and 1659 mammal species occurring in the Americas is statistically related to characteristics of species' realized climatic niches. We then compared how these relationships differed from the ones expected in the absence of a causal link. We used a null model that randomizes the predictor variables (climate), while retaining their broad spatial autocorrelation structure, thereby removing any causal relationship between range size and climate. We found that, although range size is strongly positively related to climatic niche breadth, range filling and, to a lesser extent, niche position in nature, the observed relationships are not always stronger than expected from spatial autocorrelation alone. Thus, we conclude that equally strong relationships between range size and climate would result from any processes causing ranges to be highly spatially autocorrelated.
Boucher-Lalonde, Véronique; Currie, David J.
2016-01-01
Species’ geographic ranges could primarily be physiological tolerances drawn in space. Alternatively, geographic ranges could be only broadly constrained by physiological climatic tolerances: there could generally be much more proximate constraints on species’ ranges (dispersal limitation, biotic interactions, etc.) such that species often occupy a small and unpredictable subset of tolerable climates. In the literature, species’ climatic tolerances are typically estimated from the set of conditions observed within their geographic range. Using this method, studies have concluded that broader climatic niches permit larger ranges. Similarly, other studies have investigated the biological causes of incomplete range filling. But, when climatic constraints are measured directly from species’ ranges, are correlations between species’ range size and climate necessarily consistent with a causal link? We evaluated the extent to which variation in range size among 3277 bird and 1659 mammal species occurring in the Americas is statistically related to characteristics of species’ realized climatic niches. We then compared how these relationships differed from the ones expected in the absence of a causal link. We used a null model that randomizes the predictor variables (climate), while retaining their broad spatial autocorrelation structure, thereby removing any causal relationship between range size and climate. We found that, although range size is strongly positively related to climatic niche breadth, range filling and, to a lesser extent, niche position in nature, the observed relationships are not always stronger than expected from spatial autocorrelation alone. Thus, we conclude that equally strong relationships between range size and climate would result from any processes causing ranges to be highly spatially autocorrelated. PMID:27855201
Directory of Open Access Journals (Sweden)
Tura Andrea
2012-02-01
Full Text Available Abstract Background Symmetry and regularity of gait are essential outcomes of gait retraining programs, especially in lower-limb amputees. This study aims presenting an algorithm to automatically compute symmetry and regularity indices, and assessing the minimum number of strides for appropriate evaluation of gait symmetry and regularity through autocorrelation of acceleration signals. Methods Ten transfemoral amputees (AMP and ten control subjects (CTRL were studied. Subjects wore an accelerometer and were asked to walk for 70 m at their natural speed (twice. Reference values of step and stride regularity indices (Ad1 and Ad2 were obtained by autocorrelation analysis of the vertical and antero-posterior acceleration signals, excluding initial and final strides. The Ad1 and Ad2 coefficients were then computed at different stages by analyzing increasing portions of the signals (considering both the signals cleaned by initial and final strides, and the whole signals. At each stage, the difference between Ad1 and Ad2 values and the corresponding reference values were compared with the minimum detectable difference, MDD, of the index. If that difference was less than MDD, it was assumed that the portion of signal used in the analysis was of sufficient length to allow reliable estimation of the autocorrelation coefficient. Results All Ad1 and Ad2 indices were lower in AMP than in CTRL (P Conclusions Without the need to identify and eliminate the phases of gait initiation and termination, twenty strides can provide a reasonable amount of information to reliably estimate gait regularity in transfemoral amputees.
International Nuclear Information System (INIS)
Yu, Xiangxiang; Wang, Yuhua; Wang, Yumei
2014-01-01
The nonlinear refraction of a nickel doped α-Al 2 O 3 single crystal was measured with a 800 nm pulse using the Kerr-lens autocorrelation technique. The sample was fabricated by ion implantation using a metal vapor vacuum arc ion source. The value of the nonlinear refractive index, n 2 , of the sample was determined to be 7.9 × 10 −16 cm 2 W −1 . The mechanisms of nonlinear refraction of the bulk material and the nanoparticles have been discussed through the UV–vis spectrum and supercontinuum spectra. (paper)
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...
International Nuclear Information System (INIS)
Por, G.
1999-08-01
A program package was developed to estimate the time dependent auto-correlation function (ACF) from the time signals of soft X-ray records taken along the various lines-of-sights in JET-SHOTS, and also to estimate the time dependent Decay Ratio (DR) from that. On the basis of ACF the time dependent auto-power spectral density (APSD) was also calculated. The steps and objectives of this work were: eliminating the white detection noise, trends and slow variation from the time signals, since ordinary methods can give good estimate of the time dependent ACF and DR only for 'nearly' stationary signals, developing an automatic algorithm for finding the maxima and minima of ACF, since they are the basis for DR estimation, evaluating and testing different DR estimators for JET-SHOT, with the aim of finding parts of the signals, where the oscillating character is strong, estimating time dependent ACF and APSD that can follow the relatively fast variation in the time signal. The methods that we have developed for data processing of transient signals are: White detection noise removal and preparation for trend removal - weak components, white detection noise and high frequency components are filtered from the signal using the so-called soft-threshold wavelet filter. Removal of trends and slow variation - Three-point differentiation of the pre-filtered signal is used to remove trends and slow variation. Here we made use of the DERIV function of IDL program language. This leads to a filtered signal that has zero mean value in each time step. Calculation of the time dependent ACF - The signal treated by the two previous steps is used as the input. Calculated ACF value is added in each new time step, but the previously accumulated ACF value is multiplied by a weighting factor. Thus the new sample has 100% contribution, while the contributions from the previous samples are forgotten quickly. DR calculation - DR is a measure of the decay of oscillating ACF. This parameter was shown
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%).
Chakraborty, Saikat; Das, Subir K.
2017-09-01
Via Monte Carlo simulations we study pattern and aging during coarsening in a nonconserved nearest-neighbor Ising model, following quenches from infinite to zero temperature, in space dimension d = 3. The decay of the order-parameter autocorrelation function appears to obey a power-law behavior, as a function of the ratio between the observation and waiting times, in the large ratio limit. However, the exponent of the power law, estimated accurately via a state-of-the-art method, violates a well-known lower bound. This surprising fact has been discussed in connection with a quantitative picture of the structural anomaly that the 3D Ising model exhibits during coarsening at zero temperature. These results are compared with those for quenches to a temperature above that of the roughening transition.
Directory of Open Access Journals (Sweden)
Xuesong FENG, Ph.D Candidate
2009-01-01
Full Text Available It is expected that improvement of transport networks could give rise to the change of spatial distributions of population-related factors and car ownership, which are expected to further influence travel demand. To properly reflect such an interdependence mechanism, an aggregate multinomial logit (A-MNL model was firstly applied to represent the spatial distributions of these exogenous variables of the travel demand model by reflecting the influence of transport networks. Next, the spatial autocorrelation analysis is introduced into the log-transformed A-MNL model (called SPA-MNL model. Thereafter, the SPA-MNL model is integrated into the four-step travel demand model with feedback (called 4-STEP model. As a result, an integrated travel demand model is newly developed and named as the SPA-STEP model. Using person trip data collected in Beijing, the performance of the SPA-STEP model is empirically compared with the 4-STEP model. It was proven that the SPA-STEP model is superior to the 4-STEP model in accuracy; most of the estimated parameters showed statistical differences in values. Moreover, though the results of the simulations to the same set of assumed scenarios by the 4-STEP model and the SPA-STEP model consistently suggested the same sustainable path for the future development of Beijing, it was found that the environmental sustainability and the traffic congestion for these scenarios were generally overestimated by the 4-STEP model compared with the corresponding analyses by the SPA-STEP model. Such differences were clearly generated by the introduction of the new modeling step with spatial autocorrelation.
International Nuclear Information System (INIS)
Behringer, K.
2001-08-01
A novel auto-correlation function (ACF) method has been investigated for determining the oscillation frequency and the decay ratio in BWR stability analyses. The report describes not only the method but also documents comprehensively the used and developed FORTRAN codes. The neutron signals are band-pass filtered to separate the oscillation peak in the power spectral density (PSD) from background. Two linear second-order oscillation models are considered. The ACF of each model, corrected for signal filtering and with the inclusion of a background term under the peak in the PSD, is then least-squares fitted to the ACF estimated on the previously filtered neutron signals, in order to determine the oscillation frequency and the decay ratio. The procedures of filtering and ACF estimation use fast Fourier transform techniques with signal segmentation. Gliding 'short-time' ACF estimates along a signal record allow the evaluation of uncertainties. Some numerical results are given which have been obtained from neutron signal data offered by the recent Forsmark I and Forsmark II NEA benchmark project. They are compared with those from other benchmark participants using different other analysis methods. (author)
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.
Energy Technology Data Exchange (ETDEWEB)
Behringer, K
2001-08-01
A novel auto-correlation function (ACF) method has been investigated for determining the oscillation frequency and the decay ratio in BWR stability analyses. The report describes not only the method but also documents comprehensively the used and developed FORTRAN codes. The neutron signals are band-pass filtered to separate the oscillation peak in the power spectral density (PSD) from background. Two linear second-order oscillation models are considered. The ACF of each model, corrected for signal filtering and with the inclusion of a background term under the peak in the PSD, is then least-squares fitted to the ACF estimated on the previously filtered neutron signals, in order to determine the oscillation frequency and the decay ratio. The procedures of filtering and ACF estimation use fast Fourier transform techniques with signal segmentation. Gliding 'short-time' ACF estimates along a signal record allow the evaluation of uncertainties. Some numerical results are given which have been obtained from neutron signal data offered by the recent Forsmark I and Forsmark II NEA benchmark project. They are compared with those from other benchmark participants using different other analysis methods. (author)
Energy Technology Data Exchange (ETDEWEB)
Caruso, Tancredi, E-mail: tancredicaruso@unisi.i [Department of Environmental Sciences ' G. Sarfatti' , University of Siena, via P.A. Mattioli no 4, 53100 Siena (Italy); Migliorini, Massimo [Department of Evolutionary Biology, University of Siena, via A. Moro no 2, 53100 Siena (Italy); Bucci, Charlie; Bargagli, Roberto [Department of Environmental Sciences ' G. Sarfatti' , University of Siena, via P.A. Mattioli no 4, 53100 Siena (Italy)
2009-11-15
Although exogenous factors such as pollutants can act on endogenous drivers (e.g. dispersion) of populations and create spatially autocorrelated distributions, most statistical techniques assume independence of error terms. As there are no studies on metal soil pollutants and microarthropods that explicitly analyse this key issue, we completed a field study of the correlation between Oribatida and metal concentrations in litter, organic matter and soil in an attempt to account for spatial patterns of both metals and mites. The 50-m wide study area had homogenous macroscopic features, steep Pb and Cu gradients and high levels of Zn and Cd. Spatial models failed to detect metal-oribatid relationships because the observed latitudinal and longitudinal gradients in oribatid assemblages were independent of the collinear gradients in the concentration of metals. It is therefore hypothesised that other spatially variable factors (e.g. fungi, reduced macrofauna) affect oribatid assemblages, which may be influenced by metals only indirectly. - Small-scale spatial analysis suggests that metal pollution in soil may not directly affect the distribution of oribatid mites.
International Nuclear Information System (INIS)
Caruso, Tancredi; Migliorini, Massimo; Bucci, Charlie; Bargagli, Roberto
2009-01-01
Although exogenous factors such as pollutants can act on endogenous drivers (e.g. dispersion) of populations and create spatially autocorrelated distributions, most statistical techniques assume independence of error terms. As there are no studies on metal soil pollutants and microarthropods that explicitly analyse this key issue, we completed a field study of the correlation between Oribatida and metal concentrations in litter, organic matter and soil in an attempt to account for spatial patterns of both metals and mites. The 50-m wide study area had homogenous macroscopic features, steep Pb and Cu gradients and high levels of Zn and Cd. Spatial models failed to detect metal-oribatid relationships because the observed latitudinal and longitudinal gradients in oribatid assemblages were independent of the collinear gradients in the concentration of metals. It is therefore hypothesised that other spatially variable factors (e.g. fungi, reduced macrofauna) affect oribatid assemblages, which may be influenced by metals only indirectly. - Small-scale spatial analysis suggests that metal pollution in soil may not directly affect the distribution of oribatid mites.
Isakozawa, Shigeto; Fuse, Taishi; Amano, Junpei; Baba, Norio
2018-04-01
As alternatives to the diffractogram-based method in high-resolution transmission electron microscopy, a spot auto-focusing (AF) method and a spot auto-stigmation (AS) method are presented with a unique high-definition auto-correlation function (HD-ACF). The HD-ACF clearly resolves the ACF central peak region in small amorphous-thin-film images, reflecting the phase contrast transfer function. At a 300-k magnification for a 120-kV transmission electron microscope, the smallest areas used are 64 × 64 pixels (~3 nm2) for the AF and 256 × 256 pixels for the AS. A useful advantage of these methods is that the AF function has an allowable accuracy even for a low s/n (~1.0) image. A reference database on the defocus dependency of the HD-ACF by the pre-acquisition of through-focus amorphous-thin-film images must be prepared to use these methods. This can be very beneficial because the specimens are not limited to approximations of weak phase objects but can be extended to objects outside such approximations.
Singh, Jaskaran; Darpe, A. K.; Singh, S. P.
2018-02-01
Local damage in rolling element bearings usually generates periodic impulses in vibration signals. The severity, repetition frequency and the fault excited resonance zone by these impulses are the key indicators for diagnosing bearing faults. In this paper, a methodology based on over complete rational dilation wavelet transform (ORDWT) is proposed, as it enjoys a good shift invariance. ORDWT offers flexibility in partitioning the frequency spectrum to generate a number of subbands (filters) with diverse bandwidths. The selection of the optimal filter that perfectly overlaps with the bearing fault excited resonance zone is based on the maximization of a proposed impulse detection measure "Temporal energy operated auto correlated kurtosis". The proposed indicator is robust and consistent in evaluating the impulsiveness of fault signals in presence of interfering vibration such as heavy background noise or sporadic shocks unrelated to the fault or normal operation. The structure of the proposed indicator enables it to be sensitive to fault severity. For enhanced fault classification, an autocorrelation of the energy time series of the signal filtered through the optimal subband is proposed. The application of the proposed methodology is validated on simulated and experimental data. The study shows that the performance of the proposed technique is more robust and consistent in comparison to the original fast kurtogram and wavelet kurtogram.
Directory of Open Access Journals (Sweden)
E. D. Beaton
2017-09-01
Full Text Available Proposed radioactive waste repositories require long residence times within deep geological settings for which we have little knowledge of local or regional subsurface dynamics that could affect the transport of hazardous species over the period of radioactive decay. Given the role of microbial processes on element speciation and transport, knowledge and understanding of local microbial ecology within geological formations being considered as host formations can aid predictions for long term safety. In this relatively unexplored environment, sampling opportunities are few and opportunistic. We combined the data collected for geochemistry and microbial abundances from multiple sampling opportunities from within a proposed host formation and performed multivariate mixing and mass balance (M3 modeling, spatial analysis and generalized linear modeling to address whether recharge can explain how subsurface communities assemble within fracture water obtained from multiple saturated fractures accessed by boreholes drilled into the crystalline formation underlying the Chalk River Laboratories site (Deep River, ON, Canada. We found that three possible source waters, each of meteoric origin, explained 97% of the samples, these are: modern recharge, recharge from the period of the Laurentide ice sheet retreat (ca. ∼12000 years before present and a putative saline source assigned as Champlain Sea (also ca. 12000 years before present. The distributed microbial abundances and geochemistry provide a conceptual model of two distinct regions within the subsurface associated with bicarbonate – used as a proxy for modern recharge – and manganese; these regions occur at depths relevant to a proposed repository within the formation. At the scale of sampling, the associated spatial autocorrelation means that abundances linked with geochemistry were not unambiguously discerned, although fine scale Moran’s eigenvector map (MEM coefficients were correlated with
Levitsky, David A; Raea Limb, Ji Eun; Wilkinson, Lua; Sewall, Anna; Zhong, Yingyi; Olabi, Ammar; Hunter, Jean
2017-09-01
According to most theories, the amount of food consumed on one day should be negatively related to intake on subsequent days. Several studies have observed such a negative correlation between the amount consumed on one day and the amount consumed two to four days later. The present study attempted to replicate this observation by re-examining data from a previous study where all food ingested over a 30-day observation period was measured. Nine male and seven female participants received a vegan diet prepared, dispensed, and measured in a metabolic unit. Autocorrelations were performed on total food intake consume on one day and that consumed one to five days later. A significant positive correlation was detected between the weight of food eaten on one day and on the amount consumed on the following day (r = 0.29, 95% CI [0.37, 0.20]). No correlation was found between weights of food consumed on one day and up to twelve days later (r = 0.09, 95% CI [0.24, -0.06]), (r = 0.11, 95% CI [0.26, -0.0.26]) (r = 0.02, 95% CI [0.15, -0.7]) (r = -0.08, 95% CI [0.11, -0.09]). The same positive correlation with the previous day's intake was observed at the succeeding breakfast but not at either lunch or dinner. However, the participants underestimated their daily energy need resulting in a small, but statistically significant weight loss. Daily food intake increased slightly (13 g/day), but significantly, across the 30-day period. An analysis of the previous studies revealed that the negative correlations observed by others was caused by a statistical artifact resulting from normalizing data before testing for the correlations. These results, when combined with the published literature, indicate that there is little evidence that humans precisely compensate for the previous day's intake by altering the amount consumed on subsequent days. Moreover, the small but persistent increase in food intake suggests that physiological mechanisms that affect food intake
Frydel, Derek; Rice, Stuart A
2007-12-01
We report a hydrodynamic analysis of the long-time behavior of the linear and angular velocity autocorrelation functions of an isolated colloid particle constrained to have quasi-two-dimensional motion, and compare the predicted behavior with the results of lattice-Boltzmann simulations. Our analysis uses the singularity method to characterize unsteady linear motion of an incompressible fluid. For bounded fluids we construct an image system with a discrete set of fundamental solutions of the Stokes equation from which we extract the long-time decay of the velocity. For the case that there are free slip boundary conditions at walls separated by H particle diameters, the time evolution of the parallel linear velocity and the perpendicular rotational velocity following impulsive excitation both correspond to the time evolution of a two-dimensional (2D) fluid with effective density rho_(2D)=rhoH. For the case that there are no slip boundary conditions at the walls, the same types of motion correspond to 2D fluid motions with a coefficient of friction xi=pi(2)nu/H(2) modulo a prefactor of order 1, with nu the kinematic viscosity. The linear particle motion perpendicular to the walls also experiences an effective frictional force, but the time dependence is proportional to t(-2) , which cannot be related to either pure 3D or pure 2D fluid motion. Our incompressible fluid model predicts correct self-diffusion constants but it does not capture all of the effects of the fluid confinement on the particle motion. In particular, the linear motion of a particle perpendicular to the walls is influenced by coupling between the density flux and the velocity field, which leads to damped velocity oscillations whose frequency is proportional to c_(s)/H , with c_(s) the velocity of sound. For particle motion parallel to no slip walls there is a slowing down of a density flux that spreads diffusively, which generates a long-time decay proportional to t(-1) .
Huesca, Margarita; Merino-de-Miguel, Silvia; Eklundh, Lars; Litago, Javier; Cicuéndez, Victor; Rodríguez-Rastrero, Manuel; Ustin, Susan L.; Palacios-Orueta, Alicia
2015-12-01
Remote sensing (RS) time series are an excellent operative source for information about the land surface across several scales and different levels of landscape heterogeneity. Ustin and Gamon (2010) proposed the new concept of "optical types" (OT), meaning "optically distinguishable functional types", as a way to better understand remote sensing signals related to the actual functional behavior of species that share common physiognomic forms but differ in functionality. Whereas the OT approach seems to be promising and consistent with ecological theory as a way to monitor vegetation derived from RS, it received little implementation. This work presents a method for implementing the OT concept for efficient monitoring of ecosystems based on RS time series. We propose relying on an ecosystem's repetitive pattern in the temporal domain (self-similarity) to assess its dynamics. Based on this approach, our main hypothesis is that distinct dynamics are intrinsic to a specific OT. Self-similarity level in the temporal domain within a broadleaf forest class was quantitatively assessed using the auto-correlation function (ACF), from statistical time series analysis. A vector comparison classification method, spectral angle mapper, and principal component analysis were used to identify general patterns related to forest dynamics. Phenological metrics derived from MODIS NDVI time series using the TIMESAT software, together with information from the National Forest Map were used to explain the different dynamics found. Results showed significant and highly stable self-similarity patterns in OTs that corresponded to forests under non-moisture-limited environments with an adaptation strategy based on a strong phenological synchrony with climate seasonality. These forests are characterized by dense closed canopy deciduous forests associated with high productivity and low biodiversity in terms of dominant species. Forests in transitional areas were associated with patterns of less
Lee, Yung Ting; Lin, Jyh Shing
2013-12-05
The reaction dynamics of ethylene adsorption onto the Si(001) surface have been studied by combining density functional theory-based molecular dynamics simulations with molecular adsorption sampling scheme for investigating all kinds of reaction pathways and corresponding populations. Based on the calculated results, three possible reaction pathways--the indirect adsorption, the direct adsorption, and the repelling reaction--have been found. First, the indirect adsorption, in which the ethylene (C2H(4(ads))) forms the π-bonded C2H(4(ads)) with the buckled-down Si atom to adsorb on the Si(001) surface and then turns into the di-σ-bonded C2H(4(ads)), is the major reaction pathway. The short-time Fourier transform analysis of structural coordinate autocorrelation function is performed to further investigate the evolution of different vibrational modes along this indirect reaction pathway. This analysis illustrates that the Infrared (IR) inactive peak of the C=C stretching mode of the π-bonded C2 H4(ads) shifts to the IR inactive peak of the C-C stretching mode of di-σ-bonded C2H(4(ads)), which is in a good agreement with the IR inactive peak of the C=C stretching mode vanished in the vibrational spectrum at 150 K (Nagao et al., J. Am. Chem. Soc. 2004, 126, 9922). Second, the direct adsorption, in which the di-σ-bonded C2H(4(ads)) is formed directly with the Si intradimer or the Si interdimer on the Si(001) surface, is the less significant reaction pathway. This reaction pathway leads to the C-C stretching mode and the C-H stretching mode of the di-σ-bonded C2H(4(ads)) appeared in the vibrational spectra at 48 and 150 K, respectively (Nagao et al., J. Am. Chem. Soc. 2004, 126, 9922). Finally, the repelling reaction, in which the C2H(4(g)) first interacts with the Si dimer and then is repelled by Si atoms, is the least important reaction pathway. Consequently, neither the π-bonded C2H(4(ads)) nor the di-σ-bonded C2H(4(ads)) is formed on the Si(001) surface
Directory of Open Access Journals (Sweden)
José Branco de Miranda Filho
2007-09-01
resistance to fall armyworm using a scale varying from 0 (no damage to 5 (destroyed whorl. The experimental design was randomized complete blocks with two replications. Two models were considered: using the classical analysis with independent errors, and a model with spatially correlated errors. In the spatial model, the residual covariance matrix (R followed a model built according to the spatial autocorrelation detected in the experiment. The test of Durbin-Watson was used to detect the presence of the spatial autocorrelation between plots, which showed to be highly significant. The distance range of the spatial autocorrelation was about 1.5 m. The use of the spatial model allowed a better local control, resulting a reduction in the estimates of residual variances and an increase of heritability coefficient estimates and expected progress with the selection. The ranking of progenies was changed when using different models of analysis. The use of mixed model was more appropriate than classical analysis in such circumstances.
KEY-WORDS: Exotic germplasm; spatial autocorrelation; mixed model; BLUP.
Hashimoto, M; He, R-H; Testaud, J P; Meevasana, W; Moore, R G; Lu, D H; Yoshida, Y; Eisaki, H; Devereaux, T P; Hussain, Z; Shen, Z-X
2011-04-22
Knowledge of the gap function is important to understand the pairing mechanism for high-temperature (T(c)) superconductivity. However, Fourier transform scanning tunneling spectroscopy (FT STS) and angle-resolved photoemission spectroscopy (ARPES) in the cuprates have reported contradictory gap functions, with FT-STS results deviating strongly from a canonical d(x2-y2) form. By applying an "octet model" analysis to autocorrelation ARPES, we reveal that a contradiction occurs because the octet model does not consider the effects of matrix elements and the pseudogap. This reaffirms the canonical d(x2-y2) superconducting gap around the node, which can be directly determined from ARPES. Further, our study suggests that the FT-STS reported fluctuating superconductivity around the node at far above T(c) is not necessary to explain the existence of the quasiparticle interference at low energy.
Energy Technology Data Exchange (ETDEWEB)
Yamamoto, H.; Saito, T. [Iwate University, Iwate (Japan). Faculty of Engineering; Obuchi, T. [Kawasaki Geological Engineering Co. Ltd., Tokyo (Japan)
1998-02-01
Spatial autocorrelation method (SAC) is an effective analysis for estimating underground S-wave velocity structure from microtremor phase velocity dispersion relation because it has larger detectable range of microtremor wavelength than frequency-wavenumber analysis. However, phase velocities estimated by conventional SAC methods such as band-pass filtered method or Fast Fourier Transform method were not precise if suitable band width was not selected for analysis. We proposed a new technique for SAC using autoregressive model which estimated spectra with high resolution because the best fitting model can be selected using AIC. We apply the new method to calculate phase velocities of microtremors which were observed at a ground of Morioka Technical High School with arrays. As a result, phase velocities calculated by the new method were continuous with frequency although those calculated by the conventional methods were scattered. This indicates that SAC functions calculated by the new method are estimated better than those by conventional SAC methods. 13 refs., 7 figs.
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.
Directory of Open Access Journals (Sweden)
José Carlos Pereira
2006-12-01
Full Text Available OBJECTIVE: To evaluate the maximum residual signal auto-correlation also known as pitch amplitude (PA values in patients with Parkinson’s disease (PD patients. METHOD: The signals of 21 Parkinson’s patients were compared with 15 healthy individuals, divided according age and gender. RESULTS: Statistical difference was seen between groups for PA, 0.39 for controls and 0.25 for PD. Normal value threshold was set as 0.3; (pOBJETIVO: Avaliar autocorrelação do sinal residual também denominado como amplitude do pitch (PA em pacientes com doença de Parkinson (PD. MÉTODO: Os valores de PA, estratificados de acordo com idade e sexo, em 21 pacientes com doença de Parkinson foram analisados e comparados aos dados obtidos em 15 indivíduos sadios. RESULTADOS: Foi determinada diferença estatística para a PA entre os dois grupos (p0,3. Nos pacientes com PD 80,77% dos pacientes tinham a PA <0,3, enquanto que entre os controles somente 12,28% apresentavam valores abaixo de 0,3. O diagrama de dispersão para idade e sexo para os doentes com PD mostraram um p=0,001 e r=0,54. Não houve diferença em relação a sexo e idade entre os grupos. CONCLUSÃO: A significativa diferença da PA entre pacientes com PD e controles demonstra a especificidade da análise. Os resultados apontam para a necessidade de estudos controlados, prospectivos, para implementar o uso e indicações da determinação da amplitude do pitch na avaliação da fala em pacientes com doença de Parkinson.
Decomposition of spectra using maximum autocorrelation factors
DEFF Research Database (Denmark)
Larsen, Rasmus
2001-01-01
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...... into classification or regression type analyses. A featured method for low dimensional representation of multivariate datasets is Hotellings principal components transform. We will extend the use of principal components analysis incorporating new information into the algorithm. This new information consists...
Autocorrelations in hybrid Monte Carlo simulations
International Nuclear Information System (INIS)
Schaefer, Stefan; Virotta, Francesco
2010-11-01
Simulations of QCD suffer from severe critical slowing down towards the continuum limit. This problem is known to be prominent in the topological charge, however, all observables are affected to various degree by these slow modes in the Monte Carlo evolution. We investigate the slowing down in high statistics simulations and propose a new error analysis method, which gives a realistic estimate of the contribution of the slow modes to the errors. (orig.)
Multivariate Process Control with Autocorrelated Data
DEFF Research Database (Denmark)
Kulahci, Murat
2011-01-01
As sensor and computer technology continues to improve, it becomes a normal occurrence that we confront with high dimensional data sets. As in many areas of industrial statistics, this brings forth various challenges in statistical process control and monitoring. This new high dimensional data...... often exhibit not only cross-‐correlation among the quality characteristics of interest but also serial dependence as a consequence of high sampling frequency and system dynamics. In practice, the most common method of monitoring multivariate data is through what is called the Hotelling’s T2 statistic...
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
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.
Gopinath, Kaundinya; Krishnamurthy, Venkatagiri; Lacey, Simon; Sathian, K
2018-02-01
In a recent study Eklund et al. have shown that cluster-wise family-wise error (FWE) rate-corrected inferences made in parametric statistical method-based functional magnetic resonance imaging (fMRI) studies over the past couple of decades may have been invalid, particularly for cluster defining thresholds less stringent than p method based on the assumption that heterogeneity and non-Gaussianity of the sACF of the first-level GLM analysis residuals, as well as temporal autocorrelations in the first-level voxel residual time-series, are caused by unmodeled MRI signal from neuronal and physiological processes as well as motion and other artifacts, which can be approximated by appropriate decompositions of the first-level residuals with principal component analysis (PCA), and removed. We show that application of this method yields GLM residuals with significantly reduced spatial correlation, nearly Gaussian sACF and uniform spatial smoothness across the brain, thereby allowing valid cluster-based FWE-corrected inferences based on assumption of Gaussian spatial noise. We further show that application of this method renders the voxel time-series of first-level GLM residuals independent, and identically distributed across time (which is a necessary condition for appropriate voxel-level GLM inference), without having to fit ad hoc stochastic colored noise models. Furthermore, the detection power of individual subject brain activation analysis is enhanced. This method will be especially useful for case studies, which rely on first-level GLM analysis inferences.
Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations
DEFF Research Database (Denmark)
Pedersen, Thomas Quistgaard; Montes Schütte, Erik Christian
We analyze an empirically important issue with the recursive right-tailed unit root tests for bubbles in asset prices. First, we show that serially correlated innovations, which is a feature that is present in most financial series used to test for bubbles, can lead to severe size distortions whe...
Multiscale behaviour of volatility autocorrelations in a financial market
Pasquini, Michele; Serva, Maurizio
1998-01-01
We perform a scaling analysis on NYSE daily returns. We show that volatility correlations are power-laws on a time range from one day to one year and, more important, that they exhibit a multiscale behaviour.
Thirty-two phase sequences design with good autocorrelation ...
Indian Academy of Sciences (India)
The Hamming scan algorithm is a traditional greedy optimization algorithm, which searches in the neighbourhood of the point in all directions to minimize the cost function and has fast convergence rate. The basic difference between genetic algorithm and Hamming scan algorithm is that genetic algorithm uses random but ...
Kernel maximum autocorrelation factor and minimum noise fraction transformations
DEFF Research Database (Denmark)
Nielsen, Allan Aasbjerg
2010-01-01
in hyperspectral HyMap scanner data covering a small agricultural area, and 3) maize kernel inspection. In the cases shown, the kernel MAF/MNF transformation performs better than its linear counterpart as well as linear and kernel PCA. The leading kernel MAF/MNF variates seem to possess the ability to adapt...
Structures and autocorrelation functions of liquid Al and Mg ...
Indian Academy of Sciences (India)
liquids should be approximately half the reduced density value. This approximation is accurate to ... analysing the positions and velocities it is possible to obtain information on the properties of a system studied. ... We have used the standard velocity Verlet algorithm [17] in the MD technique. Interaction is only allowed up to ...
Autocorrelation and Regularization of Query-Based Information Retrieval Scores
2008-02-01
like dogs, are digitigrades: they walk directly on their toes, the bones of their feet making up the lower part of the visible leg. (b) Molecular...techniques in information retrieval. Artif . Intell. Rev., 11(6):453–482, 1997. W. B. Croft. A model of cluster searching based on classification
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 inte...
AutoCorrel: a neural network event correlation approach
Dondo, Maxwell G.; Japkowicz, Nathalie; Smith, Reuben
2006-04-01
Intrusion detection analysts are often swamped by multitudes of alerts originating from installed intrusion detection systems (IDS) as well as logs from routers and firewalls on the networks. Properly managing these alerts and correlating them to previously seen threats is critical in the ability to effectively protect a network from attacks. Manually correlating events can be a slow tedious task prone to human error. We present a two-stage alert correlation approach involving an artificial neural network (ANN) autoassociator and a single parameter decision threshold-setting unit. By clustering closely matched alerts together, this approach would be beneficial to the analyst. In this approach, alert attributes are extracted from each alert content and used to train an autoassociator. Based on the reconstruction error determined by the autoassociator, closely matched alerts are grouped together. Whenever a new alert is received, it is automatically categorised into one of the alert clusters which identify the type of attack and its severity level as previously known by the analyst. If the attack is entirely new and there is no match to the existing clusters, this would be appropriately reflected to the analyst. There are several advantages to using an ANN based approach. First, ANNs acquire knowledge straight from the data without the need for a human expert to build sets of domain rules and facts. Second, once trained, ANNs can be very fast, accurate and have high precision for near real-time applications. Finally, while learning, ANNs perform a type of dimensionality reduction allowing a user to input large amounts of information without fearing an effciency bottleneck. Thus, rather than storing the data in TCP Quad format (which stores only seven event attributes) and performing a multi-stage query on reduced information, the user can input all the relevant information available and instead allow the neural network to organise and reduce this knowledge in an adaptive and goal-oriented fashion.
Application of autocorrelation analysis for interpreting acoustic emission in rock
Czech Academy of Sciences Publication Activity Database
Vilhelm, Jan; Rudajev, Vladimír; Lokajíček, Tomáš; Živor, Roman
2008-01-01
Roč. 45, č. 7 (2008), s. 1068-1081 ISSN 1365-1609 R&D Projects: GA ČR GA205/06/0906 Institutional research plan: CEZ:AV0Z30130516 Keywords : compression * deformation * fractures * laboratory measurement * microseismicity * rock fracture * seismic-event rates * statistical methods Subject RIV: DB - Geology ; Mineralogy Impact factor: 1.031, year: 2008
The sample autocorrelation function of non-linear time series
Basrak, Bojan
2000-01-01
When studying a real-life time series, it is frequently reasonable to assume, possibly after a suitable transformation, that the data come from a stationary time series (Xt). This means that the finite-dimensional distributions of this sequence are invariant under shifts of time. Various stationary
Contributions of influence function using the inverse autocorrelation ...
African Journals Online (AJOL)
Outliers in time series, depending on their nature may have a moderate to significant impact on the effectiveness of the standard methodology for time series analysis with respect to model identification, estimation and forecasting. The suggested procedure used for identifying the outliers graphically in time series data was ...
A novel framework for parameter selection of the Autocorrelation ...
African Journals Online (AJOL)
Human settlement expansion is one of the most prominent types of land cover change in South Africa. These changes typically occur in areas that are covered by natural vegetation. Methods that can rapidly indicate areas having a high probability of change are very valuable to analysts as this can be used to direct their ...
Auto-correlation analysis of ocean surface wind vectors
Indian Academy of Sciences (India)
M. Senthilkumar (Newgen Imaging) 1461 1996 Oct 15 13:05:22
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%. 1. Introduction. The need for studying temporal variability of oceanic winds has been pointed out by many authors (for example, Ezraty R S 1989).
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
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...
Blood vector velocity estimation using an autocorrelation approach: In vivo Investigation
DEFF Research Database (Denmark)
Udesen, Jesper; Bachmann, Michael; Rue, Kristina
2005-01-01
In conventional techniques for blood velocity estimation, only the axial component of the velocity vector is found. We have previously shown that it is possible to estimate the 2-D blood velocity vector both in simulations and in flow phantom experiments using a fast and inexpensive method (the...... deg phase shift in the lateral direction. The TO method works at angles where conventional methods fails to estimate any blood movement, i.e. when the angle between the ultrasound beam and the velocity vector is approximately 90 deg. In this paper the first in-vivo color flow map (CFM) images......) The common carotid artery, 2) the common carotid artery and the jugular vein, 3) the bifurcation of the common carotid artery. In all three cases the angle between the ultrasound beams and the blood velocity vector is larger than 60 deg. i.e. the conventional Doppler velocity estimator degrades significantly...
Detecting land cover change using a sliding window temporal autocorrelation approach
CSIR Research Space (South Africa)
Kleynhans, W
2012-07-01
Full Text Available in 2000 and 2008 respectively. Fig. 1. QuickBird image acquired in 2002 (left image) and 2007 (right image) respectively. The polygon on the left in both images is the outline of a 500 m MODIS pixel in an area that changed from natural vegetation...% overall accuracy will require a window length of 80 Ove ral l A cc ur ac y Detection Delay [days] Fig. 4. Overall accuracy as a function of the detection delay using a range of window sizes and threshold values, the color of the dots indicate...
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.
Auto-correlation analysis of wave heights in the Bay of Bengal
Indian Academy of Sciences (India)
The nature of variation of auto- correlation with time lags was also found to be similar for winds and wave heights. 1. Introduction. Temporal variability of environmental parameters reveals the scales of the processes. Its knowl- edge provides insight into prediction potentials of these parameters. The knowledge of time scales.
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.
Animal movement data: GPS telemetry, autocorrelation and the need for path-level analysis [chapter 7
Samuel A. Cushman
2010-01-01
In the previous chapter we presented the idea of a multi-layer, multi-scale, spatially referenced data-cube as the foundation for monitoring and for implementing flexible modeling of ecological pattern-process relationships in particulate, in context and to integrate these across large spatial extents at the grain of the strongest linkage between response and driving...
Directory of Open Access Journals (Sweden)
André Geraldo de Lima Moraes
2018-01-01
Full Text Available ABSTRACT: The pattern of variation in soil and landform properties in relation to environmental covariates are closely related to soil type distribution. The aim of this study was to apply digital soil mapping techniques to analysis of the pattern of soil property variation in relation to environmental covariates under periglacial conditions at Keller Peninsula, Maritime Antarctica. We considered the hypothesis that covariates normally used for environmental correlation elsewhere can be adequately employed in periglacial areas in Maritime Antarctica. For that purpose, 138 soil samples from 47 soil sites were collected for analysis of soil chemical and physical properties. We tested the correlation between soil properties (clay, potassium, sand, organic carbon, and pH and environmental covariates. The environmental covariates selected were correlated with soil properties according to the terrain attributes of the digital elevation model (DEM. The models evaluated were linear regression, ordinary kriging, and regression kriging. The best performance was obtained using normalized height as a covariate, with an R2 of 0.59 for sand. In contrast, the lowest R2 of 0.15 was obtained for organic carbon, also using the regression kriging method. Overall, results indicate that, despite the predominant periglacial conditions, the environmental covariates normally used for digital terrain mapping of soil properties worldwide can be successfully employed for understanding the main variations in soil properties and soil-forming factors in this region.
A second-order autocorrelator for single-shot measurement of ...
Indian Academy of Sciences (India)
R. Narasimhan (Krishtel eMaging) 1461 1996 Oct 15 13:05:22
mental and second-harmonic frequency respectively, and 2α is the crossover angle of the beams inside the ... dispersion (GVD) effects in the crystal and spatial resolution of the imaging system. In the case ... Figure 3a shows the image of SH radiation from the KDP crystal corresponding to the single- shot operation of the ...
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...
The sample autocorrelations of heavy-tailed processes with applications to arch
Davis, RA; Mikosch, T
1998-01-01
We study the sample ACVF and ACF of a general stationary sequence under a weak mixing condition and in the case that the marginal distributions are regularly varying. This includes linear and bilinear processes with regularly varying noise and ARCH processes, their squares and absolute values. We
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 spatio-temporal autocorrelation change detection approach using hyper-temporal satellite data
CSIR Research Space (South Africa)
Kleynhans, W
2013-07-01
Full Text Available There has been recent developments in the use of hypertemporal satellite time series data for land cover change detection and classification in South Africa and in particular, the monitoring of human settlement expansion is of relevance...
Directory of Open Access Journals (Sweden)
Tainá T. Guimarães
2017-03-01
Full Text Available Additional measures of in situ water quality monitoring in natural environments can be obtained through remote sensing because certain elements in water modify its spectral behavior. One of the indicators of water quality is the presence of algae, and the aim of this study was to propose an alternative method for the quantification of chlorophyll in water by correlating spectral data, infrared images, and limnology data. The object of study was an artificial lake located at Unisinos University, São Leopoldo/RS, Brazil. The area has been mapped with a modified NGB (near infrared (N, green (G and blue (B camera coupled to an unmanned aerial vehicle (UAV. From the orthorectified and georeferenced images, a modified normalized difference vegetation index (NDVImod image has been generated. Additionally, 20 sampling points have been established on the lake. At these points, in situ spectral analysis with a spectroradiometer has been performed, and water samples have been collected for laboratory determination of chlorophyll concentrations. The correlation resulted in two models. The first model, based on the multivariate analysis of spectral data, and the second model, based on polynomial equations from NDVI, had coefficients of determination (R2 of 0.86 and 0.51, respectively. This study confirmed the applicability of remote sensing for water resource management using UAVs, which can be characterized as a quick and easy methodology.
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.
We investigated the metapopulation structure of the California tiger salamander (Ambystoma californiense) using a combination of indirect and direct methods to evaluate two key requirements of modern metapopulation models: 1) that patches support somewhat independent populations ...
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.
Sanden, van der J.J.; Hoekman, D.H.
2005-01-01
In the present paper we review relationships between commonly used statistical approaches to analysis of image texture. The approaches considered characterize image texture by means of the statistics of grey- tone co- occurrence contrast, grey- tone co- occurrence correlation, semivariance, and
Directory of Open Access Journals (Sweden)
Liberato De Caro
2016-11-01
Full Text Available We present a novel method to determine the projected atomic potential of a specimen directly from transmission electron microscopy coherent electron nano-diffraction patterns, overcoming common limitations encountered so far due to the dynamical nature of electron-matter interaction. The projected potential is obtained by deconvolution of the inverse Fourier transform of experimental diffraction patterns rescaled in intensity by using theoretical values of the kinematical atomic scattering factors. This novelty enables the compensation of dynamical effects typical of transmission electron microscopy (TEM experiments on standard specimens with thicknesses up to a few tens of nm. The projected atomic potentials so obtained are averaged on sample regions illuminated by nano-sized electron probes and are in good quantitative agreement with theoretical expectations. Contrary to lens-based microscopy, here the spatial resolution in the retrieved projected atomic potential profiles is related to the finer lattice spacing measured in the electron diffraction pattern. The method has been successfully applied to experimental nano-diffraction data of crystalline centrosymmetric and non-centrosymmetric specimens achieving a resolution of 65 pm.
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...
Monat, Christelle; Grillet, Christian; 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
We acknowledge the financial support of the European Commission through the Marie Curie program (FP7, ALLOPTICS), as well as the Faculty of Science at the University of Sydney and the Australian Research Council (ARC) through the Centre of Excellence (CUDOS), Discovery project (DP110100003) and DECRA programs (DE120100226, DE120101329, DE130101148). J.L. was supported by the grant of NKBRSF (G2010CB923200), NNSFC (11204386) and GNSF (S2012040007812). The ability to use coherent light for m...
CSIR Research Space (South Africa)
Kleynhans, Waldo
2012-01-01
Full Text Available -change and change datasets. The sensitivity of the method to band 4 (green band) could be expected as the conse- quent removal of vegetation would typically reduce reflectance in the green band resulting in a non-stationary effect on the band 4 time..., and Karen C. Steenkamp Abstract—Human settlement expansion is one of the most perva- sive forms of land cover change in the Gauteng province of South Africa. A method for detecting new settlement developments in areas that are typically covered by natural...
Directory of Open Access Journals (Sweden)
Francisco A Bosco
2012-12-01
Full Text Available Since the foundations of Population Genetics the notion of genetic equilibrium (in close analogy to Classical Mechanics has been associated with the Hardy-Weinberg (HW Principle and the identification of equilibrium is currently assumed by stating that the HW axioms are valid if appropriate values of Chi-Square (p<0.05 are observed in experiments. Here we show by numerical experiments with the genetic system of one locus/two alleles that considering large ensembles of populations the Chi-Square test is not decisive and may lead to false negatives in random mating populations and false positives in nonrandom mating populations. This result confirms the logical statement that statistical tests cannot be used to deduce if the genetic population is under the HW conditions. Furthermore, we show that under the HW conditions populations of any size evolve in time according to what can be identified as neutral dynamics to which the very notion of equilibrium is unattainable for any practical purpose. Therefore, under the HW conditions the identification of equilibrium properties needs a different approach and the use of more appropriate concepts. We also show that by relaxing the condition of random mating the dynamics acquires all the characteristics of asymptotic stable equilibrium. As a consequence our results show that the question of equilibrium in genetic systems should be approached in close analogy to non-equilibrium statistical physics and its observability should be focused on dynamical quantities like the typical decay properties of the allelic auto correlation function in time. In this perspective one should abandon the classical notion of genetic equilibrium and its relation to the HW proportions and open investigations in the direction of searching for unifying general principles of population genetic transformations capable to take in consideration these systems in their full complexity.
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.
Directory of Open Access Journals (Sweden)
Fernando Antonio Elias Claro
2007-12-01
Full Text Available Este artigo trata dos gráficos de controle de EWMA e de X-barra utilizados no monitoramento de processos cujas observações podem ser descritas por um modelo auto-regressivo de primeira ordem. Os gráficos são planejados levando em conta a correlação em série e utilizando-se o conceito de subgrupos racionais como estratégia de amostragem. As propriedades das cartas de controle são obtidas e comparadas. Os resultados numéricos mostram que a correlação positiva dentro dos subgrupos afeta o desempenho dos gráficos. O gráfico de EWMA é substancialmente mais ágil do que o gráfico de X-barra na detecção de perturbações no processo, especialmente quando tais perturbações geram pequenos desajustes na média.In this paper the EWMA and the X-bar control charts are considered for monitoring processes in which the observations can be represented as a first order autoregressive model. The charts are designed taking the serial correlation into account and the sampling strategy is set based on the rational subgroup concept. The control charts properties are studied and compared. Numerical results show that the positive correlation within-subgroup has a significant impact on the charts performance. The EWMA chart is substantially more efficient than the X-bar chart in detecting process disturbances, especially when the mean shifts are of small magnitude.
Orthogonal transformations for change detection, Matlab code
Nielsen, Allan Aasbjerg
2005-01-01
Matlab code to do multivariate alteration detection (MAD) analysis, maximum autocorrelation factor (MAF) analysis, canonical correlation analysis (CCA) and principal component analysis (PCA) on image data.
Sivo, Stephen; Fan, Xitao
2008-01-01
Autocorrelated residuals in longitudinal data are widely reported as common to longitudinal data. Yet few, if any, researchers modeling growth processes evaluate a priori whether their data have this feature. Sivo, Fan, and Witta (2005) found that not modeling autocorrelated residuals present in longitudinal data severely biases latent curve…
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
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....
Computation of surface roughness using optical correlation
Indian Academy of Sciences (India)
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 ...
Samuel A. Cushman; Michael Chase; Curtice Griffin
2005-01-01
Autocorrelation in animal movements can be both a serious nuisance to analysis and a source of valuable information about the scale and patterns of animal behavior, depending on the question and the techniques employed. In this paper we present an approach to analyzing the patterns of autocorrelation in animal movements that provides a detailed picture of seasonal...
Vector bilinear autoregressive time series model and its superiority ...
African Journals Online (AJOL)
In this research, a vector bilinear autoregressive time series model was proposed and used to model three revenue series (X1, X2, X3) . The “orders” of the three series were identified on the basis of the distribution of autocorrelation and partial autocorrelation functions and were used to construct the vector bilinear models.
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...
5 Spatial Distribution of Nematodes at Organic.cdr
African Journals Online (AJOL)
user
live in the thin films of water surrounding soil particles because water aids their mobility (Freckman ... Geostatistics can be used to analyse and quantify spatial autocorrelation by distance and direction (Evans et al., 1999). Geostatistical analysis in previous studies has shown that field-scale autocorrelation in nematode ...
DEFF Research Database (Denmark)
Naveed, Muhammad; Herath, Lasantha; Møldrup, Per
2016-01-01
Highlights •Bacterial richness and Shannon diversity showed strong spatial autocorrelations. •Fungal richness and Shannon diversity did not show any clear spatial autocorrelations. •Ratio of clay to organic carbon was found a best predictor of bacterial richness and diversities. •Soil water reten...
Intense Far-Infrared Free-Electron Laser-Pulses with a Length of 6 Optical Cycles
Knippels, G.M.H.; R F X A M Mols,; van der Meer, A. F. G.; Oepts, D.; van Amersfoort, P. W.
1995-01-01
Second-order optical autocorrelation measurements are reported for a far-infrared free-electron laser. Second-harmonic generation in an 840-mu m-long CdTe crystal is used to provide the nonlinear autocorrelation signal. At wavelengths of 10.4 and 24.5 mu m, FWHM pulse durations of 220 and 500 fs,
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...
Maximum auto-mutual-information factor analysis
DEFF Research Database (Denmark)
Nielsen, Allan Aasbjerg
2017-01-01
Based on the information theoretical measure mutual information derived from entropy and Kullback-Leibler divergence, an alternative to maximum autocorrelation factor analysis is sketched.......Based on the information theoretical measure mutual information derived from entropy and Kullback-Leibler divergence, an alternative to maximum autocorrelation factor analysis is sketched....
Using convex quadratic programming to model random media with Gaussian random fields
International Nuclear Information System (INIS)
Quintanilla, John A.; Jones, W. Max
2007-01-01
Excursion sets of Gaussian random fields (GRFs) have been frequently used in the literature to model two-phase random media with measurable phase autocorrelation functions. The goal of successful modeling is finding the optimal field autocorrelation function that best approximates the prescribed phase autocorrelation function. In this paper, we present a technique which uses convex quadratic programming to find the best admissible field autocorrelation function under a prescribed discretization. Unlike previous methods, this technique efficiently optimizes over all admissible field autocorrelation functions, instead of optimizing only over a predetermined parametrized family. The results from using this technique indicate that the GRF model is significantly more versatile than observed in previous studies. An application to modeling a base-catalyzed tetraethoxysilane aerogel system given small-angle neutron scattering data is also presented
Chen, Junbao; Xia, Wei; Wang, Ming
2017-06-01
Photodiodes that exhibit a two-photon absorption effect within the spectral communication band region can be useful for building an ultra-compact autocorrelator for the characteristic inspection of optical pulses. In this work, we develop an autocorrelator for measuring the temporal profile of pulses at 1550 nm from an erbium-doped fiber laser based on the two-photon photovoltaic (TPP) effect in a GaAs PIN photodiode. The temporal envelope of the autocorrelation function contains two symmetrical temporal side lobes due to the third order dispersion of the laser pulses. Moreover, the joint time-frequency distribution of the dispersive pulses and the dissimilar two-photon response spectrum of GaAs and Si result in different delays for the appearance of the temporal side lobes. Compared with Si, GaAs displays a greater sensitivity for pulse shape reconstruction at 1550 nm, benefiting from the higher signal-to-noise ratio of the side lobes and the more centralized waveform of the autocorrelation trace. We also measure the pulse width using the GaAs PIN photodiode, and the resolution of the measured full width at half maximum of the TPP autocorrelation trace is 0.89 fs, which is consistent with a conventional second-harmonic generation crystal autocorrelator. The GaAs PIN photodiode is shown to be highly suitable for real-time second-order autocorrelation measurements of femtosecond optical pulses. It is used both for the generation and detection of the autocorrelation signal, allowing the construction of a compact and inexpensive intensity autocorrelator.
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...
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...
Analytical solution of Mori's equation with secant hyperbolic memory
International Nuclear Information System (INIS)
Tankeshwar, K.; Pathak, K.N.
1993-07-01
The equation of motion of the auto-correlation function has been solved analytically using a secant-hyperbolic form of the memory function. The analytical results obtained for the long time expansion together with the short time expansion provide a good description over the whole time domain as judged by their comparison with the numerical solution of Mori's equation of motion. We also find that the time evolution of the auto-correlation function is determined by a single parameter τ which is related to the frequency sum rules up to the fourth order. The auto-correlation function has been found to show simple decaying or oscillatory behaviour depending on whether the parameter τ is greater than or less than some critical values. Similarities as well as differences in time evolution of the auto-correlation have been discussed for exponential, secant-hyperbolic and Gaussian approaches of the memory function. (author). 16 refs, 5 figs
Czech Academy of Sciences Publication Activity Database
Petřík, Petr; Wild, Jan
2006-01-01
Roč. 78, - (2006), s. 211-234 ISSN 0032-7786 Institutional research plan: CEZ:AV0Z60050516 Keywords : biogeography * flora * spatial autocorrelation Subject RIV: EF - Botanics Impact factor: 2.119, year: 2006
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
Modern hyperspectral sensors permit reflectance measurements of crop canopies in hundreds of narrow spectral wavebands. While these sensors describe plant canopy reflectance in greater detail than multispectral sensors, they also suffer from issues with data redundancy and spectral autocorrelation. ...
Czech Academy of Sciences Publication Activity Database
Doležal, Jiří; Šrůtek, Miroslav; Hara, T.; Sumida, A.; Penttilä, T.
2006-01-01
Roč. 185, - (2006), s. 135-150 ISSN 1385-0237 Institutional research plan: CEZ:AV0Z60050516 Keywords : competition * spatial size autocorrelation * Picea Subject RIV: EF - Botanics Impact factor: 1.383, year: 2006
Multiscale dipole relaxation in dielectric materials
DEFF Research Database (Denmark)
Hansen, Jesper Schmidt
2016-01-01
Dipole relaxation from thermally induced perturbations is investigated on different length scales for dielectric materials. From the continuum dynamical equations for the polarisation, expressions for the transverse and longitudinal dipole autocorrelation functions are derived in the limit where...
National Aeronautics and Space Administration — The scope of this project is to provide a digital auto-correlation spectrometer fabricated on a single integrated circuit for NASA's future Earth-Sun System missions...
Porous media: Analysis, reconstruction and percolation
DEFF Research Database (Denmark)
Rogon, Thomas Alexander
1995-01-01
stereological methods. The measured sample autocorrelations are modeled by analytical correlation functions. A method for simulating porous networks from their porosity and spatial correlation originally developed by Joshi (14) is presented. This method is based on a conversion between spatial autocorrelation......Spatial structure of selected porous media has been analysed in terms of the two first spatial moments (i.e. porosity and autocorrelation). Having established directional isotropy in the three spatial planes, multiple geometrical features measured in 2-d are attempted generalized to 3-d using...... functions of Gaussian fields and spatial autocorrelation functions of binary fields. An enhanced approach which embodies semi-analytical solutions for the conversions has been made. The scope and limitations of the method have been analysed in terms of realizability of different model correlation functions...
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.
Fast and Statistically Efficient Fundamental Frequency Estimation
DEFF Research Database (Denmark)
Nielsen, Jesper Kjær; Jensen, Tobias Lindstrøm; Jensen, Jesper Rindom
2016-01-01
Fundamental frequency estimation is a very important task in many applications involving periodic signals. For computational reasons, fast autocorrelation-based estimation methods are often used despite parametric estimation methods having superior estimation accuracy. However, these parametric...
Pramana – Journal of Physics | Indian Academy of Sciences
Indian Academy of Sciences (India)
dimensional spatial inhomogeneity is parallel to the direction of propagation. pp 269-279 Research Articles. Structures and autocorrelation functions of liquid Al and Mg modelled via Lennard-Jones potential from molecular dynamics simulation.
Method and apparatus for in-situ characterization of energy storage and energy conversion devices
Christophersen, Jon P [Idaho Falls, ID; Motloch, Chester G [Idaho Falls, ID; Morrison, John L [Butte, MT; Albrecht, Weston [Layton, UT
2010-03-09
Disclosed are methods and apparatuses for determining an impedance of an energy-output device using a random noise stimulus applied to the energy-output device. A random noise signal is generated and converted to a random noise stimulus as a current source correlated to the random noise signal. A bias-reduced response of the energy-output device to the random noise stimulus is generated by comparing a voltage at the energy-output device terminal to an average voltage signal. The random noise stimulus and bias-reduced response may be periodically sampled to generate a time-varying current stimulus and a time-varying voltage response, which may be correlated to generate an autocorrelated stimulus, an autocorrelated response, and a cross-correlated response. Finally, the autocorrelated stimulus, the autocorrelated response, and the cross-correlated response may be combined to determine at least one of impedance amplitude, impedance phase, and complex impedance.
Sub-carrier shaping for BOC modulated GNSS signals
Anantharamu, Pratibha B.; Borio, Daniele; Lachapelle, Gérard
2011-12-01
One of the main challenges in Binary Offset Carrier (BOC) tracking is the presence of multiple peaks in the signal autocorrelation function. Thus, several tracking algorithms, including Bump-Jump, Double Estimator, Autocorrelation Side-Peak Cancellation Technique and pre-filtering have been developed to fully exploit the advantages brought by BOC signals and mitigate the problem of secondary peak lock. In this paper, the advantages of pre-filtering techniques are explored. Pre-filtering techniques based on the concepts of Zero-Forcing and Minimum Mean Square Error equalization are proposed. The BOC sub-carrier is modeled as a filter that introduces secondary peaks in the autocorrelation function. This filtering effect can be equalized leading to unambiguous tracking and allowing autocorrelation shaping. Monte Carlo simulations and real data analysis are used to characterize the proposed algorithms.
Testing algorithms for critical slowing down
Directory of Open Access Journals (Sweden)
Cossu Guido
2018-01-01
Full Text Available We present the preliminary tests on two modifications of the Hybrid Monte Carlo (HMC algorithm. Both algorithms are designed to travel much farther in the Hamiltonian phase space for each trajectory and reduce the autocorrelations among physical observables thus tackling the critical slowing down towards the continuum limit. We present a comparison of costs of the new algorithms with the standard HMC evolution for pure gauge fields, studying the autocorrelation times for various quantities including the topological charge.
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....
1974-12-01
Astrom , 1965; Frost, 1971). Checking the "innovation" of the n = 2 Adaptive filter model indicates that the mean value of z (•) was approximately...Figure 2 - Autocorrelation of z Process Figure 3 - Autocorrelation of White Noise Process 472 *^ REFERENCES Astrom , K., and Bohlin, T.» 1965...course of this effort, to Louis Mittelman for his aid in the programming, and to Robert L. Brooke and Karl H. Steinbach, under whose supervision this
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......). The 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....
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.
DEFF Research Database (Denmark)
Jones, Rasmus Thomas; Medeiros Diniz, Júlio César; Yankov, Metodi Plamenov
2017-01-01
A machine learning framework for predicting auto-correlation functions of inter-channel nonlinearities within the uncompensated optical ﬁber link is proposed. Low generalization error is obtained on the test data.......A machine learning framework for predicting auto-correlation functions of inter-channel nonlinearities within the uncompensated optical ﬁber link is proposed. Low generalization error is obtained on the test data....
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.
Allison mixture and the two-envelope problem
Cheong, Kang Hao; Saakian, David B.; Zadourian, Rubina
2017-12-01
In the present study, we have investigated the Allison mixture, a variant of the Parrondo's games where random mixing of two random sequences creates autocorrelation. We have obtained the autocorrelation function and mutual entropy of two elements. Our analysis shows that the mutual information is nonzero even if two distributions have identical average values. We have also considered the two-envelope problem and solved for its exact probability distribution.
User's guide to Monte Carlo methods for evaluating path integrals
Westbroek, Marise J. E.; King, Peter R.; Vvedensky, Dimitri D.; Dürr, Stephan
2018-04-01
We give an introduction to the calculation of path integrals on a lattice, with the quantum harmonic oscillator as an example. In addition to providing an explicit computational setup and corresponding pseudocode, we pay particular attention to the existence of autocorrelations and the calculation of reliable errors. The over-relaxation technique is presented as a way to counter strong autocorrelations. The simulation methods can be extended to compute observables for path integrals in other settings.
Random walks in disordered lattice, CTRW, memory and dipole transport
Dzheparov, F. S.
2017-01-01
Application of CTRW to dipole hopping transport is considered. Correct versions of derivation of the CTRW-equations are presented. Existence of different forms of memory kernels is demonstrated. Correction of Scher-Lax memory kernel within geometrical memory approach is fulfilled in accordance with leading terms of concentration expansion. Approximate solution for autocorrelation function is constructed. Modern state of numerical simulation and experimental measurements of autocorrelation fun...
Hoover, J. H.; Brideau, J. M.; Voigt, B. G.; Vorosmarty, C. J.
2010-12-01
The complexity of water resource issues in the Northeast United States is engendered by multiple causal factors and interdependent relationships. Here, we present research that utilized spatial statistics to identify coincident areas of statistically high values (spatial autocorrelation) for biophysical variables such as nutrient loading, population growth, water withdrawals and others in the Northeast United States. The goals of this project were to identify sub-regions in the Northeastern United States that were spatially autocorrelated for multiple variables, and to relate these hotspots to social movements in an historical context. The data employed in this research were point (e.g., wastewater treatment plant location) and county level information for socioeconomic, hydrologic, and water usage variables. We used Local Indicators of Spatial Association, a spatial statistic, to identify county clusters of positive spatial autocorrelation for the region. These clusters were simultaneously overlaid onto a single map to identify areas of positive spatial autocorrelation among multiple variables. Preliminary spatial analysis results suggest that, between 1970 and 2000, positive spatial autocorrelation occurred among nutrient loads, wastewater treatment plant construction, population growth, and dam construction in the Chesapeake Bay area. The New York/New Jersey corridor also showed positive spatial autocorrelation among groundwater withdrawals, thermoelectric power generation, population growth, and wastewater treatment plant construction. Additionally, evaluation of these spatial clusters within their historical context suggests a regional linkage between surface water pollution, environmental regulation, and wastewater treatment plant construction. The results of this project indicate that spatial autocorrelation metrics can be employed in the creation of an historical narrative to more comprehensively understand the interplay between regional socioeconomic
The use of spatio-temporal correlation to forecast critical transitions
Karssenberg, Derek; Bierkens, Marc F. P.
2010-05-01
Complex dynamical systems may have critical thresholds at which the system shifts abruptly from one state to another. Such critical transitions have been observed in systems ranging from the human body system to financial markets and the Earth system. Forecasting the timing of critical transitions before they are reached is of paramount importance because critical transitions are associated with a large shift in dynamical regime of the system under consideration. However, it is hard to forecast critical transitions, because the state of the system shows relatively little change before the threshold is reached. Recently, it was shown that increased spatio-temporal autocorrelation and variance can serve as alternative early warning signal for critical transitions. However, thus far these second order statistics have not been used for forecasting in a data assimilation framework. Here we show that the use of spatio-temporal autocorrelation and variance in the state of the system reduces the uncertainty in the predicted timing of critical transitions compared to classical approaches that use the value of the system state only. This is shown by assimilating observed spatio-temporal autocorrelation and variance into a dynamical system model using a Particle Filter. We adapt a well-studied distributed model of a logistically growing resource with a fixed grazing rate. The model describes the transition from an underexploited system with high resource biomass to overexploitation as grazing pressure crosses the critical threshold, which is a fold bifurcation. To represent limited prior information, we use a large variance in the prior probability distributions of model parameters and the system driver (grazing rate). First, we show that the rate of increase in spatio-temporal autocorrelation and variance prior to reaching the critical threshold is relatively consistent across the uncertainty range of the driver and parameter values used. This indicates that an increase in
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.
Decorrelation scales for Arctic Ocean hydrography - Part I: Amerasian Basin
Sumata, Hiroshi; Kauker, Frank; Karcher, Michael; Rabe, Benjamin; Timmermans, Mary-Louise; Behrendt, Axel; Gerdes, Rüdiger; Schauer, Ursula; Shimada, Koji; Cho, Kyoung-Ho; Kikuchi, Takashi
2018-03-01
Any use of observational data for data assimilation requires adequate information of their representativeness in space and time. This is particularly important for sparse, non-synoptic data, which comprise the bulk of oceanic in situ observations in the Arctic. To quantify spatial and temporal scales of temperature and salinity variations, we estimate the autocorrelation function and associated decorrelation scales for the Amerasian Basin of the Arctic Ocean. For this purpose, we compile historical measurements from 1980 to 2015. Assuming spatial and temporal homogeneity of the decorrelation scale in the basin interior (abyssal plain area), we calculate autocorrelations as a function of spatial distance and temporal lag. The examination of the functional form of autocorrelation in each depth range reveals that the autocorrelation is well described by a Gaussian function in space and time. We derive decorrelation scales of 150-200 km in space and 100-300 days in time. These scales are directly applicable to quantify the representation error, which is essential for use of ocean in situ measurements in data assimilation. We also describe how the estimated autocorrelation function and decorrelation scale should be applied for cost function calculation in a data assimilation system.
Decorrelation scales for Arctic Ocean hydrography – Part I: Amerasian Basin
Directory of Open Access Journals (Sweden)
H. Sumata
2018-03-01
Full Text Available Any use of observational data for data assimilation requires adequate information of their representativeness in space and time. This is particularly important for sparse, non-synoptic data, which comprise the bulk of oceanic in situ observations in the Arctic. To quantify spatial and temporal scales of temperature and salinity variations, we estimate the autocorrelation function and associated decorrelation scales for the Amerasian Basin of the Arctic Ocean. For this purpose, we compile historical measurements from 1980 to 2015. Assuming spatial and temporal homogeneity of the decorrelation scale in the basin interior (abyssal plain area, we calculate autocorrelations as a function of spatial distance and temporal lag. The examination of the functional form of autocorrelation in each depth range reveals that the autocorrelation is well described by a Gaussian function in space and time. We derive decorrelation scales of 150–200 km in space and 100–300 days in time. These scales are directly applicable to quantify the representation error, which is essential for use of ocean in situ measurements in data assimilation. We also describe how the estimated autocorrelation function and decorrelation scale should be applied for cost function calculation in a data assimilation system.
Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems
International Nuclear Information System (INIS)
Yang, Ge; Wang, Jun; Fang, Wen
2015-01-01
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
Fast heterosynaptic learning in a robot food retrieval task inspired by the limbic system.
Porr, Bernd; Wörgötter, Florentin
2007-01-01
Hebbian learning is the most prominent paradigm in correlation based learning: if pre- and postsynaptic activity coincides the weight of the synapse is strengthened. Hebbian learning however, is not stable because of an autocorrelation term which causes the weights to grow exponentially. The standard solution would be to compensate the autocorrelation term. However, in this work we present a heterosynaptic learning rule which does not have an autocorrelation term and therefore does not show the instability of Hebbian learning. Consequently our heterosynaptic learning is much more stable than the classical Hebbian learning. The performance of our learning rule is demonstrated in a model which is inspired by the limbic system where an agent has to retrieve food.
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.
Restoration of Hyperspectral Push-Broom Scanner Data
DEFF Research Database (Denmark)
Larsen, Rasmus; Nielsen, Allan Aasbjerg; Conradsen, Knut
1997-01-01
Several effects combine to distort the multispectral data that are obtained from push-broom scanners. We develop an algorithm for restoration of such data, illustrated on images from the ROSIS scanner. In push-broom scanners variation between elements in the detector array results in a strong......, for instance over water.Following these initial corrections we use minimum/maximum autocorrelation factor (MAF) analysis in order to separate the spatially coherent signal components from the noise components. The MAF transformation is a linear transformation into new orthogonal variables that are ordered...... 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...
Investment Dynamics with Natural Expectations*
Fuster, Andreas; Hebert, Benjamin; Laibson, David
2012-01-01
We study an investment model in which agents have the wrong beliefs about the dynamic properties of fundamentals. Specifically, we assume that agents underestimate the rate of mean reversion. The model exhibits the following six properties: (i) Beliefs are excessively optimistic in good times and excessively pessimistic in bad times. (ii) Asset prices are too volatile. (iii) Excess returns are negatively autocorrelated. (iv) High levels of corporate profits predict negative future excess returns. (v) Real economic activity is excessively volatile; the economy experiences amplified investment cycles. (vi) Corporate profits are positively autocorrelated in the short run and negatively autocorrelated in the medium run. The paper provides an illustrative model of animal spirits, amplified business cycles, and excess volatility. PMID:23243469
Landau-Placzek ratio for heat density dynamics and its application to heat capacity of liquids.
Bryk, Taras; Ruocco, Giancarlo; Scopigno, Tullio
2013-01-21
Exact relation for contributions to heat capacity of liquids is obtained from hydrodynamic theory. It is shown from analysis of the long-wavelength limit of heat density autocorrelation functions that the heat capacity of simple liquids is represented as a sum of two contributions due to "phonon-like" collective excitations and heat relaxation. The ratio of both contributions being the analogy of Landau-Placzek ratio for heat processes depends on the specific heats ratio. The theory of heat density autocorrelation functions in liquids is verified by computer simulations. Molecular dynamics simulations for six liquids having the ratio of specific heats γ in the range 1.1-2.3, were used for evaluation of the heat density autocorrelation functions and predicted Landau-Placzek ratio for heat processes. The dependence of contributions from collective excitations and heat relaxation process to specific heat on γ is shown to be in excellent agreement with the theory.
Short-term predictability of crude oil markets: A detrended fluctuation analysis approach
International Nuclear Information System (INIS)
Alvarez-Ramirez, Jose; Alvarez, Jesus; Rodriguez, Eduardo
2008-01-01
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)
Effect of surface roughness scattering on the transport properties of a 2DEG
International Nuclear Information System (INIS)
Yarar, Z.
2004-01-01
In this work surface roughness scattering of electrons in a two dimensional electron gas (2DEG) formed at heterojunction interfaces is investigated for various auto-correlation functions. Gaussian, exponential and Lorentzian auto-correlation functions are used to represent surface roughness. Poisson and Schrodinger equations are solved self consistently at the hetero interface to find the energy levels, the wave functions corresponding to each level and electron concentrations at each level. Using these wave functions and the auto-correlation functions mentioned above, the scattering rates due to surface roughness are calculated. Scattering rates resulting from acoustic and optical phonons are also calculated. These rates are used to study the transport properties of the two dimensional electrons using ensemble Monte Carlo method at various temperatures. Emphasis is given to the effect of surface roughness scattering on the transport properties of the electrons
Characterizing phonon dynamics using stochastic sampling
International Nuclear Information System (INIS)
Kunal, K.; Aluru, N. R.
2016-01-01
Predicting phonon relaxation time from molecular dynamics (MD) requires a long simulation time to compute the mode energy auto-correlation function. Here, we present an alternative approach to infer the phonon life-time from an approximate form of the energy auto-correlation function. The method requires as an input a set of sampled equilibrium configurations. A stochastic sampling method is used to generate the equilibrium configurations. We consider a truncated Taylor series expansion of the phonon energy auto-correlation function. The different terms in the truncated correlation function are obtained using the stochastic sampling approach. The expansion terms, thus, obtained are in good agreement with the corresponding values obtained using MD. We then use the approximate function to compute the phonon relaxation time. The relaxation time computed using this method is compared with that obtained from the exact correlation function. The two values are in agreement with each other.
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
are 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...... patients was approximately 0.35 for short intervals and decreased almost exponentially with a half time of 38 days. Between 3 and 4 mo, the autocorrelation function became negative. It reached a minimum of -0.1 at approximately 8 mo and then increased toward zero over the following 12 mo....... The 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...
On the interpretation of Stratonovich calculus
International Nuclear Information System (INIS)
Moon, W; Wettlaufer, J S
2014-01-01
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)
Molecular Dynamics Simulation Study of Transport Properties of Diatomic Gases
International Nuclear Information System (INIS)
Lee, Song Hi; Kim, Ja Hun
2014-01-01
In this paper, we report thermodynamic and transport properties (diffusion coefficient, viscosity, and thermal conductivity) of diatomic gases (H 2 , N 2 , O 2 , and Cl 2 ) at 273.15 K and 1.00 atm by performing molecular dynamics simulations using Lennard-Jones intermolecular potential and modified Green-Kubo formulas. The results of self-diffusion coefficients of diatomic gases obtained from velocity auto-correlation functions by Green-Kubo relation are in good agreement with those obtained from mean square displacements by Einstein relation. While the results for viscosities of diatomic gases obtained from stress auto-correlation functions underestimate the experimental results, those for thermal conductivities obtained from heat flux autocorrelation functions overestimate the experimental data except H 2
Periodic letter strokes within a word affect fixation disparity during reading.
Jainta, Stephanie; Jaschinski, Wolfgang; Wilkins, Arnold J
2010-11-02
We investigated the way in which binocular coordination in reading is affected by the spatial structure of text. Vergence eye movements were measured (EyeLink II) in 32 observers while they read 120 single German sentences (Potsdam Sentence Corpus) silently for comprehension. The similarity in shape between the neighboring strokes of component letters, as measured by the first peak in the horizontal auto-correlation of the images of the words, was found to be associated with (i) a smaller minimum fixation disparity (i.e. vergence error) during fixation; (ii) a longer time to reach this minimum disparity and (iii) a longer overall fixation duration. The results were obtained only for binocular reading: no effects of auto-correlation could be observed for monocular reading. The findings help to explain the longer reading times reported for words and fonts with high auto-correlation and may also begin to provide a causal link between poor binocular control and reading difficulties.
Models for Surface Roughness Scattering of Electrons in a 2DEG
International Nuclear Information System (INIS)
Yarar, Z.
2004-01-01
In this work surface roughness scattering of electrons in a two dimensional electron gas (2DEG) formed at heterojunction interfaces is investigated for different auto-correlation tions and potential forms. Gaussian, exponentiaI and lorentsian auto-correlation tions are used to represent surface roughness. Both an infinitely deep triangular potential model and the potential that is found from the numerical solution of Poisson Shrodinger equations self consistently are used as the potential that holds 2DEG at the hetero Interface. Using the wave functions appropriate for the potentials just mentioned and the auto-correlation functions indicated above, the scattering rates due to surface roughness are calculated. The calculations were repeated when the effect of screening is also included for the case of triangular potential
Using noise to probe and characterize gene circuits.
Cox, Chris D; McCollum, James M; Allen, Michael S; Dar, Roy D; Simpson, Michael L
2008-08-05
Stochastic fluctuations (or "noise") in the single-cell populations of molecular species are shaped by the structure and biokinetic rates of the underlying gene circuit. The structure of the noise is summarized by its autocorrelation function. In this article, we introduce the noise regulatory vector as a generalized framework for making inferences concerning the structure and biokinetic rates of a gene circuit from its noise autocorrelation function. Although most previous studies have focused primarily on the magnitude component of the noise (given by the zero-lag autocorrelation function), our approach also considers the correlation component, which encodes additional information concerning the circuit. Theoretical analyses and simulations of various gene circuits show that the noise regulatory vector is characteristic of the composition of the circuit. Although a particular noise regulatory vector does not map uniquely to a single underlying circuit, it does suggest possible candidate circuits, while excluding others, thereby demonstrating the probative value of noise in gene circuit analysis.
Comparison of Estimation Procedures for Multilevel AR(1 Models
Directory of Open Access Journals (Sweden)
Tanja eKrone
2016-04-01
Full Text Available To estimate a time series model for multiple individuals, a multilevel model may be used.In this paper we compare two estimation methods for the autocorrelation in Multilevel AR(1 models, namely Maximum Likelihood Estimation (MLE and Bayesian Markov Chain Monte Carlo.Furthermore, we examine the difference between modeling fixed and random individual parameters.To this end, we perform a simulation study with a fully crossed design, in which we vary the length of the time series (10 or 25, the number of individuals per sample (10 or 25, the mean of the autocorrelation (-0.6 to 0.6 inclusive, in steps of 0.3 and the standard deviation of the autocorrelation (0.25 or 0.40.We found that the random estimators of the population autocorrelation show less bias and higher power, compared to the fixed estimators. As expected, the random estimators profit strongly from a higher number of individuals, while this effect is small for the fixed estimators.The fixed estimators profit slightly more from a higher number of time points than the random estimators.When possible, random estimation is preferred to fixed estimation.The difference between MLE and Bayesian estimation is nearly negligible. The Bayesian estimation shows a smaller bias, but MLE shows a smaller variability (i.e., standard deviation of the parameter estimates.Finally, better results are found for a higher number of individuals and time points, and for a lower individual variability of the autocorrelation. The effect of the size of the autocorrelation differs between outcome measures.
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.
The study for the Spatial Distribution Pattern of NDVI in the Western of Jilin Province
Yang, Shu-jie; Li, Xiao-dong; Yan, Shou-gang
2018-02-01
Using methods of spatial autocorrelation analysis and trend analysis, the paper studies the spatial distribution pattern of NDVI based on the GIMMS NDVI dataset (1998-2008), in Western Jilin. The maximum value for 15d is got through the method of MAX processing. Results show that: the NDVI in growing season shows a rising trend in western Jilin in 1998-2008. In the study area, the NDVI in Western Jilin shows positive spatial autocorrelation in the whole region, but the partial NDVI is apt to scattered distribution, which means the vegetation cover of Western Jilin is generally fragmental.
Kernel based subspace projection of near infrared hyperspectral images of maize kernels
DEFF Research Database (Denmark)
Larsen, Rasmus; Arngren, Morten; Hansen, Per Waaben
2009-01-01
In this paper we present an exploratory analysis of hyper- spectral 900-1700 nm images of maize kernels. The imaging device is a line scanning hyper spectral camera using a broadband NIR illumi- nation. In order to explore the hyperspectral data we compare a series of subspace projection methods...... including principal component analysis and maximum autocorrelation factor analysis. The latter utilizes the fact that interesting phenomena in images exhibit spatial autocorrelation. However, linear projections often fail to grasp the underlying variability on the data. Therefore we propose to use so......- tor transform outperform the linear methods as well as kernel principal components in producing interesting projections of the data....
Contribution of ultrasound forward scattering to tissue structure study
International Nuclear Information System (INIS)
Edee, M.K.
1987-12-01
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
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.
Title, A.; Tarbell, T.; Topka, K.; Acton, L.; Duncan, D.
1988-01-01
The time sequences of diffraction limited granulation images obtained by the Solar Optical Universal Polarimeter on Spacelab 2 are presented. The uncorrection autocorrelation limetime in magnetic regions is dominated by the 5-min oscillation. The removal of this oscillation causes the autocorrelation lifetime to increase by more than a factor of 2. The results suggest that a significant fraction of granule lifetimes are terminated by nearby explosions. Horizontal displacements and transverse velocities in the intensity field are measured. Lower limits to the lifetime in the quiet and magnetic sun are set at 440 s and 950 s, respectively.
Efficiencies of joint non-local update moves in Monte Carlo simulations of coarse-grained polymers
Austin, Kieran S.; Marenz, Martin; Janke, Wolfhard
2018-03-01
In this study four update methods are compared in their performance in a Monte Carlo simulation of polymers in continuum space. The efficiencies of the update methods and combinations thereof are compared with the aid of the autocorrelation time with a fixed (optimal) acceptance ratio. Results are obtained for polymer lengths N = 14, 28 and 42 and temperatures below, at and above the collapse transition. In terms of autocorrelation, the optimal acceptance ratio is approximately 0.4. Furthermore, an overview of the step sizes of the update methods that correspond to this optimal acceptance ratio is given. This shall serve as a guide for future studies that rely on efficient computer simulations.
Self-diffusion coefficients of the metastable Lennard-Jones vapor
Energy Technology Data Exchange (ETDEWEB)
Nie Chu; Zhou Youhua [School of Physics and Information Engineering, Jianghan University, Wuhan 430056 (China); Marlow, W H; Hassan, Y A [Department of Nuclear Engineering, Texas A and M University, College Station, TX 77843 (United States)], E-mail: yhzhou@jhun.edu.cn
2008-10-15
Self-diffusion coefficients of a metastable Lennard-Jones vapor were obtained using the memory function formalism and the frequency moments of the velocity autocorrelation function at reduced temperatures from 0.75 to 1.0. The radial density distribution functions used to evaluate the second, fourth and sixth frequency moments of the velocity autocorrelation function were obtained from the restricted canonical ensemble Monte Carlo simulation (Corti and Debenedetti 1994 Chem. Eng. Sci. 49 2717). The self-diffusion coefficients at reduced temperature 0.75 do not vary monotonically as the density increases, and for the other three temperatures the self-diffusion coefficients vary normally.
Synchronous scattering and diffraction from gold nanotextured surfaces with structure factors
Gu, Min-Jhong; Lee, Ming-Tsang; Huang, Chien-Hsun; Wu, Chi-Chun; Chen, Yu-Bin
2018-05-01
Synchronous scattering and diffraction were demonstrated using reflectance from gold nanotextured surfaces at oblique (θi = 15° and 60°) incidence of wavelength λ = 405 nm. Two samples of unique auto-correlation functions were cost-effectively fabricated. Multiple structure factors of their profiles were confirmed with Fourier expansions. Bi-directional reflectance function (BRDF) from these samples provided experimental proofs. On the other hand, standard deviation of height and unique auto-correlation function of each sample were used to generate surfaces numerically. Comparing their BRDF with those of totally random rough surfaces further suggested that structure factors in profile could reduce specular reflection more than totally random roughness.
On the structure of dynamic principal component analysis used in statistical process monitoring
DEFF Research Database (Denmark)
Vanhatalo, Erik; Kulahci, Murat; Bergquist, Bjarne
2017-01-01
driven method to determine the maximum number of lags in DPCA with a foundation in multivariate time series analysis. The method is based on the behavior of the eigenvalues of the lagged autocorrelation and partial autocorrelation matrices. Given a specific lag structure we also propose a method......When principal component analysis (PCA) is used for statistical process monitoring it relies on the assumption that data are time independent. However, industrial data will often exhibit serial correlation. Dynamic PCA (DPCA) has been suggested as a remedy for high-dimensional and time...
Long-term correlations and cross-correlations in IBovespa and constituent companies
de Lima, Neílson F.; Fernandes, Leonardo H. S.; Jale, Jader S.; de Mattos Neto, Paulo S. G.; Stošić, Tatijana; Stošić, Borko; Ferreira, Tiago A. E.
2018-02-01
We study auto-correlations and cross-correlations of IBovespa index and its constituent companies. We use Detrended Fluctuation Analysis (DFA) to quantify auto-correlations and Detrended Cross-Correlation Analysis (DCCA) to quantify cross-correlations in absolute returns of daily closing prices of IBovespa and the individual companies. We find persistent long-term correlations and cross-correlations which are weaker than those found for USA market. Our results indicate that market indices of developing markets exhibit weaker coupling with its constituents than for mature developed markets.
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
Dynamical analyses of the time series for three foreign exchange rates
Kim, Sehyun; Kim, Soo Yong; Jung, Jae-Won; Kim, Kyungsik
2012-05-01
In this study, we investigate the multifractal properties of three foreign exchange rates (USD-KRW, USD-JPY, and EUR-USD) that are quoted with different economic scales. We estimate and analyze both the generalized Hurst exponent and the autocorrelation function in three foreign exchange rates. The USD-KRW is shown to have the strongest of the Hurst exponents when compared with the other two foreign exchange rates. In particular, the autocorrelation function of the USD-KRW has the largest memory behavior among three foreign exchange rates. It also exhibits a long-memory property in the first quarter, more than those in the other quarters.
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.
Method for remote diagnostics of the internal structure of layered media
International Nuclear Information System (INIS)
Lychagov, V V; Kal'yanov, A L; Ryabukho, V P; Lyakin, D V
2008-01-01
The method of autocorrelation low coherence interferometry is proposed for diagnostics of inhomogeneities and the internal structure of layered technical and biological samples. In this method the low coherence optical field reflected from the layered sample is analysed by using a Michelson interferometer. Because the object is outside the interferometer, the distance between the interferometer and the object under study is not limited and thus the object can move during the measurements. Theoretical substantiation of the autocorrelation method for media with discrete and continuous optical structure modifications is presented. (special issue devoted to application of laser technologies in biophotonics and biomedical studies)
Transport properties of normal liquid helium: comparison of various methodologies.
Rabani, Eran; Krilov, Goran; Reichman, David R; Berne, B J
2005-11-08
We revisit the problem of self-diffusion in normal liquid helium above the lambda transition. Several different methods are applied to compute the velocity autocorrelation function. Since it is still impossible to determine the exact result for the velocity autocorrelation function from simulation, we appeal to the computation of short-time moments to determine the accuracy of the different approaches at short times. The main conclusion reached from our study is that both the quantum mode-coupling theory and the numerical analytic continuation approach must be regarded as a viable and competitive methods for the computation of dynamical properties of quantum systems.
Modelling primary branch growth based on a multilevel nonlinear ...
African Journals Online (AJOL)
In addition to random effects, various time series correlation structures were evaluated to account for residual autocorrelation, and the AR(1) and ARMA(1,1) structures were selected for the branch diameter and length growth models, respectively. Model validation results using an independent data set confirmed that ...
The Biasing Effects of Unmodeled ARMA Time Series Processes on Latent Growth Curve Model Estimates
Sivo, Stephen; Fan, Xitao; Witta, Lea
2005-01-01
The purpose of this study was to evaluate the robustness of estimated growth curve models when there is stationary autocorrelation among manifest variable errors. The results suggest that when, in practice, growth curve models are fitted to longitudinal data, alternative rival hypotheses to consider would include growth models that also specify…
Spectral Estimation by the Random Dec Technique
DEFF Research Database (Denmark)
Brincker, Rune; Jensen, Jacob L.; Krenk, Steen
1990-01-01
This paper contains an empirical study of the accuracy of the Random Dec (RDD) technique. Realizations of the response from a single-degree-of-freedom system loaded by white noise are simulated using an ARMA model. The Autocorrelation function is estimated using the RDD technique and the estimated...
Spectral Estimation by the Random DEC Technique
DEFF Research Database (Denmark)
Brincker, Rune; Jensen, J. Laigaard; Krenk, S.
This paper contains an empirical study of the accuracy of the Random Dec (RDD) technique. Realizations of the response from a single-degree-of-freedom system loaded by white noise are simulated using an ARMA model. The Autocorrelation function is estimated using the RDD technique and the estimated...
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…
Assessing the Level of Efficiency of The Stock Exchange of Mauritius ...
African Journals Online (AJOL)
This paper assesses the level of efficiency of SEM by using a sample the daily market returns for the period 1999 to 2004. The main tests conducted are Run test, Augmented Dicker Fuller test, KPSS test and Auto-correlation test. The results for all tests provide evidence that returns on the market do not follow a random walk.
Residual Analysis of Generalized Autoregressive Integrated Moving ...
African Journals Online (AJOL)
In this study, analysis of residuals of generalized autoregressive integrated moving average bilinear time series model was considered. The adequacy of this model was based on testing the estimated residuals for whiteness. Jarque-Bera statistic and squared-residual autocorrelations were used to test the estimated ...
An assessment of Box-Jenkins models: Forcados monthly rainfall as ...
African Journals Online (AJOL)
An assessment of Box-Jenkins models: Forcados monthly rainfall as case study. ... Journal of Applied Science, Engineering and Technology ... The goodness of fit of the model was assessed by estimating the autocorrelations of the residuals of the historical data (from January 1931 to December 1960) for lags one to twelve.
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.
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...
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...
Temporal variability of ecological niches : A study on intertidal macrobenthic fauna
Kraan, Casper; Aarts, Geert; Piersma, Theunis; Dormann, Carsten F.
The determination of temporal niche dynamics under field conditions is an important component of a species' ecology. Recent developments in niche mapping, and the possibility to account for spatial autocorrelation in species distributions, hold promise for the statistical approach explored here.
Temporal variability of ecological niches: a study on intertidal macrobenthic fauna
Kraan, C.; Aarts, G.; Dormann, C.F.; Piersma, T.
2013-01-01
The determination of temporal niche dynamics under field conditions is an important component of a species' ecology. Recent developments in niche mapping, and the possibility to account for spatial autocorrelation in species distributions, hold promise for the statistical approach explored here.
A model for nonlinear innovation in time series. | Ebong | Global ...
African Journals Online (AJOL)
This paper introduces a class of nonlinear innovation process that has similar properties as the white noise process. Consequently the process can be a replacement of the white noise process in cases where the latter is inadequate as residual process. KEYWORDS: Asymptotic distribution of autocorrelation, nonlinear ...
Indian Academy of Sciences (India)
Total energy, equation of state and bulk modulus of AlP, AlAs and AlSb semiconductors. A R Jivani, H J Trivedi, P N Gajjar and A R Jani. 153–158. Structures and autocorrelation functions of liquid Al and Mg modelled via Lennard–Jones potential from molecular dynamics simulation. G A Adebayo, O Akinlade and L A ...
Pramana – Journal of Physics | Indian Academy of Sciences
Indian Academy of Sciences (India)
The data are analyzed to determine the statistical features of overhead ionospheric plasma irregularities which are mostly of small duration < 30 minutes and are predominant during pre-midnight period. The increase of solar activity generally increases the depth of scintillation. The auto-correlation functions and power ...
APE results of hadron masses in full QCD simulations
International Nuclear Information System (INIS)
Antonelli, S.; Panizzi, E.; Ruiz-Lorenzo, J.J.; Todesco, G.M.; Torelli, M.; Vicini, P.
1995-01-01
We present numerical results obtained in full QCD with 2 flavors of Wilson fermions. We discuss the relation between the phase of Polyakov loops and the sea quark boundary conditions. We report preliminary results about the HMC autocorrelation of the hadronic masses, on a 16 3 x32 lattice volume, at β=5.55 with k sea =0.1570. ((orig.))
A comparative study of the performances of some estimators of ...
African Journals Online (AJOL)
In linear regression model, regressors are assumed fixed in repeated sampling. This assumption is not always satisfied especially in business, economics and social sciences. Consequently in this paper, effort is made to compare the performances of some estimators of linear model with autocorrelated error terms when ...
International Journal of Natural and Applied Sciences - Vol 3, No 1 ...
African Journals Online (AJOL)
Design issues and applications of wireless sensor networks · EMAIL FULL TEXT EMAIL FULL TEXT DOWNLOAD FULL TEXT ... Performances of some estimators of linear model with autocorrelated error terms when regressors are normally distributed · EMAIL FULL TEXT EMAIL FULL TEXT DOWNLOAD FULL TEXT ...
Big assumptions for small samples in crop insurance
Ashley Elaine Hungerford; Barry Goodwin
2014-01-01
The purpose of this paper is to investigate the effects of crop insurance premiums being determined by small samples of yields that are spatially correlated. If spatial autocorrelation and small sample size are not properly accounted for in premium ratings, the premium rates may inaccurately reflect the risk of a loss.
Time to burn: Modeling wildland arson as an autoregressive crime function
Jeffrey P. Prestemon; David T. Butry
2005-01-01
Six Poisson autoregressive models of order p [PAR(p)] of daily wildland arson ignition counts are estimated for five locations in Florida (1994-2001). In addition, a fixed effects time-series Poisson model of annual arson counts is estimated for all Florida counties (1995-2001). PAR(p) model estimates reveal highly significant arson ignition autocorrelation, lasting up...
Methods for determination of mean speckle size in simulated speckle pattern
Czech Academy of Sciences Publication Activity Database
Hamarová, Ivana; Šmíd, Petr; Horvath, P.; Hrabovský, M.
2014-01-01
Roč. 14, č. 3 (2014), 177-182 ISSN 1335-8871 R&D Projects: GA ČR GA13-12301S Institutional support: RVO:68378271 Keywords : simulation * speckle * speckle pattern * mean speckle size * autocorrelation function Subject RIV: BH - Optics, Masers, Lasers Impact factor: 0.989, year: 2014
Cryptographic pseudo-random sequences from the chaotic Hénon ...
Indian Academy of Sciences (India)
dimensional discrete-time Hénon map is proposed. Properties of the proposed sequences pertaining to linear complexity, linear complexity proﬁle, correlation and auto-correlation are investigated. All these properties of the sequences suggest a ...
Indian Academy of Sciences (India)
Home; Journals; Pramana – Journal of Physics. G A Adebayo. Articles written in Pramana – Journal of Physics. Volume 64 Issue 2 February 2005 pp 269-279 Research Articles. Structures and autocorrelation functions of liquid Al and Mg modelled via Lennard-Jones potential from molecular dynamics simulation.
Pramana – Journal of Physics | Indian Academy of Sciences
Indian Academy of Sciences (India)
Home; Journals; Pramana – Journal of Physics. O akinlade. Articles written in Pramana – Journal of Physics. Volume 64 Issue 2 February 2005 pp 269-279 Research Articles. Structures and autocorrelation functions of liquid Al and Mg modelled via Lennard-Jones potential from molecular dynamics simulation.
Pramana – Journal of Physics | Indian Academy of Sciences
Indian Academy of Sciences (India)
Home; Journals; Pramana – Journal of Physics. L A Hussain. Articles written in Pramana – Journal of Physics. Volume 64 Issue 2 February 2005 pp 269-279 Research Articles. Structures and autocorrelation functions of liquid Al and Mg modelled via Lennard-Jones potential from molecular dynamics simulation.
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...
Estimation of individual genetic and environmental profiles in longitudinal designs.
Boomsma, D.I.; Molenaar, P.C.M.; Dolan, C.V.
1991-01-01
Explored through simulation of longitudinal twin designs how many measures are needed at each time point to estimate reliably individual genetic and nongenetic profiles and whether the answer to this question depends on the magnitude of the genetic and environmental autocorrelations across time.
Radar signal design problem with neural network processing
Indian Academy of Sciences (India)
Unknown
Abstract. Binary and ternary sequences with peaky autocorrelation, measured in terms of high discrimination and merit factor have been searched earlier, using optimization techniques. It is shown that the use of neural network processing of the return signal is much more advantageous. It opens up a new signal design ...
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
Czech Academy of Sciences Publication Activity Database
Bourguignon, T.; Šobotník, Jan; Lepoint, G.; Martin, J. M.; Hardy, O. J.; Dejean, A.; Roisin, Y.
2011-01-01
Roč. 36, č. 2 (2011), s. 261-269 ISSN 0307-6946 Institutional research plan: CEZ:AV0Z40550506 Keywords : diet diversity * feeding groups * Isoptera * phylogenetic autocorrelation Subject RIV: CC - Organic Chemistry Impact factor: 1.995, year: 2011
Indian Academy of Sciences (India)
Adebayo G A. Structures and autocorrelation functions of liquid Al and Mg modelled via. Lennard–Jones potential from molecular dynamics simulation. 269. Akinlade O see Adebayo G A. 269. Albano E V see Binder K. 981. Alet F see Levrel L. 1001. Ambika G. Aspects of stochastic resonance in. Josephson junction ...
Spatio-temporal wildland arson crime functions
David T. Butry; Jeffrey P. Prestemon
2005-01-01
Wildland arson creates damages to structures and timber and affects the health and safety of people living in rural and wildland urban interface areas. We develop a model that incorporates temporal autocorrelations and spatial correlations in wildland arson ignitions in Florida. A Poisson autoregressive model of order p, or PAR(p)...
Genetic diversity and dispersal of Phragmites australis in a small river system
Czech Academy of Sciences Publication Activity Database
Fér, T.; Hroudová, Zdenka
2009-01-01
Roč. 90, č. 2 (2009), s. 165-171 ISSN 0304-3770 R&D Projects: GA AV ČR KJB6111304 Institutional research plan: CEZ:AV0Z60050516 Keywords : genetic variation * long-distance dispersal * spatial autocorrelation Subject RIV: EF - Botanics Impact factor: 1.697, year: 2009
A class of nonlinear coherent states and some of their properties
Energy Technology Data Exchange (ETDEWEB)
Obada, A-S F [Department of Mathematics, Faculty of Science, Al-Azhar University, Nasr City 11884, Cairo (Egypt); Darwish, M [Department of Physics, Faculty of Education, Suez Canal University, Al-Arish (Egypt)
2003-06-01
Nonclassical properties such as the autocorrelation function, quadrature and amplitude-squared squeezing, the phase properties in the Pegg-Barnett formalism, the Husimi-Kano Q function and the Wigner-Moyal (W) function of a wider class of nonlinear coherent states, are calculated and discussed in this paper.
A spatiotemporal geostatistical hurdle model approach for short-term deforestation prediction
Ribeiro Sales, Marcio; Bruin, De Sytze; Herold, Martin; Kyriakidis, Phaedon; Souza, Carlos
2017-01-01
This paper introduces and tests a geostatistical spatiotemporal hurdle approach for predicting the spatial distribution of future deforestation (one to three years ahead in time). The method accounts for neighborhood effects by modeling the auto-correlation of occurrence and intensity of
DEFF Research Database (Denmark)
Andersen, Allan T.; Nielsen, Bo Friis
1997-01-01
We present a modelling framework and a fitting method for modelling second order self-similar behaviour with the Markovian arrival process (MAP). The fitting method is based on fitting to the autocorrelation function of counts a second order self-similar process. It is shown that with this fittin...... method seems to work well over the entire range of the Hurst (1951) parameter...
Using Digital Filtration for Hurst Parameter Estimation
Directory of Open Access Journals (Sweden)
J. Prochaska
2009-06-01
Full Text Available We present a new method to estimate the Hurst parameter. The method exploits the form of the autocorrelation function for second-order self-similar processes and is based on one-pass digital filtration. We compare the performance and properties of the new method with that of the most common methods.
Application of Test-day Models for Variance Components Estimation ...
African Journals Online (AJOL)
Julio Carvalheira
Random regression (RR) models have been widely studied and evaluated for genetic evaluation ... The random regression allows to fit sub-models for adjusting the lactation curve, assumes a structure for genetic ... term environmental effects accounting for the autocorrelations due to cow within each lactation, and e is the.
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 ...
Keith S. Summerville; Michael R. Saunders; Jamie L. Lane
2013-01-01
The response of forest insect communities to disturbances such as timber harvest likely will depend on the underlying ecological assembly rules that affect community structure. Two competing hypotheses are niche assembly, which seeks to demonstrate significant species-environment correlations, and dispersal-assembly, which seeks to demonstrate spatial autocorrelation...
A model of the perceptual asymmetry between peaks and troughs of frequency modulation.
de Cheveigné, A
2000-05-01
Pitch discrimination at peaks of frequency modulation is better than at troughs [L. Demany and K. I. McAnally, J. Acoust. Soc. Am. 96, 706-715 (1989)]. A similar asymmetry emerges within a time-domain pitch perception model based on autocorrelation. The model requires the following assumptions: (a) The neural discharge patterns must be temporally sharpened to a single narrow pulse per period (possibly by neural convergence within the cochlear nucleus). (b) Autocorrelation must be implemented as a cross correlation between the neural pulse train and a delayed pulse train convolved with a short kernel function. This kernel function must be asymmetric in time. (c) Pitch discrimination must rely on higher-order modes of the autocorrelation function. This particular implementation of the autocorrelation model produces modes that are sharper for peaks than for troughs, and thus accounts for the pitch discrimination asymmetry observed experimentally. As a by-product it can account for "hyperacute" discrimination observed at peaks of triangular modulation.
Rodriguez, J.C.
2007-01-01
If managers are reluctant to fully adjust dividends to changes in earnings, stock returns and changes in the dividend yield will tend to be negatively correlated. When this is the case, stock returns will exhibit positive autocorrelation, or mo- mentum. This paper studies the pricing of options in
Wells, Frederick S.; Pan, Alexey V.; Wang, X.; Fedoseev, Sergey A.; Hilgenkamp, Hans
2015-01-01
The glass-like vortex distribution in pulsed laser deposited YBa2Cu3O7-x thin films is observed by scanning superconducting quantum interference device microscopy and analysed for ordering after cooling in magnetic fields significantly smaller than the Earth's field. Autocorrelation calculations on
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...
Journal of Earth System Science | Indian Academy of Sciences
Indian Academy of Sciences (India)
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 ...
DEFF Research Database (Denmark)
2000-01-01
Using a pulsed ultrasound field, the two-dimensional velocity vector can be determined with the invention. The method uses a transversally modulated ultrasound field for probing the moving medium under investigation. A modified autocorrelation approach is used in the velocity estimation. The new...
Indian Academy of Sciences (India)
Structures and autocorrelation functions of liquid Al and Mg modelled via Lennard-Jones potential from molecular dynamics simulation ... Collision frequency of Lennard–Jones fluids at high densities by equilibrium molecular dynamics simulation ... Adhesion energy, surface traction and surface tension in liquid xenon.
Does the classically chaotic Henon–Heiles oscillator exhibit ...
Indian Academy of Sciences (India)
The threshold intensity of the laser field for an electron moving in the HH potential to reach its continuum is identified and in this region quantum chaos has been diagnosed through a combination of various dynamical signatures such as the autocorrelation function, quantum `phase-space' volume, `phase-space' trajectory, ...
Sadhana | Indian Academy of Sciences
Indian Academy of Sciences (India)
... load estimation on the delta wing at high angles of attack. pp 517-528. Modelling ﬂow through unsaturated zones: Sensitivity to unsaturated soil properties ... A second-order autocorrelator for single-shot measurement of femtosecond laser pulse durations · M Raghuramaiah A K Sharma P A Naik P D Gupta R A Ganeev.
The Effect of Investment in Children's Education on Fertility in 1816 Prussia
DEFF Research Database (Denmark)
Becker, Sascha; Cinnirella, Francesco; Woessmann, Ludger
2012-01-01
for Prussia in 1816, several decades before the demographic transition. We find a significant negative causal effect of education on fertility, which is robust to accounting for spatial autocorrelation. The causal effect of education is identified through exogenous variation in enrollment rates due...
Cryptographic pseudo-random sequences from the chaotic Hénon ...
Indian Academy of Sciences (India)
Abstract. A scheme for pseudo-random binary sequence generation based on the two-dimensional discrete-time Hénon map is proposed. Properties of the proposed sequences pertaining to linear complexity, linear complexity profile, correlation and auto-correlation are investigated. All these properties of the sequences ...
Agglomeration of urinary nanocrystallites: Key factor to formation of urinary stones
International Nuclear Information System (INIS)
He Jieyu; Ouyang Jianming; Yang Rue
2010-01-01
With transmission electron microscopy (TEM) and nanoparticle size analyzer, comparative studies were conducted on the property variation of nanocrystallites in the urine of 5 lithogenic patients and 5 healthy subjects following the placement time (t 1 ). These properties include average particle size (d), size distribution, intensity-autocorrelation function, Zeta potential (ζ) and aggregation state. With the prolongation of t 1 from 0 h to 4 h, d value of the nanocrystallites in urine of lithogenic patients increased from 742 nm to 1667 nm, the autocorrelation time increased from 7.68 ms to 1050 ms and ζ decreased from -1.52 mV to -4.44 mV, respectively; the autocorrelation curves were of fluctuating and unsmooth, and TEM showed that most of the patient's urinary nanocrystallites were in aggregation state and three types of agglomeration were observed. However, for nanocrystallites in urine of healthy subjects, there was little variation in the above properties within 4 h. The autocorrelation curves were of regular and smooth, and TEM showed that healthy urinary nanocrystallites were well-dispersed. The above results show that the nanocrystallites in urine of healthy subjects can keep stability, whereas those of lithogenic patients are easier to agglomerate gradually; and the agglomeration of urinary nanocrystallites is the key factor to stone formation.
Agglomeration of urinary nanocrystallites: Key factor to formation of urinary stones
Energy Technology Data Exchange (ETDEWEB)
He Jieyu [Institute of Biomineralization and Lithiasis Research, Jinan University, Guangzhou 510632 (China); Ouyang Jianming, E-mail: toyjm@jnu.edu.cn [Institute of Biomineralization and Lithiasis Research, Jinan University, Guangzhou 510632 (China); Yang Rue [Institute of Biomineralization and Lithiasis Research, Jinan University, Guangzhou 510632 (China)
2010-07-20
With transmission electron microscopy (TEM) and nanoparticle size analyzer, comparative studies were conducted on the property variation of nanocrystallites in the urine of 5 lithogenic patients and 5 healthy subjects following the placement time (t{sub 1}). These properties include average particle size (d), size distribution, intensity-autocorrelation function, Zeta potential ({zeta}) and aggregation state. With the prolongation of t{sub 1} from 0 h to 4 h, d value of the nanocrystallites in urine of lithogenic patients increased from 742 nm to 1667 nm, the autocorrelation time increased from 7.68 ms to 1050 ms and {zeta} decreased from -1.52 mV to -4.44 mV, respectively; the autocorrelation curves were of fluctuating and unsmooth, and TEM showed that most of the patient's urinary nanocrystallites were in aggregation state and three types of agglomeration were observed. However, for nanocrystallites in urine of healthy subjects, there was little variation in the above properties within 4 h. The autocorrelation curves were of regular and smooth, and TEM showed that healthy urinary nanocrystallites were well-dispersed. The above results show that the nanocrystallites in urine of healthy subjects can keep stability, whereas those of lithogenic patients are easier to agglomerate gradually; and the agglomeration of urinary nanocrystallites is the key factor to stone formation.
Molecular dynamics of liquid alkaline-earth metals near the melting ...
Indian Academy of Sciences (India)
Results of the studies of the properties like binding energy, the pair distribution function (), the structure factor (), specific heat at constant volume, velocity autocorrelation function (VACF), radial distribution function, self-diffusion coefficient and coordination number of alkaline-earth metals (Be, Mg, Ca, Sr and Ba) near ...
The Wiener-Khinchin theorem and recurrence quantification
Energy Technology Data Exchange (ETDEWEB)
Zbilut, Joseph P. [Department of Molecular Biophysics and Physiology, Rush University Medical Center, 1653 W. Congress, Chicago, IL 60612 (United States)], E-mail: jzbilut@rush.edu; Marwan, Norbert [Potsdam Institute for Climate Impact Research (PIK), 14412 Potsdam (Germany)
2008-10-27
The Wiener-Khinchin theorem states that the power spectrum is the Fourier transform of the autocovariance function. One form of the autocovariance function can be obtained through recurrence quantification. We show that the advantage of defining the autocorrelation function with recurrences can demonstrate higher dimensional dynamics.
Robust High Data Rate MIMO Underwater Acoustic Communications
2011-09-30
which are the so-called constant 20UIOIO.OW amplitude zero auto-correlation (CAZAC) sequences. This CAZAC sequence design problem goes back to Norbert ... Wiener or even Gauss! The mathematicians have shown that for some sequence lengths, there are an infinite number of perfect periodic sequences. We
The probability density function (PDF) of the time intervals between subsequent extreme events in atmospheric Hg0 concentration data series from different latitudes has been investigated. The Hg0 dynamic possesses a long-term memory autocorrelation function. Above a fixed thresh...
Modelling the embedded rainfall process using tipping bucket data
DEFF Research Database (Denmark)
Thyregod, Peter; Arnbjerg-Nielsen, Karsten; Madsen, Henrik
1998-01-01
A new method for modelling the dynamics of rain measurement processes is suggested. The method takes the discrete nature and autocorrelation of measurements from the tipping bucket rain gauge into consideration. The considered model is a state space model with a Poisson marginal distribution. In ...
and Correlated Error-Regressor
African Journals Online (AJOL)
Nekky Umera
Abstract. In this study, we conduct several Monte-Carlo experiments to examine the sensitivity of the efficiency of FGLS estimators relative to OLS using the. Variance and RMSE criteria, in the presence of first order autocorrelated error terms which are also correlated with geometric regressor. We examine the sensitivity of ...
Cosmological measurements with forthcoming radio continuum surveys
CSIR Research Space (South Africa)
Raccanelli, A
2012-08-01
Full Text Available , while the best measurements of dark energy models will come from galaxy autocorrelation function analyses. Using a combination of the EvolutionaryMap of the Universe (EMU) and WODAN to provide a full-sky survey, it will be possible to measure the dark...
Statistics of the eigenfunctions of microwave cavities
Indian Academy of Sciences (India)
Abstract. We study the statistics of the experimental eigenfunctions of chaotic and disordered microwave billiards in terms of the moments of their spatial distributions, such as the inverse partici- pation ratio (IPR) and density-density auto-correlation. A path from chaos to disorder is described in terms of increasing IPR.
Quality-based fingerprint segmentation
CSIR Research Space (South Africa)
Mngenge, NA
2012-06-01
Full Text Available is block-wise, it utilizes the auto-correlation matrix of gradients and its eigenvalue to compute the score quality measure of each block. The score quality measures both local contrast and orientation in each block. The threshold is computed by taking...
Dosio, A.; Vilà-Guerau de Arellano, J.; Holtslag, A.A.M.; Builtjes, P.J.H.
2005-01-01
Eulerian and Lagrangian statistics in the atmospheric convective boundary layer (CBL) are studied by means of large eddy simulation (LES). Spectra analysis is performed in both the Eulerian and Lagrangian frameworks, autocorrelations are calculated, and the integral length and time scales are
'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...
Characterization of foreign exchange market using the threshold-dealer-model
Yamada, Kenta; Takayasu, Hideki; Takayasu, Misako
2007-08-01
We introduce a deterministic dealer model which implements most of the empirical laws, such as fat tails in the price change distributions, autocorrelation of price change and non-Poissonian intervals. We also clarify the causality between microscopic dealers’ dynamics and macroscopic market's empirical laws.
Landscape patterns from mathematical morphology on maps with contagion
Kurt Riitters; Peter Vogt; Pierre Soille; Christine Estreguil
2009-01-01
The perceived realism of simulated maps with contagion (spatial autocorrelation) has led to their use for comparing landscape pattern metrics and as habitat maps for modeling organism movement across landscapes. The objective of this study was to conduct a neutral model analysis of pattern metrics defined by morphological spatial pattern analysis (MSPA) on maps with...
Low order anti-aliasing filters for sparse signals in embedded ...
Indian Academy of Sciences (India)
MUSIC obtains the eigen values and the eigen vectors of the signal autocorrelation matrix and evaluates a score function that returns the specified number of largest score function peaks as the frequencies present in the signal. The expected number K of component frequen- cies in the signal is fed as input to the algorithm.
Delay signatures in the chaotic intensity output of a quantum dot ...
Indian Academy of Sciences (India)
Abstract. Delay identification from the chaotic intensity output of a quantum dot laser with opti- cal feedback is done using numerical and information theoretic techniques. Four quantifiers, namely autocorrelation function, delayed mutual information, permutation entropy and permutation statis- tical complexity, are employed ...
Quasilinear theory without the random phase approximation
International Nuclear Information System (INIS)
Weibel, E.S.; Vaclavik, J.
1980-08-01
The system of quasilinear equations is derived without making use of the random phase approximation. The fluctuating quantities are described by the autocorrelation function of the electric field using the techniques of Fourier analysis. The resulting equations posses the necessary conservation properties, but comprise new terms which hitherto have been lost in the conventional derivations
On some asymptotic relations in the Boltzmann-Enskog model
International Nuclear Information System (INIS)
Sadovnikov, B.I.; Inozemtseva, N.G.
1977-04-01
The coefficients in the tsup(-3/2) asymptotics of the time autocorrelation functions are successively determined in the framework of the non-linear Boltzmann-Enskog model. The left and right eigenfunction systems are constructed for the Boltzmann-Enskog operator
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....
Sadhana | Indian Academy of Sciences
Indian Academy of Sciences (India)
... Workshops · Refresher Courses · Symposia · Live Streaming. Home; Journals; Sadhana; Volume 26; Issue 6. A second-order autocorrelator for single-shot measurement of femtosecond laser pulse durations. M Raghuramaiah A K Sharma P A Naik P D Gupta R A Ganeev. Volume 26 Issue 6 December 2001 pp 603-611 ...
Deregulation and Macroeconomic Drivers Of Foreign Direct ...
African Journals Online (AJOL)
This study used secondary data from Central Bank of Nigeria and National Bureau of Statistics to ascertain the determinants of Foreign Direct Agricultural Investment (FDAI) in Nigeria from 1970 to 2009. After attempting modeling the determinants of FDAI with untransformed OLS regression model, autocorrelation was ...
Movements vary according to dispersal stage, group size, and rainfall: The case of the African lion
Nicholas B. Elliot; Samuel A. Cushman; Andrew J. Loveridge; Godfrey Mtare; David W. Macdonald
2014-01-01
Dispersal is one of the most important life-history traits affecting species persistence and evolution and is increasingly relevant for conservation biology as ecosystems become more fragmented. However, movement during different dispersal stages has been difficult to study and remains poorly understood. We analyzed movement metrics and patterns of autocorrelation from...
Indian Academy of Sciences (India)
Velocity autocorrelation. Two-state random walk model of diffusion 2. Oscillatory diffusion 437. Vibrational constant. On the C-X system of diatomic mercury chloride 147. Vibrational structure. On the C-X system of diatomic mercury chloride 47. Vibrational symmetry coordinates. Symmetry coordinates of nonrigid molecules.
A Systematic Approach for Soft Sensor Development
DEFF Research Database (Denmark)
Lin, Bao; Recke, Bodil; Renaudat, Philippe
2007-01-01
by a multivariate principal component analysis (PCA) approach, is used to detect outlying observations. Then, robust regression techniques are employed to derive an inferential model. A dynamic partial least squares (DPLS) model is implemented to address the issue of auto-correlation in process data and thus...
a multi-period markov model for monthly rainfall in lagos, nigeria
African Journals Online (AJOL)
PUBLICATIONS1
monthly rainfall forecasting using monthly rainfall data for ... Note above, rj is the autocorrelation of the nor- malized variates belonging to period j to those immediately preceding them (period j-1). Index i is consecutively numbered from 1 to total no of data whilst ...... relevance vector machine, extreme learning machine and ...
The Odin satellite - II. Radiometer data processing and calibration
Olberg, M; Frisk, U; Lecacheux, A; Olofsson, AOH; Baron, P; Bergman, P; Florin, G; Hjalmarson, A; Larsson, B; Murtagh, D; Olofsson, G; Pagani, L; Sandqvist, A; Teyssier, D; Torchinsky, SA; Volk, K
The radiometer on-board the Odin satellite comprises four different sub-mm receivers covering the 486 - 581 GHz frequency range and one fixed frequency 119 GHz receiver. Two auto-correlators and one acousto-optical spectrometer serve as backends. This article gives an overview over the processing of
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...
van Honschoten, J.W.; Druyvesteyn, W.F.; Kuipers, J.A.M.; Kuipers, Hendrik; Raangs, R.; Krijnen, Gijsbertus J.M.
In this paper a method is presented to reduce the noise level of a particle velocity sensor, a thermal two-wire sensor sensitive to acoustic particle velocities, which yields a reduction of the noise of 30 dB. The method is based on utilisation of cross- instead of auto-correlation spectra of two of
A STATISTICAL MODEL FOR STOCK ASSESSMENT OF ...
African Journals Online (AJOL)
Assessment of the status of southern bluefin tuna (SBT) by Australia and Japan has used a method (ADAPT) that imposes a number of structural restrictions, and is ... over time within the bounds of specific structure, and (3) autocorrelation in recruitment processes is considered within the likelihood framework of the model.
Application of Balanced Acceptance Sampling to an Intertidal Survey
Directory of Open Access Journals (Sweden)
Abi Naeimeh
2017-01-01
Full Text Available In ecological studies, the population of interest is often spread over a large area. In these studies, obtaining a sample with good spatial coverage is an important feature in the design of a survey. In most cases adjacent, or neighbouring, units are more similar than units further apart and the resulting spatial autocorrelation should be taken into account.
Spatiotemporal distribution patterns of forest fires in northern Mexico
Gustavo Pérez-Verdin; M. A. Márquez-Linares; A. Cortes-Ortiz; M. Salmerón-Macias
2013-01-01
Using the 2000-2011 CONAFOR databases, a spatiotemporal analysis of the occurrence of forest fires in Durango, one of the most affected States in Mexico, was conducted. The Moran's index was used to determine a spatial distribution pattern; also, an analysis of seasonal and temporal autocorrelation of the data collected was completed. The geographically weighted...
Kinetics of self-organization of polyampholyte nanoparticles in ...
Indian Academy of Sciences (India)
Wintec
was detected by a photo-multiplier tube (Hamamatsu) and the signal was converted into intensity auto-correlation function by the correlator that was operated in .... Thus, it can be clearly argued that higher gelatin concentration has profound effect on the measured zeta potential value that makes the pI shift by as much as.
Spectral properties of superpositions of Ornstein-Uhlenbeck type processes
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole Eiler; Leonenko, N.N.
2005-01-01
Stationary processes with prescribed one-dimensional marginal laws and long-range dependence are constructed. The asymptotic properties of the spectral densities are studied. The possibility of Mittag-Leffler decay in the autocorrelation function of superpositions of Ornstein-Uhlenbeck type...... processes is proved....
Finite-temperature charge transport in the one-dimensional Hubbard model
Jin, F.; Steinigeweg, R.; Heidrich-Meisner, F.; Michielsen, K.; De Raedt, H.
2015-01-01
We study the charge conductivity of the one-dimensional repulsive Hubbard model at finite temperature using the method of dynamical quantum typicality, focusing at half filling. This numerical approach allows us to obtain current autocorrelation functions from systems with as many as 18 sites, way
An In-vivo investigation of transverse flow estimation
DEFF Research Database (Denmark)
Udesen, Jesper; Jensen, Jørgen Arendt
2004-01-01
, and 1.4 seconds of data is acquired. Using 2 parallel receive beamformers a transverse oscillation is introduced with an oscillation period 1.2 mm. The velocity estimation is performed using an extended autocorrelation algorithm. The volume flow can be estimated with a relative standard deviation of 13...
Serial and spatial error correlation
Elhorst, J. Paul
This paper demonstrates that jointly modeling serial and spatial error correlation results in a trade-off between the serial and spatial autocorrelation coefficients. Ignoring this trade-off causes inefficiency and may lead to nonstationarity. (C) 2008 Elsevier B.V. All rights reserved.
Collision frequency of Lennard–Jones fluids at high densities by ...
Indian Academy of Sciences (India)
We showed that during collision, the time spent by an atom in the fields of force of other atoms is so small compared with its relaxation time, leading to a possible reduction in local velocity autocorrelation between atoms. Keywords. Viscosity; diffusion; molecular dynamics; theory of simple liquids. PACS Nos 51.20.+d; 61.20.
Laurence R. Schimleck; Justin A. Tyson; David Jones; Gary F. Peter; Richard F. Daniels; Alexander III Clark
2007-01-01
Near infrared (NIR) spectroscopy provides a rapid, non-destructive method for the estimation of several wood properties of increment cores. MR spectra are collected from adjacent sections of the same core; however, not all spectra are required for calibration purposes as spectra from the same core are autocorrelated. Previously, we showed that wood property...
African Journals Online (AJOL)
Salmon, B.P.. Vol 6, No 3 (2017) - Articles A novel framework for parameter selection of the Autocorrelation Change detection method using 250m MODIS time-series data in the Gauteng province of South Africa Abstract PDF. ISSN: 2225-8531. AJOL African Journals Online. HOW TO USE AJOL... for Researchers · for ...
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.
Seismic interferometry : Reconstructing the earth's reflection response
Draganov, D.S.; Wapenaar, C.P.A.; Thorbecke, J.W.
2006-01-01
In 1968, Jon Claerbout showed that the reflection response of a 1D acoustic medium can be reconstructed by autocorrelating the transmission response. Since then, several authors have derived relationships for reconstructing Green's functions at the surface, using crosscorrelations of (noise)
Stakhovych, Stanislav; Bijmolt, Tammo H. A.; Wedel, Michel
2012-01-01
In this article, we present a Bayesian spatial factor analysis model. We extend previous work on confirmatory factor analysis by including geographically distributed latent variables and accounting for heterogeneity and spatial autocorrelation. The simulation study shows excellent recovery of the model parameters and demonstrates the consequences…
A Generalized Schwartz Model for Energy Spot Prices - Estimation using a Particle MCMC Method
DEFF Research Database (Denmark)
Lunde, Asger; Brix, Anne Floor; Wei, Wei
We propose an energy spot price model featuring a two-factor price process and a two-component stochastic volatility process. The first factor in the price process captures the normal variations; the second accounts for spikes. The two-component volatility allows for a flexible autocorrelation st...
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
2016-09-05
We present phase sensitive cavity field measurements on photonic crystal microcavities. The experiments have been performed as autocorrelation measurements with ps double pulse laser excitation for resonant and detuned conditions. Measured E-field autocorrelation functions reveal a very strong detuning dependence of the phase shift between laser and cavity field and of the autocorrelation amplitude of the cavity field. The fully resolved phase information allows for a precise frequency discrimination and hence for a precise measurement of the detuning between laser and cavity. The behavior of the autocorrelation amplitude and phase and their detuning dependence can be fully described by an analytic model. Furthermore, coherent control of the cavity field is demonstrated by tailored laser excitation with phase and amplitude controlled pulses. The experimental proof and verification of the above described phenomena became possible by an electric detection scheme, which employs planar photonic crystal microcavity photo diodes with metallic Schottky contacts in the defect region of the resonator. The applied photo current detection was shown to work also efficiently at room temperature, which make electrically contacted microcavities attractive for real world applications.
Fine-scale spatial distribution of plants and resources on a sandy soil in the Sahel
Rietkerk, M.G.; Ouedraogo, T.; Kumar, L.; Sanou, S.; Langevelde, F. van; Kiema, A.; Koppel, J. van de; Andel, J. van; Hearne, J.; Skidmore, A.K.; Ridder, N. de; Stroosnijder, L.; Prins, H.H.T.
2002-01-01
We studied fine-scale spatial plant distribution in relation to the spatial distribution of erodible soil particles, organic matter, nutrients and soil water on a sandy to sandy loam soil in the Sahel. We hypothesized that the distribution of annual plants would be highly spatially autocorrelated
The redshifted HI 21 cm signal from the post-reionization epoch ...
Indian Academy of Sciences (India)
72
structure formation and background cosmic history in the post-reionization epoch. (Chang et al., 2008; ... tion often involves a joint analysis of two data sets and this would require not only the auto-correlation but also ...... )2. ¯T(z)¯xHID+(z). (44). We note that the convergence field κ(n), is not directly measurable in CMBR ex-.
A Detection Algorithm for the BOC Signal Based on Quadrature Channel Correlation
Directory of Open Access Journals (Sweden)
Bo Qian
2018-01-01
Full Text Available In order to solve the problem of detecting a BOC signal, which uses a long-period pseudo random sequence, an algorithm is presented based on quadrature channel correlation. The quadrature channel correlation method eliminates the autocorrelation component of the carrier wave, allowing for the extraction of the absolute autocorrelation peaks of the BOC sequence. If the same lag difference and height difference exist for the adjacent peaks, the BOC signal can be detected effectively using a statistical analysis of the multiple autocorrelation peaks. The simulation results show that the interference of the carrier wave component is eliminated and the autocorrelation peaks of the BOC sequence are obtained effectively without demodulation. The BOC signal can be detected effectively when the SNR is greater than −12 dB. The detection ability can be improved further by increasing the number of sampling points. The higher the ratio of the square wave subcarrier speed to the pseudo random sequence speed is, the greater the detection ability is with a lower SNR. The algorithm presented in this paper is superior to the algorithm based on the spectral correlation.
Efficiency in Linear Model with AR (1) and Correlated Error-Regressor
African Journals Online (AJOL)
In this study, we conduct several Monte-Carlo experiments to examine the sensitivity of the efficiency of FGLS estimators relative to OLS using the Variance and RMSE criteria, in the presence of first order autocorrelated error terms which are also correlated with geometric regressor. We examine the sensitivity of the ...
Critical fluctuations in cortical models near instability
Aburn, M.J.; Holmes, C.A.; Roberts, J.A.; Boonstra, T.W.; Breakspear, M.
2012-01-01
Computational studies often proceed from the premise that cortical dynamics operate in a linearly stable domain, where fluctuations dissipate quickly and show only short memory. Studies of human electroencephalography (EEG), however, have shown significant autocorrelation at time lags on the scale
DEFF Research Database (Denmark)
Philipsen, Kirsten Riber; Christiansen, Lasse Engbo; Mandsberg, Lotte Frigaard
2008-01-01
The specific growth rate for P. aeruginosa and four mutator strains mutT, mutY, mutM and mutY–mutM is estimated by a suggested Maximum Likelihood, ML, method which takes the autocorrelation of the observation into account. For each bacteria strain, six wells of optical density, OD, measurements...
Method of moments estimation of GO-GARCH models
Boswijk, H.P.; van der Weide, R.
2009-01-01
We propose a new estimation method for the factor loading matrix in generalized orthogonal GARCH (GO-GARCH) models. The method is based on the eigenvectors of a suitably defined sample autocorrelation matrix of squares and cross-products of the process. The method can therefore be easily applied to
Space and Astrophysical Plasmas: Ionospheric plasma by VHF waves
Indian Academy of Sciences (India)
The data are analyzed to determine the statistical features of overhead ionospheric plasma irregularities which are mostly of small duration < 30 minutes and are predominant during pre-midnight period. The increase of solar activity generally increases the depth of scintillation. The auto-correlation functions and power ...
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
Journal of Earth System Science | Indian Academy of Sciences
Indian Academy of Sciences (India)
Understanding the inherent features of wind speed (variability on different time scales) has become critical for assured wind power availability, grid stability, and effective power management. The study utilizes the wavelet, autocorrelation, and FFT (fast Fourier transform) techniques to analyze and assimilate the fluctuating ...
Molecular dynamics of liquid alkaline-earth metals near the melting ...
Indian Academy of Sciences (India)
Good agreement with the experiment is achieved for the binding energy, pair distribution ... the experimental point of view, only a few properties such as the electrical resis- tivity [1], the absolute thermopower [2], ... computed the velocity autocorrelation function (VACF), its memory function and the self-diffusion coefficient.
Signals and memory in tree-ring width and density data
Czech Academy of Sciences Publication Activity Database
Esper, J.; Schneider, L.; Smerdon, J. E.; Schoene, B.; Büntgen, Ulf
2015-01-01
Roč. 35, OCT (2015), s. 62-70 ISSN 1125-7865 Institutional support: RVO:67179843 Keywords : summer temperature-variations * major volcanic-eruptions * european summer * chronologies * climate * variability * reconstruction * precipitation * millennium * centuries * Maximum latewood density * Temperature * Autocorrelation * Superposed epoch analysis * Volcanic eruption * Northern hemisphere Subject RIV: EH - Ecology, Behaviour Impact factor: 2.107, year: 2015
Decomposition of wind speed fluctuations at different time scales
Indian Academy of Sciences (India)
Understanding the inherent features of wind speed (variability on different time scales) has become critical for assured wind power availability, grid stability, and effective power management. The study utilizes the wavelet, autocorrelation, and FFT (fast Fourier transform) techniques to analyze and assimilate the fluctuating ...
Behavioral learning equilibria
Hommes, C.; Zhu, M.
2014-01-01
We propose behavioral learning equilibria, where boundedly rational agents learn to use a simple univariate linear forecasting rule with correctly specified unconditional mean and first-order autocorrelation. In the long run, agents learn the best univariate linear forecasting rule, without fully
Some Diagnostic Tools in Robust Econometrics
Czech Academy of Sciences Publication Activity Database
Kalina, Jan
2011-01-01
Roč. 50, č. 2 (2011), s. 55-67 ISSN 0231-9721 Grant - others:GA ČR(CZ) GA402/09/0557 Institutional research plan: CEZ:AV0Z10300504 Keywords : robust regression * autocorrelated errors * heteroscedastic regression * instrumental variables * least weighted squares Subject RIV: BB - Applied Statistics, Operational Research http://dml.cz/handle/10338.dmlcz/141754
Ionospheric plasma by VHF waves
Indian Academy of Sciences (India)
The auto-correlation functions and power spectra of scintillations predict that the scale length of these irregularities varies from 200–500 m having velocity of movement between 75 m/sec to 200 m/sec. These results agree well with the results obtained by other workers. Keywords. Scintillation; ionospheric irregularities ...
Pramana – Journal of Physics | Indian Academy of Sciences
Indian Academy of Sciences (India)
We study the statistics of the experimental eigenfunctions of chaotic and disordered microwave billiards in terms of the moments of their spatial distributions, such as the inverse participation ratio (IPR) and density-density auto-correlation. A path from chaos to disorder is described in terms of increasing IPR. In the chaotic ...
Drag reduction mechanism by microbubble injection within a channel boundary layer
International Nuclear Information System (INIS)
Ling Zhen; Hassan, Y.
2005-01-01
In this study, the drag reduction due to microbubble injection in the boundary layer of a fully developed turbulent channel flow was investigated. Particle Image Velocimetry (PIV) techniques were taken. The effects of the presence of microbubbles in the boundary layer were assessed. A drag reduction of 38.4% was obtained with void fraction of 4.9%. The algorithms of wavelet auto-correlation maps were applied to the PIV velocity field measurement. Modifications in the wavelet auto-correlation maps due to the presence of microbubbles were studied and compared in three-dimensions. By using 3-D plotting routines and the wavelet auto-correlation maps, it can be deduced from this study that the microbubble injection within the boundary layer increases the turbulent energy of the streamwise velocity components of the large scale (large eddy size, low frequency) range and decreases the energy of the small scale (small eddy size, high frequency) range. The wavelet auto-correlation maps of the normal velocities indicate that the microbubble presence decrease the turbulent energy of normal velocity components for both the large scale (large eddy size, low frequency) and the small scale (small eddy size, high frequency) ranges. (authors)
Characteristics of low latitude ionospheric E-region irregularities ...
Indian Academy of Sciences (India)
154°E, dip angle = 37.3°, sub-ionospheric dip = 34°) have been analyzed to study the behaviour of ionospheric E-region irregularities during the active solar and magnetic periods. The autocorrelation functions, power spectral densities, signal de-correlation times are computed to study the temporal features of ionospheric ...
Delay signatures in the chaotic intensity output of a quantum dot ...
Indian Academy of Sciences (India)
Delay identification from the chaotic intensity output of a quantum dot laser with optical feedback is done using numerical and information theoretic techniques. Four quantifiers, namely autocorrelation function, delayed mutual information, permutation entropy and permutation statistical complexity, are employed in delay ...
DEFF Research Database (Denmark)
Liang, Hanwei; Dong, Liang; Luo, Xiao
2016-01-01
on the regional features of industrial emissions is critical to better decision makings. While to date, related studies have been rather few. This paper applies a spatial analysis on regional features of China's industrial emissions (SO2, NOx and PM2.5 and CO2 emission) in 31 provinces. Spatial autocorrelation...
Törneman, Niklas; Yang, Xiuhong; Bååth, Erland; Bengtsson, Göran
2008-05-01
Little is known about the spatial connection between soil microbial community composition and polycyclic aromatic hydrocarbon (PAH) concentration. A spatially explicit survey at a creosote-contaminated site demonstrated that microbial biomass (total concentration of phospholipid fatty acids [PLFAs]) and microbial community composition (PLFA fingerprints) were spatially autocorrelated, mostly within a distance of 25 m, and covaried with PAH concentrations. The concentration of PLFAs indicative of gram-negative bacteria (16:1omega7c, 16:1omega7t, 18:1omega7, cy17:0, and cy19:0) increased in the PAH hot spots, whereas PLFAs representing fungi and gram-positive bacteria (including actinomycetes) were negatively correlated to PAH concentrations. Most PLFAs were spatially autocorrelated, with distances varying between 4 and 25 m. Those PLFAs that increased in PAH-contaminated soil had autocorrelation ranges between 4 and 16 m, whereas the fungal indicator PLFA 18:2omega6,9 had the largest autocorrelation range (25 m). Bacterial strains isolated using a spray-plate technique and with the same PLFA composition as that in contaminated soil samples were capable of degrading phenanthrene, fluoranthene, and pyrene, indicating that the main PAH degraders could be isolated.
Deterministic Chaos in the X-ray Sources
Indian Academy of Sciences (India)
and undergoes the limit cycle oscillation, if the viscous stress tensor scales with the total (gas plus radiation) pressure and ... nent Trφ of the stress tensor is proportional to the total pressure. The latter includes the radiation pressure ... white noise or linearly autocorrelated Gaussian noise. We construct surrogates using the ...
THE ANALYSIS OF STEADY VOLTAGE ON THE ACCESSION OF DC TRACTION SUBSTATIONS
Directory of Open Access Journals (Sweden)
V. H. Sychenko
2009-09-01
Full Text Available Research results of voltage modes at traction substation buses in primary, regional and traction network are presented in the article. Numeric characteristics of probability density distributions are obtained. Autocorrelation functions of positive and negative sequence voltages are analyzed.
Short time behaviour of density correlation functions
Konijnendijk, H.H.U.
1977-01-01
In this thesis the dynamical behaviour of the atoms in a fluid or gas is studied with time dependent correlation functions as the density-density correlation function and the velocity autocorrelation function. Theoretically it is not possible to calculate these correlation functions exactly for the
A comparative study of the performances of some estimators of ...
African Journals Online (AJOL)
These estimators are compared using the finite properties of estimators' criteria namely; sum of biases, sum of variances and sum of the mean squared error of the estimated parameter of the model at different levels of autocorrelation and sample size through Monte – Carlo studies. Results show that at each level of ...
Performances of some estimators of linear model with ...
African Journals Online (AJOL)
The estimators are compared by examing the finite properties of estimators namely; sum of biases, sum of absolute biases, sum of variances and sum of the mean squared error of the estimated parameter of the model. Results show that when the autocorrelation level is small (ρ=0.4), the MLGD estimator is best except when ...
Urban growth and transport infrastructure interaction in Jeddah between 1980 and 2007
Aljoufie, M.; Brussel, M.J.G.; Zuidgeest, M.H.P.; van Maarseveen, M.F.A.M.
2013-01-01
This paper aims to use spatial statistical tools to explore the reciprocal spatial–temporal effects of transport infrastructure and urban growth of Jeddah city, a fast developing polycentric city in Saudi Arabia. Global spatial autocorrelation (Moran's I) and local indicators of spatial association
Efficiency in Linear Model with AR (1) and Correlated Error ...
African Journals Online (AJOL)
Nekky Umera
Assumptions in the classical normal linear regression model include that of lack of autocorrelation of the error terms ... which the classical linear regression model is based will usually be violated. These violations, seen in widespread .... we conclude in section 5. The Model. We assume a simple linear regression model:.
Testing for spatial error dependence in probit models
Amaral, P. V.; Anselin, L.; Arribas-Bel, D.
2013-01-01
In this note, we compare three test statistics that have been suggested to assess the presence of spatial error autocorrelation in probit models. We highlight the differences between the tests proposed by Pinkse and Slade (J Econom 85(1):125-254, 1998), Pinkse (Asymptotics of the Moran test and a
A Raman anemometer for component-selective velocity measurements of particles in a flow
Florisson, O.; de Mul, F.F.M.; de Winter, H.G.
1981-01-01
An anemometer for the measurement of the velocity of particles of different components in a flow, separate and apart from that of the flow itself, is described. As a component-selective mechanism Raman scattering is used. The velocity is measured by relating the autocorrelated scattering signal to
Sadhana | Indian Academy of Sciences
Indian Academy of Sciences (India)
A second-order autocorrelator for single-shot measurement of femtosecond laser pulse durations · M Raghuramaiah A K Sharma P A Naik P D ... 32 Issue 3 June 2007 pp 235-242. Design and performance characteristics of an electromagnetic interference shielded enclosure for high voltage Pockels cell switching system.
Wang, Shaobin; Luo, Kunli
2018-01-01
The relation between life expectancy and energy utilization is of particular concern. Different viewpoints concerned the health impacts of heating policy in China. However, it is still obscure that what kind of heating energy or what pattern of heating methods is the most related with the difference of life expectancies in China. The aim of this paper is to comprehensively investigate the spatial relations between life expectancy at birth (LEB) and different heating energy utilization in China by using spatial autocorrelation models including global spatial autocorrelation, local spatial autocorrelation and hot spot analysis. The results showed that: (1) Most of heating energy exhibit a distinct north-south difference, such as central heating supply, stalks and domestic coal. Whereas spatial distribution of domestic natural gas and electricity exhibited west-east differences. (2) Consumption of central heating, stalks and domestic coal show obvious spatial dependence. Whereas firewood, natural gas and electricity did not show significant spatial autocorrelation. It exhibited an extinct south-north difference of heat supply, stalks and domestic coal which were identified to show significant positive spatial autocorrelation. (3) Central heating, residential boilers and natural gas did not show any significant correlations with LEB. While, the utilization of domestic coal and biomass showed significant negative correlations with LEB, and household electricity shows positive correlations. The utilization of domestic coal in China showed a negative effect on LEB, rather than central heating. To improve the solid fuel stoves and control consumption of domestic coal consumption and other low quality solid fuel is imperative to improve the public health level in China in the future. Copyright © 2017 Elsevier B.V. All rights reserved.
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.
Directory of Open Access Journals (Sweden)
kadek yama rinaldi
2017-05-01
Full Text Available Modification of method Spatial K'luster Analysis by Tree Edge Removal (SKATER is one of the regionalization method for clustering based on the location by spatial autocorrelation and spatial patterns. This method uses graph theory approach to identify the homogeneous location is the minimum spanning tree. In addition to clustering objects based on similarity characteristics, in everyday life, often found that there are significant spatial clustering that affect specific object. This study was conducted to determine the relationship of the crime rate between districts in Way Kanan, Lampung. Based on these results, the characteristics of the crime rate in terms of spoliation, robbery and gambling have spatial autocorrelation and spatial patterns. Further applied modifications of SKATER. Generate 4 cluster (k graded of the 14 districts. on average k1 (17.67% k2 (10.09% k3 (7.80% k4 (4.28%.
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...
Multifractal model of asset returns with leverage effect
Eisler, Z.; Kertész, J.
2004-11-01
Multifractal processes are a relatively new tool of stock market analysis. Their power lies in the ability to take multiple orders of autocorrelations into account explicitly. In the first part of the paper we discuss the framework of the Lux model and refine the underlying phenomenological picture. We also give a procedure of fitting all parameters to empirical data. We present a new approach to account for the effective length of power-law memory in volatility. The second part of the paper deals with the consequences of asymmetry in returns. We incorporate two related stylized facts, skewness and leverage autocorrelations into the model. Then from Monte Carlo measurements we show, that this asymmetry significantly increases the mean squared error of volatility forecasts. Based on a filtering method we give evidence on similar behavior in empirical data.
Multiple scaling behaviour and nonlinear traits in music scores
González-Espinoza, Alfredo; Larralde, Hernán; Martínez-Mekler, Gustavo; Müller, Markus
2017-12-01
We present a statistical analysis of music scores from different composers using detrended fluctuation analysis (DFA). We find different fluctuation profiles that correspond to distinct autocorrelation structures of the musical pieces. Further, we reveal evidence for the presence of nonlinear autocorrelations by estimating the DFA of the magnitude series, a result validated by a corresponding study of appropriate surrogate data. The amount and the character of nonlinear correlations vary from one composer to another. Finally, we performed a simple experiment in order to evaluate the pleasantness of the musical surrogate pieces in comparison with the original music and find that nonlinear correlations could play an important role in the aesthetic perception of a musical piece.
Four-component united-atom model of bitumen
DEFF Research Database (Denmark)
Hansen, Jesper Schmidt; Lemarchand, Claire; Nielsen, Erik
2013-01-01
We propose a four-component united-atom molecular model of bitumen. The model includes realistic chemical constituents and introduces a coarse graining level that suppresses the highest frequency modes. Molecular dynamics simulations of the model are carried out using graphic-processor-units based...... software in time spans in order of microseconds, which enables the study of slow relaxation processes characterizing bitumen. This paper also presents results of the model dynamics as expressed through the mean-square displacement, the stress autocorrelation function, and rotational relaxation...... the stress autocorrelation function, the shear viscosity and shear modulus are evaluated, showing a viscous response at frequencies below 100 MHz. The model predictions of viscosity and diffusivities are compared to experimental data, giving reasonable agreement. The model shows that the asphaltene, resin...
Bounds of memory strength for power-law series
Guo, Fangjian; Yang, Dan; Yang, Zimo; Zhao, Zhi-Dan; Zhou, Tao
2017-05-01
Many time series produced by complex systems are empirically found to follow power-law distributions with different exponents α . By permuting the independently drawn samples from a power-law distribution, we present nontrivial bounds on the memory strength (first-order autocorrelation) as a function of α , which are markedly different from the ordinary ±1 bounds for Gaussian or uniform distributions. When 1 3 , the upper bound remains +1 while the lower bound descends below 0. Theoretical bounds agree well with numerical simulations. Based on the posts on Twitter, ratings of MovieLens, calling records of the mobile operator Orange, and the browsing behavior of Taobao, we find that empirical power-law-distributed data produced by human activities obey such constraints. The present findings explain some observed constraints in bursty time series and scale-free networks and challenge the validity of measures such as autocorrelation and assortativity coefficient in heterogeneous systems.
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.
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.
Hydrogen bond dynamical properties of adsorbed liquid water monolayers with various TiO2 interfaces
English, Niall J.; Kavathekar, Ritwik S.; MacElroy, J. M. D.
2012-12-01
Equilibrium classical molecular dynamics (MD) simulations have been performed to investigate the hydrogen-bonding kinetics of water in contact with rutile-(110), rutile-(101), rutile-(100), and anatase-(101) surfaces at room temperature (300 K). It was observed that anatase-(101) exhibits the longest-lived hydrogen bonds in terms of overall persistence, followed closely by rutile-(110). The relaxation times, defined as the integral of the autocorrelation of the hydrogen bond persistence function, were also longer for these two cases, while decay of the autocorrelation function was slower. The increased number and overall persistence of hydrogen bonds in the adsorbed water monolayers at these surfaces, particularly for anatase-(101), may serve to promote possible water photolysis activity thereon.
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.
A Generalization of Some Classical Time Series Tools
DEFF Research Database (Denmark)
Nielsen, Henrik Aalborg; Madsen, Henrik
2001-01-01
or linearity. The generalizations do not prescribe a particular smoothing technique. In fact, when the smoother is replaced by a linear regression the generalizations reduce to close approximations of SACF and SPACF. For this reason a smooth transition from the linear to the non-linear case can be obtained......In classical time series analysis the sample autocorrelation function (SACF) and the sample partial autocorrelation function (SPACF) has gained wide application for structural identification of linear time series models. We suggest generalizations, founded on smoothing techniques, applicable...... by varying the bandwidth of a local linear smoother. By adjusting the flexibility of the smoother the power of the tests for independence and linearity against specific alternatives can be adjusted. The generalizations allow for graphical presentations, very similar to those used for SACF and SPACF...
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.
Lemaître, Anaël
2017-11-01
After constructing a formalism to analyze spatial stress correlations in two-dimensional equilibrated liquids, we show that the sole conjunction of mechanical balance and material isotropy demands all anisotropic components of the inherent state (IS) stress autocorrelation matrix to decay at long range as 1 /r2 in the large system size limit. Furthermore, analyzing numerical simulation data for an equilibrated supercooled liquid, we bring evidence that, in finite-sized periodic systems, the autocorrelations of pressure and shear stresses present uniform backgrounds of amplitudes proportional to the inverse cell area. These backgrounds bring relevant contributions to macroscopic IS stress fluctuations, with the consequence that the latter scale as inverse area, yet in an anomalous way, inconsistent with viewing an IS as equivalent, in the thermodynamic limit, to an ensemble of independent finite-sized subsystems. In that sense, ISs are not spatially ergodic.
PHYCAA: Data-driven measurement and removal of physiological noise in BOLD fMRI
DEFF Research Database (Denmark)
Churchill, Nathan W.; Yourganov, Grigori; Spring, Robyn
2012-01-01
challenge for identifying and removing such artifact. This paper presents a multivariate, data-driven method for the characterization and removal of physiological noise in fMRI data, termed PHYCAA (PHYsiological correction using Canonical Autocorrelation Analysis). The method identifies high frequency......, autocorrelated physiological noise sources with reproducible spatial structure, using an adaptation of Canonical Correlation Analysis performed in a split-half resampling framework. The technique is able to identify physiological effects with vascular-linked spatial structure, and an intrinsic dimensionality...... with physiological noise, and real data-driven model prediction and reproducibility, for both block and event-related task designs. This is demonstrated compared to no physiological noise correction, and to the widely used RETROICOR (Glover et al., 2000) physiological denoising algorithm, which uses externally...
How to statistically analyze nano exposure measurement results: using an ARIMA time series approach
International Nuclear Information System (INIS)
Klein Entink, Rinke H.; Fransman, Wouter; Brouwer, Derk H.
2011-01-01
Measurement strategies for exposure to nano-sized particles differ from traditional integrated sampling methods for exposure assessment by the use of real-time instruments. The resulting measurement series is a time series, where typically the sequential measurements are not independent from each other but show a pattern of autocorrelation. This article addresses the statistical difficulties when analyzing real-time measurements for exposure assessment to manufactured nano objects. To account for autocorrelation patterns, Autoregressive Integrated Moving Average (ARIMA) models are proposed. A simulation study shows the pitfalls of using a standard t-test and the application of ARIMA models is illustrated with three real-data examples. Some practical suggestions for the data analysis of real-time exposure measurements conclude this article.
Bounds of memory strength for power-law series.
Guo, Fangjian; Yang, Dan; Yang, Zimo; Zhao, Zhi-Dan; Zhou, Tao
2017-05-01
Many time series produced by complex systems are empirically found to follow power-law distributions with different exponents α. By permuting the independently drawn samples from a power-law distribution, we present nontrivial bounds on the memory strength (first-order autocorrelation) as a function of α, which are markedly different from the ordinary ±1 bounds for Gaussian or uniform distributions. When 13, the upper bound remains +1 while the lower bound descends below 0. Theoretical bounds agree well with numerical simulations. Based on the posts on Twitter, ratings of MovieLens, calling records of the mobile operator Orange, and the browsing behavior of Taobao, we find that empirical power-law-distributed data produced by human activities obey such constraints. The present findings explain some observed constraints in bursty time series and scale-free networks and challenge the validity of measures such as autocorrelation and assortativity coefficient in heterogeneous systems.
Arctic sea ice trends, variability and implications for seasonal ice forecasting.
Serreze, Mark C; Stroeve, Julienne
2015-07-13
September Arctic sea ice extent over the period of satellite observations has a strong downward trend, accompanied by pronounced interannual variability with a detrended 1 year lag autocorrelation of essentially zero. We argue that through a combination of thinning and associated processes related to a warming climate (a stronger albedo feedback, a longer melt season, the lack of especially cold winters) the downward trend itself is steepening. The lack of autocorrelation manifests both the inherent large variability in summer atmospheric circulation patterns and that oceanic heat loss in winter acts as a negative (stabilizing) feedback, albeit insufficient to counter the steepening trend. These findings have implications for seasonal ice forecasting. In particular, while advances in observing sea ice thickness and assimilating thickness into coupled forecast systems have improved forecast skill, there remains an inherent limit to predictability owing to the largely chaotic nature of atmospheric variability. © 2015 The Author(s) Published by the Royal Society. All rights reserved.
Rainfall statistics, stationarity, and climate change.
Sun, Fubao; Roderick, Michael L; Farquhar, Graham D
2018-03-06
There is a growing research interest in the detection of changes in hydrologic and climatic time series. Stationarity can be assessed using the autocorrelation function, but this is not yet common practice in hydrology and climate. Here, we use a global land-based gridded annual precipitation (hereafter P ) database (1940-2009) and find that the lag 1 autocorrelation coefficient is statistically significant at around 14% of the global land surface, implying nonstationary behavior (90% confidence). In contrast, around 76% of the global land surface shows little or no change, implying stationary behavior. We use these results to assess change in the observed P over the most recent decade of the database. We find that the changes for most (84%) grid boxes are within the plausible bounds of no significant change at the 90% CI. The results emphasize the importance of adequately accounting for natural variability when assessing change. Copyright © 2018 the Author(s). Published by PNAS.
Symmetric minimally entangled typical thermal states for canonical and grand-canonical ensembles
Binder, Moritz; Barthel, Thomas
2017-05-01
Based on the density matrix renormalization group (DMRG), strongly correlated quantum many-body systems at finite temperatures can be simulated by sampling over a certain class of pure matrix product states (MPS) called minimally entangled typical thermal states (METTS). When a system features symmetries, these can be utilized to substantially reduce MPS computation costs. It is conceptually straightforward to simulate canonical ensembles using symmetric METTS. In practice, it is important to alternate between different symmetric collapse bases to decrease autocorrelations in the Markov chain of METTS. To this purpose, we introduce symmetric Fourier and Haar-random block bases that are efficiently mixing. We also show how grand-canonical ensembles can be simulated efficiently with symmetric METTS. We demonstrate these approaches for spin-1 /2 X X Z chains and discuss how the choice of the collapse bases influences autocorrelations as well as the distribution of measurement values and, hence, convergence speeds.
Rainfall statistics, stationarity, and climate change
Sun, Fubao; Roderick, Michael L.; Farquhar, Graham D.
2018-03-01
There is a growing research interest in the detection of changes in hydrologic and climatic time series. Stationarity can be assessed using the autocorrelation function, but this is not yet common practice in hydrology and climate. Here, we use a global land-based gridded annual precipitation (hereafter P) database (1940–2009) and find that the lag 1 autocorrelation coefficient is statistically significant at around 14% of the global land surface, implying nonstationary behavior (90% confidence). In contrast, around 76% of the global land surface shows little or no change, implying stationary behavior. We use these results to assess change in the observed P over the most recent decade of the database. We find that the changes for most (84%) grid boxes are within the plausible bounds of no significant change at the 90% CI. The results emphasize the importance of adequately accounting for natural variability when assessing change.
Computationally Efficient 2D DOA Estimation with Uniform Rectangular Array in Low-Grazing Angle
Directory of Open Access Journals (Sweden)
Junpeng Shi
2017-02-01
Full Text Available In this paper, we propose a computationally efficient spatial differencing matrix set (SDMS method for two-dimensional direction of arrival (2D DOA estimation with uniform rectangular arrays (URAs in a low-grazing angle (LGA condition. By rearranging the auto-correlation and cross-correlation matrices in turn among different subarrays, the SDMS method can estimate the two parameters independently with one-dimensional (1D subspace-based estimation techniques, where we only perform difference for auto-correlation matrices and the cross-correlation matrices are kept completely. Then, the pair-matching of two parameters is achieved by extracting the diagonal elements of URA. Thus, the proposed method can decrease the computational complexity, suppress the effect of additive noise and also have little information loss. Simulation results show that, in LGA, compared to other methods, the proposed methods can achieve performance improvement in the white or colored noise conditions.
FFT space processing for the ACF of SPREE particle flux measurements
Bounar, K. H.; McNeil, W. J.; Bonito, N. A.
1994-08-01
This manuscript is intended to describe the processing and the X Window display of the Fourier transform of the autocorrelation measurement from the SPREE (Shuttle Potential and Return Electron Experiment) particle correlator experiment (SPACE). The SPREE was flown aboard the Space Shuttle Atlantis flight STS 46 as part of the Tethered Satellite System (TSS 1). SPACE is essentially a signal processing unit that analyzes the particle fluxes from the SPREE electrostatic analyzers (ESA) to identify wave-particle modulations. The SPACE outputs autocorrelation function (ACF) data containing information on the wave particle modulations. An efficient way to examine these modulations is by means of the Fourier transform techniques. The SPACE Fourier analysis and display tools, which are part of the SIDAT package, are presented. These tools use color raster graphics and text displays based on the X11 and XView X Window System libraries on Sun SPARC workstations.
Effects of anisotropic diffusion and finite island sizes in homoepitaxial growth Pt on Pt(100)-hex
DEFF Research Database (Denmark)
Mortensen, Jens Jørgen; Linderoth, T.R.; Jacobsen, Karsten Wedel
1998-01-01
exhibits a height modulation caused by the misfit between the topmost quasi-hexagonal layer and the quadratic substrate. resulting in a highly anisotropic large scale surface morphology with six-atom wide channels running along the [1(1) over bar0$] direction. From an autocorrelation analysis...... coverage regime. have been determined for substrate temperatures in the range T = 318-497 K and adatom deposition rates from R=4 x 10(-5) to 7 x 10(-3) site(-1) s(-1). The measurements are compared to the results of kinetic Monte Carlo (KMC) simulations and rate equation theory. The Pt(100)-hex surface...... of the determined island positions, it is revealed that the islands are distributed with long/short correlation lengths along, perpendicular to the reconstruction channels. The autocorrelation analysis allows us to quantify the degree of anisotropy in adatom diffusion. Island size distributions obtained...
Microscopic self-dynamics in liquid hydrogen and in its mixtures with deuterium
Colognesi, D; Neumann, M; Zoppi, M; 10.1103/PhysRevE.70.061202
2004-01-01
We have measured the dynamic structure factor of liquid parahydrogen, pure and mixed with deuterium, in various thermodynamic conditions using incoherent inelastic neutron scattering. The experiments were carried out on TOSCA-II, a new time-of-flight, inverse-geometry, crystal-analyzer spectrometer. After an accurate data reduction, the high-energy parts of the neutron spectra recorded in backward scattering were studied through the modified Young and Koppel model, from which the mean kinetic energy values for a hydrogen molecule were estimated. In addition the low-energy parts of the neutron spectra recorded in forward scattering were analyzed in the framework of the Gaussian approximation and fitted through a Levesque-Verlet model for the velocity autocorrelation function. Thus various physical quantities are determined and compared with accurate path integral Monte Carlo simulations. Despite the excellent quality of these fits, the velocity autocorrelation functions derived from the forward-scattering data...
Perez, S I; Diniz-Filho, J A F; Bernal, V; Gonzalez, P N
2010-02-01
Understanding the importance of environmental dimensions behind the morphological variation among populations has long been a central goal of evolutionary biology. The main objective of this study was to review the spatial regression techniques employed to test the association between morphological and environmental variables. In addition, we show empirically how spatial regression techniques can be used to test the association of cranial form variation among worldwide human populations with a set of ecological variables, taking into account the spatial autocorrelation in data. We suggest that spatial autocorrelation must be studied to explore the spatial structure underlying morphological variation and incorporated in regression models to provide more accurate statistical estimates of the relationships between morphological and ecological variables. Finally, we discuss the statistical properties of these techniques and the underlying reasons for using the spatial approach in population studies.
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
are 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...... patients was approximately 0.35 for short intervals and decreased almost exponentially with a half time of 38 days. Between 3 and 4 mo, the autocorrelation function became negative. It reached a minimum of -0.1 at approximately 8 mo and then increased toward zero over the following 12 mo...... measurements show long-range correlations. The practical implication is that FEV1 need not be measured more often than once every 3 mo in studies of the long-term trends in lung function....
Detecting spatial homogeneity in the World Trade Web with Detrended Fluctuation Analysis
Chiarucci, Riccardo; Ruzzenenti, Franco; Loffredo, Maria I.
2014-05-01
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 behavior 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.
Propagation of mechanical waves through a stochastic medium with spherical symmetry
Avendaño, Carlos G.; Reyes, J. Adrián
2018-01-01
We theoretically analyze the propagation of outgoing mechanical waves through an infinite isotropic elastic medium possessing spherical symmetry whose Lamé coefficients and density are spatial random functions characterized by well-defined statistical parameters. We derive the differential equation that governs the average displacement for a system whose properties depend on the radial coordinate. We show that such an equation is an extended version of the well-known Bessel differential equation whose perturbative additional terms contain coefficients that depend directly on the squared noise intensities and the autocorrelation lengths in an exponential decay fashion. We numerically solve the second order differential equation for several values of noise intensities and autocorrelation lengths and compare the corresponding displacement profiles with that of the exact analytic solution for the case of absent inhomogeneities.
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.
Long-range correlation and market segmentation in bond market
Wang, Zhongxing; Yan, Yan; Chen, Xiaosong
2017-09-01
This paper investigates the long-range auto-correlations and cross-correlations in bond market. Based on Detrended Moving Average (DMA) method, empirical results present a clear evidence of long-range persistence that exists in one year scale. The degree of long-range correlation related to maturities has an upward tendency with a peak in short term. These findings confirm the expectations of fractal market hypothesis (FMH). Furthermore, we have developed a method based on a complex network to study the long-range cross-correlation structure and applied it to our data, and found a clear pattern of market segmentation in the long run. We also detected the nature of long-range correlation in the sub-period 2007-2012 and 2011-2016. The result from our research shows that long-range auto-correlations are decreasing in the recent years while long-range cross-correlations are strengthening.
A new kinetic description for turbulent collisions including mode-coupling
International Nuclear Information System (INIS)
Misguich, J.H.; Tchen, C.M.
1982-07-01
The usual introduction of higher-order mode-coupling terms in the description of turbulent collisions beyond usual Renormalized Quasi-Linear approximation (RQL) is briefly analyzed. Here new results are derived in the framework of the general kinetic theory, and the equivalence is proved with the long time limit of simple results deduced from the Vlasov equation. The correction to the RQL turbulent collision term is analyzed and a new approximation is proposed. Turbulent collisions are also described by perturbation around the Lagrangian autocorrelation of fluctuating fields. For an homogeneous turbulence, however, the asymptotic integral of this Lagrangian autocorrelation vanishes identically, similarly to what occurs in Brownian motion. For inhomogeneous turbulence this method can nevertheless be used, and higher-order mode-coupling terms can be interpreted as a shielding of elementary Lagrangian turbulent collisions
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.
On a theory of stability for nonlinear stochastic chemical reaction networks
Smadbeck, Patrick; Kaznessis, Yiannis N.
2015-01-01
We present elements of a stability theory for small, stochastic, nonlinear chemical reaction networks. Steady state probability distributions are computed with zero-information (ZI) closure, a closure algorithm that solves chemical master equations of small arbitrary nonlinear reactions. Stochastic models can be linearized around the steady state with ZI-closure, and the eigenvalues of the Jacobian matrix can be readily computed. Eigenvalues govern the relaxation of fluctuation autocorrelation functions at steady state. Autocorrelation functions reveal the time scales of phenomena underlying the dynamics of nonlinear reaction networks. In accord with the fluctuation-dissipation theorem, these functions are found to be congruent to response functions to small perturbations. Significant differences are observed in the stability of nonlinear reacting systems between deterministic and stochastic modeling formalisms. PMID:25978877
Estimation of Correlation Functions by the Random Decrement Technique
DEFF Research Database (Denmark)
Brincker, Rune; Krenk, Steen; Jensen, Jacob Laigaard
1991-01-01
The Random Decrement (RDD) Technique is a versatile technique for characterization of random signals in the time domain. In this paper a short review of the theoretical basis is given, and the technique is illustrated by estimating auto-correlation functions and cross-correlation functions on modal...... responses simulated by two SDOF ARMA models loaded by the same band-limited white noise. The speed and the accuracy of the RDD technique is compared to the Fast Fourier Transform (FFT) technique. The RDD technique does not involve multiplications, but only additions. Therefore, the technique is very fast...... - in some cases up to 100 times faster than the FFT technique. Another important advantage is that if the RDD technique is implemented correctly, the correlation function estimates are unbiased. Comparison with exact solutions for the correlation functions shows that the RDD auto-correlation estimates...
Critical Transitions in Social Network Activity
DEFF Research Database (Denmark)
Kuehn, Christian; Martens, Erik Andreas; Romero, Daniel M
2014-01-01
a priori known events are preceded by variance and autocorrelation growth. Our findings thus clearly establish the necessary starting point to further investigate the relationship between abstract mathematical theory and various classes of critical transitions in social networks....... for a priori unknown events in society are present in social networks is an exciting open problem, to which at present only highly speculative answers can be given. Here, we instead provide a first step towards tackling a simpler question by focusing on a priori known events and analyse a social media data set...... with a focus on classical variance and autocorrelation warning signs. Our results thus pertain to one absolutely fundamental question: Can the stochastic warning signs known from other areas also be detected in large-scale social media data? We answer this question affirmatively as we find that several...
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.