Symmetries and stochastic symmetry breaking in multifractal geophysics: analysis and simulation with the help of the Lévy-Clifford algebra of cascade generators..

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Schertzer, D. J. M.; Tchiguirinskaia, I.

2016-12-01

Multifractal fields, whose definition is rather independent of their domain dimension, have opened a new approach of geophysics enabling to explore its spatial extension that is of prime importance as underlined by the expression "spatial chaos". However multifractals have been until recently restricted to be scalar valued, i.e. to one-dimensional codomains. This has prevented to deal with the key question of complex component interactions and their non trivial symmetries. We first emphasize that the Lie algebra of stochastic generators of cascade processes enables us to generalize multifractals to arbitrarily large codomains, e.g. flows of vector fields on large dimensional manifolds. In particular, we have recently investigated the neat example of stable Levy generators on Clifford algebra that have a number of seductive properties, e.g. universal statistical and robust algebra properties, both defining the basic symmetries of the corresponding fields (Schertzer and Tchiguirinskaia, 2015). These properties provide a convenient multifractal framework to study both the symmetries of the fields and how they stochastically break the symmetries of the underlying equations due to boundary conditions, large scale rotations and forcings. These developments should help us to answer to challenging questions such as the climatology of (exo-) planets based on first principles (Pierrehumbert, 2013), to fully address the question of the limitations of quasi- geostrophic turbulence (Schertzer et al., 2012) and to explore the peculiar phenomenology of turbulent dynamics of the atmosphere or oceans that is neither two- or three-dimensional. Pierrehumbert, R.T., 2013. Strange news from other stars. Nature Geoscience, 6(2), pp.8183. Schertzer, D. et al., 2012. Quasi-geostrophic turbulence and generalized scale invariance, a theoretical reply. Atmos. Chem. Phys., 12, pp.327336. Schertzer, D. & Tchiguirinskaia, I., 2015. Multifractal vector fields and stochastic Clifford algebra

Multifractals embedded in short time series: An unbiased estimation of probability moment

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Qiu, Lu; Yang, Tianguang; Yin, Yanhua; Gu, Changgui; Yang, Huijie

2016-12-01

An exact estimation of probability moments is the base for several essential concepts, such as the multifractals, the Tsallis entropy, and the transfer entropy. By means of approximation theory we propose a new method called factorial-moment-based estimation of probability moments. Theoretical prediction and computational results show that it can provide us an unbiased estimation of the probability moments of continuous order. Calculations on probability redistribution model verify that it can extract exactly multifractal behaviors from several hundred recordings. Its powerfulness in monitoring evolution of scaling behaviors is exemplified by two empirical cases, i.e., the gait time series for fast, normal, and slow trials of a healthy volunteer, and the closing price series for Shanghai stock market. By using short time series with several hundred lengths, a comparison with the well-established tools displays significant advantages of its performance over the other methods. The factorial-moment-based estimation can evaluate correctly the scaling behaviors in a scale range about three generations wider than the multifractal detrended fluctuation analysis and the basic estimation. The estimation of partition function given by the wavelet transform modulus maxima has unacceptable fluctuations. Besides the scaling invariance focused in the present paper, the proposed factorial moment of continuous order can find its various uses, such as finding nonextensive behaviors of a complex system and reconstructing the causality relationship network between elements of a complex system.

Multifractal cross-correlations between crude oil and tanker freight rate

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Chen, Feier; Miao, Yuqi; Tian, Kang; Ding, Xiaoxu; Li, Tingyi

2017-05-01

Analysis of crude oil price and tanker freight rate volatility attract more attention as the mechanism is not only the basis of industrialization but also a vital role in economics, especially after the year 2008 when financial crisis notably blew the maritime transportation. In this paper, we studied the cross-correlations between the West Texas International crude oil (WTI) and Baltic Exchange Dirty Tanker Index (BDTI) employing the Multifractal Detrended Cross-Correlation Analysis (MF-DCCA). Empirical results show that the degree of short-term cross-correlation is higher than that in the long term and that the strength of multifractality after financial crisis is larger than that before. Moreover, the components of multifractal spectrum are quantified with the finite-size effect taken into consideration and an improved method in terms of constructing the surrogated time series provided. Numerical results show that the multifractality is generated mostly from the nonlinear and the fat-tailed probability distribution (PDF) part. Also, it is apparent that the PDF part changes a lot after the financial crisis. The research is contributory to risk management by providing various instructions for participants in shipping markets. Our main contribution is that we investigated both the multifractal features and the origin of multifractality and provided confirming evidence of multifractality through numerical results while applying quantitative analysis based on MF-DCCA; furthermore, the research is contributory to risk management since it provides instructions in both economic market and stock market simultaneously. However, constructing the surrogated series in order to obtain consistence seems less convincing which requires further discussion and attempts.

Multifractal structure in Latin-American market indices

International Nuclear Information System (INIS)

Zunino, Luciano; Figliola, Alejandra; Tabak, Benjamin M.; Perez, Dario G.; Garavaglia, Mario; Rosso, Osvaldo A.

2009-01-01

We study the multifractal nature of daily price and volatility returns of Latin-American stock markets employing the multifractal detrended fluctuation analysis. Comparing with the results obtained for a developed country (US) we conclude that the multifractality degree is higher for emerging markets. Moreover, we propose a stock market inefficiency ranking by considering the multifractality degree as a measure of inefficiency. Finally, we analyze the sources of multifractality quantifying the contributions of two factors, the long-range correlations of the time series and the broad fat-tail distributions. We find that the multifractal structure of Latin-American market indices can be mainly attributed to the latter.

Weyl and Riemann-Liouville multifractional Ornstein-Uhlenbeck processes

International Nuclear Information System (INIS)

Lim, S C; Teo, L P

2007-01-01

This paper considers two new multifractional stochastic processes, namely the Weyl multifractional Ornstein-Uhlenbeck process and the Riemann-Liouville multifractional Ornstein-Uhlenbeck process. Basic properties of these processes such as locally self-similar property and Hausdorff dimension are studied. The relationship between the multifractional Ornstein-Uhlenbeck processes and the corresponding multifractional Brownian motions is established

Multifractal analysis of visibility graph-based Ito-related connectivity time series.

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Czechowski, Zbigniew; Lovallo, Michele; Telesca, Luciano

2016-02-01

In this study, we investigate multifractal properties of connectivity time series resulting from the visibility graph applied to normally distributed time series generated by the Ito equations with multiplicative power-law noise. We show that multifractality of the connectivity time series (i.e., the series of numbers of links outgoing any node) increases with the exponent of the power-law noise. The multifractality of the connectivity time series could be due to the width of connectivity degree distribution that can be related to the exit time of the associated Ito time series. Furthermore, the connectivity time series are characterized by persistence, although the original Ito time series are random; this is due to the procedure of visibility graph that, connecting the values of the time series, generates persistence but destroys most of the nonlinear correlations. Moreover, the visibility graph is sensitive for detecting wide "depressions" in input time series.

Multifractals theory and applications

CERN Document Server

Harte, David

2001-01-01

Although multifractals are rooted in probability, much of the related literature comes from the physics and mathematics arena. Multifractals: Theory and Applications pulls together ideas from both these areas using a language that makes them accessible and useful to statistical scientists. It provides a framework, in particular, for the evaluation of statistical properties of estimates of the Renyi fractal dimensions.The first section provides introductory material and different definitions of a multifractal measure. The author then examines some of the various constructions for describing multifractal measures. Building from the theory of large deviations, he focuses on constructions based on lattice coverings, covering by point-centered spheres, and cascades processes. The final section presents estimators of Renyi dimensions of integer order two and greater and discusses their properties. It also explores various applications of dimension estimation and provides a detailed case study of spatial point patte...

Super-Resolution Reconstruction of Remote Sensing Images Using Multifractal Analysis

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Mao-Gui Hu

2009-10-01

Full Text Available Satellite remote sensing (RS is an important contributor to Earth observation, providing various kinds of imagery every day, but low spatial resolution remains a critical bottleneck in a lot of applications, restricting higher spatial resolution analysis (e.g., intraurban. In this study, a multifractal-based super-resolution reconstruction method is proposed to alleviate this problem. The multifractal characteristic is common in Nature. The self-similarity or self-affinity presented in the image is useful to estimate details at larger and smaller scales than the original. We first look for the presence of multifractal characteristics in the images. Then we estimate parameters of the information transfer function and noise of the low resolution image. Finally, a noise-free, spatial resolutionenhanced image is generated by a fractal coding-based denoising and downscaling method. The empirical case shows that the reconstructed super-resolution image performs well indetail enhancement. This method is not only useful for remote sensing in investigating Earth, but also for other images with multifractal characteristics.

A Multifractal Detrended Fluctuation Analysis of the Ising Financial Markets Model with Small World Topology

International Nuclear Information System (INIS)

Zhang Ang-Hui; Li Xiao-Wen; Su Gui-Feng; Zhang Yi

2015-01-01

We present a multifractal detrended fluctuation analysis (MFDFA) of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the MFDFA shows that there exists obvious multifractal scaling behavior in produced time series. We compare the MFDFA results for original time series with those for shuffled series, and find that its multifractal nature is due to two factors: broadness of probability density function of the series and different correlations in small- and large-scale fluctuations. This may provide new insight to the problem of the origin of multifractality in financial time series. (paper)

MULTIFRACTAL STRUCTURE OF CENTRAL AND EASTERN EUROPEAN FOREIGN EXCHANGE MARKETS

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Cn#259;pun#351;an Rn#259;zvan

2012-07-01

Full Text Available It is well known that empirical data coming from financial markets, like stock market indices, commodities, interest rates, traded volumes and foreign exchange rates have a multifractal structure. Multifractals were introduced in the field of economics to surpass the shortcomings of classical models like the fractional Brownian motion or GARCH processes. In this paper we investigate the multifractal behavior of Central and Eastern European foreign exchange rates, namely the Czech koruna, Croatian kuna, Hungarian forint, Polish zlot, Romanian leu and Russian rouble with respect to euro from January 13, 2000 to February 29, 2012. The dynamics of exchange rates is of interest for investors and traders, monetary and fiscal authorities, economic agents or policy makers. The exchange rate movements affect the international balance of payments, trade flows, and allocation of the resources in national and international economy. The empirical results from the multifractal detrending fluctuation analysis algorithm show that the six exchange rate series analysed display significant multifractality. Moreover, generating shuffled and surrogate time series, we analyze the sources of multifractality, long-range correlations and heavy-tailed distributions, and we find that this multifractal behavior can be mainly attributed to the latter. Finally, we propose a foreign exchange market inefficiency ranking by considering the multifractality degree as a measure of inefficiency. The regulators, through policy instruments, aim to improve the informational inefficiency of the markets, to reduce the associated risks and to ensure economic stabilization. Evaluation of the degree of information efficiency of foreign exchange markets, for Central and Eastern Europe countries, is important to assess to what extent these countries are prepared for the transition towards fully monetary integration. The weak form efficiency implies that the past exchange rates cannot help to

Multifractal features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition

International Nuclear Information System (INIS)

Cao, Guangxi; Xu, Wei

2016-01-01

Basing on daily price data of carbon emission rights in futures markets of Certified Emission Reduction (CER) and European Union Allowances (EUA), we analyze the multiscale characteristics of the markets by using empirical mode decomposition (EMD) and multifractal detrended fluctuation analysis (MFDFA) based on EMD. The complexity of the daily returns of CER and EUA futures markets changes with multiple time scales and multilayered features. The two markets also exhibit clear multifractal characteristics and long-range correlation. We employ shuffle and surrogate approaches to analyze the origins of multifractality. The long-range correlations and fat-tail distributions significantly contribute to multifractality. Furthermore, we analyze the influence of high returns on multifractality by using threshold method. The multifractality of the two futures markets is related to the presence of high values of returns in the price series.

MULTIFRACTAL ANALYSIS OFTHE DYNAMICS OF TURKISHEXCHANGE RATE

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Ezgi Gülbaş

2013-01-01

Full Text Available We perform a comparative study of applicability of the Multifractal DetrendedFluctuation Analysis (MFDFA and the Wavelet Transform Modulus Maxima(WTMM method in properly detecting ofmono- and multifractal character ofdata. After summarizing the theory behind both methods, we apply both methodson USD/TRY currency. The results show thatour data has multifractal nature butnot at high level and multifractality ispoorer if WTMM method is used. We alsoinvestigated whether other Eastern European country currencies, such as RussianRubble and Hungarian Forint have multifractal characters by using MFDFAmethod. Therefore, forecasters have often encountered in trying to predict theseexchange rates with models that do notincorporate any notion of inhomogeneitywill have little predictive power.

Multifractional theories: an unconventional review

Energy Technology Data Exchange (ETDEWEB)

Calcagni, Gianluca [Instituto de Estructura de la Materia, CSIC,Serrano 121, 28006 Madrid (Spain)

2017-03-27

We answer to 72 frequently asked questions about theories of multifractional spacetimes. Apart from reviewing and reorganizing what we already know about such theories, we discuss the physical meaning and consequences of the very recent flow-equation theorem on dimensional flow in quantum gravity, in particular its enormous impact on the multifractional paradigm. We will also get new theoretical results about the construction of multifractional derivatives and the symmetries in the yet-unexplored theory T{sub γ}, the resolution of ambiguities in the calculation of the spectral dimension, the relation between the theory T{sub q} with q-derivatives and the theory T{sub γ} with fractional derivatives, the interpretation of complex dimensions in quantum gravity, the frame choice at the quantum level, the physical interpretation of the propagator in T{sub γ} as an infinite superposition of quasiparticle modes, the relation between multifractional theories and quantum gravity, and the issue of renormalization, arguing that power-counting arguments do not capture the exotic properties of extreme UV regimes of multifractional geometry, where T{sub γ} may indeed be renormalizable. A careful discussion of experimental bounds and new constraints are also presented.

Multifractal structures for the Russian stock market

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Ikeda, Taro

2018-02-01

In this paper, we apply the multifractal detrended fluctuation analysis (MFDFA) to the Russian stock price returns. To the best of our knowledge, this paper is the first to reveal the multifractal structures for the Russian stock market by financial crises. The contributions of the paper are twofold. (i) Finding the multifractal structures for the Russian stock market. The generalized Hurst exponents estimated become highly-nonlinear to the order of the fluctuation functions. (ii) Computing the multifractality degree according to Zunino et al. (2008). We find that the multifractality degree of the Russian stock market can be categorized within emerging markets, however, the Russian 1998 crisis and the global financial crisis dampen the degree when we consider the order of the polynomial trends in the MFDFA.

A multifractal analysis of Asian foreign exchange markets

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Oh, G.; Eom, C.; Havlin, S.; Jung, W.-S.; Wang, F.; Stanley, H. E.; Kim, S.

2012-06-01

We analyze the multifractal spectra of daily foreign exchange rates for Japan, Hong-Kong, Korea, and Thailand with respect to the United States in the period from 1991 until 2005. We find that the return time series show multifractal spectrum features for all four cases. To observe the effect of the Asian currency crisis, we also estimate the multifractal spectra of limited series before and after the crisis. We find that the Korean and Thai foreign exchange markets experienced a significant increase in multifractality compared to Hong-Kong and Japan. We also show that the multifractality is stronger related to the presence of high values of returns in the series.

Measuring efficiency of international crude oil markets: A multifractality approach

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Niere, H. M.

2015-01-01

The three major international crude oil markets are treated as complex systems and their multifractal properties are explored. The study covers daily prices of Brent crude, OPEC reference basket and West Texas Intermediate (WTI) crude from January 2, 2003 to January 2, 2014. A multifractal detrended fluctuation analysis (MFDFA) is employed to extract the generalized Hurst exponents in each of the time series. The generalized Hurst exponent is used to measure the degree of multifractality which in turn is used to quantify the efficiency of the three international crude oil markets. To identify whether the source of multifractality is long-range correlations or broad fat-tail distributions, shuffled data and surrogated data corresponding to each of the time series are generated. Shuffled data are obtained by randomizing the order of the price returns data. This will destroy any long-range correlation of the time series. Surrogated data is produced using the Fourier-Detrended Fluctuation Analysis (F-DFA). This is done by randomizing the phases of the price returns data in Fourier space. This will normalize the distribution of the time series. The study found that for the three crude oil markets, there is a strong dependence of the generalized Hurst exponents with respect to the order of fluctuations. This shows that the daily price time series of the markets under study have signs of multifractality. Using the degree of multifractality as a measure of efficiency, the results show that WTI is the most efficient while OPEC is the least efficient market. This implies that OPEC has the highest likelihood to be manipulated among the three markets. This reflects the fact that Brent and WTI is a very competitive market hence, it has a higher level of complexity compared against OPEC, which has a large monopoly power. Comparing with shuffled data and surrogated data, the findings suggest that for all the three crude oil markets, the multifractality is mainly due to long

Comparison of the multifractal characteristics of heavy metals in soils within two areas of contrasting economic activities in China

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Li, Xiaohui; Li, Xiangling; Yuan, Feng; Jowitt, Simon M.; Zhou, Taofa; Yang, Kui; Zhou, Jie; Hu, Xunyu; Li, Yang

2016-09-01

Industrial and agricultural activities can generate heavy metal pollution that can cause a number of negative environmental and health impacts. This means that evaluating heavy metal pollution and identifying the sources of these pollutants, especially in urban or developed areas, is an important first step in mitigating the effects of these contaminating but necessary economic activities. Here, we present the results of a heavy metal (Cu, Pb, Zn, Cd, As, and Hg) soil geochemical survey in Hefei city. We used a multifractal spectral technique to identify and compare the multifractality of heavy metal concentrations of soils within the industrial Daxing and agricultural Yicheng areas. This paper uses three multifractal parameters (Δα, Δf(α), and τ''(1)) to indicate the overall amount of multifractality within the soil geochemical data. The results show all of the elements barring Hg have larger Δα, Δf(α), and τ''(1) values in the Daxing area compared to the Yicheng area. The degree of multifractality suggests that the differing economic activities in Daxing and Yicheng generate very different heavy metal pollution loads. In addition, the industrial Daxing area contains significant Pb and Cd soil contamination, whereas Hg is the main heavy metal present in soils within the Yicheng area, indicating that differing clean-up procedures and approaches to remediating these polluted areas are needed. The results also indicate that multifractal modelling and the associated generation of multifractal parameters can be a useful approach in the evaluation of heavy metal pollution in soils.

Two-dimensional multifractal cross-correlation analysis

International Nuclear Information System (INIS)

Xi, Caiping; Zhang, Shuning; Xiong, Gang; Zhao, Huichang; Yang, Yonghong

2017-01-01

Highlights: • We study the mathematical models of 2D-MFXPF, 2D-MFXDFA and 2D-MFXDMA. • Present the definition of the two-dimensional N 2 -partitioned multiplicative cascading process. • Do the comparative analysis of 2D-MC by 2D-MFXPF, 2D-MFXDFA and 2D-MFXDMA. • Provide a reference on the choice and parameter settings of these methods in practice. - Abstract: There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross-correlations. This paper presents two-dimensional multifractal cross-correlation analysis based on the partition function (2D-MFXPF), two-dimensional multifractal cross-correlation analysis based on the detrended fluctuation analysis (2D-MFXDFA) and two-dimensional multifractal cross-correlation analysis based on the detrended moving average analysis (2D-MFXDMA). We apply these methods to pairs of two-dimensional multiplicative cascades (2D-MC) to do a comparative study. Then, we apply the two-dimensional multifractal cross-correlation analysis based on the detrended fluctuation analysis (2D-MFXDFA) to real images and unveil intriguing multifractality in the cross correlations of the material structures. At last, we give the main conclusions and provide a valuable reference on how to choose the multifractal algorithms in the potential applications in the field of SAR image classification and detection.

Searching for a multifractal signature of the lake algal proliferation, a multifractal correlation

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Mezemate, Yacine; Tchiguirinskaia, Ioulia; Bonhomme, Celine; Schertzer, Daniel; Lemaire, Bruno Jacques; Vinçon leite, Brigitte; Lovejoy, Shaun

2013-04-01

Green algae proliferations affect water bodies such as the Lake Bourget (France). They are an environmental issue as well as a mater of public health. In the framework of the PROLIPHYC project a system based on temperature and chlorophyll measurements coupled to a lake model was implemented to predict sudden algal blooms. This classical approach relies on the analysis of large scale trends of the measured fields and does not take into account small scale fluctuations. A more innovative approach has been developed by the R2DS PLUMMME project to investigate the correlation between environmental fields across the full range of space-time scales, down to the smallest scale of observations. The first results of the project demonstrate that multi-scaling behaviour of environmental fields, such as temperature and chlorophyll, becomes evident only after the removal of the large-scale data trends that otherwise induce biases to the multifractal parameter estimates. First, a spectral analysis of temperature and chlorophyll data is performed on sub-samples of the time series to investigate the scaling behaviour. The multifractal analysis (Trace Moment, Double Trace Moment) directly applied on each sub-sample shows unsatisfying results on some sub-samples, in particular on those having a strong gradient compared with the amplitude of the fluctuations. Hence, non-stationary and seasonal effects should be first removed from the time series. To put on evidence a good scaling of the analysed data, we choose the Hilbert-Huang transform to de-trend the data. This method has been widely used for different fields (see F.G.Schmitt et al, 2009 for review). After having applied this method, the K(q) function shows that the investigated fields are indeed multifractal and the determination of their multifractal parameters becomes robust. Then, we proceed to a multifractal correlation analysis between the fields. In conclusion, we discuss the prediction of algal blooms based on multifractal

Multifractals Properties on the Near Infrared Spectroscopy of Human Brain Hemodynamic

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Truong Quang Dang Khoa

2012-01-01

Full Text Available Nonlinear physics presents us with a perplexing variety of complicated fractal objects and strange sets. Naturally one wishes to characterize the objects and describe the events occurring on them. Moreover, most time series found in “real-life” applications appear quite noisy. Therefore, at almost every point in time, they cannot be approximated either by the Taylor series or by the Fourier series of just a few terms. Many experimental time series have fractal features and display singular behavior, the so-called singularities. The multifractal spectrum quantifies the degree of fractals in the processes generating the time series. A novel definition is proposed called full-width Hölder exponents that indicate maximum expansion of multifractal spectrum. The obtained results have demonstrated the multifractal structure of near-infrared spectroscopy time series and the evidence for brain imagery activities.

Multifractal analysis of managed and independent float exchange rates

Science.gov (United States)

Stošić, Darko; Stošić, Dusan; Stošić, Tatijana; Stanley, H. Eugene

2015-06-01

We investigate multifractal properties of daily price changes in currency rates using the multifractal detrended fluctuation analysis (MF-DFA). We analyze managed and independent floating currency rates in eight countries, and determine the changes in multifractal spectrum when transitioning between the two regimes. We find that after the transition from managed to independent float regime the changes in multifractal spectrum (position of maximum and width) indicate an increase in market efficiency. The observed changes are more pronounced for developed countries that have a well established trading market. After shuffling the series, we find that the multifractality is due to both probability density function and long term correlations for managed float regime, while for independent float regime multifractality is in most cases caused by broad probability density function.

Finite-size effect and the components of multifractality in financial volatility

International Nuclear Information System (INIS)

Zhou Weixing

2012-01-01

Highlights: ► The apparent multifractality can be decomposed quantitatively. ► There is a marked finite-size effect in the detection of multifractality. ► The effective multifractality can be further decomposed into two components. ► A time series exhibits effective multifractality only if it possesses nonlinearity. ► The daily DJIA volatility is analyzed as an example. - Abstract: Many financial variables are found to exhibit multifractal nature, which is usually attributed to the influence of temporal correlations and fat-tailedness in the probability distribution (PDF). Based on the partition function approach of multifractal analysis, we show that there is a marked finite-size effect in the detection of multifractality, and the effective multifractality is the apparent multifractality after removing the finite-size effect. We find that the effective multifractality can be further decomposed into two components, the PDF component and the nonlinearity component. Referring to the normal distribution, we can determine the PDF component by comparing the effective multifractality of the original time series and the surrogate data that have a normal distribution and keep the same linear and nonlinear correlations as the original data. We demonstrate our method by taking the daily volatility data of Dow Jones Industrial Average from 26 May 1896 to 27 April 2007 as an example. Extensive numerical experiments show that a time series exhibits effective multifractality only if it possesses nonlinearity and the PDF has an impact on the effective multifractality only when the time series possesses nonlinearity. Our method can also be applied to judge the presence of multifractality and determine its components of multifractal time series in other complex systems.

Investigation of multifractality in the Brazilian stock market

Science.gov (United States)

Maganini, Natália Diniz; Da Silva Filho, Antônio Carlos; Lima, Fabiano Guasti

2018-05-01

Many studies point to a possible new stylized fact for financial time series: the multifractality. Several authors have already detected this characteristic in multiple time series in several countries. With that in mind and based on Multifractal Detrended Fluctuation Analysis (MFDFA) method, this paper analyzes the multifractality in the Brazilian market. This analysis is performed with daily data from IBOVESPA index (Brazilian stock exchange's main index) and other four highly marketable stocks in the Brazilian market (VALE5, ITUB4, BBDC4 and CIEL3), which represent more than 25% of the index composition, making up 1961 observations for each asset in the period from June 26 2009 to May 31 2017. We found that the studied stock prices and Brazilian index are multifractal, but that the multifractality degree is not the same for all the assets. The use of shuffled and surrogated series indicates that for the period and the actions considered the long-range correlations do not strongly influence the multifractality, but the distribution (fat tails) exerts a possible influence on IBOVESPA and CIEL3.

Diffusion and scattering in multifractal clouds

Energy Technology Data Exchange (ETDEWEB)

Lovejoy, S. [McGill Univ., Montreal, Quebec (Canada); Schertzer, D. [Universite Pierre et Marie Curie, Paris (France); Waston, B. [St. Lawrence Univ., Canton, NY (United States)] [and others

1996-04-01

This paper describes investigations of radiative properties of multifractal clouds using two different approaches. In the first, diffusion is considered by examining the scaling properties of one dimensional random walks on media with multifractal diffusivities. The second approach considers the scattering statistics associated with radiative transport.

Complexity and multifractality of neuronal noise in mouse and human hippocampal epileptiform dynamics

Science.gov (United States)

Serletis, Demitre; Bardakjian, Berj L.; Valiante, Taufik A.; Carlen, Peter L.

2012-10-01

Fractal methods offer an invaluable means of investigating turbulent nonlinearity in non-stationary biomedical recordings from the brain. Here, we investigate properties of complexity (i.e. the correlation dimension, maximum Lyapunov exponent, 1/fγ noise and approximate entropy) and multifractality in background neuronal noise-like activity underlying epileptiform transitions recorded at the intracellular and local network scales from two in vitro models: the whole-intact mouse hippocampus and lesional human hippocampal slices. Our results show evidence for reduced dynamical complexity and multifractal signal features following transition to the ictal epileptiform state. These findings suggest that pathological breakdown in multifractal complexity coincides with loss of signal variability or heterogeneity, consistent with an unhealthy ictal state that is far from the equilibrium of turbulent yet healthy fractal dynamics in the brain. Thus, it appears that background noise-like activity successfully captures complex and multifractal signal features that may, at least in part, be used to classify and identify brain state transitions in the healthy and epileptic brain, offering potential promise for therapeutic neuromodulatory strategies for afflicted patients suffering from epilepsy and other related neurological disorders. This paper is based on chapter 5 of Serletis (2010 PhD Dissertation Department of Physiology, Institute of Biomaterials and Biomedical Engineering, University of Toronto).

Multifractal analysis of heartbeat dynamics during meditation training

Science.gov (United States)

Song, Renliang; Bian, Chunhua; Ma, Qianli D. Y.

2013-04-01

We investigate the multifractality of heartbeat dynamics during Chinese CHI meditation in healthy young adults. The results show that the range of multifractal singularity spectrum of heartbeat interval time series during meditation is significantly narrower than those in the pre-meditation state of the same subject, which indicates that during meditation the heartbeat becomes regular and the degree of multifractality decreases.

Comparative Multifractal Detrended Fluctuation Analysis of Heavy Ion Interactions at a Few GeV to a Few Hundred GeV

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Gopa Bhoumik

2016-01-01

Full Text Available We have studied the multifractality of pion emission process in 16O-AgBr interactions at 2.1 AGeV  and  60 AGeV, 12C-AgBr  and  24Mg-AgBr interactions at 4.5 AGeV, and 32S-AgBr interactions at 200 AGeV using Multifractal Detrended Fluctuation Analysis (MFDFA method which is capable of extracting the actual multifractal property filtering out the average trend of fluctuation. The analysis reveals that the pseudorapidity distribution of the shower particles is multifractal in nature for all the interactions; that is, pion production mechanism has inbuilt multiscale self-similarity property. We have employed MFDFA method for randomly generated events for 32S-AgBr interactions at 200 AGeV. Comparison of expt. results with those obtained from randomly generated data set reveals that the source of multifractality in our data is the presence of long range correlation. Comparing the results obtained from different interactions, it may be concluded that strength of multifractality decreases with projectile mass for the same projectile energy and for a particular projectile it increases with energy. The values of ordinary Hurst exponent suggest that there is long range correlation present in our data for all the interactions.

Price-volume multifractal analysis of the Moroccan stock market

Science.gov (United States)

El Alaoui, Marwane

2017-11-01

In this paper, we analyzed price-volume multifractal cross-correlations of Moroccan Stock Exchange. We chose the period from January 1st 2000 to January 20th 2017 to investigate the multifractal behavior of price change and volume change series. Then, we used multifractal detrended cross-correlations analysis method (MF-DCCA) and multifractal detrended fluctuation analysis (MF-DFA) to analyze the series. We computed bivariate generalized Hurst exponent, Rényi exponent and spectrum of singularity for each pair of indices to measure quantitatively cross-correlations. Furthermore, we used detrended cross-correlations coefficient (DCCA) and cross-correlation test (Q(m)) to analyze cross-correlation quantitatively and qualitatively. By analyzing results, we found existence of price-volume multifractal cross-correlations. The spectrum width has a strong multifractal cross-correlation. We remarked that volume change series is anti-persistent when we analyzed the generalized Hurst exponent for all moments q. The cross-correlation test showed the presence of a significant cross-correlation. However, DCCA coefficient had a small positive value, which means that the level of correlation is not very significant. Finally, we analyzed sources of multifractality and their degree of contribution in the series.

Multifractal scaling analysis of autopoisoning reactions over a rough surface

International Nuclear Information System (INIS)

Chaudhari, Ajay; Yan, Ching-Cher Sanders; Lee, S.-L.

2003-01-01

Decay type diffusion-limited reactions (DLR) over a rough surface generated by a random deposition model were performed. To study the effect of the decay profile on the reaction probability distribution (RPD), multifractal scaling analysis has been carried out. The dynamics of these autopoisoning reactions are controlled by the two parameters in the decay function, namely, the initial sticking probability (P ini ) of every site and the decay rate (m). The smaller the decay rate, the narrower is the range of α values in the α-f(α) multifractal spectrum. The results are compared with the earlier work of DLR over a surface of diffusion-limited aggregation (DLA). We also considered here the autopoisoning reactions over a smooth surface for comparing our results, which show clearly how the roughness affects the chemical reactions. The q-τ(q) multifractal curves for the smooth surface are linear whereas those for the rough surface are nonlinear. The range of α values in the case of a rough surface is wider than that of the smooth surface

Multifractal diffusion entropy analysis: Optimal bin width of probability histograms

Science.gov (United States)

Jizba, Petr; Korbel, Jan

2014-11-01

In the framework of Multifractal Diffusion Entropy Analysis we propose a method for choosing an optimal bin-width in histograms generated from underlying probability distributions of interest. The method presented uses techniques of Rényi’s entropy and the mean squared error analysis to discuss the conditions under which the error in the multifractal spectrum estimation is minimal. We illustrate the utility of our approach by focusing on a scaling behavior of financial time series. In particular, we analyze the S&P500 stock index as sampled at a daily rate in the time period 1950-2013. In order to demonstrate a strength of the method proposed we compare the multifractal δ-spectrum for various bin-widths and show the robustness of the method, especially for large values of q. For such values, other methods in use, e.g., those based on moment estimation, tend to fail for heavy-tailed data or data with long correlations. Connection between the δ-spectrum and Rényi’s q parameter is also discussed and elucidated on a simple example of multiscale time series.

Multifractal Detrended Fluctuation Analysis of Human gait Diseases

Directory of Open Access Journals (Sweden)

Srimonti eDutta

2013-10-01

Full Text Available IIn this paper multifractal detrended fluctuation analysis is used to study the human gait time series for normal and diseased sets. It is observed that long range correlation is primarily responsible for the origin of multifractality. The study reveals that the degree of multifractality is more for normal set compared to diseased set. However the method fails to distinguish between the two diseased sets.

Multifractal spectra in shear flows

Science.gov (United States)

Keefe, L. R.; Deane, Anil E.

1989-01-01

Numerical simulations of three-dimensional homogeneous shear flow and fully developed channel flow, are used to calculate the associated multifractal spectra of the energy dissipation field. Only weak parameterization of the results with the nondimensional shear is found, and this only if the flow has reached its asymptotic development state. Multifractal spectra of these flows coincide with those from experiments only at the range alpha less than 1.

Joint multifractal analysis based on wavelet leaders

Science.gov (United States)

Jiang, Zhi-Qiang; Yang, Yan-Hong; Wang, Gang-Jin; Zhou, Wei-Xing

2017-12-01

Mutually interacting components form complex systems and these components usually have long-range cross-correlated outputs. Using wavelet leaders, we propose a method for characterizing the joint multifractal nature of these long-range cross correlations; we call this method joint multifractal analysis based on wavelet leaders (MF-X-WL). We test the validity of the MF-X-WL method by performing extensive numerical experiments on dual binomial measures with multifractal cross correlations and bivariate fractional Brownian motions (bFBMs) with monofractal cross correlations. Both experiments indicate that MF-X-WL is capable of detecting cross correlations in synthetic data with acceptable estimating errors. We also apply the MF-X-WL method to pairs of series from financial markets (returns and volatilities) and online worlds (online numbers of different genders and different societies) and determine intriguing joint multifractal behavior.

Multifractal and higher-dimensional zeta functions

International Nuclear Information System (INIS)

Véhel, Jacques Lévy; Mendivil, Franklin

2011-01-01

In this paper, we generalize the zeta function for a fractal string (as in Lapidus and Frankenhuijsen 2006 Fractal Geometry, Complex Dimensions and Zeta Functions: Geometry and Spectra of Fractal Strings (New York: Springer)) in several directions. We first modify the zeta function to be associated with a sequence of covers instead of the usual definition involving gap lengths. This modified zeta function allows us to define both a multifractal zeta function and a zeta function for higher-dimensional fractal sets. In the multifractal case, the critical exponents of the zeta function ζ(q, s) yield the usual multifractal spectrum of the measure. The presence of complex poles for ζ(q, s) indicates oscillations in the continuous partition function of the measure, and thus gives more refined information about the multifractal spectrum of a measure. In the case of a self-similar set in R n , the modified zeta function yields asymptotic information about both the 'box' counting function of the set and the n-dimensional volume of the ε-dilation of the set

Introduction to the Multifractal Analysis of Images

OpenAIRE

Lévy Véhel , Jacques

1998-01-01

International audience; After a brief review of some classical approaches in image segmentation, the basics of multifractal theory and its application to image analysis are presented. Practical methods for multifractal spectrum estimation are discussed and some experimental results are given.

Anti-correlation and multifractal features of Spain electricity spot market

NARCIS (Netherlands)

Norouzzadeh, Payam; Dullaert, W.; Rahmani, Bahareh

2007-01-01

We use multifractal detrended fluctuation analysis (MF-DFA) to numerically investigate correlation, persistence, multifractal properties and scaling behavior of the hourly spot prices for the Spain electricity exchange-Compania O Peradora del Mercado de Electricidad (OMEL). Through multifractal

Fractal and multifractal analysis of LiF thin film surface

International Nuclear Information System (INIS)

Yadav, R.P.; Dwivedi, S.; Mittal, A.K.; Kumar, M.; Pandey, A.C.

2012-01-01

Highlights: ► Fractal and multifractal analysis of surface morphologies of the LiF thin films. ► Complexity and roughness of the LiF thin films increases as thickness increases. ► LiF thin films are multifractal in nature. ► Strength of the multifractality increases with thickness of the film. - Abstract: Fractal and multifractal analysis is performed on the atomic force microscopy (AFM) images of the surface morphologies of the LiF thin films of thickness 10 nm, 20 nm, and 40 nm, respectively. Autocorrelation function, height–height correlation function, and two-dimensional multifractal detrended fluctuation analysis (MFDFA) are used for characterizing the surface. It is found that the interface width, average roughness, lateral correlation length, and fractal dimension of the LiF thin film increase with the thickness of the film, whereas the roughness exponent decreases with thickness. Thus, the complexity and roughness of the LiF thin films increases as thickness increases. It is also demonstrated that the LiF thin films are multifractal in nature. Strength of the multifractality increases with thickness of the film.

Multifractal Analysis of Asian Foreign Exchange Markets and Financial Crisis

Science.gov (United States)

Oh, Gabjin; Kwon, Okyu; Jung, Woo-Sung

2012-02-01

We analyze the multifractal spectra of daily foreign exchange rates for Japan, Hong-Kong, Korea, and Thailand with respect to the United States Dollar from 1991 to 2005. We find that the return time series show multifractal spectrum features for all four cases. To observe the effect of the Asian currency crisis, we also estimate the multifractal spectra of limited series before and after the crisis. We find that the Korean and Thai foreign exchange markets experienced a significant increase in multifractality compared to Hong-Kong and Japan. We also show that the multifractality is stronge related to the presence of high values of returns in the series.

Submicron scale tissue multifractal anisotropy in polarized laser light scattering

Science.gov (United States)

Das, Nandan Kumar; Dey, Rajib; Chakraborty, Semanti; Panigrahi, Prasanta K.; Meglinski, Igor; Ghosh, Nirmalya

2018-03-01

The spatial fluctuations of the refractive index within biological tissues exhibit multifractal anisotropy, leaving its signature as a spectral linear diattenuation of scattered polarized light. The multifractal anisotropy has been quantitatively assessed by the processing of relevant Mueller matrix elements in the Fourier domain, utilizing the Born approximation and subsequent multifractal analysis. The differential scaling exponent and width of the singularity spectrum appear to be highly sensitive to the structural multifractal anisotropy at the micron/sub-micron length scales. An immediate practical use of these multifractal anisotropy parameters was explored for non-invasive screening of cervical precancerous alterations ex vivo, with the indication of a strong potential for clinical diagnostic purposes.

Testing for multifractality of Islamic stock markets

Science.gov (United States)

Saâdaoui, Foued

2018-04-01

Studying the power-law scaling of financial time series is a promising area of econophysics, which has often contributed to the understanding of the intricate features of the global markets. In this article, we examine the multifractality of some financial processes and the underlying formation mechanisms in the context of Islamic equity markets. The well-known Multifractal Detrended Fluctuation Analysis (MF-DFA) is used to investigate the self-similar properties of two Dow Jones Islamic Market Indexes (DJIM). The results prove that both indexes exhibit multifractal properties. By discussing the sources of multifractality, we find that they are related to the occurrence of extreme events, long-range dependency of autocorrelations and fat-tailed distribution of returns. These results have several important implications for analysts and decision makers in modeling the dynamics of Islamic markets, thus recommending efficient asset allocation plans to investors dealing with Islamic equity markets.

Multifractal Analysis for the Teichmueller Flow

Energy Technology Data Exchange (ETDEWEB)

Meson, Alejandro M., E-mail: meson@iflysib.unlp.edu.ar; Vericat, Fernando, E-mail: vericat@iflysib.unlp.edu.ar [Instituto de Fisica de Liquidos y Sistemas Biologicos (IFLYSIB) CCT-CONICET, La Plata-UNLP and Grupo de Aplicaciones Matematicas y Estadisticas de la Facultad de Ingenieria (GAMEFI) UNLP (Argentina)

2012-03-15

We present a multifractal description for Teichmueller flows. A key ingredient to do this is the Rauzy-Veech-Zorich reduction theory, which allows to treat the problem in the setting of suspension flows over subshifts. To perform the multifractal analysis we implement a thermodynamic formalism for suspension flows over countable alphabet subshifts a bit different from that developed by Barreira and Iommi.

Quantum computation of multifractal exponents through the quantum wavelet transform

International Nuclear Information System (INIS)

Garcia-Mata, Ignacio; Giraud, Olivier; Georgeot, Bertrand

2009-01-01

We study the use of the quantum wavelet transform to extract efficiently information about the multifractal exponents for multifractal quantum states. We show that, combined with quantum simulation algorithms, it enables to build quantum algorithms for multifractal exponents with a polynomial gain compared to classical simulations. Numerical results indicate that a rough estimate of fractality could be obtained exponentially fast. Our findings are relevant, e.g., for quantum simulations of multifractal quantum maps and of the Anderson model at the metal-insulator transition.

Daily extreme temperature multifractals in Catalonia (NE Spain)

International Nuclear Information System (INIS)

Burgueño, A.; Lana, X.; Serra, C.; Martínez, M.D.

2014-01-01

The multifractal character of the daily extreme temperatures in Catalonia (NE Spain) is analyzed by means of the multifractal detrended fluctuation analysis (MF-DFA) applied to 65 thermometric records covering years 1950–2004. Although no clear spatial patterns of the multifractal spectrum parameters appear, factor scores deduced from Principal Component analysis indicate some signs of spatial gradients. Additionally, the daily extreme temperature series are classified depending on their complex time behavior, through four multifractal parameters (Hurst exponent, Hölder exponent with maximum spectrum, spectrum asymmetry and spectrum width). As a synthesis of the three last parameters, a basic measure of complexity is proposed through a normalized Complexity Index. Its regional behavior is found to be free of geographical dependences. This index represents a new step towards the description of the daily extreme temperatures complexity.

Daily extreme temperature multifractals in Catalonia (NE Spain)

Energy Technology Data Exchange (ETDEWEB)

Burgueño, A. [Departament d' Astronomia i Meteorologia, Universitat de Barcelona, Barcelona (Spain); Lana, X., E-mail: francisco.javier.lana@upc.edu [Departament de Física i Enginyeria Nuclear, Universitat Politècnica de Catalunya, Barcelona (Spain); Serra, C. [Departament de Física i Enginyeria Nuclear, Universitat Politècnica de Catalunya, Barcelona (Spain); Martínez, M.D. [Departament de Física Aplicada, Universitat Politècnica de Catalunya, Barcelona (Spain)

2014-02-01

The multifractal character of the daily extreme temperatures in Catalonia (NE Spain) is analyzed by means of the multifractal detrended fluctuation analysis (MF-DFA) applied to 65 thermometric records covering years 1950–2004. Although no clear spatial patterns of the multifractal spectrum parameters appear, factor scores deduced from Principal Component analysis indicate some signs of spatial gradients. Additionally, the daily extreme temperature series are classified depending on their complex time behavior, through four multifractal parameters (Hurst exponent, Hölder exponent with maximum spectrum, spectrum asymmetry and spectrum width). As a synthesis of the three last parameters, a basic measure of complexity is proposed through a normalized Complexity Index. Its regional behavior is found to be free of geographical dependences. This index represents a new step towards the description of the daily extreme temperatures complexity.

Distinguishing cognitive state with multifractal complexity of hippocampal interspike interval sequences

Directory of Open Access Journals (Sweden)

Dustin eFetterhoff

2015-09-01

Full Text Available Fractality, represented as self-similar repeating patterns, is ubiquitous in nature and the brain. Dynamic patterns of hippocampal spike trains are known to exhibit multifractal properties during working memory processing; however, it is unclear whether the multifractal properties inherent to hippocampal spike trains reflect active cognitive processing. To examine this possibility, hippocampal neuronal ensembles were recorded from rats before, during and after a spatial working memory task following administration of tetrahydrocannabinol (THC, a memory-impairing component of cannabis. Multifractal detrended fluctuation analysis was performed on hippocampal interspike interval sequences to determine characteristics of monofractal long-range temporal correlations (LRTCs, quantified by the Hurst exponent, and the degree/magnitude of multifractal complexity, quantified by the width of the singularity spectrum. Our results demonstrate that multifractal firing patterns of hippocampal spike trains are a marker of functional memory processing, as they are more complex during the working memory task and significantly reduced following administration of memory impairing THC doses. Conversely, LRTCs are largest during resting state recordings, therefore reflecting different information compared to multifractality. In order to deepen conceptual understanding of multifractal complexity and LRTCs, these measures were compared to classical methods using hippocampal frequency content and firing variability measures. These results showed that LRTCs, multifractality, and theta rhythm represent independent processes, while delta rhythm correlated with multifractality. Taken together, these results provide a novel perspective on memory function by demonstrating that the multifractal nature of spike trains reflects hippocampal microcircuit activity that can be used to detect and quantify cognitive, physiological and pathological states.

Introduction to multifractal detrended fluctuation analysis in matlab.

Science.gov (United States)

Ihlen, Espen A F

2012-01-01

Fractal structures are found in biomedical time series from a wide range of physiological phenomena. The multifractal spectrum identifies the deviations in fractal structure within time periods with large and small fluctuations. The present tutorial is an introduction to multifractal detrended fluctuation analysis (MFDFA) that estimates the multifractal spectrum of biomedical time series. The tutorial presents MFDFA step-by-step in an interactive Matlab session. All Matlab tools needed are available in Introduction to MFDFA folder at the website www.ntnu.edu/inm/geri/software. MFDFA are introduced in Matlab code boxes where the reader can employ pieces of, or the entire MFDFA to example time series. After introducing MFDFA, the tutorial discusses the best practice of MFDFA in biomedical signal processing. The main aim of the tutorial is to give the reader a simple self-sustained guide to the implementation of MFDFA and interpretation of the resulting multifractal spectra.

Rank-ordered multifractal analysis for intermittent fluctuations with global crossover behavior

International Nuclear Information System (INIS)

Tam, Sunny W. Y.; Chang, Tom; Kintner, Paul M.; Klatt, Eric M.

2010-01-01

The rank-ordered multifractal analysis (ROMA), a recently developed technique that combines the ideas of parametric rank ordering and one-parameter scaling of monofractals, has the capabilities of deciphering the multifractal characteristics of intermittent fluctuations. The method allows one to understand the multifractal properties through rank-ordered scaling or nonscaling parametric variables. The idea of the ROMA technique is applied to analyze the multifractal characteristics of the auroral zone electric-field fluctuations observed by the SIERRA sounding rocket. The observed fluctuations span across contiguous multiple regimes of scales with different multifractal characteristics. We extend the ROMA technique such that it can take into account the crossover behavior - with the possibility of collapsing probability distribution functions - over these contiguous regimes.

(Multi)fractality of Earthquakes by use of Wavelet Analysis

Science.gov (United States)

Enescu, B.; Ito, K.; Struzik, Z. R.

2002-12-01

The fractal character of earthquakes' occurrence, in time, space or energy, has by now been established beyond doubt and is in agreement with modern models of seismicity. Moreover, the cascade-like generation process of earthquakes -with one "main" shock followed by many aftershocks, having their own aftershocks- may well be described through multifractal analysis, well suited for dealing with such multiplicative processes. The (multi)fractal character of seismicity has been analysed so far by using traditional techniques, like the box-counting and correlation function algorithms. This work introduces a new approach for characterising the multifractal patterns of seismicity. The use of wavelet analysis, in particular of the wavelet transform modulus maxima, to multifractal analysis was pioneered by Arneodo et al. (1991, 1995) and applied successfully in diverse fields, such as the study of turbulence, the DNA sequences or the heart rate dynamics. The wavelets act like a microscope, revealing details about the analysed data at different times and scales. We introduce and perform such an analysis on the occurrence time of earthquakes and show its advantages. In particular, we analyse shallow seismicity, characterised by a high aftershock "productivity", as well as intermediate and deep seismic activity, known for its scarcity of aftershocks. We examine as well declustered (aftershocks removed) versions of seismic catalogues. Our preliminary results show some degree of multifractality for the undeclustered, shallow seismicity. On the other hand, at large scales, we detect a monofractal scaling behaviour, clearly put in evidence for the declustered, shallow seismic activity. Moreover, some of the declustered sequences show a long-range dependent (LRD) behaviour, characterised by a Hurst exponent, H > 0.5, in contrast with the memory-less, Poissonian model. We demonstrate that the LRD is a genuine characteristic and is not an effect of the time series probability

Multifractal modelling and 3D lacunarity analysis

International Nuclear Information System (INIS)

Hanen, Akkari; Imen, Bhouri; Asma, Ben Abdallah; Patrick, Dubois; Hedi, Bedoui Mohamed

2009-01-01

This study presents a comparative evaluation of lacunarity of 3D grey level models with different types of inhomogeneity. A new method based on the 'Relative Differential Box Counting' was developed to estimate the lacunarity features of grey level volumes. To validate our method, we generated a set of 3D grey level multifractal models with random, anisotropic and hierarchical properties. Our method gives a lacunarity measurement correlated with the theoretical one and allows a better model classification compared with a classical approach.

Econophysics vs Cardiophysics: the Dual Face of Multifractality

NARCIS (Netherlands)

Z.R. Struzik

2003-01-01

textabstractMultifractality in physiological time series and notably in human adult heart rate has been primarily attributed to the Fourier phase ordering of the signal [1]. In contrast, the primary cause for the width of the multifractal spectrum in financial time series has recently been connected

Multifractals of investor behavior in stock market

Science.gov (United States)

Oh, Gabjin

2017-07-01

In this paper, we analyze the nonlinear properties of investor activity using the multifractal detrended fluctuation analysis (MF-DFA) method. Using the aggregated trading volumes of buying, selling, and normalized net investor trading (NIT) to quantify the characteristics of trader behavior in the KOSPI market, we find that the cumulative distribution functions of all NIT time series, except for individual traders, follow a power-law distribution with an exponent in the range of 2.92 ≤ γ ≤ 3.87. To observe the nonlinear features of investor activity, we also calculate the multifractal spectra for the buyer, seller, and NIT data sets and find that a multifractal structure exists in all of the data, regardless of the investor type studied.

Correlation and multifractality in climatological time series

International Nuclear Information System (INIS)

Pedron, I T

2010-01-01

Climate can be described by statistical analysis of mean values of atmospheric variables over a period. It is possible to detect correlations in climatological time series and to classify its behavior. In this work the Hurst exponent, which can characterize correlation and persistence in time series, is obtained by using the Detrended Fluctuation Analysis (DFA) method. Data series of temperature, precipitation, humidity, solar radiation, wind speed, maximum squall, atmospheric pressure and randomic series are studied. Furthermore, the multifractality of such series is analyzed applying the Multifractal Detrended Fluctuation Analysis (MF-DFA) method. The results indicate presence of correlation (persistent character) in all climatological series and multifractality as well. A larger set of data, and longer, could provide better results indicating the universality of the exponents.

Multifractal analysis of Moroccan family business stock returns

Science.gov (United States)

Lahmiri, Salim

2017-11-01

In this paper, long-range temporal correlations at different scales in Moroccan family business stock returns are investigated. For comparison purpose, presence of multifractality is also investigated in Casablanca Stock Exchange (CSE) major indices: MASI which is the all shares index and MADEX which is the index of most liquid shares. It is found that return series of both family business companies and major stock market indices show strong evidence of multifractality. In particular, empirical results reveal that short (long) fluctuations in family business stock returns are less (more) persistent (anti-persistent) than short fluctuations in market indices. In addition, both serial correlation and distribution characteristics significantly influence the strength of the multifractal spectrums of CSE and family business stocks returns. Furthermore, results from multifractal spectrum analysis suggest that family business stocks are less risky. Thus, such differences in price dynamics could be exploited by investors and forecasters in active portfolio management.

Multifractal characteristics of NDVI maps in space and time in the Community of Madrid (Spain)

Science.gov (United States)

Sotoca, Juan J. Martin; Saa-Requejo, Antonio; Grau, Juan B.; Tarquis, Ana M.

2015-04-01

Satellite information has contributed to improve our understanding of the spatial variability of hydro-climatic and ecological processes. Vegetation activity is tightly coupled with climate, hydro-ecological fluxes, and terrain dynamics in river basins at a wide range of space-time scales (Scheuring and Riedi, 1994). Indices of vegetation activity are constructed using satellite information of reflectance of the relevant spectral bands which enhance the contribution of vegetation being Normalized Difference Vegetation Index (NDVI) widely used. How can we study such a complex system? Multifractals and fractals are related techniques mainly used in physics to characterize the scaling behaviour of a system; they differ in that fractals look at the geometry of presence/absence patterns, while multifractals look at the arrangement of quantities such as population or biomass densities (Saravia et al., 2012). Scaling laws are an emergent general feature of ecological systems; they reflect constraints in their organization that can provide tracks about the underlying mechanisms (Solé and Bascompte, 2006). In this work, we have applied these techniques to study the spatial pattern through one year of NDVI maps. A rectangular area that includes the Community of Madrid and part of the surroundings, consisting of 300 x 280 pixels with a resolution of 500 x 500 m2 has been selected and monthly NDVI maps analyzed using the multifractal spectrum and the map of singularities (Cheng and Agterberg, 1996). The results show a cyclical pattern in the multifractal behaviour and singularity points related to river basin networks (Martín-Sotoca, 2014). References Cheng, Q. and Agterberg, F.P. (1996). Multifractal modeling and spatial statistics. Math. Geol. Vol 28, 1-16. Martín-Sotoca, J.J. (2014) Estructura Espacial de la Sequía en Pastos y sus Aplicaciones en el Seguro Agrario. Master Thesis, UPM (In Spanish). Saravia LA, Giorgi A, Momo F.: Multifractal growth in periphyton

Multifractal structure of multiplicity distributions and negative binomials

International Nuclear Information System (INIS)

Malik, S.; Delhi, Univ.

1997-01-01

The paper presents experimental results of the multifractal structure analysis in proton-emulsion interactions at 800 GeV. The multiplicity moments have a power law dependence on the mean multiplicity in varying bin sizes of pseudorapidity. The values of generalised dimensions are calculated from the slope value. The multifractal characteristics are also examined in the light of negative binomials. The observed multiplicity moments and those derived from the negative-binomial fits agree well with each other. Also the values of D q , both observed and derived from the negative-binomial fits not only decrease with q typifying multifractality but also agree well each other showing consistency with the negative-binomial form

Multifractal modelling and 3D lacunarity analysis

Energy Technology Data Exchange (ETDEWEB)

Hanen, Akkari, E-mail: bettaieb.hanen@topnet.t [Laboratoire de biophysique, TIM, Faculte de Medecine (Tunisia); Imen, Bhouri, E-mail: bhouri_imen@yahoo.f [Unite de recherche ondelettes et multifractals, Faculte des sciences (Tunisia); Asma, Ben Abdallah, E-mail: asma.babdallah@cristal.rnu.t [Laboratoire de biophysique, TIM, Faculte de Medecine (Tunisia); Patrick, Dubois, E-mail: pdubois@chru-lille.f [INSERM, U 703, Lille (France); Hedi, Bedoui Mohamed, E-mail: medhedi.bedoui@fmm.rnu.t [Laboratoire de biophysique, TIM, Faculte de Medecine (Tunisia)

2009-09-28

This study presents a comparative evaluation of lacunarity of 3D grey level models with different types of inhomogeneity. A new method based on the 'Relative Differential Box Counting' was developed to estimate the lacunarity features of grey level volumes. To validate our method, we generated a set of 3D grey level multifractal models with random, anisotropic and hierarchical properties. Our method gives a lacunarity measurement correlated with the theoretical one and allows a better model classification compared with a classical approach.

Linearization effect in multifractal analysis: Insights from the Random Energy Model

Science.gov (United States)

Angeletti, Florian; Mézard, Marc; Bertin, Eric; Abry, Patrice

2011-08-01

The analysis of the linearization effect in multifractal analysis, and hence of the estimation of moments for multifractal processes, is revisited borrowing concepts from the statistical physics of disordered systems, notably from the analysis of the so-called Random Energy Model. Considering a standard multifractal process (compound Poisson motion), chosen as a simple representative example, we show the following: (i) the existence of a critical order q∗ beyond which moments, though finite, cannot be estimated through empirical averages, irrespective of the sample size of the observation; (ii) multifractal exponents necessarily behave linearly in q, for q>q∗. Tailoring the analysis conducted for the Random Energy Model to that of Compound Poisson motion, we provide explicative and quantitative predictions for the values of q∗ and for the slope controlling the linear behavior of the multifractal exponents. These quantities are shown to be related only to the definition of the multifractal process and not to depend on the sample size of the observation. Monte Carlo simulations, conducted over a large number of large sample size realizations of compound Poisson motion, comfort and extend these analyses.

Multifractal analysis of three-dimensional histogram from color images

International Nuclear Information System (INIS)

Chauveau, Julien; Rousseau, David; Richard, Paul; Chapeau-Blondeau, Francois

2010-01-01

Natural images, especially color or multicomponent images, are complex information-carrying signals. To contribute to the characterization of this complexity, we investigate the possibility of multiscale organization in the colorimetric structure of natural images. This is realized by means of a multifractal analysis applied to the three-dimensional histogram from natural color images. The observed behaviors are confronted to those of reference models with known multifractal properties. We use for this purpose synthetic random images with trivial monofractal behavior, and multidimensional multiplicative cascades known for their actual multifractal behavior. The behaviors observed on natural images exhibit similarities with those of the multifractal multiplicative cascades and display the signature of elaborate multiscale organizations stemming from the histograms of natural color images. This type of characterization of colorimetric properties can be helpful to various tasks of digital image processing, as for instance modeling, classification, indexing.

Multifractal detrended cross-correlation analysis in the MENA area

Science.gov (United States)

El Alaoui, Marwane; Benbachir, Saâd

2013-12-01

In this paper, we investigated multifractal cross-correlations qualitatively and quantitatively using a cross-correlation test and the Multifractal detrended cross-correlation analysis method (MF-DCCA) for markets in the MENA area. We used cross-correlation coefficients to measure the level of this correlation. The analysis concerns four stock market indices of Morocco, Tunisia, Egypt and Jordan. The countries chosen are signatory of the Agadir agreement concerning the establishment of a free trade area comprising Arab Mediterranean countries. We computed the bivariate generalized Hurst exponent, Rényi exponent and spectrum of singularity for each pair of indices to measure quantitatively the cross-correlations. By analyzing the results, we found the existence of multifractal cross-correlations between all of these markets. We compared the spectrum width of these indices; we also found which pair of indices has a strong multifractal cross-correlation.

Dynamical Mechanism of Scaling Behaviors in Multifractal Structure

Science.gov (United States)

Kim, Kyungsik; Jung, Jae Won; Kim, Soo Yong

2010-03-01

The pattern of stone distribution in the game of Go (Baduk, Weiqi, or Igo) can be treated in the mathematical and physical languages of multifractals. The concepts of fractals and multifractals have relevance to many fields of science and even arts. A significant and fascinating feature of this approach is that it provides a proper interpretation for the pattern of the two-colored (black and white) stones in terms of the numerical values of the generalized dimension and the scaling exponent. For our case, these statistical quantities can be estimated numerically from the black, white, and mixed stones, assuming the excluded edge effect that the cell form of the Go game has the self-similar structure. The result from the multifractal structure allows us to find a definite and reliable fractal dimension, and it precisely verifies that the fractal dimension becomes larger, as the cell of grids increases. We also find the strength of multifractal structures from the difference in the scaling exponents in the black, white, and mixed stones.

Thermodynamic and multifractal formalism and the Bowen-series map

International Nuclear Information System (INIS)

Rudolph, O.

1994-07-01

In the theory of quantum chaos one studies the semiclassical behaviour of quantum mechanical systems whose corresponding classical counterparts exhibit chaos. These systems are sometimes considered as model systems in the theory of quantum chaos since they are well understood from a mathematical point of view. In this work we study the multifractal formalism for the geodesic flow on surfaces with constant negative curvature. The multifractal analysis of measures has been developed in order to characterize the scaling behaviour of measures on attractors of classical chaotic dynamical systems globally. In order to relate the multifractal formalism with quantities usually considered in the study of the geodesic flow on Riemann surfaces with constant negative curvature, it is necessary to establish the assertions of the multifractal formalism in a mathematically rigorous way. This is achieved with the help of the thermodynamic formalism for hyperbolic dynamical systems developed by Ruelle, Bowen and others. (orig.)

The effects of observational correlated noises on multifractal detrended fluctuation analysis

Science.gov (United States)

Gulich, Damián; Zunino, Luciano

2012-08-01

We have numerically investigated the effects that observational correlated noises have on the generalized Hurst exponents, h(q), estimated by using the multifractal generalization of detrended fluctuation analysis (MF-DFA). More precisely, artificially generated stochastic binomial multifractals with increased amount of colored noises were analyzed via MF-DFA. It has been recently shown that for moderate additions of white noise, the generalized Hurst exponents are significantly underestimated for qeffects of additive noise, short- term memory and periodic trends, Physica A 390 (2011) 2480-2490]. In this paper, we have found that h(q) with q≥2 are also affected when correlated noises are considered. This is due to the fact that the spurious correlations influence the scaling behaviors associated to large fluctuations. The results obtained are significant for practical situations, where noises with different correlations are inherently present.

The Multifractal Structure of Small-Scale Artificial Ionospheric Turbulence

Directory of Open Access Journals (Sweden)

Vybornov F. I.

2013-03-01

Full Text Available We present the results of investigation of a multifractal structure of the artificial ionospheric turbulence when the midlatitude ionosphere is affected by high-power radio waves. The experimental studies were performed on the basis of the SURA heating facility with the help of radio sounding of the disturbed region of ionospheric plasma by signals from the Earth’s orbital satellities. In the case of vertical radio sounding of the disturbed ionosphere region, the measured multipower and generalized multifractal spectra of turbulence coincide well with similar multifractal characteristics of the ionosperic turbulence under the natural conditions. In the case of oblique sounding of the disturbance region at small angles between the line of sight to the satellite and the direction of the Earth’s magnetic field, a nonuniform structure of the small-scale turbulence with a relatively narrow multipower spectrum and small variations in the generalized multifractal spectrum of the electron density was detected.

Multifractal in Volatility of Family Business Stocks Listed on Casablanca STOCK Exchange

Science.gov (United States)

Lahmiri, Salim

In this paper, we check for existence of multifractal in volatility of Moroccan family business stock returns and in volatility of Casablanca market index returns based on multifractal detrended fluctuation analysis (MF-DFA) technique. Empirical results show strong evidence of multifractal characteristics in volatility series of both family business stocks and market index. In addition, it is found that small variations in volatility of family business stocks are persistent, whilst small variations in volatility of market index are anti-persistent. However, large variations in family business volatility and market index volatility are both anti-persistent. Furthermore, multifractal spectral analysis based results show strong evidence that volatility in Moroccan family business companies exhibits more multifractality than volatility in the main stock market. These results may provide insightful information for risk managers concerned with family business stocks.

Lorentz violations in multifractal spacetimes

Energy Technology Data Exchange (ETDEWEB)

Calcagni, Gianluca [Instituto de Estructura de la Materia, CSIC, Madrid (Spain)

2017-05-15

Using the recent observation of gravitational waves (GW) produced by a black-hole merger, we place a lower bound on the energy above which a multifractal spacetime would display an anomalous geometry and, in particular, violations of Lorentz invariance. In the so-called multifractional theory with q-derivatives, we show that the deformation of dispersion relations is much stronger than in generic quantum-gravity approaches (including loop quantum gravity) and, contrary to the latter, present observations on GWs can place very strong bounds on the characteristic scales at which spacetime deviates from standard Minkowski. The energy at which multifractal effects should become apparent is E{sub *} > 10{sup 14} GeV (thus improving previous bounds by 12 orders of magnitude) when the exponents in the measure are fixed to their central value 1 / 2. We also estimate, for the first time, the effect of logarithmic oscillations in the measure (corresponding to a discrete spacetime structure) and find that they do not change much the bounds obtained in their absence, unless the amplitude of the oscillations is fine tuned. This feature, unavailable in known quantum-gravity scenarios, may help the theory to avoid being ruled out by gamma-ray burst (GRB) observations, for which E{sub *} > 10{sup 17} GeV or greater. (orig.)

Multifractal signal reconstruction based on singularity power spectrum

International Nuclear Information System (INIS)

Xiong, Gang; Yu, Wenxian; Xia, Wenxiang; Zhang, Shuning

2016-01-01

Highlights: • We propose a novel multifractal reconstruction method based on singularity power spectrum analysis (MFR-SPS). • The proposed MFR-SPS method has better power characteristic than the algorithm in Fraclab. • Further, the SPS-ISE algorithm performs better than the SPS-MFS algorithm. • Based on the proposed MFR-SPS method, we can restructure singularity white fractal noise (SWFN) and linear singularity modulation (LSM) multifractal signal, in equivalent sense, similar with the linear frequency modulation(LFM) signal and WGN in the Fourier domain. - Abstract: Fractal reconstruction (FR) and multifractal reconstruction (MFR) can be considered as the inverse problem of singularity spectrum analysis, and it is challenging to reconstruct fractal signal in accord with multifractal spectrum (MFS). Due to the multiple solutions of fractal reconstruction, the traditional methods of FR/MFR, such as FBM based method, wavelet based method, random wavelet series, fail to reconstruct fractal signal deterministically, and besides, those methods neglect the power spectral distribution in the singular domain. In this paper, we propose a novel MFR method based singularity power spectrum (SPS). Supposing the consistent uniform covering of multifractal measurement, we control the traditional power law of each scale of wavelet coefficients based on the instantaneous singularity exponents (ISE) or MFS, simultaneously control the singularity power law based on the SPS, and deduce the principle and algorithm of MFR based on SPS. Reconstruction simulation and error analysis of estimated ISE, MFS and SPS show the effectiveness and the improvement of the proposed methods compared to those obtained by the Fraclab package.

True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence

Science.gov (United States)

Liu, Ruipeng; Di Matteo, T.; Lux, Thomas

2007-09-01

In this paper, we consider daily financial data of a collection of different stock market indices, exchange rates, and interest rates, and we analyze their multi-scaling properties by estimating a simple specification of the Markov-switching multifractal (MSM) model. In order to see how well the estimated model captures the temporal dependence of the data, we estimate and compare the scaling exponents H(q) (for q=1,2) for both empirical data and simulated data of the MSM model. In most cases the multifractal model appears to generate ‘apparent’ long memory in agreement with the empirical scaling laws.

Thermodynamic and multifractal formalism and the Bowen-series map

International Nuclear Information System (INIS)

Rudolph, O.

1995-01-01

In the theory of quantum chaos one studies the semiclassical behaviour of quantum mechanical systems whose corresponding classical counterparts exhibit chaos. The geodesic motion of a free classical particle on closed Riemann surfaces with constant negative curvature is strongly chaotic. Selberg's theory relates the classical and the quantum mechanical systems. These systems are sometimes considered as model systems in the theory of quantum chaos since they are well understood from a mathematical point of view. In this work we study the multifractal formalism for the geodesic flow on surfaces with constant negative curvature. The multifractal analysis of measures has been developed in order to characterize the scaling behaviour of measures on attractors of classical chaotic dynamical systems globally. In order to relate the multifractal formalism with quantities usually considered in the study of the geodesic flow on Riemann surfaces with constant negative curvature, it is necessary to establish the assertions of the multifractal formalism in a mathematically rigorous way. This is achieved with the help of the thermodynamic formalism for hyperbolic dynamical systems developed by Ruelle, Bowen and others. (orig.)

Multi-fractal analysis of highway traffic data

Institute of Scientific and Technical Information of China (English)

Shang Peng-Jian; Shen Jin-Sheng

2007-01-01

The purpose of the present study is to investigate the presence of multi-fractal behaviours in the traffic time series not only by statistical approaches but also by geometrical approaches. The pointwise H(o)lder exponent of a function is calculated by developing an algorithm for the numerical evaluation of H(o)lder exponent of time series. The traffic time series observed on the Beijing Yuquanying highway are analysed. The results from all these methods indicate that the traffic data exhibit the multi-fractal behaviour.

Spatial Characterization of Landscapes through Multifractal Analysis of DEM

Directory of Open Access Journals (Sweden)

P. L. Aguado

2014-01-01

Full Text Available Landscape evolution is driven by abiotic, biotic, and anthropic factors. The interactions among these factors and their influence at different scales create a complex dynamic. Landscapes have been shown to exhibit numerous scaling laws, from Horton’s laws to more sophisticated scaling of heights in topography and river network topology. This scaling and multiscaling analysis has the potential to characterise the landscape in terms of the statistical signature of the measure selected. The study zone is a matrix obtained from a digital elevation model (DEM (map 10 × 10 m, and height 1 m that corresponds to homogeneous region with respect to soil characteristics and climatology known as “Monte El Pardo” although the water level of a reservoir and the topography play a main role on its organization and evolution. We have investigated whether the multifractal analysis of a DEM shows common features that can be used to reveal the underlying patterns and information associated with the landscape of the DEM mapping and studied the influence of the water level of the reservoir on the applied analysis. The results show that the use of the multifractal approach with mean absolute gradient data is a useful tool for analysing the topography represented by the DEM.

Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA

International Nuclear Information System (INIS)

Lee, Minhyuk; Song, Jae Wook; Park, Ji Hwan; Chang, Woojin

2017-01-01

Highlights: • ‘Index-based A-MFDFA’ model is proposed to assess the asymmetric multi-fractality. • The asymmetric multi-fractality in the U.S. stock indices are investigated using ‘Index-based’ and ‘Return-based’ A-MFDFA. • The asymmetric feature is more significantly identified by ‘Index-based’ model than ‘return-based’ model. • Source of multi-fractality and time-varying features are analyzed. - Abstract: We detect the asymmetric multi-fractality in the U.S. stock indices based on the asymmetric multi-fractal detrended fluctuation analysis (A-MFDFA). Instead using the conventional return-based approach, we propose the index-based model of A-MFDFA where the trend based on the evolution of stock index rather than stock price return plays a role for evaluating the asymmetric scaling behaviors. The results show that the multi-fractal behaviors of the U.S. stock indices are asymmetric and the index-based model detects the asymmetric multi-fractality better than return-based model. We also discuss the source of multi-fractality and its asymmetry and observe that the multi-fractal asymmetry in the U.S. stock indices has a time-varying feature where the degree of multi-fractality and asymmetry increase during the financial crisis.

The weather and climate: emergent laws and multifractal cascades

Science.gov (United States)

Lovejoy, Shaun; Schertzer, Daniel

2013-04-01

Science in general and physics and geophysics in particular are hierarchies of interlocking theories and models with low level, fundamental laws such as quantum mechanics and statistical mechanics providing the underpinnings for the emergence of the qualitatively new, higher level laws of thermodynamics and continuum mechanics that provide the current bases for modelling the weather and climate. Yest it was the belief of generations of turbulence pioneers (notably Richardson, Kolmogorov, Obhukhov, Corrsin, Bolgiano) that at sufficiently high levels of nonlinearity (quantified by the Reynold's number, of the order 10**12 in the atmosphere) that new even higher level laws would emerge describing "fully developed turbulence". However for atmospheric applications, the pioneers' eponymous laws suffered from two basic restrictions - isotropy and homogeneity - that prevented them from being valid over wide ranges of scale. Over the last thirty years both of these restrictions have been overcome - the former with the generalization from isotropic to strongly anisotropic notions of scale (to account notably for stratification), and from homogeneity to strong heterogeneity (intermittency) via multifractal cascades. In this presentation we give an overview of recent developments and analyses covering huge ranges of space-time scales (including weather, macroweather and climate time scales). We show how the combination of strong anisotropy and strong intermittency commonly leads to the "phenomenological fallacy" in which morphology is confounded with mechanism. With the help of stochastic models, we show how processes with vastly different large and small scale morphologies can arise from a unique multifractal dynamical mechanisms [Lovejoy and Schertzer, 2013]. References: Lovejoy, S., and D. Schertzer (2013), The Weather and Climate: Emergent Laws and Multifractal Cascades, 480 pp., Cambridge University Press, Cambridge.

Regularities of Multifractal Measures

Indian Academy of Sciences (India)

First, we prove the decomposition theorem for the regularities of multifractal Hausdorff measure and packing measure in R R d . This decomposition theorem enables us to split a set into regular and irregular parts, so that we can analyze each separately, and recombine them without affecting density properties. Next, we ...

Beyond Fractals and 1/f Noise: Multifractal Analysis of Complex Physiological Time Series

Science.gov (United States)

Ivanov, Plamen Ch.; Amaral, Luis A. N.; Ashkenazy, Yosef; Stanley, H. Eugene; Goldberger, Ary L.; Hausdorff, Jeffrey M.; Yoneyama, Mitsuru; Arai, Kuniharu

2001-03-01

We investigate time series with 1/f-like spectra generated by two physiologic control systems --- the human heartbeat and human gait. We show that physiological fluctuations exhibit unexpected ``hidden'' structures often described by scaling laws. In particular, our studies indicate that when analyzed on different time scales the heartbeat fluctuations exhibit cascades of branching patterns with self-similar (fractal) properties, characterized by long-range power-law anticorrelations. We find that these scaling features change during sleep and wake phases, and with pathological perturbations. Further, by means of a new wavelet-based technique, we find evidence of multifractality in the healthy human heartbeat even under resting conditions, and show that the multifractal character and nonlinear properties of the healthy heart are encoded in the Fourier phases. We uncover a loss of multifractality for a life-threatening condition, congestive heart failure. In contrast to the heartbeat, we find that the interstride interval time series of healthy human gait, a voluntary process under neural regulation, is described by a single fractal dimension (such as classical 1/f noise) indicating monofractal behavior. Thus our approach can help distinguish physiological and physical signals with comparable frequency spectra and two-point correlations, and guide modeling of their control mechanisms.

Dynamics of chaotic maps for modelling the multifractal spectrum of human brain Diffusion Tensor Images

International Nuclear Information System (INIS)

Provata, A.; Katsaloulis, P.; Verganelakis, D.A.

2012-01-01

Highlights: ► Calculation of human brain multifractal spectra. ► Calculations are based on Diffusion Tensor MRI Images. ► Spectra are modelled by coupled Ikeda map dynamics. ► Coupled lattice Ikeda maps model well only positive multifractal spectra. ► Appropriately modified coupled lattice Ikeda maps give correct spectra. - Abstract: The multifractal spectra of 3d Diffusion Tensor Images (DTI) obtained by magnetic resonance imaging of the human brain are studied. They are shown to deviate substantially from artificial brain images with the same white matter intensity. All spectra, obtained from 12 healthy subjects, show common characteristics indicating non-trivial moments of the intensity. To model the spectra the dynamics of the chaotic Ikeda map are used. The DTI multifractal spectra for positive q are best approximated by 3d coupled Ikeda maps in the fully developed chaotic regime. The coupling constants are as small as α = 0.01. These results reflect not only the white tissue non-trivial architectural complexity in the human brain, but also demonstrate the presence and importance of coupling between neuron axons. The architectural complexity is also mirrored by the deviations in the negative q-spectra, where the rare events dominate. To obtain a good agreement in the DTI negative q-spectrum of the brain with the Ikeda dynamics, it is enough to slightly modify the most rare events of the coupled Ikeda distributions. The representation of Diffusion Tensor Images with coupled Ikeda maps is not unique: similar conclusions are drawn when other chaotic maps (Tent, Logistic or Henon maps) are employed in the modelling of the neuron axons network.

Multifractal rainfall extremes: Theoretical analysis and practical estimation

International Nuclear Information System (INIS)

Langousis, Andreas; Veneziano, Daniele; Furcolo, Pierluigi; Lepore, Chiara

2009-01-01

We study the extremes generated by a multifractal model of temporal rainfall and propose a practical method to estimate the Intensity-Duration-Frequency (IDF) curves. The model assumes that rainfall is a sequence of independent and identically distributed multiplicative cascades of the beta-lognormal type, with common duration D. When properly fitted to data, this simple model was found to produce accurate IDF results [Langousis A, Veneziano D. Intensity-duration-frequency curves from scaling representations of rainfall. Water Resour Res 2007;43. (doi:10.1029/2006WR005245)]. Previous studies also showed that the IDF values from multifractal representations of rainfall scale with duration d and return period T under either d → 0 or T → ∞, with different scaling exponents in the two cases. We determine the regions of the (d, T)-plane in which each asymptotic scaling behavior applies in good approximation, find expressions for the IDF values in the scaling and non-scaling regimes, and quantify the bias when estimating the asymptotic power-law tail of rainfall intensity from finite-duration records, as was often done in the past. Numerically calculated exact IDF curves are compared to several analytic approximations. The approximations are found to be accurate and are used to propose a practical IDF estimation procedure.

Multifractal Detrended Cross-Correlation Analysis of agricultural futures markets

International Nuclear Information System (INIS)

He Lingyun; Chen Shupeng

2011-01-01

Highlights: → We investigated cross-correlations between China's and US agricultural futures markets. → Power-law cross-correlations are found between the geographically far but correlated markets. → Multifractal features are significant in all the markets. → Cross-correlation exponent is less than averaged GHE when q 0. - Abstract: We investigated geographically far but temporally correlated China's and US agricultural futures markets. We found that there exists a power-law cross-correlation between them, and that multifractal features are significant in all the markets. It is very interesting that the geographically far markets show strong cross-correlations and share much of their multifractal structure. Furthermore, we found that for all the agricultural futures markets in our studies, the cross-correlation exponent is less than the averaged generalized Hurst exponents (GHE) when q 0.

Black holes in multi-fractional and Lorentz-violating models

Energy Technology Data Exchange (ETDEWEB)

Calcagni, Gianluca [CSIC, Instituto de Estructura de la Materia, Madrid (Spain); Rodriguez Fernandez, David [Universidad de Oviedo, Department of Physics, Oviedo (Spain); Ronco, Michele [Universita di Roma ' ' La Sapienza' ' , Dipartimento di Fisica, Rome (Italy); INFN, Rome (Italy)

2017-05-15

We study static and radially symmetric black holes in the multi-fractional theories of gravity with q-derivatives and with weighted derivatives, frameworks where the spacetime dimension varies with the probed scale and geometry is characterized by at least one fundamental length l{sub *}. In the q-derivatives scenario, one finds a tiny shift of the event horizon. Schwarzschild black holes can present an additional ring singularity, not present in general relativity, whose radius is proportional to l{sub *}. In the multi-fractional theory with weighted derivatives, there is no such deformation, but non-trivial geometric features generate a cosmological-constant term, leading to a de Sitter-Schwarzschild black hole. For both scenarios, we compute the Hawking temperature and comment on the resulting black-hole thermodynamics. In the case with q-derivatives, black holes can be hotter than usual and possess an additional ring singularity, while in the case with weighted derivatives they have a de Sitter hair of purely geometric origin, which may lead to a solution of the cosmological constant problem similar to that in unimodular gravity. Finally, we compare our findings with other Lorentz-violating models. (orig.)

Black holes in multi-fractional and Lorentz-violating models

International Nuclear Information System (INIS)

Calcagni, Gianluca; Rodriguez Fernandez, David; Ronco, Michele

2017-01-01

We study static and radially symmetric black holes in the multi-fractional theories of gravity with q-derivatives and with weighted derivatives, frameworks where the spacetime dimension varies with the probed scale and geometry is characterized by at least one fundamental length l_*. In the q-derivatives scenario, one finds a tiny shift of the event horizon. Schwarzschild black holes can present an additional ring singularity, not present in general relativity, whose radius is proportional to l_*. In the multi-fractional theory with weighted derivatives, there is no such deformation, but non-trivial geometric features generate a cosmological-constant term, leading to a de Sitter-Schwarzschild black hole. For both scenarios, we compute the Hawking temperature and comment on the resulting black-hole thermodynamics. In the case with q-derivatives, black holes can be hotter than usual and possess an additional ring singularity, while in the case with weighted derivatives they have a de Sitter hair of purely geometric origin, which may lead to a solution of the cosmological constant problem similar to that in unimodular gravity. Finally, we compare our findings with other Lorentz-violating models. (orig.)

Black holes in multi-fractional and Lorentz-violating models.

Science.gov (United States)

Calcagni, Gianluca; Rodríguez Fernández, David; Ronco, Michele

2017-01-01

We study static and radially symmetric black holes in the multi-fractional theories of gravity with q -derivatives and with weighted derivatives, frameworks where the spacetime dimension varies with the probed scale and geometry is characterized by at least one fundamental length [Formula: see text]. In the q -derivatives scenario, one finds a tiny shift of the event horizon. Schwarzschild black holes can present an additional ring singularity, not present in general relativity, whose radius is proportional to [Formula: see text]. In the multi-fractional theory with weighted derivatives, there is no such deformation, but non-trivial geometric features generate a cosmological-constant term, leading to a de Sitter-Schwarzschild black hole. For both scenarios, we compute the Hawking temperature and comment on the resulting black-hole thermodynamics. In the case with q -derivatives, black holes can be hotter than usual and possess an additional ring singularity, while in the case with weighted derivatives they have a de Sitter hair of purely geometric origin, which may lead to a solution of the cosmological constant problem similar to that in unimodular gravity. Finally, we compare our findings with other Lorentz-violating models.

Multifractal properties of diffusion-limited aggregates and random multiplicative processes

International Nuclear Information System (INIS)

Canessa, E.

1991-04-01

We consider the multifractal properties of irreversible diffusion-limited aggregation (DLA) from the point of view of the self-similarity of fluctuations in random multiplicative processes. In particular we analyse the breakdown of multifractal behaviour and phase transition associated with the negative moments of the growth probabilities in DLA. (author). 20 refs, 5 figs

Coupled uncertainty provided by a multifractal random walker

International Nuclear Information System (INIS)

Koohi Lai, Z.; Vasheghani Farahani, S.; Movahed, S.M.S.; Jafari, G.R.

2015-01-01

The aim here is to study the concept of pairing multifractality between time series possessing non-Gaussian distributions. The increasing number of rare events creates “criticality”. We show how the pairing between two series is affected by rare events, which we call “coupled criticality”. A method is proposed for studying the coupled criticality born out of the interaction between two series, using the bivariate multifractal random walk (BiMRW). This method allows studying dependence of the coupled criticality on the criticality of each individual system. This approach is applied to data sets of gold and oil markets, and inflation and unemployment. - Highlights: • The coupled criticality between two systems is modeled by the bivariate multifractal random walk. • This coupled criticality is generally directed. • This coupled criticality is inversely proportional to the criticality of either of the systems. • The coupled criticality can emerge when at least one of the systems posses a Gaussian distribution

Influence of urban morphology on total noise pollution: multifractal description.

Science.gov (United States)

Ariza-Villaverde, Ana B; Jiménez-Hornero, Francisco J; Gutiérrez De Ravé, Eduardo

2014-02-15

Exposure to ambient noise levels above 65 dB can cause public health problems. The spatial distribution of this kind of pollution is linked to various elements which make up the urban form, such as construction density, the existence of open spaces and the shape and physical position of buildings. Since urban morphology displays multifractal behaviour, the present research studies for the first time the relationship between total noise pollution and urban features, such as street width and building height by means of a joint multifractal spectrum in two neighbourhoods of the city of Cordoba (Andalusia, Spain). According to the results, the joint multifractal spectrum reveals a positive correlation between the total noise pollution and the street width to building height ratio, this being more evident when urban morphology is regular. The information provided by the multifractal analysis completes the description obtained by using urban indexes and landscape metrics and might be useful for urban planning once the linkage between both frameworks has been done. Copyright © 2013 Elsevier B.V. All rights reserved.

Multifractal characterisation and classification of bread crumb digital images

OpenAIRE

Baravalle, Rodrigo Guillermo; Delrieux, Claudio Augusto; Gómez, Juan Carlos

2017-01-01

Adequate models of the bread crumb structure can be critical for understanding flow and transport processes in bread manufacturing, creating synthetic bread crumb images for photo-realistic rendering, evaluating similarities, and establishing quality features of different bread crumb types. In this article, multifractal analysis, employing the multifractal spectrum (MFS), has been applied to study the structure of the bread crumb in four varieties of bread (baguette, sliced, bran, and sandwic...

Fluctuation dynamics in geoelectrical data: an investigation by using multifractal detrended fluctuation analysis

International Nuclear Information System (INIS)

Telesca, Luciano; Colangelo, Gerardo; Lapenna, Vincenzo; Macchiato, Maria

2004-01-01

We analyzed fluctuations in the time dynamics of nonstationary geoelectrical data, recorded in a seismic area of southern Italy, by means of the multifractal detrended fluctuation analysis (MF-DFA). The multifractal character of the signal depends mostly on the different long-range properties for small and large fluctuations. The time variation of indices, denoting the departure from monofractal behaviour, reveals an enhancement of the multifractality of the signal prior seismic occurrences

Statistical classifiers on multifractal parameters for optical diagnosis of cervical cancer

Science.gov (United States)

Mukhopadhyay, Sabyasachi; Pratiher, Sawon; Kumar, Rajeev; Krishnamoorthy, Vigneshram; Pradhan, Asima; Ghosh, Nirmalya; Panigrahi, Prasanta K.

2017-06-01

An augmented set of multifractal parameters with physical interpretations have been proposed to quantify the varying distribution and shape of the multifractal spectrum. The statistical classifier with accuracy of 84.17% validates the adequacy of multi-feature MFDFA characterization of elastic scattering spectroscopy for optical diagnosis of cancer.

Apparent scale correlations in a random multifractal process

DEFF Research Database (Denmark)

Cleve, Jochen; Schmiegel, Jürgen; Greiner, Martin

2008-01-01

We discuss various properties of a homogeneous random multifractal process, which are related to the issue of scale correlations. By design, the process has no built-in scale correlations. However, when it comes to observables like breakdown coefficients, which are based on a coarse......-graining of the multifractal field, scale correlations do appear. In the log-normal limit of the model process, the conditional distributions and moments of breakdown coefficients reproduce the observations made in fully developed small-scale turbulence. These findings help to understand several puzzling empirical details...

Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks

International Nuclear Information System (INIS)

Ni Xiaohui; Jiang Zhiqiang; Zhou Weixing

2009-01-01

The dynamics of a complex system is usually recorded in the form of time series, which can be studied through its visibility graph from a complex network perspective. We investigate the visibility graphs extracted from fractional Brownian motions and multifractal random walks, and find that the degree distributions exhibit power-law behaviors, in which the power-law exponent α is a linear function of the Hurst index H of the time series. We also find that the degree distribution of the visibility graph is mainly determined by the temporal correlation of the original time series with minor influence from the possible multifractal nature. As an example, we study the visibility graphs constructed from three Chinese stock market indexes and unveil that the degree distributions have power-law tails, where the tail exponents of the visibility graphs and the Hurst indexes of the indexes are close to the α∼H linear relationship.

Multifractal analysis of multiparticle emission data in the framework of visibility graph and sandbox algorithm

Science.gov (United States)

Mali, P.; Manna, S. K.; Mukhopadhyay, A.; Haldar, P. K.; Singh, G.

2018-03-01

Multiparticle emission data in nucleus-nucleus collisions are studied in a graph theoretical approach. The sandbox algorithm used to analyze complex networks is employed to characterize the multifractal properties of the visibility graphs associated with the pseudorapidity distribution of charged particles produced in high-energy heavy-ion collisions. Experimental data on 28Si+Ag/Br interaction at laboratory energy Elab = 14 . 5 A GeV, and 16O+Ag/Br and 32S+Ag/Br interactions both at Elab = 200 A GeV, are used in this analysis. We observe a scale free nature of the degree distributions of the visibility and horizontal visibility graphs associated with the event-wise pseudorapidity distributions. Equivalent event samples simulated by ultra-relativistic quantum molecular dynamics, produce degree distributions that are almost identical to the respective experiment. However, the multifractal variables obtained by using sandbox algorithm for the experiment to some extent differ from the respective simulated results.

Multifractal analysis of oceanic chlorophyll maps remotely sensed from space

Directory of Open Access Journals (Sweden)

L. de Montera

2011-03-01

Full Text Available Phytoplankton patchiness has been investigated with multifractal analysis techniques. We analyzed oceanic chlorophyll maps, measured by the SeaWiFS orbiting sensor, which are considered to be good proxies for phytoplankton. The study area is the Senegalo-Mauritanian upwelling region, because it has a low cloud cover and high chlorophyll concentrations. Multifractal properties are observed, from the sub-mesoscale up to the mesoscale, and are found to be consistent with the Corssin-Obukhov scale law of passive scalars. This result indicates that, in this specific region and within this scale range, turbulent mixing would be the dominant effect leading to the observed variability of phytoplankton fields. Finally, it is shown that multifractal patchiness can be responsible for significant biases in the nonlinear source and sink terms involved in biogeochemical numerical models.

Multifractal detrended fluctuation analysis of analog random multiplicative processes

Energy Technology Data Exchange (ETDEWEB)

Silva, L.B.M.; Vermelho, M.V.D. [Instituto de Fisica, Universidade Federal de Alagoas, Maceio - AL, 57072-970 (Brazil); Lyra, M.L. [Instituto de Fisica, Universidade Federal de Alagoas, Maceio - AL, 57072-970 (Brazil)], E-mail: marcelo@if.ufal.br; Viswanathan, G.M. [Instituto de Fisica, Universidade Federal de Alagoas, Maceio - AL, 57072-970 (Brazil)

2009-09-15

We investigate non-Gaussian statistical properties of stationary stochastic signals generated by an analog circuit that simulates a random multiplicative process with weak additive noise. The random noises are originated by thermal shot noise and avalanche processes, while the multiplicative process is generated by a fully analog circuit. The resulting signal describes stochastic time series of current interest in several areas such as turbulence, finance, biology and environment, which exhibit power-law distributions. Specifically, we study the correlation properties of the signal by employing a detrended fluctuation analysis and explore its multifractal nature. The singularity spectrum is obtained and analyzed as a function of the control circuit parameter that tunes the asymptotic power-law form of the probability distribution function.

Multiplicative multifractal modeling and discrimination of human neuronal activity

International Nuclear Information System (INIS)

Zheng Yi; Gao Jianbo; Sanchez, Justin C.; Principe, Jose C.; Okun, Michael S.

2005-01-01

Understanding neuronal firing patterns is one of the most important problems in theoretical neuroscience. It is also very important for clinical neurosurgery. In this Letter, we introduce a computational procedure to examine whether neuronal firing recordings could be characterized by cascade multiplicative multifractals. By analyzing raw recording data as well as generated spike train data from 3 patients collected in two brain areas, the globus pallidus externa (GPe) and the globus pallidus interna (GPi), we show that the neural firings are consistent with a multifractal process over certain time scale range (t 1 ,t 2 ), where t 1 is argued to be not smaller than the mean inter-spike-interval of neuronal firings, while t 2 may be related to the time that neuronal signals propagate in the major neural branching structures pertinent to GPi and GPe. The generalized dimension spectrum D q effectively differentiates the two brain areas, both intra- and inter-patients. For distinguishing between GPe and GPi, it is further shown that the cascade model is more effective than the methods recently examined by Schiff et al. as well as the Fano factor analysis. Therefore, the methodology may be useful in developing computer aided tools to help clinicians perform precision neurosurgery in the operating room

Dual-induced multifractality in online viewing activity

Science.gov (United States)

Qin, Yu-Hao; Zhao, Zhi-Dan; Cai, Shi-Min; Gao, Liang; Stanley, H. Eugene

2018-01-01

Although recent studies have found that the long-term correlations relating to the fat-tailed distribution of inter-event times exist in human activity and that these correlations indicate the presence of fractality, the property of fractality and its origin have not been analyzed. We use both detrended fluctuation analysis and multifractal detrended fluctuation analysis to analyze the time series in online viewing activity separating from Movielens and Netflix. We find long-term correlations at both the individual and communal levels and that the extent of correlation at the individual level is determined by the activity level. These long-term correlations also indicate that there is fractality in the pattern of online viewing. We first find a multifractality that results from the combined effect of the fat-tailed distribution of inter-event times (i.e., the times between successive viewing actions of individuals) and the long-term correlations in online viewing activity and verify this finding using three synthesized series. Therefore, it can be concluded that the multifractality in online viewing activity is caused by both the fat-tailed distribution of inter-event times and the long-term correlations and that this enlarges the generic property of human activity to include not just physical space but also cyberspace.

Multifractal analysis of forest fires in complex regions

Science.gov (United States)

Vega Orozco, C. D.; Kanevski, M.; Golay, J.; Tonini, M.; Conedera, M.

2012-04-01

Forest fires can be studied as point processes where the ignition points represent the set of locations of the observed events in a defined study region. Their spatial and temporal patterns can be characterized by their fractal properties; which quantify the global aspect of the geometry of the support data. However, a monofractal dimension can not completely describe the pattern structure and related scaling properties. Enhancements in fractal theory had developed the multifractal concept which describes the measures from which interlinked fractal sets can be retrieved and characterized by their fractal dimension and singularity strength [1, 2]. The spatial variability of forest fires is conditioned by an intermixture of human, topographic, meteorological and vegetation factors. This heterogeneity makes fire patterns complex scale-invariant processes difficult to be depicted by a single scale. Therefore, this study proposes an exploratory data analysis through a multifractal formalism to characterize and quantify the multiscaling behaviour of the spatial distribution pattern of this phenomenon in a complex region like the Swiss Alps. The studied dataset is represented by 2,401 georeferenced forest fire ignition points in canton Ticino, Switzerland, in a 40-years period from 1969 to 2008. Three multifractal analyses are performed: one assesses the multiscaling behaviour of fire occurrence probability of the support data (raw data) and four random patterns simulated within three different support domains; second analysis studies the multifractal behavior of patterns from anthropogenic and natural ignited fires (arson-, accident- and lightning-caused fires); and third analysis aims at detecting scale-dependency of the size of burned area. To calculate the generalized dimensions, Dq, a generalization of the box counting methods is carried out based on the generalization of Rényi information of the qth order moment of the probability distribution. For q > 0, Dq

Multifractals in Western Major STOCK Markets Historical Volatilities in Times of Financial Crisis

Science.gov (United States)

Lahmiri, Salim

In this paper, the generalized Hurst exponent is used to investigate multifractal properties of historical volatility (CHV) in stock market price and return series before, during and after 2008 financial crisis. Empirical results from NASDAQ, S&P500, TSE, CAC40, DAX, and FTSE stock market data show that there is strong evidence of multifractal patterns in HV of both price and return series. In addition, financial crisis deeply affected the behavior and degree of multifractality in volatility of Western financial markets at price and return levels.

Price-volume multifractal analysis and its application in Chinese stock markets

Science.gov (United States)

Yuan, Ying; Zhuang, Xin-tian; Liu, Zhi-ying

2012-06-01

An empirical research on Chinese stock markets is conducted using statistical tools. First, the multifractality of stock price return series, ri(ri=ln(Pt+1)-ln(Pt)) and trading volume variation series, vi(vi=ln(Vt+1)-ln(Vt)) is confirmed using multifractal detrended fluctuation analysis. Furthermore, a multifractal detrended cross-correlation analysis between stock price return and trading volume variation in Chinese stock markets is also conducted. It is shown that the cross relationship between them is also found to be multifractal. Second, the cross-correlation between stock price Pi and trading volume Vi is empirically studied using cross-correlation function and detrended cross-correlation analysis. It is found that both Shanghai stock market and Shenzhen stock market show pronounced long-range cross-correlations between stock price and trading volume. Third, a composite index R based on price and trading volume is introduced. Compared with stock price return series ri and trading volume variation series vi, R variation series not only remain the characteristics of original series but also demonstrate the relative correlation between stock price and trading volume. Finally, we analyze the multifractal characteristics of R variation series before and after three financial events in China (namely, Price Limits, Reform of Non-tradable Shares and financial crisis in 2008) in the whole period of sample to study the changes of stock market fluctuation and financial risk. It is found that the empirical results verified the validity of R.

MULTIFRACTAL STRUCTURES DETECTED BY VOYAGER 1 AT THE HELIOSPHERIC BOUNDARIES

International Nuclear Information System (INIS)

Macek, W. M.; Wawrzaszek, A.; Burlaga, L. F.

2014-01-01

To better understand the dynamics of turbulent systems, we have proposed a phenomenological model based on a generalized Cantor set with two rescaling and one weight parameters. In this Letter, using recent Voyager 1 magnetic field data, we extend our two-scale multifractal analysis further in the heliosheath beyond the heliospheric termination shock, and even now near the heliopause, when entering the interstellar medium for the first time in human history. We have identified the scaling inertial region for magnetized heliospheric plasma between the termination shock and the heliopause. We also show that the degree of multifractality decreases with the heliocentric distance and is still modulated by the phases of the solar cycle in the entire heliosphere including the heliosheath. Moreover, we observe the change of scaling toward a nonintermittent (nonmultifractal) behavior in the nearby interstellar medium, just beyond the heliopause. We argue that this loss of multifractal behavior could be a signature of the expected crossing of the heliopause by Voyager 2 in the near future. The results obtained demonstrate that our phenomenological multifractal model exhibits some properties of intermittent turbulence in the solar system plasmas, and we hope that it could shed light on universal characteristics of turbulence

MULTIFRACTAL STRUCTURES DETECTED BY VOYAGER 1 AT THE HELIOSPHERIC BOUNDARIES

Energy Technology Data Exchange (ETDEWEB)

Macek, W. M. [Faculty of Mathematics and Natural Sciences, Cardinal Stefan Wyszyński University, Wóycickiego 1/3, 01-938 Warsaw (Poland); Wawrzaszek, A. [Space Research Centre, Polish Academy of Sciences, Bartycka 18 A, 00-716 Warszawa (Poland); Burlaga, L. F., E-mail: macek@cbk.waw.pl, E-mail: anna.wawrzaszek@cbk.waw.pl, E-mail: lburlagahsp@verizon.net [NASA Goddard Space Flight Center, Code 673, Greenbelt, MD 20771 (United States)

2014-10-01

To better understand the dynamics of turbulent systems, we have proposed a phenomenological model based on a generalized Cantor set with two rescaling and one weight parameters. In this Letter, using recent Voyager 1 magnetic field data, we extend our two-scale multifractal analysis further in the heliosheath beyond the heliospheric termination shock, and even now near the heliopause, when entering the interstellar medium for the first time in human history. We have identified the scaling inertial region for magnetized heliospheric plasma between the termination shock and the heliopause. We also show that the degree of multifractality decreases with the heliocentric distance and is still modulated by the phases of the solar cycle in the entire heliosphere including the heliosheath. Moreover, we observe the change of scaling toward a nonintermittent (nonmultifractal) behavior in the nearby interstellar medium, just beyond the heliopause. We argue that this loss of multifractal behavior could be a signature of the expected crossing of the heliopause by Voyager 2 in the near future. The results obtained demonstrate that our phenomenological multifractal model exhibits some properties of intermittent turbulence in the solar system plasmas, and we hope that it could shed light on universal characteristics of turbulence.

Multifractal spectrum analysis of nonlinear dynamical mechanisms in China’s agricultural futures markets

Science.gov (United States)

Chen, Shu-Peng; He, Ling-Yun

2010-04-01

Based on Partition Function and Multifractal Spectrum Analysis, we investigated the nonlinear dynamical mechanisms in China’s agricultural futures markets, namely, Dalian Commodity Exchange (DCE for short) and Zhengzhou Commodity Exchange (ZCE for short), where nearly all agricultural futures contracts are traded in the two markets. Firstly, we found nontrivial multifractal spectra, which are the empirical evidence of the existence of multifractal features, in 4 representative futures markets in China, that is, Hard Winter wheat (HW for short) and Strong Gluten wheat (SG for short) futures markets from ZCE and Soy Meal (SM for short) futures and Soy Bean No.1 (SB for short) futures markets from DCE. Secondly, by shuffling the original time series, we destroyed the underlying nonlinear temporal correlation; thus, we identified that long-range correlation mechanism constitutes major contributions in the formation in the multifractals of the markets. Thirdly, by tracking the evolution of left- and right-half spectra, we found that there exist critical points, between which there are different behaviors, in the left-half spectra for large price fluctuations; but for the right-hand spectra for small price fluctuations, the width of those increases slowly as the delay t increases in the long run. Finally, the dynamics of large fluctuations is significantly different from that of the small ones, which implies that there exist different underlying mechanisms in the formation of multifractality in the markets. Our main contributions focus on that we not only provided empirical evidence of the existence of multifractal features in China agricultural commodity futures markets; but also we pioneered in investigating the sources of the multifractality in China’s agricultural futures markets in current literature; furthermore, we investigated the nonlinear dynamical mechanisms based on spectrum analysis, which offers us insights into the underlying dynamical mechanisms in

Monofractal or multifractal: a case study of spatial distribution of mining-induced seismic activity

Directory of Open Access Journals (Sweden)

M. Eneva

1994-01-01

Full Text Available Using finite data sets and limited size of study volumes may result in significant spurious effects when estimating the scaling properties of various physical processes. These effects are examined with an example featuring the spatial distribution of induced seismic activity in Creighton Mine (northern Ontario, Canada. The events studied in the present work occurred during a three-month period, March-May 1992, within a volume of approximate size 400 x 400 x 180 m3. Two sets of microearthquake locations are studied: Data Set 1 (14,338 events and Data Set 2 (1654 events. Data Set 1 includes the more accurately located events and amounts to about 30 per cent of all recorded data. Data Set 2 represents a portion of the first data set that is formed by the most accurately located and the strongest microearthquakes. The spatial distribution of events in the two data sets is examined for scaling behaviour using the method of generalized correlation integrals featuring various moments q. From these, generalized correlation dimensions are estimated using the slope method. Similar estimates are made for randomly generated point sets using the same numbers of events and the same study volumes as for the real data. Uniform and monofractal random distributions are used for these simulations. In addition, samples from the real data are randomly extracted and the dimension spectra for these are examined as well. The spectra for the uniform and monofractal random generations show spurious multifractality due only to the use of finite numbers of data points and limited size of study volume. Comparing these with the spectra of dimensions for Data Set 1 and Data Set 2 allows us to estimate the bias likely to be present in the estimates for the real data. The strong multifractality suggested by the spectrum for Data Set 2 appears to be largely spurious; the spatial distribution, while different from uniform, could originate from a monofractal process. The spatial

Multifractality and quantum diffusion from self-consistent theory of localization

Energy Technology Data Exchange (ETDEWEB)

Suslov, I. M., E-mail: suslov@kapitza.ras.ru [Kapitza Institute for Physical Problems (Russian Federation)

2015-11-15

Multifractal properties of wave functions in a disordered system can be derived from self-consistent theory of localization by Vollhardt and Wölfle. A diagrammatic interpretation of results allows to obtain all scaling relations used in numerical experiments. The arguments are given that the one-loop Wegner result for a space dimension d = 2 + ϵ is exact, so the multifractal spectrum is strictly parabolical. The σ-models are shown to be deficient at the four-loop level and the possible reasons of that are discussed. The extremely slow convergence to the thermodynamic limit is demonstrated. The open question on the relation between multifractality and a spatial dispersion of the diffusion coefficient D(ω, q) is resolved in the compromise manner due to ambiguity of the D(ω, q) definition. Comparison is made with the extensive numerical material.

The foreign exchange market: return distributions, multifractality, anomalous multifractality and the Epps effect

Science.gov (United States)

Drożdż, Stanisław; Kwapień, Jarosław; Oświȩcimka, Paweł; Rak, Rafał

2010-10-01

We present a systematic study of various statistical characteristics of high-frequency returns from the foreign exchange market. This study is based on six exchange rates forming two triangles: EUR-GBP-USD and GBP-CHF-JPY. It is shown that the exchange rate return fluctuations for all of the pairs considered are well described by the non-extensive statistics in terms of q-Gaussians. There exist some small quantitative variations in the non-extensivity q-parameter values for different exchange rates (which depend also on the time scales studied), and this can be related to the importance of a given exchange rate in the world's currency trade. Temporal correlations organize the series of returns such that they develop the multifractal characteristics for all of the exchange rates, with a varying degree of symmetry of the singularity spectrum f(α), however. The most symmetric spectrum is identified for the GBP/USD. We also form time series of triangular residual returns and find that the distributions of their fluctuations develop disproportionately heavier tails as compared to small fluctuations, which excludes description in terms of q-Gaussians. The multifractal characteristics of these residual returns reveal such anomalous properties as negative singularity exponents and even negative singularity spectra. Such anomalous multifractal measures have so far been considered in the literature in connection with diffusion-limited aggregation and with turbulence. Studying the cross-correlations among different exchange rates, we found that market inefficiency on short time scales leads to the occurrence of the Epps effect on much longer time scales, but comparable to the ones for the stock market. Although the currency market is much more liquid than the stock markets and has a much greater transaction frequency, the building up of correlations takes up to several hours—a duration that does not differ much from what is observed in the stock markets. This may suggest

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

Science.gov (United States)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-05-01

It is generally argued that the solution to a stochastic PDE with multiplicative noise—such as \\dot{u}= 1/2 u''+uξ, where {ξ} denotes space-time white noise—routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (Arch Ration Mech Anal 177:115-150, 2005), Gibbon and Titi (Proc R Soc A 461:3089-3097, 2005), and Zimmermann et al. (Phys Rev Lett 85(17):3612-3615, 2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (J Phys A 22(13):2621-2626, 1989; Proc Lond Math Soc (3) 64:125-152, 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

Science.gov (United States)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-04-01

It is generally argued that the solution to a stochastic PDE with multiplicative noise—such as \\dot{u}= 1/2 u''+uξ, where {ξ} denotes space-time white noise—routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (Arch Ration Mech Anal 177:115-150, 2005), Gibbon and Titi (Proc R Soc A 461:3089-3097, 2005), and Zimmermann et al. (Phys Rev Lett 85(17):3612-3615, 2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (J Phys A 22(13):2621-2626, 1989; Proc Lond Math Soc (3) 64:125-152, 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

Analyzing the LiF thin films deposited at different substrate temperatures using multifractal technique

Energy Technology Data Exchange (ETDEWEB)

Yadav, R.P. [Department of Physics, University of Allahabad, Allahabad, UP 211002 (India); Dwivedi, S., E-mail: suneetdwivedi@gmail.com [K Banerjee Centre of Atmospheric and Ocean Studies, University of Allahabad, Allahabad, UP 211002 (India); Mittal, A.K. [Department of Physics, University of Allahabad, Allahabad, UP 211002 (India); K Banerjee Centre of Atmospheric and Ocean Studies, University of Allahabad, Allahabad, UP 211002 (India); Kumar, Manvendra [Nanotechnology Application Centre, University of Allahabad, Allahabad, UP 211002 (India); Pandey, A.C. [K Banerjee Centre of Atmospheric and Ocean Studies, University of Allahabad, Allahabad, UP 211002 (India); Nanotechnology Application Centre, University of Allahabad, Allahabad, UP 211002 (India)

2014-07-01

The Atomic Force Microscopy technique is used to characterize the surface morphology of LiF thin films deposited at substrate temperatures 77 K, 300 K and 500 K, respectively. It is found that the surface roughness of thin film increases with substrate temperature. The multifractal nature of the LiF thin film at each substrate temperature is investigated using the backward two-dimensional multifractal detrended moving average analysis. The strength of multifractility and the non-uniformity of the height probabilities of the thin films increase as the substrate temperature increases. Both the width of the multifractal spectrum and the difference of fractal dimensions of the thin films increase sharply as the temperature reaches 500 K, indicating that the multifractility of the thin films becomes more pronounced at the higher substrate temperatures with greater cluster size. - Highlights: • Analyzing LiF thin films using multifractal detrended moving average technique • Surface roughness of LiF thin film increases with substrate temperature. • LiF thin films at each substrate temperature exhibit multifractality. • Multifractility becomes more pronounced at the higher substrate temperatures.

Multifractality in Cardiac Dynamics

Science.gov (United States)

Ivanov, Plamen Ch.; Rosenblum, Misha; Stanley, H. Eugene; Havlin, Shlomo; Goldberger, Ary

1997-03-01

Wavelet decomposition is used to analyze the fractal scaling properties of heart beat time series. The singularity spectrum D(h) of the variations in the beat-to-beat intervals is obtained from the wavelet transform modulus maxima which contain information on the hierarchical distribution of the singularities in the signal. Multifractal behavior is observed for healthy cardiac dynamics while pathologies are associated with loss of support in the singularity spectrum.

Estimation of the global regularity of a multifractional Brownian motion

DEFF Research Database (Denmark)

Lebovits, Joachim; Podolskij, Mark

This paper presents a new estimator of the global regularity index of a multifractional Brownian motion. Our estimation method is based upon a ratio statistic, which compares the realized global quadratic variation of a multifractional Brownian motion at two different frequencies. We show that a ...... that a logarithmic transformation of this statistic converges in probability to the minimum of the Hurst functional parameter, which is, under weak assumptions, identical to the global regularity index of the path....

Multifractal characteristics of multiparticle production in heavy-ion collisions at SPS energies

Science.gov (United States)

Khan, Shaista; Ahmad, Shakeel

Entropy, dimensions and other multifractal characteristics of multiplicity distributions of relativistic charged hadrons produced in ion-ion collisions at SPS energies are investigated. The analysis of the experimental data is carried out in terms of phase space bin-size dependence of multiplicity distributions following the Takagi’s approach. Yet another method is also followed to study the multifractality which, is not related to the bin-width and (or) the detector resolution, rather involves multiplicity distribution of charged particles in full phase space in terms of information entropy and its generalization, Rényi’s order-q information entropy. The findings reveal the presence of multifractal structure — a remarkable property of the fluctuations. Nearly constant values of multifractal specific heat “c” estimated by the two different methods of analysis followed indicate that the parameter “c” may be used as a universal characteristic of the particle production in high energy collisions. The results obtained from the analysis of the experimental data agree well with the predictions of Monte Carlo model AMPT.

Fractals and multifractals in physics

International Nuclear Information System (INIS)

Arcangelis, L. de.

1987-01-01

We present a general introduction to the world of fractals. The attention is mainly devoted to stress how fractals do indeed appear in the real world and to find quantitative methods for characterizing their properties. The idea of multifractality is also introduced and it is presented in more details within the framework of the percolation problem

Multifractal resilience and viability

Science.gov (United States)

Tchiguirinskaia, I.; Schertzer, D. J. M.

2017-12-01

The term resilience has become extremely fashionable and there had been many attempts to provide operational definition and in fact metrics going beyond a set of more or less ad-hoc indicators. The viability theory (Aubin and Saint-Pierre, 2011) have been used to give a rather precise mathematical definition of resilience (Deffuant and Gilbert, 2011). However, it does not grasp the multiscale nature of resilience that is rather fundamental as particularly stressed by Folke et al (2010). In this communication, we first recall a preliminary attempt (Tchiguirinskaia et al., 2014) to define multifractal resilience with the help of the maximal probable singularity. Then we extend this multifractal approach to the capture basin of the viability, therefore the resilient basin. Aubin, J P, A. Bayen, and P Saint-Pierre (2011). Viability Theory. New Directions. Springer, Berlin,. Deffuant, G. and Gilbert, N. (eds) (2011) Viability and Resilience of Complex Systems. Springer Berlin.Folke, C., S R Carpenter, B Walker, M Sheffer, T Chapin, and J Rockstroem (2010). Resilience thinking: integrating re- silience, adaptability and transformability. Ecology and So- ciety, 14(4):20, Tchiguirinskaia,I., D. Schertzer, , A. Giangola-Murzyn and T. C. Hoang (2014). Multiscale resilience metrics to assess flood. Proceedings of ICCSA 2014, Normandie University, Le Havre, France -.

Multifractal structure of multiparticle production in the branching models

International Nuclear Information System (INIS)

Chiu, C.B.; Hwa, R.C.

1990-01-01

A procedure is described for the multifractal analysis of data on multiparticle production obtained at high energy either in experiment or in Monte Carlo simulation. It is shown how the spectrum f(α) of the rapidity-density index α can be determined from the multiplicity fluctuation of the rapidity distribution, as the resolution is changed. The branching model is used to illustrate the procedure. It is found that the φ 3 model has a narrower f(α) than the gluon model, suggesting that multifractality is a useful arena for confrontation between theory and experiment. 13 refs., 2 figs

Multi-fractal measures of city-size distributions based on the three-parameter Zipf model

International Nuclear Information System (INIS)

Chen Yanguang; Zhou Yixing

2004-01-01

A multi-fractal framework of urban hierarchies is presented to address the rank-size distribution of cities. The three-parameter Zipf model based on a pair of exponential-type scaling laws is generalized to multi-scale fractal measures. Then according to the equivalent relationship between Zipf's law and Pareto distribution, a set of multi-fractal equations are derived using dual conversion and the Legendre transform. The US city population data coming from the 2000 census are employed to verify the multi-fractal models and the results are satisfying. The multi-fractal measures reveal some strange symmetry regularity of urban systems. While explaining partially the remains of the hierarchical step-like frequency distribution of city sizes suggested by central place theory, the mathematical framework can be interpreted with the entropy-maximizing principle and some related ideas from self-organization

MFDFA and Lacunarity Analysis of Synthetic Multifractals and Pre-Cancerous Tissues

Science.gov (United States)

Roy, A.; Das, N.; Ghosh, N.

2017-12-01

Multifractal Detrended Fluctuation Analysis (MFDFA) has been employed for evaluating complex variations in the refractive index (RI) of human pre-cancerous tissues. While this was primarily aimed towards the early diagnosis of cancer in the human cervix, question remains whether multifractal analysis alone can be conclusively used for distinguishing between various grades of pre-cancerous tissues. Lacunarity is a parameter that was developed for multiscale analysis of data and has been shown to be theoretically related to the correlation dimension, D2, by dlog(L)/dlog(x) = D2 - 2. Further, research has proven that not only can Lacunarity be used as a preliminary indicator of multifractal behavior but it also distinguishes between images with similar correlation dimension values. In order to compare the efficacy of the two approaches namely, MFDFA and Lacunarity, in distinguishing between pre-cancerous tissues of various grades, we test these techniques on a set of 2-dimensional theoretical random multifractal fields. MFDFA is employed for computing the width of the singularity spectrum f(α), which is a measure of multifractal behavior. A weighted mean of the log-transformed lacunarity values at different scales is employed for differentiating between patterns with the same correlation dimension but differences in texture. The two different techniques are then applied to images containing RI values of biopsy samples from human cervical tissues that were histo-pathologically characterized as grade-I and grade-II pre-cancerous cells. The results show that the two approaches are complementary to one another when it comes to multi-scale analysis of complex natural patterns manifested in the images of such pre-cancerous cells.

Multifractal analysis of vertical profiles of soil penetration resistance at the field scale

Directory of Open Access Journals (Sweden)

G. M. Siqueira

2013-07-01

Full Text Available Soil penetration resistance (PR is widely used as an indirect indicator of soil strength. Soil PR is linked to basic soil properties and correlated to root growth and plant production, and as such it is extensively used as a practical tool for assessing soil compaction and to evaluate the effects of soil management. This study investigates how results from multifractal analysis can quantify key elements of depth-dependent soil PR profiles and how this information can be used at the field scale. We analysed multifractality of 50 PR vertical profiles, measured from 0 to 60 cm depth and randomly located on a 6.5 ha sugar cane field in northeastern Brazil. The scaling property of each profile was typified by singularity, and Rényi spectra estimated by the method of moments. The Hurst exponent was used to parameterize the autocorrelation of the vertical PR data sets. The singularity and Rènyi spectra showed that the vertical PR data sets exhibited a well-defined multifractal structure. Hurst exponent values were close to 1, ranging from 0.944 to 0.988, indicating strong persistence in PR variation with soil depth. Also, the Hurst exponent was negatively and significantly correlated to coefficient of variation (CV, skewness and maximum values of the depth-dependent PR. Multifractal analysis added valuable information to describe the spatial arrangement of depth-dependent penetrometer data sets, which was not taken into account by classical statistical indices. Multifractal parameters were mapped over the experimental field and compared with mean and maximum values of PR. Combination of spatial variability survey and multifractal analysis appear to be useful to manage soil compaction.

Multifractal analysis of vertical profiles of soil penetration resistance at the field scale

Science.gov (United States)

Siqueira, G. M.; Silva, E. F. F.; Montenegro, A. A. A.; Vidal Vázquez, E.; Paz-Ferreiro, J.

2013-07-01

Soil penetration resistance (PR) is widely used as an indirect indicator of soil strength. Soil PR is linked to basic soil properties and correlated to root growth and plant production, and as such it is extensively used as a practical tool for assessing soil compaction and to evaluate the effects of soil management. This study investigates how results from multifractal analysis can quantify key elements of depth-dependent soil PR profiles and how this information can be used at the field scale. We analysed multifractality of 50 PR vertical profiles, measured from 0 to 60 cm depth and randomly located on a 6.5 ha sugar cane field in northeastern Brazil. The scaling property of each profile was typified by singularity, and Rényi spectra estimated by the method of moments. The Hurst exponent was used to parameterize the autocorrelation of the vertical PR data sets. The singularity and Rènyi spectra showed that the vertical PR data sets exhibited a well-defined multifractal structure. Hurst exponent values were close to 1, ranging from 0.944 to 0.988, indicating strong persistence in PR variation with soil depth. Also, the Hurst exponent was negatively and significantly correlated to coefficient of variation (CV), skewness and maximum values of the depth-dependent PR. Multifractal analysis added valuable information to describe the spatial arrangement of depth-dependent penetrometer data sets, which was not taken into account by classical statistical indices. Multifractal parameters were mapped over the experimental field and compared with mean and maximum values of PR. Combination of spatial variability survey and multifractal analysis appear to be useful to manage soil compaction.

Fault diagnosis of rolling bearings based on multifractal detrended fluctuation analysis and Mahalanobis distance criterion

Science.gov (United States)

Lin, Jinshan; Chen, Qian

2013-07-01

Vibration data of faulty rolling bearings are usually nonstationary and nonlinear, and contain fairly weak fault features. As a result, feature extraction of rolling bearing fault data is always an intractable problem and has attracted considerable attention for a long time. This paper introduces multifractal detrended fluctuation analysis (MF-DFA) to analyze bearing vibration data and proposes a novel method for fault diagnosis of rolling bearings based on MF-DFA and Mahalanobis distance criterion (MDC). MF-DFA, an extension of monofractal DFA, is a powerful tool for uncovering the nonlinear dynamical characteristics buried in nonstationary time series and can capture minor changes of complex system conditions. To begin with, by MF-DFA, multifractality of bearing fault data was quantified with the generalized Hurst exponent, the scaling exponent and the multifractal spectrum. Consequently, controlled by essentially different dynamical mechanisms, the multifractality of four heterogeneous bearing fault data is significantly different; by contrast, controlled by slightly different dynamical mechanisms, the multifractality of homogeneous bearing fault data with different fault diameters is significantly or slightly different depending on different types of bearing faults. Therefore, the multifractal spectrum, as a set of parameters describing multifractality of time series, can be employed to characterize different types and severity of bearing faults. Subsequently, five characteristic parameters sensitive to changes of bearing fault conditions were extracted from the multifractal spectrum and utilized to construct fault features of bearing fault data. Moreover, Hilbert transform based envelope analysis, empirical mode decomposition (EMD) and wavelet transform (WT) were utilized to study the same bearing fault data. Also, the kurtosis and the peak levels of the EMD or the WT component corresponding to the bearing tones in the frequency domain were carefully checked

Singularity spectra of fractional Brownian motions as a multi-fractal

International Nuclear Information System (INIS)

Kim, T.S.; Kim, S.

2004-01-01

Fractional Brownian motion acts as a random process with statistical self-similarity in time and self-affinity in shape. From these properties, the complicated patterns can be suitably represented by it with a minimal parameter and less memory. By considering its statistical property through the power spectrum density we can see that this process is not stationary, even though its differential motion is stationary. So in this paper, by taking the wavelet transform instead of Fourier transformation we investigate its multi-fractal spectrum as a multi-fractal model

Intermittency and multifractional Brownian character of geomagnetic time series

Directory of Open Access Journals (Sweden)

G. Consolini

2013-07-01

Full Text Available The Earth's magnetosphere exhibits a complex behavior in response to the solar wind conditions. This behavior, which is described in terms of mutifractional Brownian motions, could be the consequence of the occurrence of dynamical phase transitions. On the other hand, it has been shown that the dynamics of the geomagnetic signals is also characterized by intermittency at the smallest temporal scales. Here, we focus on the existence of a possible relationship in the geomagnetic time series between the multifractional Brownian motion character and the occurrence of intermittency. In detail, we investigate the multifractional nature of two long time series of the horizontal intensity of the Earth's magnetic field as measured at L'Aquila Geomagnetic Observatory during two years (2001 and 2008, which correspond to different conditions of solar activity. We propose a possible double origin of the intermittent character of the small-scale magnetic field fluctuations, which is related to both the multifractional nature of the geomagnetic field and the intermittent character of the disturbance level. Our results suggest a more complex nature of the geomagnetic response to solar wind changes than previously thought.

Fractional governing equations of transient groundwater flow in confined aquifers with multi-fractional dimensions in fractional time

OpenAIRE

M. L. Kavvas; T. Tu; A. Ercan; J. Polsinelli

2017-01-01

Using fractional calculus, a dimensionally consistent governing equation of transient, saturated groundwater flow in fractional time in a multi-fractional confined aquifer is developed. First, a dimensionally consistent continuity equation for transient saturated groundwater flow in fractional time and in a multi-fractional, multidimensional confined aquifer is developed. For the equation of water flux within a multi-fractional multidimensional confined aquifer, a dimensionally...

Multifractality in edge localized modes in Japan Atomic Energy Research Institute Tokamak-60 Upgrade

International Nuclear Information System (INIS)

Bak, P.E.; Asakura, N.; Miura, Y.; Nakano, T.; Yoshino, R.

2001-01-01

The temporal losses of confinement during edge localized modes in the Japan Atomic Energy Research Institute Tokamak-60 Upgrade (JT-60U) show multifractal scaling and the spectra are generally smooth, but in some cases there are signs of discontinuous derivatives. Dynamics of the Sugama-Horton model, interpreted as edge localized modes, also display multifractal scaling. The spectra display singularities in the derivative, which can be interpreted as a phase transition. It is argued that the multifractal spectra of edge localized modes can be used to discriminate between different experimental discharges and validate edge localized mode models

Empirical method to measure stochasticity and multifractality in nonlinear time series

Science.gov (United States)

Lin, Chih-Hao; Chang, Chia-Seng; Li, Sai-Ping

2013-12-01

An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of the time series from a Wiener process so that the stochasticity of different time series can be compared. The local volatility of the time series under study can be constructed using this algorithm, and the multifractal structure of the time series can be analyzed by using this local volatility. As an example, we employ this method to analyze financial time series from different stock markets. The result shows that while developed markets evolve very much like an Ito process, the emergent markets are far from efficient. Differences about the multifractal structures and leverage effects between developed and emergent markets are discussed. The algorithm used here can be applied in a similar fashion to study time series of other complex systems.

Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets

Science.gov (United States)

Yang, Liansheng; Zhu, Yingming; Wang, Yudong; Wang, Yiqi

2016-11-01

Based on the daily price data of spot prices of West Texas Intermediate (WTI) crude oil and ten CSI300 sector indices in China, we apply multifractal detrended cross-correlation analysis (MF-DCCA) method to investigate the cross-correlations between crude oil and Chinese sector stock markets. We find that the strength of multifractality between WTI crude oil and energy sector stock market is the highest, followed by the strength of multifractality between WTI crude oil and financial sector market, which reflects a close connection between energy and financial market. Then we do vector autoregression (VAR) analysis to capture the interdependencies among the multiple time series. By comparing the strength of multifractality for original data and residual errors of VAR model, we get a conclusion that vector auto-regression (VAR) model could not be used to describe the dynamics of the cross-correlations between WTI crude oil and the ten sector stock markets.

Influence of Age and Aerobic Fitness on the Multifractal Characteristics of Electrocardiographic RR Time-Series

Directory of Open Access Journals (Sweden)

Michael James Lewis

2013-05-01

Full Text Available Multifractal properties of electrocardiographic inter-beat (RR time-series offer insight into its long-term correlation structure, independently of RR variability. Here we quantify multifractal characteristics of RR data during 24-hour diurnal-nocturnal activity in healthy participants. We tested the hypotheses that (1 age, gender and aerobic fitness influence RR multifractal properties, and that (2 these are influenced by circadian variation.Seventy adults (39 males aged 19-58 years and of various fitness levels were monitored using 24-hour ECG. Participants were dichotomised by median age and fitness for sub-group analysis. Gender and fitness were independent of age (p=0.1, p>0.5. Younger/older group ages were substantially different (p<0.0005 and were independent of gender and fitness. Multifractality was quantified using the probability spectrum of Hölder exponents (h, from which modal h (h* and the full-width and half-widths at half-maximum measures (FWHM, HWHM+ and HWHM- were derived. FWHM decreased (p=0.004 and h* increased (p=0.011 in older people, indicating diminished long-range RR correlations and weaker anti-persistent behavior. Anti-persistent correlation (h* was strongest in the youngest/fittest individuals and weakest in the oldest/least fit individuals (p=0.015. Long-range correlation (HWHM+/FWHM was strongest in the fittest males and weakest in the least fit females (p=0.007-0.033.Multifractal RR characteristics in our healthy participants showed strong age-dependence with diminished long-range anti-persistent correlation in older people. Circadian variation of these characteristics was influenced by fitness and gender: fitter males and females of all ages had the greatest degree of multifractality or long-range order. Multifractal characterisation appears to be a useful method for exploring the physiological basis of long-term correlation structure in RR time-series as well as the benefits thereon of physical fitness training.

Multiscale characterization of pore spaces using multifractals analysis of scanning electronic microscopy images of carbonates

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M. S. Jouini

2011-12-01

Full Text Available Pore spaces heterogeneity in carbonates rocks has long been identified as an important factor impacting reservoir productivity. In this paper, we study the heterogeneity of carbonate rocks pore spaces based on the image analysis of scanning electron microscopy (SEM data acquired at various magnifications. Sixty images of twelve carbonate samples from a reservoir in the Middle East were analyzed. First, pore spaces were extracted from SEM images using a segmentation technique based on watershed algorithm. Pores geometries revealed a multifractal behavior at various magnifications from 800x to 12 000x. In addition, the singularity spectrum provided quantitative values that describe the degree of heterogeneity in the carbonates samples. Moreover, for the majority of the analyzed samples, we found low variations (around 5% in the multifractal dimensions for magnifications between 1700x and 12 000x. Finally, these results demonstrate that multifractal analysis could be an appropriate tool for characterizing quantitatively the heterogeneity of carbonate pore spaces geometries. However, our findings show that magnification has an impact on multifractal dimensions, revealing the limit of applicability of multifractal descriptions for these natural structures.

Multifractal characterization of single wall carbon nanotube thin films surface upon exposure to optical parametric oscillator laser irradiation

International Nuclear Information System (INIS)

Ţălu, Ştefan; Marković, Zoran; Stach, Sebastian; Todorović Marković, B.; Ţălu, Mihai

2014-01-01

This study presents a multifractal approach, obtained with atomic force microscopy analysis, to characterize the structural evolution of single wall carbon nanotube thin films upon exposure to optical parametric oscillator laser irradiation at wavelength of 430 nm. Microstructure and morphological changes of carbon nanotube films deposited on different substrates (mica and TGX grating) were recorded by atomic force microscope. A detailed methodology for surface multifractal characterization, which may be applied for atomic force microscopy data, was presented. Multifractal analysis of surface roughness revealed that carbon nanotube films surface has a multifractal geometry at various magnifications. The generalized dimension D q and the singularity spectrum f(α) provided quantitative values that characterize the local scale properties of carbon nanotube films surface morphology at nanometer scale. Multifractal analysis provides different yet complementary information to that offered by traditional surface statistical parameters.

Multifractality and herding behavior in the Japanese stock market

International Nuclear Information System (INIS)

Cajueiro, Daniel O.; Tabak, Benjamin M.

2009-01-01

In this paper we present evidence of multifractality and herding behavior for a large set of Japanese stocks traded in the Tokyo Stock Exchange. We find evidence that herding behavior occurs in periods of extreme market movements. Therefore, based on the intuition behind the tests to detect herding phenomenon developed, for instance, in Christie and Huang [Christie W, Huang R. Following the pied pier: do individual returns herd around the market? Financ Analysts J 1995;51:31-7] and Chang et al. [Chang EC, Cheng JW, Khorana A. Examination of herd behavior in equity markets: an international perspective. J Bank Finance 2000;24:1651-99], we suggest that herding behavior may be one of the causes of multifractality.

Multifractal property of Chinese stock market in the CSI 800 index based on MF-DFA approach

Science.gov (United States)

Zhu, Huijian; Zhang, Weiguo

2018-01-01

CSI 800 index consists of CSI 500 index and CSI 300 index, aiming to reflect the performance of stocks with large, mid and small size of China A share market. In this paper we analyze the multifractal structure of Chinese stock market in the CSI 800 index based on the multifractal detrended fluctuation analysis (MF-DFA) method. We find that the fluctuation of the closing logarithmic returns have multifractal properties, the shape and width of multifractal spectrum are depended on the weighing order q. More interestingly, we observe a bigger market crash in June-August 2015 than the one in 2008 based on the local Hurst exponents. The result provides important information for further study on dynamic mechanism of return fluctuation and whether it would trigger a new financial crisis.

Quantitative assessment of submicron scale anisotropy in tissue multifractality by scattering Mueller matrix in the framework of Born approximation

Science.gov (United States)

Das, Nandan Kumar; Dey, Rajib; Chakraborty, Semanti; Panigrahi, Prasanta K.; Meglinski, Igor; Ghosh, Nirmalya

2018-04-01

A number of tissue-like disordered media exhibit local anisotropy of scattering in the scaling behavior. Scaling behavior contains wealth of fractal or multifractal properties. We demonstrate that the spatial dielectric fluctuations in a sample of biological tissue exhibit multifractal anisotropy. Multifractal anisotropy encoded in the wavelength variation of the light scattering Mueller matrix and manifesting as an intriguing spectral diattenuation effect. We developed an inverse method for the quantitative assessment of the multifractal anisotropy. The method is based on the processing of relevant Mueller matrix elements in Fourier domain by using Born approximation, followed by the multifractal analysis. The approach promises for probing subtle micro-structural changes in biological tissues associated with the cancer and precancer, as well as for non-destructive characterization of a wide range of scattering materials.

Cascade-Driven Series with Narrower Multifractal Spectra Than Their Surrogates: Standard Deviation of Multipliers Changes Interactions across Scales

Directory of Open Access Journals (Sweden)

Jun Taek Lee

2017-01-01

Full Text Available Multifractal (or singularity spectra widths w allow diagnosing cascade structure through comparing original series’ widths wOrig to surrogate series’ widths wSurr. However, interpretations of 0generate cascades with 0Multifractal detrended fluctuation analysis (MF-DFA and Chhabra and Jensen’s method provided two estimates of wOrig for 200 simulated series at each value 0.1≤σ≤1.1 incrementing by 0.05. Increasing σ draws wOrig away from wSurr

Multifractality as a Measure of Complexity in Solar Flare Activity

Science.gov (United States)

Sen, Asok K.

2007-03-01

In this paper we use the notion of multifractality to describe the complexity in H α flare activity during the solar cycles 21, 22, and 23. Both northern and southern hemisphere flare indices are analyzed. Multifractal behavior of the flare activity is characterized by calculating the singularity spectrum of the daily flare index time series in terms of the Hölder exponent. The broadness of the singularity spectrum gives a measure of the degree of multifractality or complexity in the flare index data. The broader the spectrum, the richer and more complex is the structure with a higher degree of multifractality. Using this broadness measure, complexity in the flare index data is compared between the northern and southern hemispheres in each of the three cycles, and among the three cycles in each of the two hemispheres. Other parameters of the singularity spectrum can also provide information about the fractal properties of the flare index data. For instance, an asymmetry to the left or right in the singularity spectrum indicates a dominance of high or low fractal exponents, respectively, reflecting a relative abundance of large or small fluctuations in the total energy emitted by the flares. Our results reveal that in the even (22nd) cycle the singularity spectra are very similar for the northern and southern hemispheres, whereas in the odd cycles (21st and 23rd) they differ significantly. In particular, we find that in cycle 21, the northern hemisphere flare index data have higher complexity than its southern counterpart, with an opposite pattern prevailing in cycle 23. Furthermore, small-scale fluctuations in the flare index time series are predominant in the northern hemisphere in the 21st cycle and are predominant in the southern hemisphere in the 23rd cycle. Based on these findings one might suggest that, from cycle to cycle, there exists a smooth switching between the northern and southern hemispheres in the multifractality of the flaring process. This new

Surface roughness and morphology of dental nanocomposites polished by four different procedures evaluated by a multifractal approach

Energy Technology Data Exchange (ETDEWEB)

Ţălu, Ştefan, E-mail: stefan_ta@yahoo.com [Technical University of Cluj-Napoca, Faculty of Mechanical Engineering, Department of AET, Discipline of Descriptive Geometry and Engineering Graphics, 103-105 B-dul Muncii St., Cluj-Napoca 400641, Cluj (Romania); Stach, Sebastian, E-mail: sebastian.stach@us.edu.pl [University of Silesia, Faculty of Computer Science and Materials Science, Institute of Informatics, Department of Biomedical Computer Systems, Będzińska 39, 41-205 Sosnowiec (Poland); Lainović, Tijana, E-mail: tijana.lainovic@gmail.com [University of Novi Sad, Faculty of Medicine, School of Dentistry, Hajduk Veljkova 3, 21000 Novi Sad (Serbia); Vilotić, Marko, E-mail: markovil@uns.ac.rs [University of Novi Sad, Faculty of Technical Sciences, Department for Production Engineering, Trg Dositeja Obradovića 6, 21000 Novi Sad (Serbia); Blažić, Larisa, E-mail: larisa.blazic@gmail.com [University of Novi Sad, Faculty of Medicine, School of Dentistry, Clinic of Dentistry of Vojvodina, Department of Restorative Dentistry and Endodontics, Hajduk Veljkova 3, 21000 Novi Sad (Serbia); Alb, Sandu Florin, E-mail: albflorin@yahoo.com [“Iuliu Haţieganu” University of Medicine and Pharmacy, Faculty of Dentistry, Department of Periodontology, 8 Victor Babeş St., 400012 Cluj-Napoca (Romania); Kakaš, Damir, E-mail: kakasdam@uns.ac.rs [University of Novi Sad, Faculty of Technical Sciences, Department for Production Engineering, Trg Dositeja Obradovića 6, 21000 Novi Sad (Serbia)

2015-03-01

Graphical abstract: - Highlights: • Multifractals are good indicators of polished dental composites 3-D surface structure. • The nanofilled composite had superior 3-D surface properties than the nanohybrid one. • Composite polishing with diamond paste created improved 3-D multifractal structure. • Recommendation: polish the composite with diamond paste if using the one-step tool. • Multifractal analysis could become essential in designing new dental surfaces. - Abstract: The objective of this study was to determine the effect of different dental polishing methods on surface texture parameters of dental nanocomposites. The 3-D surface morphology was investigated by atomic force microscopy (AFM) and multifractal analysis. Two representative dental resin-based nanocomposites were investigated: a nanofilled and a nanohybrid composite. The samples were polished by two dental polishing protocols using multi-step and one-step system. Both protocols were then followed by diamond paste polishing. The 3-D surface roughness of samples was studied by AFM on square areas of topography on the 80 × 80 μm{sup 2} scanning area. The multifractal spectrum theory based on computational algorithms was applied for AFM data and multifractal spectra were calculated. The generalized dimension D{sub q} and the singularity spectrum f(α) provided quantitative values that characterize the local scale properties of dental nanocomposites polished by four different dental polishing protocols at nanometer scale. The results showed that the larger the spectrum width Δα (Δα = α{sub max} − α{sub min}) of the multifractal spectra f(α), the more non-uniform was the surface morphology. Also, the 3-D surface topography was described by statistical parameters, according to ISO 25178-2:2012. The 3-D surface of samples had a multifractal nature. Nanofilled composite had lower values of height parameters than nanohybrid composites, due to its composition. Multi-step polishing protocol

Surface roughness and morphology of dental nanocomposites polished by four different procedures evaluated by a multifractal approach

International Nuclear Information System (INIS)

Ţălu, Ştefan; Stach, Sebastian; Lainović, Tijana; Vilotić, Marko; Blažić, Larisa; Alb, Sandu Florin; Kakaš, Damir

2015-01-01

Graphical abstract: - Highlights: • Multifractals are good indicators of polished dental composites 3-D surface structure. • The nanofilled composite had superior 3-D surface properties than the nanohybrid one. • Composite polishing with diamond paste created improved 3-D multifractal structure. • Recommendation: polish the composite with diamond paste if using the one-step tool. • Multifractal analysis could become essential in designing new dental surfaces. - Abstract: The objective of this study was to determine the effect of different dental polishing methods on surface texture parameters of dental nanocomposites. The 3-D surface morphology was investigated by atomic force microscopy (AFM) and multifractal analysis. Two representative dental resin-based nanocomposites were investigated: a nanofilled and a nanohybrid composite. The samples were polished by two dental polishing protocols using multi-step and one-step system. Both protocols were then followed by diamond paste polishing. The 3-D surface roughness of samples was studied by AFM on square areas of topography on the 80 × 80 μm 2 scanning area. The multifractal spectrum theory based on computational algorithms was applied for AFM data and multifractal spectra were calculated. The generalized dimension D q and the singularity spectrum f(α) provided quantitative values that characterize the local scale properties of dental nanocomposites polished by four different dental polishing protocols at nanometer scale. The results showed that the larger the spectrum width Δα (Δα = α max − α min ) of the multifractal spectra f(α), the more non-uniform was the surface morphology. Also, the 3-D surface topography was described by statistical parameters, according to ISO 25178-2:2012. The 3-D surface of samples had a multifractal nature. Nanofilled composite had lower values of height parameters than nanohybrid composites, due to its composition. Multi-step polishing protocol created a better

Fractional governing equations of transient groundwater flow in confined aquifers with multi-fractional dimensions in fractional time

Directory of Open Access Journals (Sweden)

M. L. Kavvas

2017-10-01

Full Text Available Using fractional calculus, a dimensionally consistent governing equation of transient, saturated groundwater flow in fractional time in a multi-fractional confined aquifer is developed. First, a dimensionally consistent continuity equation for transient saturated groundwater flow in fractional time and in a multi-fractional, multidimensional confined aquifer is developed. For the equation of water flux within a multi-fractional multidimensional confined aquifer, a dimensionally consistent equation is also developed. The governing equation of transient saturated groundwater flow in a multi-fractional, multidimensional confined aquifer in fractional time is then obtained by combining the fractional continuity and water flux equations. To illustrate the capability of the proposed governing equation of groundwater flow in a confined aquifer, a numerical application of the fractional governing equation to a confined aquifer groundwater flow problem was also performed.

Nonlinear temperature effects on multifractal complexity of metabolic rate of mice

Directory of Open Access Journals (Sweden)

Fabio A. Labra

2016-10-01

Full Text Available Complex physiological dynamics have been argued to be a signature of healthy physiological function. Here we test whether the complexity of metabolic rate fluctuations in small endotherms decreases with lower environmental temperatures. To do so, we examine the multifractal temporal scaling properties of the rate of change in oxygen consumption r(VO2, in the laboratory mouse Mus musculus, assessing their long range correlation properties across seven different environmental temperatures, ranging from 0 °C to 30 °C. To do so, we applied multifractal detrended fluctuation analysis (MF-DFA, finding that r(VO2 fluctuations show two scaling regimes. For small time scales below the crossover time (approximately 102 s, either monofractal or weak multifractal dynamics are observed depending on whether Ta  15 °C respectively. For larger time scales, r(VO2 fluctuations are characterized by an asymptotic scaling exponent that indicates multifractal anti-persistent or uncorrelated dynamics. For both scaling regimes, a generalization of the multiplicative cascade model provides very good fits for the Renyi exponents τ(q, showing that the infinite number of exponents h(q can be described by only two independent parameters, a and b. We also show that the long-range correlation structure of r(VO2 time series differs from randomly shuffled series, and may not be explained as an artifact of stochastic sampling of a linear frequency spectrum. These results show that metabolic rate dynamics in a well studied micro-endotherm are consistent with a highly non-linear feedback control system.

Multifractal analysis of the long-range correlations in the cardiac dynamics of Drosophila melanogaster

International Nuclear Information System (INIS)

Vitanov, Nikolay K.; Yankulova, Elka D.

2006-01-01

By means of the multifractal detrended fluctuation analysis (MFDFA) we investigate long-range correlations in the interbeat time series of heart activity of Drosophila melanogaster-the classical object of research in genetics. Our main investigation tool are the fractal spectra f(α) and h(q) by means of which we trace the correlation properties of Drosophila heartbeat dynamics for three consequent generations of species. We observe that opposite to the case of humans the time series of the heartbeat activity of healthy Drosophila do not have scaling properties. Time series from species with genetic defects can be long-range correlated. Different kinds of genetic heart defects lead to different shape of the fractal spectra. The fractal heartbeat dynamics of Drosophila is transferred from generation to generation

Multifractal analysis of CoFe2O4/2DBS/H2O ferrofluid from TEM and SANS measurements

International Nuclear Information System (INIS)

Stan, C.; Cristescu, C.P.; Balasoiu, M.; Ivankov, O.I.

2015-01-01

Preliminary investigation on the morphological properties and the multifractal characteristics of CoFe 2 O 4 nanoparticles, coated with a double layer of dodecylbenzenesulphonic acid and dispersed in double distillated water, is presented. TEM images of the sample are analyzed and the computed multifractal spectrum reveals universal multifractality. A comparison with the fractal approach applied to SANS data is presented, and consistency of results is demonstrated.

Influence of the atomic force microscope tip on the multifractal analysis of rough surfaces

International Nuclear Information System (INIS)

Klapetek, Petr; Ohlidal, Ivan; Bilek, Jindrich

2004-01-01

In this paper, the influence of atomic force microscope tip on the multifractal analysis of rough surfaces is discussed. This analysis is based on two methods, i.e. on the correlation function method and the wavelet transform modulus maxima method. The principles of both methods are briefly described. Both methods are applied to simulated rough surfaces (simulation is performed by the spectral synthesis method). It is shown that the finite dimensions of the microscope tip misrepresent the values of the quantities expressing the multifractal analysis of rough surfaces within both the methods. Thus, it was concretely shown that the influence of the finite dimensions of the microscope tip changed mono-fractal properties of simulated rough surface to multifractal ones. Further, it is shown that a surface reconstruction method developed for removing the negative influence of the microscope tip does not improve the results obtained in a substantial way. The theoretical procedures concerning both the methods, i.e. the correlation function method and the wavelet transform modulus maxima method, are illustrated for the multifractal analysis of randomly rough gallium arsenide surfaces prepared by means of the thermal oxidation of smooth gallium arsenide surfaces and subsequent dissolution of the oxide films

MULTIFRACTAL SOLAR EUV INTENSITY FLUCTUATIONS AND THEIR IMPLICATIONS FOR CORONAL HEATING MODELS

Energy Technology Data Exchange (ETDEWEB)

Cadavid, A. C.; Lawrence, J. K.; Christian, D. J. [Department of Physics and Astronomy, California State University Northridge, 18111 Nordhoff Street, Northridge, CA 91330 (United States); Rivera, Y. J. [Department of Climate and Space Sciences, University of Michigan, Ann Arbor, Michigan 48109-2143 (United States); Jennings, P. J. [5174 S. Slauson Avenue, Culver City, CA 90230 (United States); Rappazzo, A. F., E-mail: ana.cadavid@csun.edu [Department of Earth, Planetary and Space Sciences, University of California Los Angeles, Los Angeles, CA 90095 (United States)

2016-11-10

We investigate the scaling properties of the long-range temporal evolution and intermittency of Atmospheric Imaging Assembly/ Solar Dynamics Observatory intensity observations in four solar environments: an active region core, a weak emission region, and two core loops. We use two approaches: the probability distribution function (PDF) of time series increments and multifractal detrended fluctuation analysis (MF-DFA). Noise taints the results, so we focus on the 171 Å waveband, which has the highest signal-to-noise ratio. The lags between pairs of wavebands distinguish between coronal versus transition region (TR) emission. In all physical regions studied, scaling in the range of 15–45 minutes is multifractal, and the time series are anti-persistent on average. The degree of anti-correlation in the TR time series is greater than that for coronal emission. The multifractality stems from long-term correlations in the data rather than the wide distribution of intensities. Observations in the 335 Å waveband can be described in terms of a multifractal with added noise. The multiscaling of the extreme-ultraviolet data agrees qualitatively with the radiance from a phenomenological model of impulsive bursts plus noise, and also from ohmic dissipation in a reduced magnetohydrodynamic model for coronal loop heating. The parameter space must be further explored to seek quantitative agreement. Thus, the observational “signatures” obtained by the combined tests of the PDF of increments and the MF-DFA offer strong constraints that can systematically discriminate among models for coronal heating.

To be and not to be: scale correlations in random multifractal processes

DEFF Research Database (Denmark)

Cleve, Jochen; Schmiegel, Jürgen; Greiner, Martin

We discuss various properties of a random multifractal process, which are related to the issue of scale correlations. By design, the process is homogeneous, non-conservative and has no built-in scale correlations. However, when it comes to observables like breakdown coefficients, which are based...... on a coarse-graining of the multifractal field, scale correlations do appear. In the log-normal limit of the model process, the conditional distributions and moments of breakdown coefficients reproduce the observations made in fully developed small-scale turbulence. These findings help to understand several...

Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective

Science.gov (United States)

Dutta, Srimonti; Ghosh, Dipak; Chatterjee, Sucharita

2016-12-01

The manuscript studies autocorrelation and cross correlation of SENSEX fluctuations and Forex Exchange Rate in respect to Indian scenario. Multifractal detrended fluctuation analysis (MFDFA) and multifractal detrended cross correlation analysis (MFDXA) were employed to study the correlation between the two series. It was observed that the two series are strongly cross correlated. The change of degree of cross correlation with time was studied and the results are interpreted qualitatively.

Statistical and Multifractal Evaluation of Soil Compaction in a Vineyard

Science.gov (United States)

Marinho, M.; Raposo, J. R.; Mirás Avalos, J. M.; Paz González, A.

2012-04-01

One of the detrimental effects caused by agricultural machines is soil compaction, which can be defined by an increase in soil bulk density. Soil compaction often has a negative impact on plant growth, since it reduces the macroporosity and soil permeability and increases resistance to penetration. Our research explored the effect of the agricultural machinery on soil when trafficking through a vineyard at a small spatial scale, based on the evaluation of the soil compaction status. The objectives of this study were: i) to quantify soil bulk density along transects following wine row, wheel track and outside track, and, ii) to characterize the variability of the bulk density along these transects using multifractal analysis. The field work was conducted at the experimental farm of EVEGA (Viticulture and Enology Centre of Galicia) located in Ponte San Clodio, Leiro, Orense, Spain. Three parallel transects were marked on positions with contrasting machine traffic effects, i.e. vine row, wheel-track and outside-track. Undisturbed samples were collected in 16 points of each transect, spaced 0.50 m apart, for bulk density determination using the cylinder method. Samples were taken in autumn 2011, after grape harvest. Since soil between vine rows was tilled and homogenized beginning spring 2011, cumulative effects of traffic during the vine growth period could be evaluated. The distribution patterns of soil bulk density were characterized by multifractal analysis carried out by the method of moments. Multifractality was assessed by several indexes derived from the mass exponent, τq, the generalized dimension, Dq, and the singularity spectrum, f(α), curves. Mean soil bulk density values determined for vine row, outside-track and wheel-track transects were 1.212 kg dm-3, 1.259 kg dm-3and 1.582 kg dm-3, respectively. The respective coefficients of variation (CV) for these three transects were 7.76%, 4.82% and 2.03%. Therefore mean bulk density under wheel-track was 30

Multifractal modeling of the production of concentrated sugar syrup crystal

International Nuclear Information System (INIS)

Bi Sheng; Gao Jianbo

2016-01-01

High quality, concentrated sugar syrup crystal is produced in a critical step in cane sugar production: the clarification process. It is characterized by two variables: the color of the produced sugar and its clarity degree. We show that the temporal variations of these variables follow power-law distributions and can be well modeled by multiplicative cascade multifractal processes. These interesting properties suggest that the degradation in color and clarity degree has a system-wide cause. In particular, the cascade multifractal model suggests that the degradation in color and clarity degree can be equivalently accounted for by the initial “impurities” in the sugarcane. Hence, more effective cleaning of the sugarcane before the clarification stage may lead to substantial improvement in the effect of clarification. (paper)

Generating Seismograms with Deep Neural Networks

Science.gov (United States)

Krischer, L.; Fichtner, A.

2017-12-01

The recent surge of successful uses of deep neural networks in computer vision, speech recognition, and natural language processing, mainly enabled by the availability of fast GPUs and extremely large data sets, is starting to see many applications across all natural sciences. In seismology these are largely confined to classification and discrimination tasks. In this contribution we explore the use of deep neural networks for another class of problems: so called generative models.Generative modelling is a branch of statistics concerned with generating new observed data samples, usually by drawing from some underlying probability distribution. Samples with specific attributes can be generated by conditioning on input variables. In this work we condition on seismic source (mechanism and location) and receiver (location) parameters to generate multi-component seismograms.The deep neural networks are trained on synthetic data calculated with Instaseis (http://instaseis.net, van Driel et al. (2015)) and waveforms from the global ShakeMovie project (http://global.shakemovie.princeton.edu, Tromp et al. (2010)). The underlying radially symmetric or smoothly three dimensional Earth structures result in comparatively small waveform differences from similar events or at close receivers and the networks learn to interpolate between training data samples.Of particular importance is the chosen misfit functional. Generative adversarial networks (Goodfellow et al. (2014)) implement a system in which two networks compete: the generator network creates samples and the discriminator network distinguishes these from the true training examples. Both are trained in an adversarial fashion until the discriminator can no longer distinguish between generated and real samples. We show how this can be applied to seismograms and in particular how it compares to networks trained with more conventional misfit metrics. Last but not least we attempt to shed some light on the black-box nature of

EGS Richardson AGU Chapman NVAG3 Conference: Nonlinear Variability in Geophysics: scaling and multifractal processes

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D. Schertzer

1994-01-01

Full Text Available 1. The conference The third conference on "Nonlinear VAriability in Geophysics: scaling and multifractal processes" (NVAG 3 was held in Cargese, Corsica, Sept. 10-17, 1993. NVAG3 was joint American Geophysical Union Chapman and European Geophysical Society Richardson Memorial conference, the first specialist conference jointly sponsored by the two organizations. It followed NVAG1 (Montreal, Aug. 1986, NVAG2 (Paris, June 1988; Schertzer and Lovejoy, 1991, five consecutive annual sessions at EGS general assemblies and two consecutive spring AGU meeting sessions. As with the other conferences and workshops mentioned above, the aim was to develop confrontation between theories and experiments on scaling/multifractal behaviour of geophysical fields. Subjects covered included climate, clouds, earthquakes, atmospheric and ocean dynamics, tectonics, precipitation, hydrology, the solar cycle and volcanoes. Areas of focus included new methods of data analysis (especially those used for the reliable estimation of multifractal and scaling exponents, as well as their application to rapidly growing data bases from in situ networks and remote sensing. The corresponding modelling, prediction and estimation techniques were also emphasized as were the current debates about stochastic and deterministic dynamics, fractal geometry and multifractals, self-organized criticality and multifractal fields, each of which was the subject of a specific general discussion. The conference started with a one day short course of multifractals featuring four lectures on a Fundamentals of multifractals: dimension, codimensions, codimension formalism, b Multifractal estimation techniques: (PDMS, DTM, c Numerical simulations, Generalized Scale Invariance analysis, d Advanced multifractals, singular statistics, phase transitions, self-organized criticality and Lie cascades (given by D. Schertzer and S. Lovejoy, detailed course notes were sent to participants shortly after the

EGS Richardson AGU Chapman NVAG3 Conference: Nonlinear Variability in Geophysics: scaling and multifractal processes

Science.gov (United States)

Schertzer, D.; Lovejoy, S.

1. The conference The third conference on "Nonlinear VAriability in Geophysics: scaling and multifractal processes" (NVAG 3) was held in Cargese, Corsica, Sept. 10-17, 1993. NVAG3 was joint American Geophysical Union Chapman and European Geophysical Society Richardson Memorial conference, the first specialist conference jointly sponsored by the two organizations. It followed NVAG1 (Montreal, Aug. 1986), NVAG2 (Paris, June 1988; Schertzer and Lovejoy, 1991), five consecutive annual sessions at EGS general assemblies and two consecutive spring AGU meeting sessions. As with the other conferences and workshops mentioned above, the aim was to develop confrontation between theories and experiments on scaling/multifractal behaviour of geophysical fields. Subjects covered included climate, clouds, earthquakes, atmospheric and ocean dynamics, tectonics, precipitation, hydrology, the solar cycle and volcanoes. Areas of focus included new methods of data analysis (especially those used for the reliable estimation of multifractal and scaling exponents), as well as their application to rapidly growing data bases from in situ networks and remote sensing. The corresponding modelling, prediction and estimation techniques were also emphasized as were the current debates about stochastic and deterministic dynamics, fractal geometry and multifractals, self-organized criticality and multifractal fields, each of which was the subject of a specific general discussion. The conference started with a one day short course of multifractals featuring four lectures on a) Fundamentals of multifractals: dimension, codimensions, codimension formalism, b) Multifractal estimation techniques: (PDMS, DTM), c) Numerical simulations, Generalized Scale Invariance analysis, d) Advanced multifractals, singular statistics, phase transitions, self-organized criticality and Lie cascades (given by D. Schertzer and S. Lovejoy, detailed course notes were sent to participants shortly after the conference). This

Multifractal Analysis of Seismically Induced Soft-Sediment Deformation Structures Imaged by X-Ray Computed Tomography

Science.gov (United States)

Nakashima, Yoshito; Komatsubara, Junko

Unconsolidated soft sediments deform and mix complexly by seismically induced fluidization. Such geological soft-sediment deformation structures (SSDSs) recorded in boring cores were imaged by X-ray computed tomography (CT), which enables visualization of the inhomogeneous spatial distribution of iron-bearing mineral grains as strong X-ray absorbers in the deformed strata. Multifractal analysis was applied to the two-dimensional (2D) CT images with various degrees of deformation and mixing. The results show that the distribution of the iron-bearing mineral grains is multifractal for less deformed/mixed strata and almost monofractal for fully mixed (i.e. almost homogenized) strata. Computer simulations of deformation of real and synthetic digital images were performed using the egg-beater flow model. The simulations successfully reproduced the transformation from the multifractal spectra into almost monofractal spectra (i.e. almost convergence on a single point) with an increase in deformation/mixing intensity. The present study demonstrates that multifractal analysis coupled with X-ray CT and the mixing flow model is useful to quantify the complexity of seismically induced SSDSs, standing as a novel method for the evaluation of cores for seismic risk assessment.

Multifractal temporally weighted detrended cross-correlation analysis to quantify power-law cross-correlation and its application to stock markets

Science.gov (United States)

Wei, Yun-Lan; Yu, Zu-Guo; Zou, Hai-Long; Anh, Vo

2017-06-01

A new method—multifractal temporally weighted detrended cross-correlation analysis (MF-TWXDFA)—is proposed to investigate multifractal cross-correlations in this paper. This new method is based on multifractal temporally weighted detrended fluctuation analysis and multifractal cross-correlation analysis (MFCCA). An innovation of the method is applying geographically weighted regression to estimate local trends in the nonstationary time series. We also take into consideration the sign of the fluctuations in computing the corresponding detrended cross-covariance function. To test the performance of the MF-TWXDFA algorithm, we apply it and the MFCCA method on simulated and actual series. Numerical tests on artificially simulated series demonstrate that our method can accurately detect long-range cross-correlations for two simultaneously recorded series. To further show the utility of MF-TWXDFA, we apply it on time series from stock markets and find that power-law cross-correlation between stock returns is significantly multifractal. A new coefficient, MF-TWXDFA cross-correlation coefficient, is also defined to quantify the levels of cross-correlation between two time series.

Characterizing water fingering phenomena in soils using magnetic resonance imaging and multifractal theory

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A. Posadas

2009-02-01

Full Text Available The study of water movement in soils is of fundamental importance in hydrologic science. It is generally accepted that in most soils, water and solutes flow through unsaturated zones via preferential paths or fingers. This paper combines magnetic resonance imaging (MRI with both fractal and multifractal theory to characterize preferential flow in three dimensions. A cubic double-layer column filled with fine and coarse textured sand was placed into a 500 gauss MRI system. Water infiltration through the column (0.15×0.15×0.15 m³ was recorded in steady state conditions. Twelve sections with a voxel volume of 0.1×0.1×10 mm³ each were obtained and characterized using fractal and multifractal theory. The MRI system provided a detailed description of the preferential flow under steady state conditions and was also useful in understanding the dynamics of the formation of the fingers. The f(α multifractal spectrum was very sensitive to the variation encountered at each horizontally-oriented slice of the column and provided a suitable characterization of the dynamics of the process identifying four spatial domains. In conclusion, MRI and fractal and multifractal analysis were able to characterize and describe the preferential flow process in soils. Used together, the two methods provide a good alternative to study flow transport phenomena in soils and in porous media.

Next Generation Social Networks

DEFF Research Database (Denmark)

Sørensen, Lene Tolstrup; Skouby, Knud Erik

2008-01-01

different online networks for communities of people who share interests or individuals who presents themselves through user produced content is what makes up the social networking of today. The purpose of this paper is to discuss perceived user requirements to the next generation social networks. The paper...

Rank-Ordered Multifractal Analysis (ROMA of probability distributions in fluid turbulence

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C. C. Wu

2011-04-01

Full Text Available Rank-Ordered Multifractal Analysis (ROMA was introduced by Chang and Wu (2008 to describe the multifractal characteristic of intermittent events. The procedure provides a natural connection between the rank-ordered spectrum and the idea of one-parameter scaling for monofractals. This technique has successfully been applied to MHD turbulence simulations and turbulence data observed in various space plasmas. In this paper, the technique is applied to the probability distributions in the inertial range of the turbulent fluid flow, as given in the vast Johns Hopkins University (JHU turbulence database. In addition, a new way of finding the continuous ROMA spectrum and the scaled probability distribution function (PDF simultaneously is introduced.

Multifractal analysis of electronic transitions in a family of quasiperiodic potentials

International Nuclear Information System (INIS)

Thakur, P.K.; Brouers, F.; Ananthakrishna, G.

1989-12-01

We analyze the nature of extended, localized and critical states in an extension of the Aubry model where mobility edges have been reported. We calculate the multifractal spectra of exact eigenstates of this model for varying chain lengths and confirm the existence of mobility edges. Moreover we are able to show that the localized states can exhibit a behaviour rather different from the usual exponentially decaying states in a random potential. Lyapounov exponents or participation ratios are unable to produce such information. Our results also indicate that a stable multifractal distribution is a general feature of crossovers of states of different nature. This conjecture should be confirmed in other models. (author). 17 refs, 8 figs

Multifractal detrended cross-correlation between the Chinese domestic and international gold markets based on DCCA and DMCA methods

Science.gov (United States)

Cao, Guangxi; Han, Yan; Chen, Yuemeng; Yang, Chunxia

2014-05-01

Based on the daily price data of Shanghai and London gold spot markets, we applied detrended cross-correlation analysis (DCCA) and detrended moving average cross-correlation analysis (DMCA) methods to quantify power-law cross-correlation between domestic and international gold markets. Results show that the cross-correlations between the Chinese domestic and international gold spot markets are multifractal. Furthermore, forward DMCA and backward DMCA seems to outperform DCCA and centered DMCA for short-range gold series, which confirms the comparison results of short-range artificial data in L. Y. He and S. P. Chen [Physica A 390 (2011) 3806-3814]. Finally, we analyzed the local multifractal characteristics of the cross-correlation between Chinese domestic and international gold markets. We show that multifractal characteristics of the cross-correlation between the Chinese domestic and international gold markets are time-varying and that multifractal characteristics were strengthened by the financial crisis in 2007-2008.

Multifractal properties of ball milling dynamics

Energy Technology Data Exchange (ETDEWEB)

Budroni, M. A., E-mail: mabudroni@uniss.it; Pilosu, V.; Rustici, M. [Dipartimento di Chimica e Farmacia, Università degli Studi di Sassari, Via Vienna 2, Sassari 07100 (Italy); Delogu, F. [Dipartimento di Ingegneria Meccanica, Chimica, e dei Materiali, Università degli Studi di Cagliari, via Marengo 2, Cagliari 09123 (Italy)

2014-06-15

This work focuses on the dynamics of a ball inside the reactor of a ball mill. We show that the distribution of collisions at the reactor walls exhibits multifractal properties in a wide region of the parameter space defining the geometrical characteristics of the reactor and the collision elasticity. This feature points to the presence of restricted self-organized zones of the reactor walls where the ball preferentially collides and the mechanical energy is mainly dissipated.

A Smoothing Technique for the Multifractal Analysis of a Medium Voltage Feeders Electric Current

Science.gov (United States)

de Santis, Enrico; Sadeghian, Alireza; Rizzi, Antonello

2017-12-01

The current paper presents a data-driven detrending technique allowing to smooth complex sinusoidal trends from a real-world electric load time series before applying the Detrended Multifractal Fluctuation Analysis (MFDFA). The algorithm we call Smoothed Sort and Cut Fourier Detrending (SSC-FD) is based on a suitable smoothing of high power periodicities operating directly in the Fourier spectrum through a polynomial fitting technique of the DFT. The main aim consists of disambiguating the characteristic slow varying periodicities, that can impair the MFDFA analysis, from the residual signal in order to study its correlation properties. The algorithm performances are evaluated on a simple benchmark test consisting of a persistent series where the Hurst exponent is known, with superimposed ten sinusoidal harmonics. Moreover, the behavior of the algorithm parameters is assessed computing the MFDFA on the well-known sunspot data, whose correlation characteristics are reported in literature. In both cases, the SSC-FD method eliminates the apparent crossover induced by the synthetic and natural periodicities. Results are compared with some existing detrending methods within the MFDFA paradigm. Finally, a study of the multifractal characteristics of the electric load time series detrendended by the SSC-FD algorithm is provided, showing a strong persistent behavior and an appreciable amplitude of the multifractal spectrum that allows to conclude that the series at hand has multifractal characteristics.

Understanding the source of multifractality in financial markets

Czech Academy of Sciences Publication Activity Database

Baruník, Jozef; Aste, T.; Di Matteo, T.; Liu, R.

2012-01-01

Roč. 391, č. 17 (2012), s. 4234-4251 ISSN 0378-4371 R&D Projects: GA ČR GA402/09/0965 Institutional research plan: CEZ:AV0Z10750506 Keywords : Multifractality * Financial markets * Hurst exponent Subject RIV: AH - Economics Impact factor: 1.676, year: 2012 http://www.sciencedirect.com/science/article/pii/S0378437112002890

The multifractal nature of plume structure in high-Rayleigh-number convection

Science.gov (United States)

Puthenveettil, Baburaj A.; Ananthakrishna, G.; Arakeri, Jaywant H.

2005-03-01

The geometrically different planforms of near-wall plume structure in turbulent natural convection, visualized by driving the convection using concentration differences across a membrane, are shown to have a common multifractal spectrum of singularities for Rayleigh numbers in the range 1010-1011 at Schmidt number of 602. The scaling is seen for a length scale range of 25 and is independent of the Rayleigh number, the flux, the strength and nature of the large-scale flow, and the aspect ratio. Similar scaling is observed for the plume structures obtained in the presence of a weak flow across the membrane. This common non-trivial spatial scaling is proposed to be due to the same underlying generating process for the near-wall plume structures.

Network Restoration for Next-Generation Communication and Computing Networks

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B. S. Awoyemi

2018-01-01

Full Text Available Network failures are undesirable but inevitable occurrences for most modern communication and computing networks. A good network design must be robust enough to handle sudden failures, maintain traffic flow, and restore failed parts of the network within a permissible time frame, at the lowest cost achievable and with as little extra complexity in the network as possible. Emerging next-generation (xG communication and computing networks such as fifth-generation networks, software-defined networks, and internet-of-things networks have promises of fast speeds, impressive data rates, and remarkable reliability. To achieve these promises, these complex and dynamic xG networks must be built with low failure possibilities, high network restoration capacity, and quick failure recovery capabilities. Hence, improved network restoration models have to be developed and incorporated in their design. In this paper, a comprehensive study on network restoration mechanisms that are being developed for addressing network failures in current and emerging xG networks is carried out. Open-ended problems are identified, while invaluable ideas for better adaptation of network restoration to evolving xG communication and computing paradigms are discussed.

Do-it-yourself networks: a novel method of generating weighted networks.

Science.gov (United States)

Shanafelt, D W; Salau, K R; Baggio, J A

2017-11-01

Network theory is finding applications in the life and social sciences for ecology, epidemiology, finance and social-ecological systems. While there are methods to generate specific types of networks, the broad literature is focused on generating unweighted networks. In this paper, we present a framework for generating weighted networks that satisfy user-defined criteria. Each criterion hierarchically defines a feature of the network and, in doing so, complements existing algorithms in the literature. We use a general example of ecological species dispersal to illustrate the method and provide open-source code for academic purposes.

Roadmap for Scaling and Multifractals in Geosciences: still a long way to go ?

Science.gov (United States)

Schertzer, Daniel; Lovejoy, Shaun

2010-05-01

The interest in scale symmetries (scaling) in Geosciences has never lessened since the first pioneering EGS session on chaos and fractals 22 years ago. The corresponding NP activities have been steadily increasing, covering a wider and wider diversity of geophysical phenomena and range of space-time scales. Whereas interest was initially largely focused on atmospheric turbulence, rain and clouds at small scales, it has quickly broadened to much larger scales and to much wider scale ranges, to include ocean sciences, solid earth and space physics. Indeed, the scale problem being ubiquitous in Geosciences, it is indispensable to share the efforts and the resulting knowledge as much as possible. There have been numerous achievements which have followed from the exploration of larger and larger datasets with finer and finer resolutions, from both modelling and theoretical discussions, particularly on formalisms for intermittency, anisotropy and scale symmetry, multiple scaling (multifractals) vs. simple scaling,. We are now way beyond the early pioneering but tentative attempts using crude estimates of unique scaling exponents to bring some credence to the fact that scale symmetries are key to most nonlinear geoscience problems. Nowadays, we need to better demonstrate that scaling brings effective solutions to geosciences and therefore to society. A large part of the answer corresponds to our capacity to create much more universal and flexible tools to multifractally analyse in straightforward and reliable manners complex and complicated systems such as the climate. Preliminary steps in this direction are already quite encouraging: they show that such approaches explain both the difficulty of classical techniques to find trends in climate scenarios (particularly for extremes) and resolve them with the help of scaling estimators. The question of the reliability and accuracy of these methods is not trivial. After discussing these important, but rather short term issues

Multifractal aspects of the scaling laws in fully developed compressible turbulence

International Nuclear Information System (INIS)

Shivamoggi, B.K.

1995-01-01

In this paper, multifractal aspects of the scalings laws in fully developed compressible turbulence are considered. Compressibility effects on known results of incompressible turbulence are pointed out. copyright 1995 Academic Press, Inc

Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis

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Gang-Jin Wang

2014-01-01

Full Text Available We supply a new perspective to describe and understand the behavior of cross-correlations between energy and emissions markets. Namely, we investigate cross-correlations between oil and gas (Oil-Gas, oil and CO2 (Oil-CO2, and gas and CO2 (Gas-CO2 based on fractal and multifractal analysis. We focus our study on returns of the oil, gas, and CO2 during the period of April 22, 2005–April 30, 2013. In the empirical analysis, by using the detrended cross-correlation analysis (DCCA method, we find that cross-correlations for Oil-Gas, Oil-CO2, and Gas-CO2 obey a power-law and are weakly persistent. Then, we adopt the method of DCCA cross-correlation coefficient to quantify cross-correlations between energy and emissions markets. The results show that their cross-correlations are diverse at different time scales. Next, based on the multifractal DCCA method, we find that cross-correlated markets have the nonlinear and multifractal nature and that the multifractality strength for three cross-correlated markets is arranged in the order of Gas-CO2 > Oil-Gas > Oil-CO2. Finally, by employing the rolling windows method, which can be used to investigate time-varying cross-correlation scaling exponents, we analyze short-term and long-term market dynamics and find that the recent global financial crisis has a notable influence on short-term and long-term market dynamics.

A Rolling Element Bearing Fault Diagnosis Approach Based on Multifractal Theory and Gray Relation Theory.

Science.gov (United States)

Li, Jingchao; Cao, Yunpeng; Ying, Yulong; Li, Shuying

2016-01-01

Bearing failure is one of the dominant causes of failure and breakdowns in rotating machinery, leading to huge economic loss. Aiming at the nonstationary and nonlinear characteristics of bearing vibration signals as well as the complexity of condition-indicating information distribution in the signals, a novel rolling element bearing fault diagnosis method based on multifractal theory and gray relation theory was proposed in the paper. Firstly, a generalized multifractal dimension algorithm was developed to extract the characteristic vectors of fault features from the bearing vibration signals, which can offer more meaningful and distinguishing information reflecting different bearing health status in comparison with conventional single fractal dimension. After feature extraction by multifractal dimensions, an adaptive gray relation algorithm was applied to implement an automated bearing fault pattern recognition. The experimental results show that the proposed method can identify various bearing fault types as well as severities effectively and accurately.

Generation of teletraffic of generalized Cauchy type

International Nuclear Information System (INIS)

Li Ming

2010-01-01

Generation of long-range-dependent (LRD) traffic is crucial for networking, e.g. simulating the Internet. In this respect, it is necessary to generate an LRD traffic series according to a given correlation structure that may well reflect the statistics of real traffic. Recent research on traffic modeling exhibits that the LRD traffic is well modeled by the generalized Cauchy (GC) process indexed by two parameters that separately characterize the self-similarity (SS), which is a local property described by the fractal dimension D, and long-range dependence (LRD), which is a global property measured by the Hurst parameter H. This paper gives a computational method to generate the LRD traffic based on the correlation form of the GC process in both the unifractal and multifractal cases. It may nevertheless be used as a way to flexibly simulate the realizations that reflect the fractal phenomena of traffic for both short-term lags and long-term ones.

Multifractal spectra in homogeneous shear flow

Science.gov (United States)

Deane, A. E.; Keefe, L. R.

1988-01-01

Employing numerical simulations of 3-D homogeneous shear flow, the associated multifractal spectra of the energy dissipation, scalar dissipation and vorticity fields were calculated. The results for (128) cubed simulations of this flow, and those obtained in recent experiments that analyzed 1- and 2-D intersections of atmospheric and laboratory flows, are in some agreement. A two-scale Cantor set model of the energy cascade process which describes the experimental results from 1-D intersections quite well, describes the 3-D results only marginally.

Multifractal Approach to Time Clustering of Earthquakes. Application to Mt. Vesuvio Seismicity

Science.gov (United States)

Codano, C.; Alonzo, M. L.; Vilardo, G.

The clustering structure of the Vesuvian earthquakes occurring is investigated by means of statistical tools: the inter-event time distribution, the running mean and the multifractal analysis. The first cannot clearly distinguish between a Poissonian process and a clustered one due to the difficulties of clearly distinguishing between an exponential distribution and a power law one. The running mean test reveals the clustering of the earthquakes, but looses information about the structure of the distribution at global scales. The multifractal approach can enlighten the clustering at small scales, while the global behaviour remains Poissonian. Subsequently the clustering of the events is interpreted in terms of diffusive processes of the stress in the earth crust.

THE APPLICATION OF WAVELET-MULTIFRACTAL ANALYSIS IN PROBLEMS OF METAL STRUCTURE

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VOLCHUK V. N.

2015-09-01

Full Text Available Raising of problem. In order to obtain acceptable results of the evaluation of the metal structure developed methodology should include the use of both classical and modern methods of its evaluation and the properties of the produced goods. Thus, to establish the relationship between mechanical properties and structural elements of metal to use multifractal theory. The proposed method is the most appropriate to quantify the majority of real structures, which are integral approximation figures Euclid introduces some uncertainty, and therefore not always acceptable in practical problems of modern materials science. According to the proposed method, each of heterogeneous objects, which are the structures most metals can be characterized by variety of statistical Renyi dimensions. The range of dimensions multifractals interpreted as some of the physical laws, which have a separate statistical properties that make it possible to their financial performance. Application of statistical dimensions of the structural elements for the assessment of qualitative characteristics of metal contributes to their formalization as a function of the fractal dimension. This in turn makes it possible to identify and anticipate the physical and mechanical properties of the metal without producing special mechanical tests. Purpose  obtain information about the possible application of wavelet-multifractal analysis to assess the microstructure of the metal. Conclusion. Using the methods of wavelet multifractal analysis, a statistical evaluation of the structural elements of steel St3ps. An analysis of the characteristics of uniformity, consistency and regularity of the structural elements has shown that most of the change observed in the samples subjected to accelerated cooling water in the temperature range of the intermediate (bainitic conversion 550 – 4500С, less - in samples cooled in the temperature range 650 pearlite transformation  6000С and the smallest

Repair, redistribution and repopulation in V79 spheroids during multifraction irradiation

International Nuclear Information System (INIS)

Brown, R.C.; Durand, R.E.

1994-01-01

We used cells growing as multicell spheroids to determine whether the initial radiation response would be predictive for multifraction exposures, or whether other factors including repopulation rate should be considered. Potential problems of hypoxia and reoxygenation were avoided by using small spheroids which had not yet developed radiobiologically hypoxic regions. Repair and redistribution dominated the responses in the first two or three exposures, with repopulation playing a minor role. As the fractionation schedule was extended, however, repopulation between fractions largely determined the number of viable cells per spheroid. We conclude that the radiation response of cells from untreated spheroids provides a general indication of net sensitivity, but that repair and redistribution produces considerable variation in radiosensitivity throughout a fractionation protocol. Ultimately, repopulation effects may dominate the multifraction response. (Author)

Generative adversarial networks for brain lesion detection

Science.gov (United States)

Alex, Varghese; Safwan, K. P. Mohammed; Chennamsetty, Sai Saketh; Krishnamurthi, Ganapathy

2017-02-01

Manual segmentation of brain lesions from Magnetic Resonance Images (MRI) is cumbersome and introduces errors due to inter-rater variability. This paper introduces a semi-supervised technique for detection of brain lesion from MRI using Generative Adversarial Networks (GANs). GANs comprises of a Generator network and a Discriminator network which are trained simultaneously with the objective of one bettering the other. The networks were trained using non lesion patches (n=13,000) from 4 different MR sequences. The network was trained on BraTS dataset and patches were extracted from regions excluding tumor region. The Generator network generates data by modeling the underlying probability distribution of the training data, (PData). The Discriminator learns the posterior probability P (Label Data) by classifying training data and generated data as "Real" or "Fake" respectively. The Generator upon learning the joint distribution, produces images/patches such that the performance of the Discriminator on them are random, i.e. P (Label Data = GeneratedData) = 0.5. During testing, the Discriminator assigns posterior probability values close to 0.5 for patches from non lesion regions, while patches centered on lesion arise from a different distribution (PLesion) and hence are assigned lower posterior probability value by the Discriminator. On the test set (n=14), the proposed technique achieves whole tumor dice score of 0.69, sensitivity of 91% and specificity of 59%. Additionally the generator network was capable of generating non lesion patches from various MR sequences.

Classification of Prolapsed Mitral Valve versus Healthy Heart from Phonocardiograms by Multifractal Analysis

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Ana Gavrovska

2013-01-01

Full Text Available Phonocardiography has shown a great potential for developing low-cost computer-aided diagnosis systems for cardiovascular monitoring. So far, most of the work reported regarding cardiosignal analysis using multifractals is oriented towards heartbeat dynamics. This paper represents a step towards automatic detection of one of the most common pathological syndromes, so-called mitral valve prolapse (MVP, using phonocardiograms and multifractal analysis. Subtle features characteristic for MVP in phonocardiograms may be difficult to detect. The approach for revealing such features should be locally based rather than globally based. Nevertheless, if their appearances are specific and frequent, they can affect a multifractal spectrum. This has been the case in our experiment with the click syndrome. Totally, 117 pediatric phonocardiographic recordings (PCGs, 8 seconds long each, obtained from 117 patients were used for PMV automatic detection. We propose a two-step algorithm to distinguish PCGs that belong to children with healthy hearts and children with prolapsed mitral valves (PMVs. Obtained results show high accuracy of the method. We achieved 96.91% accuracy on the dataset (97 recordings. Additionally, 90% accuracy is achieved for the evaluation dataset (20 recordings. Content of the datasets is confirmed by the echocardiographic screening.

Strong anticipation: Multifractal cascade dynamics modulate scaling in synchronization behaviors

International Nuclear Information System (INIS)

Stephen, Damian G.; Dixon, James A.

2011-01-01

Research highlights: → We investigated anticipatory behaviors in response to chaotic metronomes. → We assessed multifractal structure in tap intervals and onset intervals. → Strength of multifractality in tap intervals appears to match that in onset intervals. - Abstract: Previous research on anticipatory behaviors has found that the fractal scaling of human behavior may attune to the fractal scaling of an unpredictable signal [Stephen DG, Stepp N, Dixon JA, Turvey MT. Strong anticipation: Sensitivity to long-range correlations in synchronization behavior. Physica A 2008;387:5271-8]. We propose to explain this attunement as a case of multifractal cascade dynamics [Schertzer D, Lovejoy S. Generalised scale invariance in turbulent phenomena. Physico-Chem Hydrodyn J 1985;6:623-5] in which perceptual-motor fluctuations are coordinated across multiple time scales. This account will serve to sharpen the contrast between strong and weak anticipation: whereas the former entails a sensitivity to the intermittent temporal structure of an unpredictable signal, the latter simply predicts sensitivity to an aggregate description of an unpredictable signal irrespective of actual sequence. We pursue this distinction through a reanalysis of Stephen et al.'s data by examining the relationship between the widths of singularity spectra for intertap interval time series and for each corresponding interonset interval time series. We find that the attunement of fractal scaling reported by Stephen et al. was not the trivial result of sensitivity to temporal structure in aggregate but reflected a subtle sensitivity to the coordination across multiple time scales of fluctuation in the unpredictable signal.

Multifractal Modeling of Turbulent Mixing

Science.gov (United States)

Samiee, Mehdi; Zayernouri, Mohsen; Meerschaert, Mark M.

2017-11-01

Stochastic processes in random media are emerging as interesting tools for modeling anomalous transport phenomena. Applications include intermittent passive scalar transport with background noise in turbulent flows, which are observed in atmospheric boundary layers, turbulent mixing in reactive flows, and long-range dependent flow fields in disordered/fractal environments. In this work, we propose a nonlocal scalar transport equation involving the fractional Laplacian, where the corresponding fractional index is linked to the multifractal structure of the nonlinear passive scalar power spectrum. This work was supported by the AFOSR Young Investigator Program (YIP) award (FA9550-17-1-0150) and partially by MURI/ARO (W911NF-15-1-0562).

Different Multifractal Scaling of the 0 cm Average Ground Surface Temperature of Four Representative Weather Stations over China

Directory of Open Access Journals (Sweden)

Lei Jiang

2013-01-01

Full Text Available The temporal scaling properties of the daily 0 cm average ground surface temperature (AGST records obtained from four selected sites over China are investigated using multifractal detrended fluctuation analysis (MF-DFA method. Results show that the AGST records at all four locations exhibit strong persistence features and different scaling behaviors. The differences of the generalized Hurst exponents are very different for the AGST series of each site reflecting the different scaling behaviors of the fluctuation. Furthermore, the strengths of multifractal spectrum are different for different weather stations and indicate that the multifractal behaviors vary from station to station over China.

Analytic degree distributions of horizontal visibility graphs mapped from unrelated random series and multifractal binomial measures

Science.gov (United States)

Xie, Wen-Jie; Han, Rui-Qi; Jiang, Zhi-Qiang; Wei, Lijian; Zhou, Wei-Xing

2017-08-01

Complex network is not only a powerful tool for the analysis of complex system, but also a promising way to analyze time series. The algorithm of horizontal visibility graph (HVG) maps time series into graphs, whose degree distributions are numerically and analytically investigated for certain time series. We derive the degree distributions of HVGs through an iterative construction process of HVGs. The degree distributions of the HVG and the directed HVG for random series are derived to be exponential, which confirms the analytical results from other methods. We also obtained the analytical expressions of degree distributions of HVGs and in-degree and out-degree distributions of directed HVGs transformed from multifractal binomial measures, which agree excellently with numerical simulations.

Multifractality and value-at-risk forecasting of exchange rates

Science.gov (United States)

Batten, Jonathan A.; Kinateder, Harald; Wagner, Niklas

2014-05-01

This paper addresses market risk prediction for high frequency foreign exchange rates under nonlinear risk scaling behaviour. We use a modified version of the multifractal model of asset returns (MMAR) where trading time is represented by the series of volume ticks. Our dataset consists of 138,418 5-min round-the-clock observations of EUR/USD spot quotes and trading ticks during the period January 5, 2006 to December 31, 2007. Considering fat-tails, long-range dependence as well as scale inconsistency with the MMAR, we derive out-of-sample value-at-risk (VaR) forecasts and compare our approach to historical simulation as well as a benchmark GARCH(1,1) location-scale VaR model. Our findings underline that the multifractal properties in EUR/USD returns in fact have notable risk management implications. The MMAR approach is a parsimonious model which produces admissible VaR forecasts at the 12-h forecast horizon. For the daily horizon, the MMAR outperforms both alternatives based on conditional as well as unconditional coverage statistics.

Cosmic microwave background and inflation in multi-fractional spacetimes

Energy Technology Data Exchange (ETDEWEB)

Calcagni, Gianluca [Instituto de Estructura de la Materia,CSIC, Serrano 121, 28006 Madrid (Spain); Kuroyanagi, Sachiko [Department of Physics, Nagoya University,Chikusa, Nagoya 464-8602 (Japan); Institute for Advanced Research, Nagoya University,Chikusa, Nagoya 464-8602 (Japan); Tsujikawa, Shinji [Department of Physics, Faculty of Science, Tokyo University of Science,1-3, Kagurazaka, Shinjuku-ku, Tokyo 162-8601 (Japan)

2016-08-18

We use FIRAS and Planck 2015 data to place observational bounds on inflationary scenarios in multi-fractional spacetimes with q-derivatives. While a power-law expansion in the geometric time coordinate is subject to the usual constraints from the tensor-to-scalar ratio, model-independent best fits of the black-body and scalar spectra yield upper limits on the free parameters of the multi-fractal measure of the theory. When the measure describing the fractal spacetime geometry is non-oscillating, information on the CMB black-body spectrum places constraints on the theory independent from but weaker than those obtained from the Standard Model, astrophysical gravitational waves and gamma-ray bursts (GRBs). When log oscillations are included and the measure describes a discrete fractal spacetime at microscopic scales, we obtain the first observational constraints on the amplitudes of such oscillations and find, in general, strong constraints on the multi-scale geometry and on the dimension of space. These results complete the scan and reduction of the parameter space of the theory. Black-body bounds are obtained also for the theory with weighted derivatives.

Cosmic microwave background and inflation in multi-fractional spacetimes

International Nuclear Information System (INIS)

Calcagni, Gianluca; Kuroyanagi, Sachiko; Tsujikawa, Shinji

2016-01-01

We use FIRAS and Planck 2015 data to place observational bounds on inflationary scenarios in multi-fractional spacetimes with q-derivatives. While a power-law expansion in the geometric time coordinate is subject to the usual constraints from the tensor-to-scalar ratio, model-independent best fits of the black-body and scalar spectra yield upper limits on the free parameters of the multi-fractal measure of the theory. When the measure describing the fractal spacetime geometry is non-oscillating, information on the CMB black-body spectrum places constraints on the theory independent from but weaker than those obtained from the Standard Model, astrophysical gravitational waves and gamma-ray bursts (GRBs). When log oscillations are included and the measure describes a discrete fractal spacetime at microscopic scales, we obtain the first observational constraints on the amplitudes of such oscillations and find, in general, strong constraints on the multi-scale geometry and on the dimension of space. These results complete the scan and reduction of the parameter space of the theory. Black-body bounds are obtained also for the theory with weighted derivatives.

Multifractal investigation of continuous seismic signal recorded at El Hierro volcano (Canary Islands) during the 2011-2012 pre- and eruptive phases

Science.gov (United States)

Telesca, Luciano; Lovallo, Michele; Martì Molist, Joan; López Moreno, Carmen; Abella Meléndez, Rafael

2015-02-01

The Multifractal Detrended Fluctuation Analysis (MF-DFA) is an effective method that allows detecting multifractality in non-stationary signals. We applied the MF-DFA to the continuous seismic signal recorded at El Hierro volcano (Canary Islands), which was affected by a submarine monogenetic eruption in October 2011. We investigated the multifractal properties of the continuous seismic signal before the onset of the eruption and after. We analysed three frames of the signal, one measured before the onset of eruption that occurred on October 10, 2011; and two after, but corresponding to two distinct eruptive episodes, the second one started on November 22, 2011 and lasting until late February 2012. The results obtained show a striking difference in the width of the multifractal spectrum, which is generally used to quantify the multifractal degree of a signal: the multifractal spectra of the signal frames recorded during the eruptive episodes are almost identical and much narrower than that of the signal frame measured before the onset of the eruption. Such difference indicates that the seismic signal recorded during the unrest reflects mostly the fracturing of the host rock under the overpressure exerted by the intruding magma, while that corresponding to the eruptive phases was mostly influenced by the flow of magma through the plumbing system, even some fracturing remains, not being possible to distinguish among the two eruptive episodes in terms of rock fracture mechanics.

Mobility Models for Next Generation Wireless Networks Ad Hoc, Vehicular and Mesh Networks

CERN Document Server

Santi, Paolo

2012-01-01

Mobility Models for Next Generation Wireless Networks: Ad Hoc, Vehicular and Mesh Networks provides the reader with an overview of mobility modelling, encompassing both theoretical and practical aspects related to the challenging mobility modelling task. It also: Provides up-to-date coverage of mobility models for next generation wireless networksOffers an in-depth discussion of the most representative mobility models for major next generation wireless network application scenarios, including WLAN/mesh networks, vehicular networks, wireless sensor networks, and

Financial market volatility and contagion effect: A copula-multifractal volatility approach

Science.gov (United States)

Chen, Wang; Wei, Yu; Lang, Qiaoqi; Lin, Yu; Liu, Maojuan

2014-03-01

In this paper, we propose a new approach based on the multifractal volatility method (MFV) to study the contagion effect between the U.S. and Chinese stock markets. From recent studies, which reveal that multifractal characteristics exist in both developed and emerging financial markets, according to the econophysics literature we could draw conclusions as follows: Firstly, we estimate volatility using the multifractal volatility method, and find out that the MFV method performs best among other volatility models, such as GARCH-type and realized volatility models. Secondly, we analyze the tail dependence structure between the U.S. and Chinese stock market. The estimated static copula results for the entire period show that the SJC copula performs best, indicating asymmetric characteristics of the tail dependence structure. The estimated dynamic copula results show that the time-varying t copula achieves the best performance, which means the symmetry dynamic t copula is also a good choice, for it is easy to estimate and is able to depict both the upper and lower tail dependence structure. Finally, with the results of the previous two steps, we analyze the contagion effect between the U.S. and Chinese stock markets during the subprime mortgage crisis. The empirical results show that the subprime mortgage crisis started in the U.S. and that its stock market has had an obvious contagion effect on the Chinese stock market. Our empirical results should/might be useful for investors allocating their portfolios.

Multifractality, efficiency analysis of Chinese stock market and its cross-correlation with WTI crude oil price

Science.gov (United States)

Zhuang, Xiaoyang; Wei, Yu; Ma, Feng

2015-07-01

In this paper, the multifractality and efficiency degrees of ten important Chinese sectoral indices are evaluated using the methods of MF-DFA and generalized Hurst exponents. The study also scrutinizes the dynamics of the efficiency of Chinese sectoral stock market by the rolling window approach. The overall empirical findings revealed that all the sectoral indices of Chinese stock market exist different degrees of multifractality. The results of different efficiency measures have agreed on that the 300 Materials index is the least efficient index. However, they have a slight diffidence on the most efficient one. The 300 Information Technology, 300 Telecommunication Services and 300 Health Care indices are comparatively efficient. We also investigate the cross-correlations between the ten sectoral indices and WTI crude oil price based on Multifractal Detrended Cross-correlation Analysis. At last, some relevant discussions and implications of the empirical results are presented.

Characterization of turbulence stability through the identification of multifractional Brownian motions

Science.gov (United States)

Lee, K. C.

2013-02-01

Multifractional Brownian motions have become popular as flexible models in describing real-life signals of high-frequency features in geoscience, microeconomics, and turbulence, to name a few. The time-changing Hurst exponent, which describes regularity levels depending on time measurements, and variance, which relates to an energy level, are two parameters that characterize multifractional Brownian motions. This research suggests a combined method of estimating the time-changing Hurst exponent and variance using the local variation of sampled paths of signals. The method consists of two phases: initially estimating global variance and then accurately estimating the time-changing Hurst exponent. A simulation study shows its performance in estimation of the parameters. The proposed method is applied to characterization of atmospheric stability in which descriptive statistics from the estimated time-changing Hurst exponent and variance classify stable atmosphere flows from unstable ones.

Characterization of turbulence stability through the identification of multifractional Brownian motions

Directory of Open Access Journals (Sweden)

K. C. Lee

2013-02-01

Full Text Available Multifractional Brownian motions have become popular as flexible models in describing real-life signals of high-frequency features in geoscience, microeconomics, and turbulence, to name a few. The time-changing Hurst exponent, which describes regularity levels depending on time measurements, and variance, which relates to an energy level, are two parameters that characterize multifractional Brownian motions. This research suggests a combined method of estimating the time-changing Hurst exponent and variance using the local variation of sampled paths of signals. The method consists of two phases: initially estimating global variance and then accurately estimating the time-changing Hurst exponent. A simulation study shows its performance in estimation of the parameters. The proposed method is applied to characterization of atmospheric stability in which descriptive statistics from the estimated time-changing Hurst exponent and variance classify stable atmosphere flows from unstable ones.

A non linear analysis of human gait time series based on multifractal analysis and cross correlations

International Nuclear Information System (INIS)

Munoz-Diosdado, A

2005-01-01

We analyzed databases with gait time series of adults and persons with Parkinson, Huntington and amyotrophic lateral sclerosis (ALS) diseases. We obtained the staircase graphs of accumulated events that can be bounded by a straight line whose slope can be used to distinguish between gait time series from healthy and ill persons. The global Hurst exponent of these series do not show tendencies, we intend that this is because some gait time series have monofractal behavior and others have multifractal behavior so they cannot be characterized with a single Hurst exponent. We calculated the multifractal spectra, obtained the spectra width and found that the spectra of the healthy young persons are almost monofractal. The spectra of ill persons are wider than the spectra of healthy persons. In opposition to the interbeat time series where the pathology implies loss of multifractality, in the gait time series the multifractal behavior emerges with the pathology. Data were collected from healthy and ill subjects as they walked in a roughly circular path and they have sensors in both feet, so we have one time series for the left foot and other for the right foot. First, we analyzed these time series separately, and then we compared both results, with direct comparison and with a cross correlation analysis. We tried to find differences in both time series that can be used as indicators of equilibrium problems

A non linear analysis of human gait time series based on multifractal analysis and cross correlations

Energy Technology Data Exchange (ETDEWEB)

Munoz-Diosdado, A [Department of Mathematics, Unidad Profesional Interdisciplinaria de Biotecnologia, Instituto Politecnico Nacional, Av. Acueducto s/n, 07340, Mexico City (Mexico)

2005-01-01

We analyzed databases with gait time series of adults and persons with Parkinson, Huntington and amyotrophic lateral sclerosis (ALS) diseases. We obtained the staircase graphs of accumulated events that can be bounded by a straight line whose slope can be used to distinguish between gait time series from healthy and ill persons. The global Hurst exponent of these series do not show tendencies, we intend that this is because some gait time series have monofractal behavior and others have multifractal behavior so they cannot be characterized with a single Hurst exponent. We calculated the multifractal spectra, obtained the spectra width and found that the spectra of the healthy young persons are almost monofractal. The spectra of ill persons are wider than the spectra of healthy persons. In opposition to the interbeat time series where the pathology implies loss of multifractality, in the gait time series the multifractal behavior emerges with the pathology. Data were collected from healthy and ill subjects as they walked in a roughly circular path and they have sensors in both feet, so we have one time series for the left foot and other for the right foot. First, we analyzed these time series separately, and then we compared both results, with direct comparison and with a cross correlation analysis. We tried to find differences in both time series that can be used as indicators of equilibrium problems.

Network information provision to potential generators: Appendices

Energy Technology Data Exchange (ETDEWEB)

NONE

2001-07-01

This Code of Practice (CoP) has been prepared to outline the standard of information that Distribution Network Operators (DNOs) should be required to produce in relation to the provision of network maps, schematic diagrams and specific network data. Network information from DNOs may be required by generators (and other customers) in order to assess the potential opportunities available for the connection of new generation plant. Seven Year Statements are published annually by the Transmission Licensees operating in Great Britain, i.e. The National Grid Company, Scottish Power and Scottish Hydro Electric, and contain all the network information relating to each transmission system, e.g. Generation Capacities, System Parameters and Plant Fault Levels. A similar arrangement for DNOs has been outlined in the Electricity Distribution Licence published by Ofgem. Under Condition 25 of the licence, 'The Long Term Development Statement', distribution licence holders are required to make available historic and planned network data. By providing sufficient network information, competition in generation will be improved. At the time of writing, any party interested in assessing distribution network information needs to make contact with the appropriate DNO, identifying the correct department and person. Written applications are then sent to that person, describing the type of network information that is required. Information required from embedded generators by DNOs is specified in detail in both of The Distribution Codes of England and Wales, and Scotland. However, there are no guidelines or details of network information to be provided by DNOs. This Code of Practise is designed to balance this situation and help DNOs, prospective generators and other applicants for information to achieve satisfaction by clarifying expectations. (Author)

A multifractal formalism for countable alphabet subshifts

International Nuclear Information System (INIS)

Meson, Alejandro; Vericat, Fernando

2009-01-01

We study here the multifractal spectrum of local entropies for subshifts with an infinite alphabet. The description of this spectrum is obtained from the Legendre transform of a free energy map and Gibbs states associated with adequate potentials. The lack of compactness in the symbolic space necessitates modifications to the description for the compact case, i.e. for finite alphabet. In particular, the class of potentials must be restricted to a narrower one than that considered for the compact case

Upper Estimates on the Higher-dimensional Multifractal Spectrum of Local Entropy%局部熵高维重分形谱的上界估计

Institute of Scientific and Technical Information of China (English)

严珍珍; 陈二才

2008-01-01

We discuss the problem of higher-dimensional multifractal spectrum of lo-cal entropy for arbitrary invariant measures. By utilizing characteristics of a dynam-ical system, namely, higher-dimensional entropy capacities and higher-dimensional correlation entropies, we obtain three upper estimates on the higher-dimensional mul-tifractal spectrum of local entropies. We also study the domain of higher-dimensional multifractal spetrum of entropies.

Quantitative assessment of Heart Rate Dynamics during meditation: An ECG based study with Multi-fractality and visibility graph

Directory of Open Access Journals (Sweden)

Anirban eBhaduri

2016-02-01

Full Text Available Abstract: Abstract: The cardiac dynamics during meditation is explored quantitatively with two chaos-based non-linear techniques viz. multi-fractal detrended fluctuation analysis and visibility network analysis techniques. The data used are the instantaneous heart rate (in beats/minute of subjects performing Kundalini Yoga and Chi meditation from PhysioNet. The results show consistent differences between the quantitative parameters obtained by both the analysis techniques. This indicates an interesting phenomenon of change in the complexity of the cardiac dynamics during meditation supported with quantitative parameters.The results also produce a preliminary evidence that these techniques can be used as a measure of physiological impact on subjects performing meditation.

Quantitative Assessment of Heart Rate Dynamics during Meditation: An ECG Based Study with Multi-Fractality and Visibility Graph.

Science.gov (United States)

Bhaduri, Anirban; Ghosh, Dipak

2016-01-01

The cardiac dynamics during meditation is explored quantitatively with two chaos-based non-linear techniques viz. multi-fractal detrended fluctuation analysis and visibility network analysis techniques. The data used are the instantaneous heart rate (in beats/minute) of subjects performing Kundalini Yoga and Chi meditation from PhysioNet. The results show consistent differences between the quantitative parameters obtained by both the analysis techniques. This indicates an interesting phenomenon of change in the complexity of the cardiac dynamics during meditation supported with quantitative parameters. The results also produce a preliminary evidence that these techniques can be used as a measure of physiological impact on subjects performing meditation.

Universal multifractality in multiparticle production

International Nuclear Information System (INIS)

Florkowski, W.; Hwa, R.C.

1991-01-01

The G moments for the multifractal analysis of multiparticle production are investigated in a model-independent way. By successive bin splitting and assuming the existence of a multiplicity splitting function that depends on multiplicity, but applicable at all steps of the splittings, we study the ergodicity of horizontal and vertical averaging, and derive a universality relation for the G moments. It relates the G moments for different initial multiplicities to a common scaling function Γ q (ξ). The experimental verification of this scaling property would, on the one hand, signify self-similarity in the data, and, on the other, provide a convenient function for comparison not only among different experiments, but also between theory and experiment

A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices

Science.gov (United States)

Tiwari, Aviral Kumar; Albulescu, Claudiu Tiberiu; Yoon, Seong-Min

2017-10-01

This study challenges the efficient market hypothesis, relying on the Dow Jones sector Exchange-Traded Fund (ETF) indices. For this purpose, we use the generalized Hurst exponent and multifractal detrended fluctuation analysis (MF-DFA) methods, using daily data over the timespan from 2000 to 2015. We compare the sector ETF indices in terms of market efficiency between short- and long-run horizons, small and large fluctuations, and before and after the global financial crisis (GFC). Our findings can be summarized as follows. First, there is clear evidence that the sector ETF markets are multifractal in nature. We also find a crossover in the multifractality of sector ETF market dynamics. Second, the utilities and consumer goods sector ETF markets are more efficient compared with the financial and telecommunications sector ETF markets, in terms of price prediction. Third, there are noteworthy discrepancies in terms of market efficiency, between the short- and long-term horizons. Fourth, the ETF market efficiency is considerably diminished after the global financial crisis.

Entropy and Multifractality in Relativistic Ion-Ion Collisions

Directory of Open Access Journals (Sweden)

Shaista Khan

2018-01-01

Full Text Available Entropy production in multiparticle systems is investigated by analyzing the experimental data on ion-ion collisions at AGS and SPS energies and comparing the findings with those reported earlier for hadron-hadron, hadron-nucleus, and nucleus-nucleus collisions. It is observed that the entropy produced in limited and full phase space, when normalized to maximum rapidity, exhibits a kind of scaling which is nicely supported by Monte Carlo model HIJING. Using Rényi’s order q information entropy, multifractal characteristics of particle production are examined in terms of generalized dimensions, Dq. Nearly the same values of multifractal specific heat, c, observed in hadronic and ion-ion collisions over a wide range of incident energies suggest that the quantity c might be used as a universal characteristic of multiparticle production in hadron-hadron, hadron-nucleus, and nucleus-nucleus collisions. The analysis is extended to the study of spectrum of scaling indices. The findings reveal that Rényi’s order q information entropy could be another way to investigate the fluctuations in multiplicity distributions in terms of spectral function f(α, which has been argued to be a convenient function for comparison sake not only among different experiments but also between the data and theoretical models.

Multifractality to Photonic Crystal & Self-Organization to Metamaterials through Anderson Localizations & Group/Gauge Theory

Science.gov (United States)

Hidajatullah-Maksoed, Widastra

2015-04-01

Arthur Cayley at least investigate by creating the theory of permutation group[F:∖∖Group_theory.htm] where in cell elements addressing of the lattice Qmf used a Cayley tree, the self-afine object Qmf is described by the combination of the finite groups of rotation & inversion and the infinite groups of translation & dilation[G Corso & LS Lacena: ``Multifractal lattice and group theory'', Physica A: Statistical Mechanics &Its Applications, 2005, v 357, issue I, h 64-70; http://www.sciencedirect.com/science/articel/pii/S0378437105005005 ] hence multifractal can be related to group theory. Many grateful Thanks to HE. Mr. Drs. P. SWANTORO & HE. Mr. Ir. SARWONO KUSUMAATMADJA.

Heterogeneous flow in multi-layer joint networks and its influence on incipient karst generation

Science.gov (United States)

Wang, X.; Jourde, H.

2017-12-01

Various dissolution types (e.g. pipe, stripe and sheet karstic features) have been observed in fractured layered limestones. Yet, due to a large range of structural and hydraulic parameters play a role in the karstification process, the dissolution mechanism, occurring either along fractures or bedding planes, is difficult to quantify. In this study, we use numerical models to investigate the influence of these parameters on the generation of different types of incipient karst. Specifically, we focus on two parameters: the fracture intensity contrast between adjacent layers and the aperture ratio between bedding planes and joints (abed/ajoint). The DFN models were generated using a pseudo-genetic code that considers the stress shadow zone. Flow simulations were performed using a combined finite-volume finite-element simulator under practical boundary conditions. The flow channeling within the fracture networks was characterized by applying a multi-fractal technique. The rock block equivalent permeability (keff) was also calculated to quantify the change in bulk hydraulic properties when changing the selected structural and hydraulic parameters. The flow simulation results show that the abed/ajoint ratio has a first-order control on the heterogeneous distribution of flow in the multi-layer system and on the magnitude of equivalent permeability. When abed/ajoint 0.1, the bedding plane has more control and flow becomes more pervasive and uniform, and the keff is accordingly high. A simple model, accounting for the calculation of the heterogeneous distributions of Damköhler number associated with different aperture ratios, is proposed to predict what type of incipient karst tends to develop under the studied flow conditions.

Log-Normality and Multifractal Analysis of Flame Surface Statistics

Science.gov (United States)

Saha, Abhishek; Chaudhuri, Swetaprovo; Law, Chung K.

2013-11-01

The turbulent flame surface is typically highly wrinkled and folded at a multitude of scales controlled by various flame properties. It is useful if the information contained in this complex geometry can be projected onto a simpler regular geometry for the use of spectral, wavelet or multifractal analyses. Here we investigate local flame surface statistics of turbulent flame expanding under constant pressure. First the statistics of local length ratio is experimentally obtained from high-speed Mie scattering images. For spherically expanding flame, length ratio on the measurement plane, at predefined equiangular sectors is defined as the ratio of the actual flame length to the length of a circular-arc of radius equal to the average radius of the flame. Assuming isotropic distribution of such flame segments we convolute suitable forms of the length-ratio probability distribution functions (pdfs) to arrive at corresponding area-ratio pdfs. Both the pdfs are found to be near log-normally distributed and shows self-similar behavior with increasing radius. Near log-normality and rather intermittent behavior of the flame-length ratio suggests similarity with dissipation rate quantities which stimulates multifractal analysis. Currently at Indian Institute of Science, India.

ABC of multi-fractal spacetimes and fractional sea turtles

Energy Technology Data Exchange (ETDEWEB)

Calcagni, Gianluca [Instituto de Estructura de la Materia, CSIC, Madrid (Spain)

2016-04-15

We clarify what it means to have a spacetime fractal geometry in quantum gravity and show that its properties differ from those of usual fractals. A weak and a strong definition of multi-scale and multi-fractal spacetimes are given together with a sketch of the landscape of multi-scale theories of gravitation. Then, in the context of the fractional theory with q-derivatives, we explore the consequences of living in a multi-fractal spacetime. To illustrate the behavior of a non-relativistic body, we take the entertaining example of a sea turtle. We show that, when only the time direction is fractal, sea turtles swim at a faster speed than in an ordinary world, while they swim at a slower speed if only the spatial directions are fractal. The latter type of geometry is the one most commonly found in quantum gravity. For time-like fractals, relativistic objects can exceed the speed of light, but strongly so only if their size is smaller than the range of particle-physics interactions. We also find new results about log-oscillating measures, the measure presentation and their role in physical observations and in future extensions to nowhere-differentiable stochastic spacetimes. (orig.)

ABC of multi-fractal spacetimes and fractional sea turtles

International Nuclear Information System (INIS)

Calcagni, Gianluca

2016-01-01

We clarify what it means to have a spacetime fractal geometry in quantum gravity and show that its properties differ from those of usual fractals. A weak and a strong definition of multi-scale and multi-fractal spacetimes are given together with a sketch of the landscape of multi-scale theories of gravitation. Then, in the context of the fractional theory with q-derivatives, we explore the consequences of living in a multi-fractal spacetime. To illustrate the behavior of a non-relativistic body, we take the entertaining example of a sea turtle. We show that, when only the time direction is fractal, sea turtles swim at a faster speed than in an ordinary world, while they swim at a slower speed if only the spatial directions are fractal. The latter type of geometry is the one most commonly found in quantum gravity. For time-like fractals, relativistic objects can exceed the speed of light, but strongly so only if their size is smaller than the range of particle-physics interactions. We also find new results about log-oscillating measures, the measure presentation and their role in physical observations and in future extensions to nowhere-differentiable stochastic spacetimes. (orig.)

ABC of multi-fractal spacetimes and fractional sea turtles

Science.gov (United States)

Calcagni, Gianluca

2016-04-01

We clarify what it means to have a spacetime fractal geometry in quantum gravity and show that its properties differ from those of usual fractals. A weak and a strong definition of multi-scale and multi-fractal spacetimes are given together with a sketch of the landscape of multi-scale theories of gravitation. Then, in the context of the fractional theory with q-derivatives, we explore the consequences of living in a multi-fractal spacetime. To illustrate the behavior of a non-relativistic body, we take the entertaining example of a sea turtle. We show that, when only the time direction is fractal, sea turtles swim at a faster speed than in an ordinary world, while they swim at a slower speed if only the spatial directions are fractal. The latter type of geometry is the one most commonly found in quantum gravity. For time-like fractals, relativistic objects can exceed the speed of light, but strongly so only if their size is smaller than the range of particle-physics interactions. We also find new results about log-oscillating measures, the measure presentation and their role in physical observations and in future extensions to nowhere-differentiable stochastic spacetimes.

Analyzing the Cross-Correlation Between Onshore and Offshore RMB Exchange Rates Based on Multifractal Detrended Cross-Correlation Analysis (MF-DCCA)

Science.gov (United States)

Xie, Chi; Zhou, Yingying; Wang, Gangjin; Yan, Xinguo

We use the multifractal detrended cross-correlation analysis (MF-DCCA) method to explore the multifractal behavior of the cross-correlation between exchange rates of onshore RMB (CNY) and offshore RMB (CNH) against US dollar (USD). The empirical data are daily prices of CNY/USD and CNH/USD from May 1, 2012 to February 29, 2016. The results demonstrate that: (i) the cross-correlation between CNY/USD and CNH/USD is persistent and its fluctuation is smaller when the order of fluctuation function is negative than that when the order is positive; (ii) the multifractal behavior of the cross-correlation between CNY/USD and CNH/USD is significant during the sample period; (iii) the dynamic Hurst exponents obtained by the rolling windows analysis show that the cross-correlation is stable when the global economic situation is good and volatile in bad situation; and (iv) the non-normal distribution of original data has a greater effect on the multifractality of the cross-correlation between CNY/USD and CNH/USD than the temporary correlation.

Multifractal analysis of a GCM climate

Science.gov (United States)

Carl, P.

2003-04-01

Multifractal analysis using the Wavelet Transform Modulus Maxima (WTMM) approach is being applied to the climate of a Mintz--Arakawa type, coarse resolution, two--layer AGCM. The model shows a backwards running period multiplication scenario throughout the northern summer, subsequent to a 'hard', subcritical Hopf bifurcation late in spring. This 'route out of chaos' (seen in cross sections of a toroidal phase space structure) is born in the planetary monsoon system which inflates the seasonal 'cycle' into these higher order structures and is blamed for the pronounced intraseasonal--to--centennial model climate variability. Previous analyses of the latter using advanced modal decompositions showed regularity based patterns in the time--frequency plane which are qualitatively similar to those obtained from the real world. The closer look here at the singularity structures, as a fundamental diagnostic supplement, aims at both more complete understanding (and quantification) of the model's qualitative dynamics and search for further tools of model intercomparison and verification in this respect. Analysing wavelet is the 10th derivative of the Gaussian which might suffice to suppress regular patterns in the data. Intraseasonal attractors, studied in time series of model precipitation over Central India, show shifting and braodening singularity spectra towards both more violent extreme events (premonsoon--monsoon transition) and weaker events (late summer to postmonsoon transition). Hints at a fractal basin boundary are found close to transition from period--2 to period--1 in the monsoon activity cycle. Interannual analyses are provided for runs with varied solar constants. To address the (in--)stationarity issue, first results are presented with a windowed multifractal analysis of longer--term runs ("singularity spectrogram").

Assessment of 48 Stock markets using adaptive multifractal approach

Science.gov (United States)

Ferreira, Paulo; Dionísio, Andreia; Movahed, S. M. S.

2017-11-01

In this paper, Stock market comovements are examined using cointegration, Granger causality tests and nonlinear approaches in context of mutual information and correlations. Since underlying data sets are affected by non-stationarities and trends, we also apply Adaptive Multifractal Detrended Fluctuation Analysis (AMF-DFA) and Adaptive Multifractal Detrended Cross-Correlation Analysis (AMF-DXA). We find only 170 pair of Stock markets cointegrated, and according to the Granger causality and mutual information, we realize that the strongest relations lies between emerging markets, and between emerging and frontier markets. According to scaling exponent given by AMF-DFA, h(q = 2) > 1, we find that all underlying data sets belong to non-stationary process. According to Efficient Market Hypothesis (EMH), only 8 markets are classified in uncorrelated processes at 2 σ confidence interval. 6 Stock markets belong to anti-correlated class and dominant part of markets has memory in corresponding daily index prices during January 1995 to February 2014. New-Zealand with H = 0 . 457 ± 0 . 004 and Jordan with H = 0 . 602 ± 0 . 006 are far from EMH. The nature of cross-correlation exponents based on AMF-DXA is almost multifractal for all pair of Stock markets. The empirical relation, Hxy ≤ [Hxx +Hyy ] / 2, is confirmed. Mentioned relation for q > 0 is also satisfied while for q behavior of markets for small fluctuations is affected by contribution of major pair. For larger fluctuations, the cross-correlation contains information from both local (internal) and global (external) conditions. Width of singularity spectrum for auto-correlation and cross-correlation are Δαxx ∈ [ 0 . 304 , 0 . 905 ] and Δαxy ∈ [ 0 . 246 , 1 . 178 ] , respectively. The wide range of singularity spectrum for cross-correlation confirms that the bilateral relation between Stock markets is more complex. The value of σDCCA indicates that all pairs of stock market studied in this time interval

Optical Subsystems for Next Generation Access Networks

DEFF Research Database (Denmark)

Lazaro, J.A; Polo, V.; Schrenk, B.

2011-01-01

Recent optical technologies are providing higher flexibility to next generation access networks: on the one hand, providing progressive FTTx and specifically FTTH deployment, progressively shortening the copper access network; on the other hand, also opening fixed-mobile convergence solutions...... in next generation PON architectures. It is provided an overview of the optical subsystems developed for the implementation of the proposed NG-Access Networks....

Multiscale multifractal multiproperty analysis of financial time series based on Rényi entropy

Science.gov (United States)

Yujun, Yang; Jianping, Li; Yimei, Yang

This paper introduces a multiscale multifractal multiproperty analysis based on Rényi entropy (3MPAR) method to analyze short-range and long-range characteristics of financial time series, and then applies this method to the five time series of five properties in four stock indices. Combining the two analysis techniques of Rényi entropy and multifractal detrended fluctuation analysis (MFDFA), the 3MPAR method focuses on the curves of Rényi entropy and generalized Hurst exponent of five properties of four stock time series, which allows us to study more universal and subtle fluctuation characteristics of financial time series. By analyzing the curves of the Rényi entropy and the profiles of the logarithm distribution of MFDFA of five properties of four stock indices, the 3MPAR method shows some fluctuation characteristics of the financial time series and the stock markets. Then, it also shows a richer information of the financial time series by comparing the profile of five properties of four stock indices. In this paper, we not only focus on the multifractality of time series but also the fluctuation characteristics of the financial time series and subtle differences in the time series of different properties. We find that financial time series is far more complex than reported in some research works using one property of time series.

Micro-generation network connection (renewables)

Energy Technology Data Exchange (ETDEWEB)

Thornycroft, J.; Russell, T.; Curran, J.

2003-07-01

The drive to reduce emissions of carbon dioxide will result in an increase in the number of small generation units seeking connection to the electric power distribution network. The objectives of this study were to consider connection issues relating to micro-generation from renewables and their integration into the UK distribution network. The document is divided into two sections. The first section describes the present system which includes input from micro-generation, the technical impacts and the financial considerations. The second part discusses technical, financial and governance options for the future. A summary of preferred options and recommendations is given. The study was carried out by the Halcrow Group Ltd under contract to the DTI.

The guitar chord-generating algorithm based on complex network

Science.gov (United States)

Ren, Tao; Wang, Yi-fan; Du, Dan; Liu, Miao-miao; Siddiqi, Awais

2016-02-01

This paper aims to generate chords for popular songs automatically based on complex network. Firstly, according to the characteristics of guitar tablature, six chord networks of popular songs by six pop singers are constructed and the properties of all networks are concluded. By analyzing the diverse chord networks, the accompaniment regulations and features are shown, with which the chords can be generated automatically. Secondly, in terms of the characteristics of popular songs, a two-tiered network containing a verse network and a chorus network is constructed. With this network, the verse and chorus can be composed respectively with the random walk algorithm. Thirdly, the musical motif is considered for generating chords, with which the bad chord progressions can be revised. This method can make the accompaniments sound more melodious. Finally, a popular song is chosen for generating chords and the new generated accompaniment sounds better than those done by the composers.

Aging in autonomic control by multifractal studies of cardiac interbeat intervals in the VLF band

International Nuclear Information System (INIS)

Makowiec, Danuta; Kryszewski, Stanisław; Rynkiewicz, Andrzej; Wdowczyk-Szulc, Joanna; Żarczyńska-Buchowiecka, Marta; Gałąska, Rafał

2011-01-01

The heart rate responds dynamically to various intrinsic and environmental stimuli. The autonomic nervous system is said to play a major role in this response. Multifractal analysis offers a novel method to assess the response of cardiac interbeat intervals. Twenty-four hour ECG recordings of RR interbeat intervals (of 48 elderly volunteers (age 65–94), 40 middle-aged persons (age 45–53) and 36 young adults (age 18–26)) were investigated to study the effect of aging on autonomic regulation during normal activity in healthy adults. Heart RR-interval variability in the very low frequency (VLF) band (32–420 RR intervals) was evaluated by multifractal tools. The nocturnal and diurnal signals of 6 h duration were studied separately. For each signal, the analysis was performed twice: for a given signal and for the integrated signal. A multifractal spectrum was quantified by the h max value at which a multifractal spectrum attained its maximum, width of a spectrum, Hurst exponent, extreme events h left and distance between the maxima of a signal and its integrated counterpart. The following seven characteristics are suggested as quantifying the age-related decrease in the autonomic function ('int' refers to the integrated signal): (a) h sleep max − h max wake > 0.05 for a signal; (b) h int max > 1.15 for wake; (c) h int max − h max > 0.85 for sleep; (d) Hurst wake − Hurst sleep < 0.01; (e) width wake > 0.07; (f) width int < 0.30 for sleep; (g) h int left > 0.75. Eighty-one percent of elderly people had at least four of these properties, and ninety-two percent of young people had three or less. This shows that the multifractal approach offers a concise and reliable index of healthy aging for each individual. Additionally, the applied method yielded insights into dynamical changes in the autonomic regulation due to the circadian cycle and aging. Our observations support the hypothesis that imbalance in the autonomic control due to healthy aging could

Multifractal Detrended Fluctuation Analysis of alpha and theta EEG rhythms with musical stimuli

International Nuclear Information System (INIS)

Maity, Akash Kumar; Pratihar, Ruchira; Mitra, Anubrato; Dey, Subham; Agrawal, Vishal; Sanyal, Shankha; Banerjee, Archi; Sengupta, Ranjan; Ghosh, Dipak

2015-01-01

Highlights: • EEG was done to record the brain electrical activity of 10 subjects in response to simple acoustical tanpura stimuli. • Empirical Mode Decomposition (EMD) technique used to make the EEG signal free from blink and other muscular artifacts. • Multifractal Detrended Fluctuation Analysis (MFDFA) performed to assess the complexity of extracted alpha and theta brain rhythms. • The findings show spectral width i.e. complexity of alpha and theta rhythms increase in all the seven frontal locations studied, under the effect of musical stimuli. - Abstract: Electroencephalography (EEG) was performed on 10 participants using a simple acoustical stimuli i.e. a tanpura drone. The tanpura drone is free from any semantic content and is used with a hypothesis that it provides a specific resting environment for the listeners. The EEG data was extracted for all the frontal electrodes viz. F3, F4, F7, F8, Fp1, Fp2 and Fz. Empirical Mode Decomposition (EMD) was applied on the acquired raw EEG signal to make it free from blink as well as other muscular artifacts. Wavelet Transform (WT) technique was used to segregate alpha and theta waves from the denoised EEG signal. Non-linear analysis in the form of Multifractal Detrended Fluctuation Analysis (MFDFA) was carried out on the extracted alpha and theta time series data to study the variation of their complexity. It was found that in all the frontal electrodes alpha as well as theta complexity increases as is evident from the increase of multifractal spectral width. This study is entirely new and gives interesting data regarding neural activation of the alpha and theta brain rhythms while listening to simple acoustical stimuli. The importance of this study lies in the context of emotion quantification using multifractal spectral width as a parameter as well as in the field of cognitive music therapy. The results are discussed in detail.

New trends in applied harmonic analysis sparse representations, compressed sensing, and multifractal analysis

CERN Document Server

Cabrelli, Carlos; Jaffard, Stephane; Molter, Ursula

2016-01-01

This volume is a selection of written notes corresponding to courses taught at the CIMPA School: "New Trends in Applied Harmonic Analysis: Sparse Representations, Compressed Sensing and Multifractal Analysis". New interactions between harmonic analysis and signal and image processing have seen striking development in the last 10 years, and several technological deadlocks have been solved through the resolution of deep theoretical problems in harmonic analysis. New Trends in Applied Harmonic Analysis focuses on two particularly active areas that are representative of such advances: multifractal analysis, and sparse representation and compressed sensing. The contributions are written by leaders in these areas, and covers both theoretical aspects and applications. This work should prove useful not only to PhD students and postdocs in mathematics and signal and image processing, but also to researchers working in related topics.

Multifractal analysis of vertical total electron content (VTEC at equatorial region and low latitude, during low solar activity

Directory of Open Access Journals (Sweden)

M. J. A. Bolzan

2013-01-01

Full Text Available This paper analyses the multifractal aspects of the GPS data (measured during a period of low solar activity obtained from two Brazilian stations: Belém (01.3° S, 48.3° W and São José dos Campos (SJC (23.2° S, 45.9° W. The results show that the respective geographic sites show important scaling differences as well as similarities when their multifractal signatures for vertical total electron content (VTEC are compared. The f(α spectra have a narrow shape for great scales, which indicates the predominance of deterministic phenomena, such as solar rotation (27 days over intermittent phenomena. Furthermore, the f(α spectra for both sites have a strong multifractality degree at small scales. This strong multifractality degree observed at small scales (1 to 12 h at both sites is because the ionosphere over Brazil is a non-equilibrium system. The differences found were that Belém presented a stronger multifractality at small scales (1 h to 12 h compared with SJC, particularly in 2006. The reason for this behaviour may be associated with the location of Belém, near the geomagnetic equator, where at this location the actions of X-rays, ultraviolet, and another wavelength from the Sun are more direct, strong, and constant throughout the whole year. Although the SJC site is near ionospheric equatorial anomaly (IEA peaks, this interpretation could explain the higher values found for the intermittent parameter μ for Belém compared with SJC. Belém also showed the presence of one or two flattening regions for f(α spectra at the same scales mentioned before. These differences and similarities also were interpreted in terms of the IEA content, where this phenomenon is an important source of intermittence due the presence of the VTEC peaks at ±20° geomagnetic latitudes.

NASA's Next Generation Space Geodesy Network

Science.gov (United States)

Desai, S. D.; Gross, R. S.; Hilliard, L.; Lemoine, F. G.; Long, J. L.; Ma, C.; McGarry, J. F.; Merkowitz, S. M.; Murphy, D.; Noll, C. E.;

Building next-generation converged networks theory and practice

CERN Document Server

Pathan, Al-Sakib Khan

2013-01-01

Supplying a comprehensive introduction to next-generation networks, Building Next-Generation Converged Networks: Theory and Practice strikes a balance between how and why things work and how to make them work. It compiles recent advancements along with basic issues from the wide range of fields related to next generation networks. Containing the contributions of 56 industry experts and researchers from 16 different countries, the book presents relevant theoretical frameworks and the latest research. It investigates new technologies such as IPv6 over Low Power Wireless Personal Area Network (6L

Network information provision to potential generators

Energy Technology Data Exchange (ETDEWEB)

Nicholson, G.

2001-07-01

At the time of finalising this report, an Ofgem consultation is underway on the form of Distribution Licence Condition 25, which will state the requirements for Distribution Network Operators to provide and publish data. This report is also relevant to the DTI Ofgem Embedded Generation Working Group (EGWG), which has recently completed its report and recommendations. It is hoped that this document will provide an overview of the status, importance, role and benefits of network information, which can be utilised by Generators, Network Operators and other industry players in framing their responses to this and future consultations. (Authors)

Multifractal Model of Soil Water Erosion

Science.gov (United States)

Oleshko, Klaudia

2017-04-01

Breaking of solid surface symmetry during the interaction between the rainfall of high erosivity index and internally unstable volcanic soil/vegetation systems, results in roughness increasing as well as fertile horizon loosing. In these areas, the sustainability of management practices depends on the ability to select and implement the precise indicators of soil erodibility and vegetation capacity to protect the system against the extreme damaging precipitation events. Notwithstanding, the complex, non-linear and scaling nature of the phenomena involved in the interaction among the soil, vegetation and precipitation is still not taken into account by the numerous commonly used empirical, mathematical and computer simulation models: for instance, by the universal soil loss equation (USLE). The soil erodibility factor (K-factor) is still measuring by a set of empirical, dimensionless parameters and indexes, without taking into account the scaling (frequently multifractal) origin of a broad range of heterogeneous, anisotropic and dynamical phenomena involved in hydric erosion. Their mapping is not representative of this complex system spatial variability. In our research, we propose to use the toolbox of fractals and multifractals techniques in vista of its ability to measure the scale invariance and type/degree of soil, vegetation and precipitation symmetry breaking. The hydraulic units are chosen as the precise measure of soil/vegetation stability. These units are measured and modeled for soils with contrasting architecture, based on their porosity/permeability (Poroperm) as well as retention capacity relations. The simple Catalog of the most common Poroperm relations is proposed and the main power law relations among the elements of studied system are established and compared for some representative agricultural and natural Biogeosystems of Mexico. All resulted are related with the Mandelbrot' Baby Theorem in order to construct the universal Phase Diagram which

Multifractal analysis of the Korean agricultural market

Science.gov (United States)

Kim, Hongseok; Oh, Gabjin; Kim, Seunghwan

2011-11-01

We have studied the long-term memory effects of the Korean agricultural market using the detrended fluctuation analysis (DFA) method. In general, the return time series of various financial data, including stock indices, foreign exchange rates, and commodity prices, are uncorrelated in time, while the volatility time series are strongly correlated. However, we found that the return time series of Korean agricultural commodity prices are anti-correlated in time, while the volatility time series are correlated. The n-point correlations of time series were also examined, and it was found that a multifractal structure exists in Korean agricultural market prices.

Carrier ethernet network control plane based on the Next Generation Network

DEFF Research Database (Denmark)

Fu, Rong; Wang, Yanmeng; Berger, Michael Stubert

2008-01-01

This paper contributes on presenting a step towards the realization of Carrier Ethernet control plane based on the next generation network (NGN). Specifically, transport MPLS (T-MPLS) is taken as the transport technology in Carrier Ethernet. It begins with providing an overview of the evolving...... architecture of the next generation network (NGN). As an essential candidate among the NGN transport technologies, the definition of Carrier Ethernet (CE) is also introduced here. The second part of this paper depicts the contribution on the T-MPLS based Carrier Ethernet network with control plane based on NGN...... at illustrating the improvement of the Carrier Ethernet network with the NGN control plane....

Multifractal features of spot rates in the Liquid Petroleum Gas shipping market

NARCIS (Netherlands)

Engelen, Steve; Norouzzadeh, Payam; Dullaert, Wout; Rahmani, Bahareh

We investigate for the first time the spot rate dynamics of Very Large Gas Carriers (VLGCs) by means of multifractal detrended fluctuation analysis (MF-DFA) and rescaled range (R/S) analysis. Both non-parametric methods allow for a rigorous statistical analysis of the freight process by detecting

Multifractal analysis of plasma turbulence in biasing experiments on Castor tokamak

Czech Academy of Sciences Publication Activity Database

Budaev, V.P.; Dufková, Edita; Nanobashvili, S.; Weinzettl, Vladimír; Zajac, Jaromír

2005-01-01

Roč. 55, C (2005), s. 1615-1621 ISSN 0011-4626. [Workshop “Electric Fields, Structures and Relaxation in Edge Plasmas". Tarragona, 5.7.2005-5.7.2005] Institutional research plan: CEZ:AV0Z20430508 Keywords : plasma turbulence * multifractal analysis Subject RIV: BL - Plasma and Gas Discharge Physics Impact factor: 0.360, year: 2005

Physical Configuration of the Next Generation Home Network

Science.gov (United States)

Terada, Shohei; Kakishima, Yu; Hanawa, Dai; Oguchi, Kimio

The number of broadband users is rapidly increasing worldwide. Japan already has over 10 million FTTH users. Another trend is the rapid digitalization of home electrical equipment e. g. digital cameras and hard disc recorders. These trends will encourage the emergence of the next generation home network. In this paper, we introduce the next generation home network image and describe the five domains into which home devices can be classified. We then clarify the optimum medium with which to configure the network given the requirements imposed by the home environment. Wiring cable lengths for three network topologies are calculated. The results gained from the next generation home network implemented on the first phase testbed are shown. Finally, our conclusions are given.

The weather and Climate: emergent laws and multifractal cascades

Science.gov (United States)

Lovejoy, S.

2016-12-01

In the atmosphere, nonlinear terms are typically about a trillion times larger than linear ones; we anticipate the emergence of high level turbulence laws. The classical turbulence laws were restricted to homogeneous and isotropic systems; to apply them to the atmosphere they must be generalized to account for strong anisotropy (especially stratification) and variability (intermittency). Over the last 30 years, using scaling symmetry principles and multifractal cascades, this has been done. While hitherto they were believed applicable only up to ≈ 100 m, (generalized) turbulence laws now anisotropic and multifractal, they cover spatial scales up planetary in extent and in time well beyond weather scales to include the climate. These higher level laws are stochastic in nature and provide the theoretical basis both for stochastic parametrizations as well as stochastic forecasting. In the time domain the emergent laws for fluctuations DT (for example in temperature T) have means T > ≈ DtH i.e. they are scaling (power laws) in the time interval Dt. We find find exponents H>0 (fluctuations increase with scale) up to ≈ Dt ≈10 days (the lifetime of planetary scale structures, the analogous transition in the ocean is at Dt ≈ 1 year on Mars it is Dt ≈ 2 sols). At larger Dt, there is a transition to a new "macroweather" regime with H≈30 years (anthropocene; larger in the pre-industrial epoch), new climate processes begin to dominate, leading to H>0. "The climate is what you expect, the weather is what you get": the climate is thought to be a kind of "average weather". However this "expected" behavior is macroweather, not the climate. On the contrary, the climate is the new even lower frequency regime at scales Dt> 30 yrs and it has statistical properties very similar to the weather. At these scales, "macroweather is what you expect, the climate is what you get". The scaling in the macroweather regime implies that there is a long-term memory. We show how the

Multifractal scaling at the Kolmogorov microscale in fully developed compressible turbulence

International Nuclear Information System (INIS)

Shivamoggi, B.K.

1995-01-01

In this paper, some aspects of multifractal scaling at the Kolmogorov microscale in fully developed compressible turbulence are considered. These considerations, on the one hand, provide an insight into the mechanism of compressible turbulence, and on the other hand enable one to determine the robustness of some known results in incompressible turbulence. copyright 1995 Academic Press, Inc

Analysis of heat release dynamics in an internal combustion engine using multifractals and wavelets

International Nuclear Information System (INIS)

Sen, A.K.; Litak, G.; Finney, C.E.A.; Daw, C.S.; Wagner, R.M.

2010-01-01

In this paper we analyze data from previously reported experimental measurements of cycle-to-cycle combustion variations in a lean-fueled, multi-cylinder spark-ignition (SI) engine. We characterize the changes in the observed combustion dynamics with as-fed fuel-air ratio using conventional histograms and statistical moments, and we further characterize the shifts in combustion complexity in terms of multifractals and wavelet decomposition. Changes in the conventional statistics and multifractal structure indicate trends with fuel-air ratio that parallel earlier reported observations. Wavelet decompositions reveal persistent, non-stochastic oscillation modes at higher fuel-air ratios that were not obvious in previous analyses. Recognition of these long-time-scale, non-stochastic oscillations is expected to be useful for improving modelling and control of engine combustion variations and multi-cylinder balancing.

Multifractal analysis of real and imaginary movements: EEG study

Science.gov (United States)

Pavlov, Alexey N.; Maksimenko, Vladimir A.; Runnova, Anastasiya E.; Khramova, Marina V.; Pisarchik, Alexander N.

2018-04-01

We study abilities of the wavelet-based multifractal analysis in recognition specific dynamics of electrical brain activity associated with real and imaginary movements. Based on the singularity spectra we analyze electroencephalograms (EEGs) acquired in untrained humans (operators) during imagination of hands movements, and show a possibility to distinguish between the related EEG patterns and the recordings performed during real movements or the background electrical brain activity. We discuss how such recognition depends on the selected brain region.

Analysis of the sensitivity to rainfall spatio-temporal variability of an operational urban rainfall-runoff model in a multifractal framework

Science.gov (United States)

Gires, A.; Tchiguirinskaia, I.; Schertzer, D. J.; Lovejoy, S.

2011-12-01

In large urban areas, storm water management is a challenge with enlarging impervious areas. Many cities have implemented real time control (RTC) of their urban drainage system to either reduce overflow or limit urban contamination. A basic component of RTC is hydraulic/hydrologic model. In this paper we use the multifractal framework to suggest an innovative way to test the sensitivity of such a model to the spatio-temporal variability of its rainfall input. Indeed the rainfall variability is often neglected in urban context, being considered as a non-relevant issue at the scales involve. Our results show that on the contrary the rainfall variability should be taken into account. Universal multifractals (UM) rely on the concept of multiplicative cascade and are a standard tool to analyze and simulate with a reduced number of parameters geophysical processes that are extremely variable over a wide range of scales. This study is conducted on a 3 400 ha urban area located in Seine-Saint-Denis, in the North of Paris (France). We use the operational semi-distributed model that was calibrated by the local authority (Direction Eau et Assainnissement du 93) that is in charge of urban drainage. The rainfall data comes from the C-Band radar of Trappes operated by Météo-France. The rainfall event of February 9th, 2009 was used. A stochastic ensemble approach was implemented to quantify the uncertainty on discharge associated to the rainfall variability occurring at scales smaller than 1 km x 1 km x 5 min that is usually available with C-band radar networks. An analysis of the quantiles of the simulated peak flow showed that the uncertainty exceeds 20 % for upstream links. To evaluate a potential gain from a direct use of the rainfall data available at the resolution of X-band radar, we performed similar analysis of the rainfall fields of the degraded resolution of 9 km x 9 km x 20 min. The results show a clear decrease in uncertainty when the original resolution of C

Hartree-Fock study of the Anderson metal-insulator transition in the presence of Coulomb interaction: Two types of mobility edges and their multifractal scaling exponents

Science.gov (United States)

Lee, Hyun-Jung; Kim, Ki-Seok

2018-04-01

We investigate the role of Coulomb interaction in the multifractality of Anderson metal-insulator transition, where the Coulomb interaction is treated within the Hartree-Fock approximation, but disorder effects are taken into account exactly. An innovative technical aspect in our simulation is to utilize the Ewald-sum technique, which allows us to introduce the long-range nature of the Coulomb interaction into Hartree-Fock self-consistent equations of order parameters more accurately. This numerical simulation reproduces the Altshuler-Aronov correction in a metallic state and the Efros-Shklovskii pseudogap in an insulating phase, where the density of states ρ (ω ) is evaluated in three dimensions. Approaching the quantum critical point of a metal-insulator transition from either the metallic or insulting phase, we find that the density of states is given by ρ (ω ) ˜|ω| 1 /2 , which determines one critical exponent of the McMillan-Shklovskii scaling theory. Our main result is to evaluate the eigenfunction multifractal scaling exponent αq, given by the Legendre transformation of the fractal dimension τq, which characterizes the scaling behavior of the inverse participation ratio with respect to the system size L . Our multifractal analysis leads us to identify two kinds of mobility edges, one of which occurs near the Fermi energy and the other of which appears at a high energy, where the density of states at the Fermi energy shows the Coulomb-gap feature. We observe that the multifractal exponent at the high-energy mobility edge remains to be almost identical to that of the Anderson localization transition in the absence of Coulomb interactions. On the other hand, we find that the multifractal exponent near the Fermi energy is more enhanced than that at the high-energy mobility edge, suspected to result from interaction effects. However, both the multifractal exponents do not change even if the strength of the Coulomb interaction varies. We also show that the

StackGAN++: Realistic Image Synthesis with Stacked Generative Adversarial Networks

OpenAIRE

Zhang, Han; Xu, Tao; Li, Hongsheng; Zhang, Shaoting; Wang, Xiaogang; Huang, Xiaolei; Metaxas, Dimitris

2017-01-01

Although Generative Adversarial Networks (GANs) have shown remarkable success in various tasks, they still face challenges in generating high quality images. In this paper, we propose Stacked Generative Adversarial Networks (StackGAN) aiming at generating high-resolution photo-realistic images. First, we propose a two-stage generative adversarial network architecture, StackGAN-v1, for text-to-image synthesis. The Stage-I GAN sketches the primitive shape and colors of the object based on given...

Multifractal analysis for the historic set in topological dynamical systems

International Nuclear Information System (INIS)

Zhou, Xiaoyao; Chen, Ercai

2013-01-01

In this paper the historic set is divided into different level sets and we use topological pressure to describe the size of these level sets. We give an application of these results to dimension theory. Our primary focus is using topological pressure to describe the relative multifractal spectrum of ergodic averages and to give a positive answer to the conjecture posed by Olsen (2003 J. Math. Pures Appl. 82 1591–649). (paper)

Multifractal characterization of cerebrovascular dynamics in newborn rats

International Nuclear Information System (INIS)

Pavlov, A.N.; Semyachkina-Glushkovskaya, O.V.; Lychagov, V.V.; Abdurashitov, A.S.; Pavlova, O.N.; Sindeeva, O.A.; Sindeev, S.S.

2015-01-01

In this paper we study the cerebrovascular dynamics in newborn rats using the wavelet-based multifractal formalism in order to reveal effective markers of early pathological changes in the macro- and microcirculation at the hidden stage of the development of intracranial hemorrhage (ICH). We demonstrate that the singularity spectrum estimated with the wavelet-transform modulus maxima (WTMM) technique allows clear characterization of a reduced complexity of blood flow dynamics and changes of the correlation properties at the transformation of normal physiological processes into pathological dynamics that are essentially different at the level of large and small blood vessels

Transfer of spatio-temporal multifractal properties of rainfall to simulated surface runoff

Science.gov (United States)

Gires, Auguste; Giangola-Murzyn, Agathe; Richard, Julien; Abbes, Jean-Baptiste; Tchiguirinskaia, Ioulia; Schertzer, Daniel; Willinger, Bernard; Cardinal, Hervé; Thouvenot, Thomas

2014-05-01

In this paper we suggest to use scaling laws and more specifically Universal Multifractals (UM) to analyse in a spatio-temporal framework both the radar rainfall and the simulated surface runoff. Such tools have been extensively used to analyse and simulate geophysical fields extremely variable over wide range of spatio-temporal scales such as rainfall, but have not often if ever been applied to surface runoff. Such novel combined analysis helps to improve the understanding of the rainfall-runoff relationship. Two catchments of the chair "Hydrology for resilient cities" sponsored by Véolia, and of the European Interreg IV RainGain project are used. They are both located in the Paris area: a 144 ha flat urban area in the Seine-Saint-Denis County, and a 250 ha urban area with a significant portion of forest located on a steep hillside of the Bièvre River. A fully distributed urban hydrological model currently under development called Multi-Hydro is implemented to represent the catchments response. It consists in an interacting core between open source software packages, each of them representing a portion of the water cycle in urban environment. The fully distributed model is tested with pixels of size 5, 10 and 20 m. In a first step the model is validated for three rainfall events that occurred in 2010 and 2011, for which the Météo-France radar mosaic with a resolution of 1 km in space and 5 min in time is available. These events generated significant surface runoff and some local flooding. The sensitivity of the model to the rainfall resolution is briefly checked by stochastically generating an ensemble of realistic downscaled rainfall fields (obtained by continuing the underlying cascade process which is observed on the available range of scales) and inputting them into the model. The impact is significant on both the simulated sewer flow and surface runoff. Then rainfall fields are generated with the help of discrete multifractal cascades and inputted in the

Multifractal analysis of 2D gray soil images

Science.gov (United States)

González-Torres, Ivan; Losada, Juan Carlos; Heck, Richard; Tarquis, Ana M.

2015-04-01

Soil structure, understood as the spatial arrangement of soil pores, is one of the key factors in soil modelling processes. Geometric properties of individual and interpretation of the morphological parameters of pores can be estimated from thin sections or 3D Computed Tomography images (Tarquis et al., 2003), but there is no satisfactory method to binarized these images and quantify the complexity of their spatial arrangement (Tarquis et al., 2008, Tarquis et al., 2009; Baveye et al., 2010). The objective of this work was to apply a multifractal technique, their singularities (α) and f(α) spectra, to quantify it without applying any threshold (Gónzalez-Torres, 2014). Intact soil samples were collected from four horizons of an Argisol, formed on the Tertiary Barreiras group of formations in Pernambuco state, Brazil (Itapirema Experimental Station). The natural vegetation of the region is tropical, coastal rainforest. From each horizon, showing different porosities and spatial arrangements, three adjacent samples were taken having a set of twelve samples. The intact soil samples were imaged using an EVS (now GE Medical. London, Canada) MS-8 MicroCT scanner with 45 μm pixel-1 resolution (256x256 pixels). Though some samples required paring to fit the 64 mm diameter imaging tubes, field orientation was maintained. References Baveye, P.C., M. Laba, W. Otten, L. Bouckaert, P. Dello, R.R. Goswami, D. Grinev, A. Houston, Yaoping Hu, Jianli Liu, S. Mooney, R. Pajor, S. Sleutel, A. Tarquis, Wei Wang, Qiao Wei, Mehmet Sezgin. Observer-dependent variability of the thresholding step in the quantitative analysis of soil images and X-ray microtomography data. Geoderma, 157, 51-63, 2010. González-Torres, Iván. Theory and application of multifractal analysis methods in images for the study of soil structure. Master thesis, UPM, 2014. Tarquis, A.M., R.J. Heck, J.B. Grau; J. Fabregat, M.E. Sanchez and J.M. Antón. Influence of Thresholding in Mass and Entropy Dimension of 3-D

A multifractal approach to characterize cumulative rainfall and tillage effects on soil surface micro-topography and to predict depression storage

Directory of Open Access Journals (Sweden)

E. Vidal Vázquez

2010-10-01

Full Text Available Most of the indices currently employed for assessing soil surface micro-topography, such as random roughness (RR, are merely descriptors of its vertical component. Recently, multifractal analysis provided a new insight for describing the spatial configuration of soil surface roughness. The main objective of this study was to test the ability of multifractal parameters to assess in field conditions the decay of initial surface roughness induced by natural rainfall under different soil tillage systems. In addition, we evaluated the potential of the joint use of multifractal indices plus RR to improve predictions of water storage in depressions of the soil surface (MDS. Field experiments were performed on an Oxisol at Campinas, São Paulo State (Brazil. Six tillage treatments, namely, disc harrow, disc plough, chisel plough, disc harrow + disc level, disc plough + disc level and chisel plough + disc level were tested. In each treatment soil surface micro-topography was measured four times, with increasing amounts of natural rainfall, using a pin meter. The sampling scheme was a square grid with 25 × 25 mm point spacing and the plot size was 1350 × 1350 mm (≈1.8 m², so that each data set consisted of 3025 individual elevation points. Duplicated measurements were taken per treatment and date, yielding a total of 48 experimental data sets. MDS was estimated from grid elevation data with a depression-filling algorithm. Multifractal analysis was performed for experimental data sets as well as for oriented and random surface conditions obtained from the former by removing slope and slope plus tillage marks, respectively. All the investigated microplots exhibited multifractal behaviour, irrespective of surface condition, but the degree of multifractality showed wide differences between them. Multifractal parameters provided valuable information for characterizing the spatial features of soil micro-topography as they were able to

Multifractal distribution of spike intervals for two oscillators coupled by unreliable pulses

International Nuclear Information System (INIS)

Kestler, Johannes; Kinzel, Wolfgang

2006-01-01

Two neurons coupled by unreliable synapses are modelled by leaky integrate-and-fire neurons and stochastic on-off synapses. The dynamics is mapped to an iterated function system. Numerical calculations yield a multifractal distribution of interspike intervals. The covering, information and correlation dimensions are calculated as a function of synaptic strength and transmission probability. (letter to the editor)

Learning Orthographic Structure With Sequential Generative Neural Networks.

Science.gov (United States)

Testolin, Alberto; Stoianov, Ivilin; Sperduti, Alessandro; Zorzi, Marco

2016-04-01

Learning the structure of event sequences is a ubiquitous problem in cognition and particularly in language. One possible solution is to learn a probabilistic generative model of sequences that allows making predictions about upcoming events. Though appealing from a neurobiological standpoint, this approach is typically not pursued in connectionist modeling. Here, we investigated a sequential version of the restricted Boltzmann machine (RBM), a stochastic recurrent neural network that extracts high-order structure from sensory data through unsupervised generative learning and can encode contextual information in the form of internal, distributed representations. We assessed whether this type of network can extract the orthographic structure of English monosyllables by learning a generative model of the letter sequences forming a word training corpus. We show that the network learned an accurate probabilistic model of English graphotactics, which can be used to make predictions about the letter following a given context as well as to autonomously generate high-quality pseudowords. The model was compared to an extended version of simple recurrent networks, augmented with a stochastic process that allows autonomous generation of sequences, and to non-connectionist probabilistic models (n-grams and hidden Markov models). We conclude that sequential RBMs and stochastic simple recurrent networks are promising candidates for modeling cognition in the temporal domain. Copyright © 2015 Cognitive Science Society, Inc.

Deep Convolutional Generative Adversarial Network for Procedural 3D Landscape Generation Based on DEM

OpenAIRE

Wulff-Jensen, Andreas; Rant, Niclas Nerup; Møller, Tobias Nordvig; Billeskov, Jonas Aksel

2018-01-01

This paper proposes a novel framework for improving procedural generation of 3D landscapes using machine learning. We utilized a Deep Convolutional Generative Adversarial Network (DC-GAN) to generate heightmaps. The network was trained on a dataset consisting of Digital Elevation Maps (DEM) of the alps. During map generation, the batch size and learning rate were optimized for the most efficient and satisfying map production. The diversity of the final output was tested against Perlin noise u...

Multifractal analysis of 2001 Mw 7 . 7 Bhuj earthquake sequence in Gujarat, Western India

Science.gov (United States)

Aggarwal, Sandeep Kumar; Pastén, Denisse; Khan, Prosanta Kumar

2017-12-01

The 2001 Mw 7 . 7 Bhuj mainshock seismic sequence in the Kachchh area, occurring during 2001 to 2012, has been analyzed using mono-fractal and multi-fractal dimension spectrum analysis technique. This region was characterized by frequent moderate shocks of Mw ≥ 5 . 0 for more than a decade since the occurrence of 2001 Bhuj earthquake. The present study is therefore important for precursory analysis using this sequence. The selected long-sequence has been investigated first time for completeness magnitude Mc 3.0 using the maximum curvature method. Multi-fractal Dq spectrum (Dq ∼ q) analysis was carried out using effective window-length of 200 earthquakes with a moving window of 20 events overlapped by 180 events. The robustness of the analysis has been tested by considering the magnitude completeness correction term of 0.2 to Mc 3.0 as Mc 3.2 and we have tested the error in the calculus of Dq for each magnitude threshold. On the other hand, the stability of the analysis has been investigated down to the minimum magnitude of Mw ≥ 2 . 6 in the sequence. The analysis shows the multi-fractal dimension spectrum Dq decreases with increasing of clustering of events with time before a moderate magnitude earthquake in the sequence, which alternatively accounts for non-randomness in the spatial distribution of epicenters and its self-organized criticality. Similar behavior is ubiquitous elsewhere around the globe, and warns for proximity of a damaging seismic event in an area. OS: Please confirm math roman or italics in abs.

Modeling documents with Generative Adversarial Networks

OpenAIRE

Glover, John

2016-01-01

This paper describes a method for using Generative Adversarial Networks to learn distributed representations of natural language documents. We propose a model that is based on the recently proposed Energy-Based GAN, but instead uses a Denoising Autoencoder as the discriminator network. Document representations are extracted from the hidden layer of the discriminator and evaluated both quantitatively and qualitatively.

Creating Turbulent Flow Realizations with Generative Adversarial Networks

Science.gov (United States)

King, Ryan; Graf, Peter; Chertkov, Michael

2017-11-01

Generating valid inflow conditions is a crucial, yet computationally expensive, step in unsteady turbulent flow simulations. We demonstrate a new technique for rapid generation of turbulent inflow realizations that leverages recent advances in machine learning for image generation using a deep convolutional generative adversarial network (DCGAN). The DCGAN is an unsupervised machine learning technique consisting of two competing neural networks that are trained against each other using backpropagation. One network, the generator, tries to produce samples from the true distribution of states, while the discriminator tries to distinguish between true and synthetic samples. We present results from a fully-trained DCGAN that is able to rapidly draw random samples from the full distribution of possible inflow states without needing to solve the Navier-Stokes equations, eliminating the costly process of spinning up inflow turbulence. This suggests a new paradigm in physics informed machine learning where the turbulence physics can be encoded in either the discriminator or generator. Finally, we also propose additional applications such as feature identification and subgrid scale modeling.

CHAOS EXPANSION FOR MULTIFRACTIONAL L ´EVY PROCESSES%多分数L´evy过程的混沌展开

Institute of Scientific and Technical Information of China (English)

吕学斌; 马树建

2016-01-01

In this paper, we study the chaos expansion for multifractional L´evy processes. By using the white noise analysis, we give the chaos expansion of multifractional L´evy Processes. Moreover, we derive their L´evy-Hermite transforms and Malliavin derivatives.%本文研究了多分数L´evy过程的混沌展开。利用白噪声分析方法，给出了多分数L´evy过程的混沌展开。进一步地，给出其L´evy-Hermite变换和Malliavin导数。

The European Nuclear Society Young Generation Network: Five years of networking experience

International Nuclear Information System (INIS)

Meskens, Gaston

2000-01-01

In 1995, Mr Jan Runermark (Sweden), aware of a need for an exchange of knowledge from the older to the younger generation, came up with the idea of starting a European Nuclear Society Young Generation Network. A first network was formed with Sweden, the Netherlands, Spain, Finland, Germany and Belgium. The ENSYGN is now affiliated to the European Nuclear Society and brings together young students and professionals from 21 member countries Belgium, Bulgaria, Croatia, Czech Republic, Denmark Finland, France, Germany, Hungary, Italy, Netherlands, Poland, Romania, Russia, Slovak Republic, Slovenia, Spain, Sweden, Switzerland, Ukraine, and United Kingdom, The ENSYGN Core group meets (at least) twice a year and elects its own chair and co chair for a term of two years. The ENSYGN chair has a seat in the ENS Steering Committee and in the ENS Board. The ENSYGN works closely together with other young generation networks from the US, Australia, Japan and South America. ENSYGN organises workshops and courses on European level, takes part in international meetings (fl. UNFCCC, OECD) and stimulates networking on national level

Achieving universal access to next generation networks

DEFF Research Database (Denmark)

Falch, Morten; Henten, Anders

The paper examines investment dimensions of next generation networks in a universal service perspective in a European context. The question is how new network infrastructures for getting access to communication, information and entertainment services in the present and future information society...

Multifractal spatial patterns and diversity in an ecological succession.

Directory of Open Access Journals (Sweden)

Leonardo Ariel Saravia

Full Text Available We analyzed the relationship between biodiversity and spatial biomass heterogeneity along an ecological succession developed in the laboratory. Periphyton (attached microalgae biomass spatial patterns at several successional stages were obtained using digital image analysis and at the same time we estimated the species composition and abundance. We show that the spatial pattern was self-similar and as the community developed in an homogeneous environment the pattern is self-organized. To characterize it we estimated the multifractal spectrum of generalized dimensions D(q. Using D(q we analyze the existence of cycles of heterogeneity during succession and the use of the information dimension D(1 as an index of successional stage. We did not find cycles but the values of D(1 showed an increasing trend as the succession developed and the biomass was higher. D(1 was also negatively correlated with Shannon's diversity. Several studies have found this relationship in different ecosystems but here we prove that the community self-organizes and generates its own spatial heterogeneity influencing diversity. If this is confirmed with more experimental and theoretical evidence D(1 could be used as an index, easily calculated from remote sensing data, to detect high or low diversity areas.

Young generation network: facing the future

International Nuclear Information System (INIS)

Berk, R.

1997-01-01

The future of the nuclear industry lies with the young generation. That's why in 1995, ENS supported the creation of the Young Generation Network (YGN). The YGN aims to fulfill the needs and interests of young people working in the nuclear business by organizing special programs with interesting opportunities and activities. (author)

Multifractal analyis of soil invertebrates along a transect under different land uses

Science.gov (United States)

Machado Siqueira, Glécio; Alves Silva, Raimunda; Vidal-Vázquez, Eva; Paz-González, Antonio

2017-04-01

Soil fauna play a central role in many essential ecosystem processes. Land use and management can have a dramatic effect upon soil invertebrate community. Indices based on soil invertebrates abundance and diversity are fundamental for soil quality assessment. Many soil properties and attributes have been shown to exhibit spatial variabilityThe aim of this study was to analyze the scaling heterogeneity of the soil invertebrate community sampled using pitfall traps across a transect. The field study was conducted at Mata Roma municipality, Maranhão State, Brazil. Transects were marked under seven different agricultural/forestry land uses (millet, soybean, maize, eucalyptus, pasture, secondary savannah and native savannah). Native vegetation was considered as a reference, whereas the agricultural fields showed a range of soil use intensities. Along these transects 130 pitfall per land use were installed. First, differences in community assemblages and composition under different land use systems were evaluated using classical indices. Then, the spatial distribution of soil fauna trapped by pitfall techniques, characterized through generalized dimension, Dq, and singularity spectra, f(α) - α, showed a well-defined multifractal structure. Differences in scaling heterogeneity and other multifractal characteristics were examined in relation to land use intensification.

Effects of traffic generation patterns on the robustness of complex networks

Science.gov (United States)

Wu, Jiajing; Zeng, Junwen; Chen, Zhenhao; Tse, Chi K.; Chen, Bokui

2018-02-01

Cascading failures in communication networks with heterogeneous node functions are studied in this paper. In such networks, the traffic dynamics are highly dependent on the traffic generation patterns which are in turn determined by the locations of the hosts. The data-packet traffic model is applied to Barabási-Albert scale-free networks to study the cascading failures in such networks and to explore the effects of traffic generation patterns on network robustness. It is found that placing the hosts at high-degree nodes in a network can make the network more robust against both intentional attacks and random failures. It is also shown that the traffic generation pattern plays an important role in network design.

From Mathematical Monsters to Generalized Scale Invariance in Geophysics: Highlights of the Multifractal Saga

Science.gov (United States)

Schertzer, D. J.; Tchiguirinskaia, I.; Lovejoy, S.

2013-12-01

Fractals and multifractals are very illustrative of the profound synergies between mathematics and geophysics. The book ';Fractal Geometry of Nature' (Mandelbrot, 1982) brilliantly demonstrated the genericity in geophysics of geometric forms like Cantor set, Peano curve and Koch snowflake, which were once considered as mathematical monsters. However, to tame the geophysical monsters (e.g. extreme weather, floods, earthquakes), it was required to go beyond geometry and a unique fractal dimension. The concept of multifractal was coined in the course of rather theoretical debates on intermittency in hydrodynamic turbulence, sometimes with direct links to atmospheric dynamics. The latter required a generalized notion of scale in order to deal both with scale symmetries and strong anisotropies (e.g. time vs. space, vertical vs. horizontal). It was thus possible to show that the consequences of intermittency are of first order, not just 'corrections' with respect to the classical non-intermittent modeling. This was in fact a radical paradigm shift for geophysics: the extreme variability of geophysical fields over wide ranges of scale, which had long been so often acknowledged and deplored, suddenly became handy. Recent illustrations are the possibility to track down in large date sets the Higgs boson of intermittence, i.e. a first order multifractal phase transition leading to self-organized criticality, and to simulate intermittent vector fields with the help of Lie cascades, based for instance on random Clifford algebra. It is rather significant that this revolution is no longer limited to fundamental and theoretical problems of geophysics, but now touches many applications including environmental management, in particular for urban management and resilience. These applications are particularly stimulating when taken in their full complexity.

Multifractal detrended cross-correlation analysis on gold, crude oil and foreign exchange rate time series

Science.gov (United States)

Pal, Mayukha; Madhusudana Rao, P.; Manimaran, P.

2014-12-01

We apply the recently developed multifractal detrended cross-correlation analysis method to investigate the cross-correlation behavior and fractal nature between two non-stationary time series. We analyze the daily return price of gold, West Texas Intermediate and Brent crude oil, foreign exchange rate data, over a period of 18 years. The cross correlation has been measured from the Hurst scaling exponents and the singularity spectrum quantitatively. From the results, the existence of multifractal cross-correlation between all of these time series is found. We also found that the cross correlation between gold and oil prices possess uncorrelated behavior and the remaining bivariate time series possess persistent behavior. It was observed for five bivariate series that the cross-correlation exponents are less than the calculated average generalized Hurst exponents (GHE) for q0 and for one bivariate series the cross-correlation exponent is greater than GHE for all q values.

Multifractal spectra of scanning electron microscope images of SnO2 thin films prepared by pulsed laser deposition

International Nuclear Information System (INIS)

Chen, Z.W.; Lai, J.K.L.; Shek, C.H.

2005-01-01

The concept of fractal geometry has proved useful in describing structures and processes in experimental systems. In this Letter, the surface topographies of SnO 2 thin films prepared by pulsed laser deposition for various substrate temperatures were measured by scanning electron microscope (SEM). Multifractal spectra f(α) show that the higher the substrate temperature, the wider the spectrum, and the larger the Δf(Δf=f(α min )-f(α max )). It is apparent that the nonuniformity of the height distribution increases with the increasing substrate temperature, and the liquid droplets of SnO 2 thin films are formed on previous thin films. These results show that the SEM images can be characterized by the multifractal spectra

Optimizing the next generation optical access networks

DEFF Research Database (Denmark)

Amaya Fernández, Ferney Orlando; Soto, Ana Cardenas; Tafur Monroy, Idelfonso

2009-01-01

Several issues in the design and optimization of the next generation optical access network (NG-OAN) are presented. The noise, the distortion and the fiber optic nonlinearities are considered to optimize the video distribution link in a passive optical network (PON). A discussion of the effect...

Speech-Driven Facial Reenactment Using Conditional Generative Adversarial Networks

OpenAIRE

Jalalifar, Seyed Ali; Hasani, Hosein; Aghajan, Hamid

2018-01-01

We present a novel approach to generating photo-realistic images of a face with accurate lip sync, given an audio input. By using a recurrent neural network, we achieved mouth landmarks based on audio features. We exploited the power of conditional generative adversarial networks to produce highly-realistic face conditioned on a set of landmarks. These two networks together are capable of producing a sequence of natural faces in sync with an input audio track.

Interaction Networks: Generating High Level Hints Based on Network Community Clustering

Science.gov (United States)

Eagle, Michael; Johnson, Matthew; Barnes, Tiffany

2012-01-01

We introduce a novel data structure, the Interaction Network, for representing interaction-data from open problem solving environment tutors. We show how using network community detecting techniques are used to identify sub-goals in problems in a logic tutor. We then use those community structures to generate high level hints between sub-goals.…

Characterizing slope morphology using multifractal technique: a study from the western continental margin of India.

Digital Repository Service at National Institute of Oceanography (India)

Chakraborty, B.; Karisiddaiah, S.M.; Menezes, A.A.A.; Haris, K.; Gokul, G.S.; Fernandes, W.A.; Kavitha, G.

margin of India. Geo-Mar Lett 26: 114–119. doi: 10.1007/s00367-006-0022-6 Cheng Q, Agterberg FP (1996) Comparison between two types of multifractal modeling. Math Geol 28 (8): 1001–1015 Dandapath S, Chakraborty B, Maslov N, Karisiddaiah SM...

Side effects of radiotherapy in regime of dynamic dose multifractioning for local larynx cancer forms

International Nuclear Information System (INIS)

Slobina, E.L.

2000-01-01

A regime for dynamic multifractioning of radiotherapy dose used for treating larynx cancer was developed. The method favored reducing the side effects frequency as compared with the conventional fractioning in larynx mucosa from 70% to 46%, in neck skin being irradiated - from 60% to 48%

Improved moment scaling estimation for multifractal signals

Directory of Open Access Journals (Sweden)

D. Veneziano

2009-11-01

Full Text Available A fundamental problem in the analysis of multifractal processes is to estimate the scaling exponent K(q of moments of different order q from data. Conventional estimators use the empirical moments μ^_r^q=⟨ | ε_r(τ|^q⟩ of wavelet coefficients ε_r(τ, where τ is location and r is resolution. For stationary measures one usually considers "wavelets of order 0" (averages, whereas for functions with multifractal increments one must use wavelets of order at least 1. One obtains K^(q as the slope of log( μ^_r^q against log(r over a range of r. Negative moments are sensitive to measurement noise and quantization. For them, one typically uses only the local maxima of | ε_r(τ| (modulus maxima methods. For the positive moments, we modify the standard estimator K^(q to significantly reduce its variance at the expense of a modest increase in the bias. This is done by separately estimating K(q from sub-records and averaging the results. For the negative moments, we show that the standard modulus maxima estimator is biased and, in the case of additive noise or quantization, is not applicable with wavelets of order 1 or higher. For these cases we propose alternative estimators. We also consider the fitting of parametric models of K(q and show how, by splitting the record into sub-records as indicated above, the accuracy of standard methods can be significantly improved.

A two-stage flow-based intrusion detection model for next-generation networks.

Science.gov (United States)

Umer, Muhammad Fahad; Sher, Muhammad; Bi, Yaxin

2018-01-01

The next-generation network provides state-of-the-art access-independent services over converged mobile and fixed networks. Security in the converged network environment is a major challenge. Traditional packet and protocol-based intrusion detection techniques cannot be used in next-generation networks due to slow throughput, low accuracy and their inability to inspect encrypted payload. An alternative solution for protection of next-generation networks is to use network flow records for detection of malicious activity in the network traffic. The network flow records are independent of access networks and user applications. In this paper, we propose a two-stage flow-based intrusion detection system for next-generation networks. The first stage uses an enhanced unsupervised one-class support vector machine which separates malicious flows from normal network traffic. The second stage uses a self-organizing map which automatically groups malicious flows into different alert clusters. We validated the proposed approach on two flow-based datasets and obtained promising results.

Application of Integrated Neural Network Method to Fault Diagnosis of Nuclear Steam Generator

International Nuclear Information System (INIS)

Zhou Gang; Yang Li

2009-01-01

A new fault diagnosis method based on integrated neural networks for nuclear steam generator (SG) was proposed in view of the shortcoming of the conventional fault monitoring and diagnosis method. In the method, two neural networks (ANNs) were employed for the fault diagnosis of steam generator. A neural network, which was used for predicting the values of steam generator operation parameters, was taken as the dynamics model of steam generator. The principle of fault monitoring method using the neural network model is to detect the deviations between process signals measured from an operating steam generator and corresponding output signals from the neural network model of steam generator. When the deviation exceeds the limit set in advance, the abnormal event is thought to occur. The other neural network as a fault classifier conducts the fault classification of steam generator. So, the fault types of steam generator are given by the fault classifier. The clear information on steam generator faults was obtained by fusing the monitoring and diagnosis results of two neural networks. The simulation results indicate that employing integrated neural networks can improve the capacity of fault monitoring and diagnosis for the steam generator. (authors)

Synthetic aperture radar ship discrimination, generation and latent variable extraction using information maximizing generative adversarial networks

CSIR Research Space (South Africa)

Schwegmann, Colin P

2017-07-01

Full Text Available such as Synthetic Aperture Radar imagery. To aid in the creation of improved machine learning-based ship detection and discrimination methods this paper applies a type of neural network known as an Information Maximizing Generative Adversarial Network. Generative...

Fault Diagnosis of Broken Rotor Bars in Squirrel-Cage Induction Motor of Hoister Based on Duffing Oscillator and Multifractal Dimension

Directory of Open Access Journals (Sweden)

Zhike Zhao

2014-07-01

Full Text Available This paper is to propose a novel fault diagnosis method for broken rotor bars in squirrel-cage induction motor of hoister, which is based on duffing oscillator and multifractal dimension. Firstly, based on the analysis of the structure and performance of modified duffing oscillator, the end of transitional slope from chaotic area to large-scale cycle area is selected as the optimal critical threshold of duffing oscillator by bifurcation diagrams and Lyapunov exponent. Secondly, the phase transformation duffing oscillator from chaos to intermittent chaos is sensitive to the signals, whose frequency difference is quite weak from the reference signal. The spectrums of the largest Lyapunov exponents and bifurcation diagrams of the duffing oscillator are utilized to analyze the variance in different parameters of frequency. Finally, this paper is to analyze the characteristics of both single fractal (box-counting dimension and multifractal and make a comparison between them. Multifractal detrended fluctuation analysis is applied to detect extra frequency component of current signal. Experimental results reveal that the method is effective for early detection of broken rotor bars in squirrel-cage induction motor of hoister.

Extraction of Coal and Gangue Geometric Features with Multifractal Detrending Fluctuation Analysis

Directory of Open Access Journals (Sweden)

Kai Liu

2018-03-01

Full Text Available The separation of coal and gangue is an important process of the coal preparation technology. The conventional way of manual selection and separation of gangue from the raw coal can be replaced by computer vision technology. In the literature, research on image recognition and classification of coal and gangue is mainly based on the grayscale and texture features of the coal and gangue. However, there are few studies on characteristics of coal and gangue from the perspective of their outline differences. Therefore, the multifractal detrended fluctuation analysis (MFDFA method is introduced in this paper to extract the geometric features of coal and gangue. Firstly, the outline curves of coal and gangue in polar coordinates are detected and achieved along the centroid, thereby the multifractal characteristics of the series are analyzed and compared. Subsequently, the modified local singular spectrum widths Δ h of the outline curve series are extracted as the characteristic variables of the coal and gangue for pattern recognition. Finally, the extracted geometric features by MFDFA combined with the grayscale and texture features of the images are compared with other methods, indicating that the recognition rate of coal gangue images can be increased by introducing the geometric features.

Design Guidelines for New Generation Network Architecture

Science.gov (United States)

Harai, Hiroaki; Fujikawa, Kenji; Kafle, Ved P.; Miyazawa, Takaya; Murata, Masayuki; Ohnishi, Masaaki; Ohta, Masataka; Umezawa, Takeshi

Limitations are found in the recent Internet because a lot of functions and protocols are patched to the original suite of layered protocols without considering global optimization. This reveals that end-to-end argument in the original Internet was neither sufficient for the current societal network and nor for a sustainable network of the future. In this position paper, we present design guidelines for a future network, which we call the New Generation Network, which provides the inclusion of diverse human requirements, reliable connection between the real-world and virtual network space, and promotion of social potentiality for human emergence. The guidelines consist of the crystal synthesis, the reality connection, and the sustainable & evolutional guidelines.

Fractal and multifractal characteristics of swift heavy ion induced self-affine nanostructured BaF{sub 2} thin film surfaces

Energy Technology Data Exchange (ETDEWEB)

Yadav, R. P.; Mittal, A. K. [Department of Physics, University of Allahabad, Allahabad 211002 (India); Kumar, Manvendra, E-mail: kmanav@gmail.com; Pandey, A. C. [Nanotechnology Application Centre, University of Allahabad, Allahabad 211002 (India)

2015-08-15

Fractal and multifractal characteristics of self-affine surfaces of BaF{sub 2} thin films, deposited on crystalline Si 〈1 1 1〉 substrate at room temperature, were studied. Self-affine surfaces were prepared by irradiation of 120 MeV Ag{sup 9+} ions which modified the surface morphology at nanometer scale. The surface morphology of virgin thin film and those irradiated with different ion fluences are characterized by atomic force microscopy technique. The surface roughness (interface width) shows monotonic decrease with ion fluences, while the other parameters, such as lateral correlation length, roughness exponent, and fractal dimension, did not show either monotonic decrease or increase in nature. The self-affine nature of the films is further confirmed by autocorrelation function. The power spectral density of thin films surfaces exhibits inverse power law variation with spatial frequency, suggesting the existence of fractal component in surface morphology. The multifractal detrended fluctuation analysis based on the partition function approach is also performed on virgin and irradiated thin films. It is found that the partition function exhibits the power law behavior with the segment size. Moreover, it is also seen that the scaling exponents vary nonlinearly with the moment, thereby exhibiting the multifractal nature.

Multifractal characteristics of optical turbulence measured through a single beam holographic process

OpenAIRE

Perez, Dario G.; Barille, Regis; Morille, Yohann; Zielinska, Sonia; Ortyl, Ewelina

2014-01-01

We have previously shown that azopolymer thin films exposed to coherent light that has travelled through a turbulent medium produces a surface relief grating containing information about the intensity of the turbulence; for instance, a relation between the refractive index structure constant C2 as a function of the surface parameters was obtained. In this work, we show that these films capture much more information about the turbulence dynamics. Multifractal detrended fluctuation and fractal ...

TopoGen: A Network Topology Generation Architecture with application to automating simulations of Software Defined Networks

CERN Document Server

Laurito, Andres; The ATLAS collaboration

2017-01-01

Simulation is an important tool to validate the performance impact of control decisions in Software Defined Networks (SDN). Yet, the manual modeling of complex topologies that may change often during a design process can be a tedious error-prone task. We present TopoGen, a general purpose architecture and tool for systematic translation and generation of network topologies. TopoGen can be used to generate network simulation models automatically by querying information available at diverse sources, notably SDN controllers. The DEVS modeling and simulation framework facilitates a systematic translation of structured knowledge about a network topology into a formal modular and hierarchical coupling of preexisting or new models of network entities (physical or logical). TopoGen can be flexibly extended with new parsers and generators to grow its scope of applicability. This permits to design arbitrary workflows of topology transformations. We tested TopoGen in a network engineering project for the ATLAS detector ...

TopoGen: A Network Topology Generation Architecture with application to automating simulations of Software Defined Networks

CERN Document Server

Laurito, Andres; The ATLAS collaboration

2018-01-01

Simulation is an important tool to validate the performance impact of control decisions in Software Defined Networks (SDN). Yet, the manual modeling of complex topologies that may change often during a design process can be a tedious error-prone task. We present TopoGen, a general purpose architecture and tool for systematic translation and generation of network topologies. TopoGen can be used to generate network simulation models automatically by querying information available at diverse sources, notably SDN controllers. The DEVS modeling and simulation framework facilitates a systematic translation of structured knowledge about a network topology into a formal modular and hierarchical coupling of preexisting or new models of network entities (physical or logical). TopoGen can be flexibly extended with new parsers and generators to grow its scope of applicability. This permits to design arbitrary workflows of topology transformations. We tested TopoGen in a network engineering project for the ATLAS detector ...

Transient stability analysis of a distribution network with distributed generators

NARCIS (Netherlands)

Xyngi, I.; Ishchenko, A.; Popov, M.; Sluis, van der L.

2009-01-01

This letter describes the transient stability analysis of a 10-kV distribution network with wind generators, microturbines, and CHP plants. The network being modeled in Matlab/Simulink takes into account detailed dynamic models of the generators. Fault simulations at various locations are

Traffic Management for Next Generation Transport Networks

DEFF Research Database (Denmark)

Yu, Hao

required by the next generation transport network to provide Quality-of-Service (QoS) guaranteed video services. Augmenting network capacity and upgrading network nodes indicate long deployment period, replacement of equipment and thus significant cost to the network service providers. This challenge may...... slacken the steps of some network operators towards providing IPTV services. In this dissertation, the topology-based hierarchical scheduling scheme is proposed to tackle the problem addressed. The scheme simplifies the deployment process by placing an intelligent switch with centralized traffic...... management functions at the edge of the network, scheduling traffic on behalf of the other nodes. The topology-based hierarchical scheduling scheme is able to provide outstanding flow isolation due to its centralized scheduling ability, which is essential for providing IPTV services. In order to reduce...

Robust network topologies for generating switch-like cellular responses.

Directory of Open Access Journals (Sweden)

Najaf A Shah

2011-06-01

Full Text Available Signaling networks that convert graded stimuli into binary, all-or-none cellular responses are critical in processes ranging from cell-cycle control to lineage commitment. To exhaustively enumerate topologies that exhibit this switch-like behavior, we simulated all possible two- and three-component networks on random parameter sets, and assessed the resulting response profiles for both steepness (ultrasensitivity and extent of memory (bistability. Simulations were used to study purely enzymatic networks, purely transcriptional networks, and hybrid enzymatic/transcriptional networks, and the topologies in each class were rank ordered by parametric robustness (i.e., the percentage of applied parameter sets exhibiting ultrasensitivity or bistability. Results reveal that the distribution of network robustness is highly skewed, with the most robust topologies clustering into a small number of motifs. Hybrid networks are the most robust in generating ultrasensitivity (up to 28% and bistability (up to 18%; strikingly, a purely transcriptional framework is the most fragile in generating either ultrasensitive (up to 3% or bistable (up to 1% responses. The disparity in robustness among the network classes is due in part to zero-order ultrasensitivity, an enzyme-specific phenomenon, which repeatedly emerges as a particularly robust mechanism for generating nonlinearity and can act as a building block for switch-like responses. We also highlight experimentally studied examples of topologies enabling switching behavior, in both native and synthetic systems, that rank highly in our simulations. This unbiased approach for identifying topologies capable of a given response may be useful in discovering new natural motifs and in designing robust synthetic gene networks.

Intrinsically-generated fluctuating activity in excitatory-inhibitory networks

Science.gov (United States)

Mastrogiuseppe, Francesca; Ostojic, Srdjan

2017-01-01

Recurrent networks of non-linear units display a variety of dynamical regimes depending on the structure of their synaptic connectivity. A particularly remarkable phenomenon is the appearance of strongly fluctuating, chaotic activity in networks of deterministic, but randomly connected rate units. How this type of intrinsically generated fluctuations appears in more realistic networks of spiking neurons has been a long standing question. To ease the comparison between rate and spiking networks, recent works investigated the dynamical regimes of randomly-connected rate networks with segregated excitatory and inhibitory populations, and firing rates constrained to be positive. These works derived general dynamical mean field (DMF) equations describing the fluctuating dynamics, but solved these equations only in the case of purely inhibitory networks. Using a simplified excitatory-inhibitory architecture in which DMF equations are more easily tractable, here we show that the presence of excitation qualitatively modifies the fluctuating activity compared to purely inhibitory networks. In presence of excitation, intrinsically generated fluctuations induce a strong increase in mean firing rates, a phenomenon that is much weaker in purely inhibitory networks. Excitation moreover induces two different fluctuating regimes: for moderate overall coupling, recurrent inhibition is sufficient to stabilize fluctuations; for strong coupling, firing rates are stabilized solely by the upper bound imposed on activity, even if inhibition is stronger than excitation. These results extend to more general network architectures, and to rate networks receiving noisy inputs mimicking spiking activity. Finally, we show that signatures of the second dynamical regime appear in networks of integrate-and-fire neurons. PMID:28437436

Generative Adversarial Networks: An Overview

Science.gov (United States)

Creswell, Antonia; White, Tom; Dumoulin, Vincent; Arulkumaran, Kai; Sengupta, Biswa; Bharath, Anil A.

2018-01-01

Generative adversarial networks (GANs) provide a way to learn deep representations without extensively annotated training data. They achieve this through deriving backpropagation signals through a competitive process involving a pair of networks. The representations that can be learned by GANs may be used in a variety of applications, including image synthesis, semantic image editing, style transfer, image super-resolution and classification. The aim of this review paper is to provide an overview of GANs for the signal processing community, drawing on familiar analogies and concepts where possible. In addition to identifying different methods for training and constructing GANs, we also point to remaining challenges in their theory and application.

Neural network based control of Doubly Fed Induction Generator in wind power generation

Science.gov (United States)

Barbade, Swati A.; Kasliwal, Prabha

2012-07-01

To complement the other types of pollution-free generation wind energy is a viable option. Previously wind turbines were operated at constant speed. The evolution of technology related to wind systems industry leaded to the development of a generation of variable speed wind turbines that present many advantages compared to the fixed speed wind turbines. In this paper the phasor model of DFIG is used. This paper presents a study of a doubly fed induction generator driven by a wind turbine connected to the grid, and controlled by artificial neural network ANN controller. The behaviour of the system is shown with PI control, and then as controlled by ANN. The effectiveness of the artificial neural network controller is compared to that of a PI controller. The SIMULINK/MATLAB simulation for Doubly Fed Induction Generator and corresponding results and waveforms are displayed.

Log wavelet leaders cumulant based multifractal analysis of EVI fMRI time series: evidence of scaling in ongoing and evoked brain activity

Energy Technology Data Exchange (ETDEWEB)

Ciuciu, P.; Rabrait, C. [CEA, Neuro Spin, Gif Sur Yvette (France); Abry, P.; Wendt, H. [Ecole Normale Super Lyon, Phys Lab, CNRS, UMR 5672, Lyon (France)

2008-07-01

Classical within-subject analysis in functional magnetic resonance imaging (fMRI) relies on a detection step to localize which parts of the brain are activated by a given stimulus type. This is usually achieved using model-based approaches. Here, we propose an alternative exploratory analysis. The originality of this contribution is twofold. First, we propose a synthetic, consistent, and comparative overview of the various stochastic processes and estimation procedures used to model and analyze scale invariance. Notably, it is explained how multifractal models are more versatile to adjust the scaling properties of fMRI data but require more elaborated analysis procedures. Second, we bring evidence of the existence of actual scaling in fMRI time series that are clearly disentangled from putative superimposed non-stationarities. By nature, scaling analysis requires the use of long enough signals with high frequency sampling rate. To this end, we make use of a localized 3-D echo volume imaging (EVI) technique, which has recently emerged in fMRI because it allows very fast acquisitions of successive brain volumes. High temporal resolution EVI fMRI data have been acquired both in resting state and during a slow event-related visual paradigm. A voxel-based systematic multifractal analysis has been performed over both kinds of data. Combining multifractal attribute estimates together with paired statistical tests, we observe significant scaling parameter changes between ongoing and evoked brain activity, which clearly validate an increase in long memory and suggest a global multi-fractality decrease effect under activation. (authors)

Generating prior probabilities for classifiers of brain tumours using belief networks

Directory of Open Access Journals (Sweden)

Arvanitis Theodoros N

2007-09-01

Full Text Available Abstract Background Numerous methods for classifying brain tumours based on magnetic resonance spectra and imaging have been presented in the last 15 years. Generally, these methods use supervised machine learning to develop a classifier from a database of cases for which the diagnosis is already known. However, little has been published on developing classifiers based on mixed modalities, e.g. combining imaging information with spectroscopy. In this work a method of generating probabilities of tumour class from anatomical location is presented. Methods The method of "belief networks" is introduced as a means of generating probabilities that a tumour is any given type. The belief networks are constructed using a database of paediatric tumour cases consisting of data collected over five decades; the problems associated with using this data are discussed. To verify the usefulness of the networks, an application of the method is presented in which prior probabilities were generated and combined with a classification of tumours based solely on MRS data. Results Belief networks were constructed from a database of over 1300 cases. These can be used to generate a probability that a tumour is any given type. Networks are presented for astrocytoma grades I and II, astrocytoma grades III and IV, ependymoma, pineoblastoma, primitive neuroectodermal tumour (PNET, germinoma, medulloblastoma, craniopharyngioma and a group representing rare tumours, "other". Using the network to generate prior probabilities for classification improves the accuracy when compared with generating prior probabilities based on class prevalence. Conclusion Bayesian belief networks are a simple way of using discrete clinical information to generate probabilities usable in classification. The belief network method can be robust to incomplete datasets. Inclusion of a priori knowledge is an effective way of improving classification of brain tumours by non-invasive methods.

Generating random networks and graphs

CERN Document Server

Coolen, Ton; Roberts, Ekaterina

2017-01-01

This book supports researchers who need to generate random networks, or who are interested in the theoretical study of random graphs. The coverage includes exponential random graphs (where the targeted probability of each network appearing in the ensemble is specified), growth algorithms (i.e. preferential attachment and the stub-joining configuration model), special constructions (e.g. geometric graphs and Watts Strogatz models) and graphs on structured spaces (e.g. multiplex networks). The presentation aims to be a complete starting point, including details of both theory and implementation, as well as discussions of the main strengths and weaknesses of each approach. It includes extensive references for readers wishing to go further. The material is carefully structured to be accessible to researchers from all disciplines while also containing rigorous mathematical analysis (largely based on the techniques of statistical mechanics) to support those wishing to further develop or implement the theory of rand...

Removing divergences in the negative moments of the multi-fractal parition function with the wavelet transformation

NARCIS (Netherlands)

Z.R. Struzik

1998-01-01

textabstractWe present a promising technique which is capable of accessing the divergence free component of the partition function for the negative moments of the multi-fractal analysis of data using the wavelet transformation. It is based on implicitly bounding the local logarithmic slope of the

Embedded generation connection incentives for distribution network operators

Energy Technology Data Exchange (ETDEWEB)

Williams, P.; Andrews, S.

2002-07-01

This is the final report with respect to work commissioned by the Department of Trade and Industry (DTI) as part of the New and Renewable Energy Programme into incentives for distribution network operators (DNOs) for the connection of embedded generation. This report, which incorporates the contents of the interim report submitted in February 2002, considers the implications of changes in the structure and regulation in the UK electricity industry on the successful technical and commercial integrated of embedded generation into distribution networks. The report examines: the obligations of public electricity suppliers (PESs); current DNO practices regarding the connection of embedded generation; the changes introduced by the Utilities Act 2000, including the impact of new obligations placed on DNOs on the connection of embedded generation and the requirements of the new Electricity Distribution Standard Licence conditions; and problems and prospects for DNO incentives.

Mobility management techniques for the next-generation wireless networks

Science.gov (United States)

Sun, Junzhao; Howie, Douglas P.; Sauvola, Jaakko J.

2001-10-01

The tremendous demands from social market are pushing the booming development of mobile communications faster than ever before, leading to plenty of new advanced techniques emerging. With the converging of mobile and wireless communications with Internet services, the boundary between mobile personal telecommunications and wireless computer networks is disappearing. Wireless networks of the next generation need the support of all the advances on new architectures, standards, and protocols. Mobility management is an important issue in the area of mobile communications, which can be best solved at the network layer. One of the key features of the next generation wireless networks is all-IP infrastructure. This paper discusses the mobility management schemes for the next generation mobile networks through extending IP's functions with mobility support. A global hierarchical framework model for the mobility management of wireless networks is presented, in which the mobility management is divided into two complementary tasks: macro mobility and micro mobility. As the macro mobility solution, a basic principle of Mobile IP is introduced, together with the optimal schemes and the advances in IPv6. The disadvantages of the Mobile IP on solving the micro mobility problem are analyzed, on the basis of which three main proposals are discussed as the micro mobility solutions for mobile communications, including Hierarchical Mobile IP (HMIP), Cellular IP, and Handoff-Aware Wireless Access Internet Infrastructure (HAWAII). A unified model is also described in which the different micro mobility solutions can coexist simultaneously in mobile networks.

Modeling urbanization patterns with generative adversarial networks

OpenAIRE

Albert, Adrian; Strano, Emanuele; Kaur, Jasleen; Gonzalez, Marta

2018-01-01

In this study we propose a new method to simulate hyper-realistic urban patterns using Generative Adversarial Networks trained with a global urban land-use inventory. We generated a synthetic urban "universe" that qualitatively reproduces the complex spatial organization observed in global urban patterns, while being able to quantitatively recover certain key high-level urban spatial metrics.

Avalanching Systems with Longer Range Connectivity: Occurrence of a Crossover Phenomenon and Multifractal Finite Size Scaling

Directory of Open Access Journals (Sweden)

Simone Benella

2017-07-01

Full Text Available Many out-of-equilibrium systems respond to external driving with nonlinear and self-similar dynamics. This near scale-invariant behavior of relaxation events has been modeled through sand pile cellular automata. However, a common feature of these models is the assumption of a local connectivity, while in many real systems, we have evidence for longer range connectivity and a complex topology of the interacting structures. Here, we investigate the role that longer range connectivity might play in near scale-invariant systems, by analyzing the results of a sand pile cellular automaton model on a Newman–Watts network. The analysis clearly indicates the occurrence of a crossover phenomenon in the statistics of the relaxation events as a function of the percentage of longer range links and the breaking of the simple Finite Size Scaling (FSS. The more complex nature of the dynamics in the presence of long-range connectivity is investigated in terms of multi-scaling features and analyzed by the Rank-Ordered Multifractal Analysis (ROMA.

Voltage regulation in distribution networks with distributed generation

Science.gov (United States)

Blažič, B.; Uljanić, B.; Papič, I.

2012-11-01

The paper deals with the topic of voltage regulation in distribution networks with relatively high distributed energy resources (DER) penetration. The problem of voltage rise is described and different options for voltage regulation are given. The influence of DER on voltage profile and the effectiveness of the investigated solutions are evaluated by means of simulation in DIgSILENT. The simulated network is an actual distribution network in Slovenia with a relatively high penetration of distributed generation. Recommendations for voltage control in networks with DER penetration are given at the end.

Multifractal fluctuations in joint angles during infant spontaneous kicking reveal multiplicativity-driven coordination

International Nuclear Information System (INIS)

Stephen, Damian G.; Hsu, Wen-Hao; Young, Diana; Saltzman, Elliot L.; Holt, Kenneth G.; Newman, Dava J.; Weinberg, Marc; Wood, Robert J.; Nagpal, Radhika; Goldfield, Eugene C.

2012-01-01

Previous research has considered infant spontaneous kicking as a form of exploration. According to this view, spontaneous kicking provides information about motor degrees of freedom and may shape multijoint coordinations for more complex movement patterns such as gait. Recent work has demonstrated that multifractal, multiplicative fluctuations in exploratory movements index energy flows underlying perceptual-motor information. If infant spontaneous kicking is exploratory and occasions an upstream flow of information from the motor periphery, we expected not only that multiplicativity of fluctuations at the hip should promote multiplicativity of fluctuations at more distal joints (i.e., reflecting downstream effects of neural control) but also that multiplicativity at more distal joints should promote multiplicativity at the hip. Multifractal analysis demonstrated that infant spontaneous kicking in four typically developing infants for evidence of multiplicative fluctuations in multiple joint angles along the leg (i.e., hip, knee, and ankle) exhibited multiplicativity. Vector autoregressive modeling demonstrated that only one leg exhibited downstream effects but that both legs exhibited upstream effects. These results confirm the exploratory aspect of infant spontaneous kicking and suggest chaotic dynamics in motor coordination. They also resonate with existing models of chaos-controlled robotics and noise-based interventions for rehabilitating motor coordination in atypically developing patients.

Unified Model for Generation Complex Networks with Utility Preferential Attachment

International Nuclear Information System (INIS)

Wu Jianjun; Gao Ziyou; Sun Huijun

2006-01-01

In this paper, based on the utility preferential attachment, we propose a new unified model to generate different network topologies such as scale-free, small-world and random networks. Moreover, a new network structure named super scale network is found, which has monopoly characteristic in our simulation experiments. Finally, the characteristics of this new network are given.

Fiber to the home: next generation network

Science.gov (United States)

Yang, Chengxin; Guo, Baoping

2006-07-01

Next generation networks capable of carrying converged telephone, television (TV), very high-speed internet, and very high-speed bi-directional data services (like video-on-demand (VOD), Game etc.) strategy for Fiber To The Home (FTTH) is presented. The potential market is analyzed. The barriers and some proper strategy are also discussed. Several technical problems like various powering methods, optical fiber cables, and different network architecture are discussed too.

Big Data Perspective and Challenges in Next Generation Networks

Directory of Open Access Journals (Sweden)

Kashif Sultan

2018-06-01

Full Text Available With the development towards the next generation cellular networks, i.e., 5G, the focus has shifted towards meeting the higher data rate requirements, potential of micro cells and millimeter wave spectrum. The goals for next generation networks are very high data rates, low latency and handling of big data. The achievement of these goals definitely require newer architecture designs, upgraded technologies with possible backward support, better security algorithms and intelligent decision making capability. In this survey, we identify the opportunities which can be provided by 5G networks and discuss the underlying challenges towards implementation and realization of the goals of 5G. This survey also provides a discussion on the recent developments made towards standardization, the architectures which may be potential candidates for deployment and the energy concerns in 5G networks. Finally, the paper presents a big data perspective and the potential of machine learning for optimization and decision making in 5G networks.

Address Translation Problems in IMS Based Next Generation Networks

Directory of Open Access Journals (Sweden)

Balazs Godor

2006-01-01

Full Text Available The development of packed based multimedia networks reached a turning point when the ITU-T and the ETSIhave incorporated the IMS to the NGN. With the fast development of mobile communication more and more services andcontent are available. In contrast with fix network telephony both the services and the devices are personalized in the “mobileworld”. Services, known from the Internet - like e-mail, chat, browsing, presence, etc. – are already available via mobiledevices as well. The IMS originally wanted to exploit both the benefits of mobile networks and the fancy services of theInternet. But today it is already more than that. IMS is the core of the next generation telecommunication networks and abasis for fix-mobile convergent services. The fact however that IMS was originally a “mobile” standard, where IPv6 was notoddity generated some problems for the fix networks, where IPv4 is used. In this article I give an overview of these problemsand mention some solutions as well.

Harmonics: Generation and Suppression in AC System Networks ...

African Journals Online (AJOL)

However, reactive power flow in electrical networks has adverse effects depending on their magnitude and the nature of the supply network. How these harmonics are generated by nonlinear loads and the means by which they can be kept low are the focus of this paper. Keywords: non-linear loads, harmonics, reactive ...

Multifractal Detrended Fluctuation Analysis of Self-Potential Field Prior to the M 6.5, October 24, 1993 Earthquake in MÉXICO

Science.gov (United States)

Cervantes, F.; González-Trejo, J. I.; Real-Ramírez, C. A.; Hoyos-Reyes, L. F.; Area de Sistemas Computacionales

2013-05-01

In the current literature on seismo electromagnetic, it has been reported many earthquakes which present electromagnetic anomalies as probable precursors of their occurrences. Although this methodology remains yet under discussion, is relevant to study many particular cases. In this work, we report a multifractal detrended fluctuation analysis (MFDFA) of electroseismic signals recorded in the Acapulco station during 1993. In October 24, 1993, occurred and earthquake (EQ) with M 6.5, with epicenter at (16.54 N, 98.98 W), 100Km away from the mentioned station. The multifractal spectrum identifies the deviations in fractal structure within time periods with large and small fluctuations. We discuss the dynamical meaning of this analysis and its possible relation with the mentioned EQ.

Modeling of steam generator in nuclear power plant using neural network ensemble

International Nuclear Information System (INIS)

Lee, S. K.; Lee, E. C.; Jang, J. W.

2003-01-01

Neural network is now being used in modeling the steam generator is known to be difficult due to the reverse dynamics. However, Neural network is prone to the problem of overfitting. This paper investigates the use of neural network combining methods to model steam generator water level and compares with single neural network. The results show that neural network ensemble is effective tool which can offer improved generalization, lower dependence of the training set and reduced training time

Towards Third-Generation Living Lab Networks in Cities

Directory of Open Access Journals (Sweden)

Seppo Leminen

2017-11-01

Full Text Available Many cities engage in diverse experimentation, innovation, and development activities with a broad variety of environments and stakeholders to the benefit of citizens, companies, municipalities, and other organizations. Hence, this article discusses such engagement in terms of next-generation living lab networks in the city context. In so doing, the study contributes to the discussion on living labs by introducing a framework of collaborative innovation networks in cities and suggesting a typology of third-generation living labs. Our framework is characterized by diverse platforms and participation approaches, resulting in four distinctive modes of collaborative innovation networks where the city is: i a provider, ii a neighbourhood participator, iii a catalyst, or iv a rapid experimenter. The typology is based on an analysis of 118 interviews with participants in six Finnish cities and reveals various ways to organize innovation activities in the city context. In particular, cities can benefit from innovation networks by simultaneously exploiting multiple platforms such as living labs for innovation. We conclude by discussing implications to theory and practice, and suggesting directions for future research.

Generation of clusters in complex dynamical networks via pinning control

International Nuclear Information System (INIS)

Li Kezan; Fu Xinchu; Small, Michael

2008-01-01

Many real-world networks show community structure, i.e., groups (or clusters) of nodes that have a high density of links within them but with a lower density of links between them. In this paper, by applying feedback injections to a fraction of network nodes, various clusters are synchronized independently according to the community structure generated by the group partition of the network (cluster synchronization). This control is achieved by pinning (i.e. applying linear feedback control) to a subset of the network nodes. Those pinned nodes are selected not randomly but according to the topological structure of communities of a given network. Specifically, for a given group partition of a network, those nodes with direct connections between groups must be pinned in order to achieve cluster synchronization. Both the local stability and global stability of cluster synchronization are investigated. Taking the tree-shaped network and the most modular network as two particular examples, we illustrate in detail how the pinning strategy influences the generation of clusters. The simulations verify the efficiency of the pinning schemes used in this paper

Next-generation science information network for leading-edge applications

International Nuclear Information System (INIS)

Urushidani, S.; Matsukata, J.

2008-01-01

High-speed networks are definitely essential tools for leading-edge applications in many research areas, including nuclear fusion research. This paper describes a number of advanced features in the Japanese next-generation science information network, called SINET3, and gives researchers clues on the uses of advanced high-speed network for their applications. The network services have four categories, multiple layer transfer, enriched virtual private network, enhanced quality-of-service, and bandwidth on demand services, and comprise a versatile service platform. The paper also describes the network architecture and advanced networking capabilities that enable economical service accommodation and flexible network resource assignment as well as effective use of Japan's first 40-Gbps lines

Next-generation science information network for leading-edge applications

Energy Technology Data Exchange (ETDEWEB)

Urushidani, S. [National Institute of Informatics, 2-1-2 Hitotsubashi Chiyoda-ku, Tokyo 101-8430 (Japan)], E-mail: urushi@nii.ac.jp; Matsukata, J. [National Institute of Informatics, 2-1-2 Hitotsubashi Chiyoda-ku, Tokyo 101-8430 (Japan)

2008-04-15

High-speed networks are definitely essential tools for leading-edge applications in many research areas, including nuclear fusion research. This paper describes a number of advanced features in the Japanese next-generation science information network, called SINET3, and gives researchers clues on the uses of advanced high-speed network for their applications. The network services have four categories, multiple layer transfer, enriched virtual private network, enhanced quality-of-service, and bandwidth on demand services, and comprise a versatile service platform. The paper also describes the network architecture and advanced networking capabilities that enable economical service accommodation and flexible network resource assignment as well as effective use of Japan's first 40-Gbps lines.

Multifractal-based nuclei segmentation in fish images.

Science.gov (United States)

Reljin, Nikola; Slavkovic-Ilic, Marijeta; Tapia, Coya; Cihoric, Nikola; Stankovic, Srdjan

2017-09-01

The method for nuclei segmentation in fluorescence in-situ hybridization (FISH) images, based on the inverse multifractal analysis (IMFA) is proposed. From the blue channel of the FISH image in RGB format, the matrix of Holder exponents, with one-by-one correspondence with the image pixels, is determined first. The following semi-automatic procedure is proposed: initial nuclei segmentation is performed automatically from the matrix of Holder exponents by applying predefined hard thresholding; then the user evaluates the result and is able to refine the segmentation by changing the threshold, if necessary. After successful nuclei segmentation, the HER2 (human epidermal growth factor receptor 2) scoring can be determined in usual way: by counting red and green dots within segmented nuclei, and finding their ratio. The IMFA segmentation method is tested over 100 clinical cases, evaluated by skilled pathologist. Testing results show that the new method has advantages compared to already reported methods.

Innovation and networking among entrepreneurs across generations of Asian tigers

DEFF Research Database (Denmark)

Brambini-Pedersen, Jan Vang; Jensen, Kent W; Schøtt, Thomas

2017-01-01

entrepreneurship monitor (GEM) data, this paper aims at reducing this research gap by conducting an analysis of the generational differences between the tiger economies entrepreneurs in respect to their innovative performance, their inclination to network and the importance of the quality of the network......Much attention has been paid to analysing the determinants of the economic development in the different generations of Asian tiger economies. This stream of research has provided valuable insights on the particular generational challenges, the tigers face in implementing successful catching up...

Next Generation Campus Network Deployment Project Based on Softswitch

OpenAIRE

HU Feng; LIU Ziyan

2011-01-01

After analyzing the current networks of Guizhou University，we brought forward a scheme of next generation campus networks based on softswitch technology by choosing SoftX3000 switching system of HuaWei and provided the specific solution of accessing campus networks in this paper. It is proved that this scheme is feasible by using OPNET, which not only accomplished the integration of the PSTN and IP networks but also achieved the combining of voice services and data services.

Convergence of wireless, wireline, and photonics next generation networks

CERN Document Server

Iniewski, Krzysztof

2010-01-01

Filled with illustrations and practical examples from industry, this book provides a brief but comprehensive introduction to the next-generation wireless networks that will soon replace more traditional wired technologies. Written by a mixture of top industrial experts and key academic professors, it is the only book available that covers both wireless networks (such as wireless local area and personal area networks) and optical networks (such as long-haul and metropolitan networks) in one volume. It gives engineers and engineering students the necessary knowledge to meet challenges of next-ge

Multi-fractal analysis and lacunarity spectrum of the dark matter haloes in the SDSS-DR7

International Nuclear Information System (INIS)

Chacón-Cardona, C.A.; Casas-Miranda, R.A.; Muñoz-Cuartas, J.C.

2016-01-01

Highlights: • We analysed the dark matter in Seventh Data Release of the Sloan Digital Sky Survey. • From the initial sample with 412,468 galaxies, 339,505 dark matter haloes were used. • We found the multifractal and the lacunarity spectrum as radial distance function. • The dark matter set did not achieve at the physical dimension of the space. - Abstract: The dark matter halo distribution of the nearby universe is used to study the fractal behaviour in the proximate universe. The data, which is based on four volume-limited galaxy samples was obtained by Muñoz-Cuartas and Mueller (2012) from the Seventh Data Release of the Sloan Digital Sky Survey (SDSS-DR7). In order to know the fractal behaviour of the observed universe, from the initial sample which contains 412,468 galaxies and 339,505 dark matter haloes were used as input for the fractal calculations. Using this data we use the sliding-window technique for the dark matter distribution and compute the multi-fractal dimension and the lacunarity spectrum and use it to study its dependence on radial distance in every sample. The transition to homogeneity is not observed in the dark matter halo distribution obtained from the SDSS-DR7 volume-limited galaxy samples; in its place the dark matter halo distribution exhibits a persistent multi-fractal behaviour where the measured dimension does not arrive at the value of the physical dimension of the space, for all structure parameter values of the analysed set, at least up to radial distances of the ordered from 165 Mpc/h from the available centres of each sample. Our results and their implications are discussed in the context of the formation of large-scale structures in the universe.

Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets

Science.gov (United States)

Cao, Guangxi; Zhang, Minjia; Li, Qingchen

2017-04-01

This study focuses on multifractal detrended cross-correlation analysis of the different volatility intervals of Mainland China, US, and Hong Kong stock markets. A volatility-constrained multifractal detrended cross-correlation analysis (VC-MF-DCCA) method is proposed to study the volatility conductivity of Mainland China, US, and Hong Kong stock markets. Empirical results indicate that fluctuation may be related to important activities in real markets. The Hang Seng Index (HSI) stock market is more influential than the Shanghai Composite Index (SCI) stock market. Furthermore, the SCI stock market is more influential than the Dow Jones Industrial Average stock market. The conductivity between the HSI and SCI stock markets is the strongest. HSI was the most influential market in the large fluctuation interval of 1991 to 2014. The autoregressive fractionally integrated moving average method is used to verify the validity of VC-MF-DCCA. Results show that VC-MF-DCCA is effective.

Embedded generation and network management issues

Energy Technology Data Exchange (ETDEWEB)

NONE

2000-07-01

This report focuses on the characteristics of power generators that are important to accommodation in a distribution system. Part 1 examines the differences between transmission and distribution systems, and issues such as randomness, diversity, predictability, and controllability associated with accommodation in a distribution system. Part 2 concentrates on technical and operational issues relating to embedded generation, and the possible impact of the New Electricity Trading Arrangements. Commercial issues, contractual relationships for network charging and provision of services, and possible ways forward are examined in the last three parts of the report.

ACO-Initialized Wavelet Neural Network for Vibration Fault Diagnosis of Hydroturbine Generating Unit

Directory of Open Access Journals (Sweden)

Zhihuai Xiao

2015-01-01

Full Text Available Considering the drawbacks of traditional wavelet neural network, such as low convergence speed and high sensitivity to initial parameters, an ant colony optimization- (ACO- initialized wavelet neural network is proposed in this paper for vibration fault diagnosis of a hydroturbine generating unit. In this method, parameters of the wavelet neural network are initialized by the ACO algorithm, and then the wavelet neural network is trained by the gradient descent algorithm. Amplitudes of the frequency components of the hydroturbine generating unit vibration signals are used as feature vectors for wavelet neural network training to realize mapping relationship from vibration features to fault types. A real vibration fault diagnosis case result of a hydroturbine generating unit shows that the proposed method has faster convergence speed and stronger generalization ability than the traditional wavelet neural network and ACO wavelet neural network. Thus it can provide an effective solution for online vibration fault diagnosis of a hydroturbine generating unit.

An extended algebraic variational multiscale-multigrid-multifractal method (XAVM4) for large-eddy simulation of turbulent two-phase flow

Science.gov (United States)

Rasthofer, U.; Wall, W. A.; Gravemeier, V.

2018-04-01

A novel and comprehensive computational method, referred to as the eXtended Algebraic Variational Multiscale-Multigrid-Multifractal Method (XAVM4), is proposed for large-eddy simulation of the particularly challenging problem of turbulent two-phase flow. The XAVM4 involves multifractal subgrid-scale modeling as well as a Nitsche-type extended finite element method as an approach for two-phase flow. The application of an advanced structural subgrid-scale modeling approach in conjunction with a sharp representation of the discontinuities at the interface between two bulk fluids promise high-fidelity large-eddy simulation of turbulent two-phase flow. The high potential of the XAVM4 is demonstrated for large-eddy simulation of turbulent two-phase bubbly channel flow, that is, turbulent channel flow carrying a single large bubble of the size of the channel half-width in this particular application.

A method of generating moving objects on the constrained network

Science.gov (United States)

Zhang, Jie; Ma, Linbing

2008-10-01

Moving objects databases have become an important research issue in recent years. In case large real data sets acquired by GPS, PDA or other mobile devices are not available, benchmarking requires the generation of artificial data sets following the real-world behavior of spatial objects that change their locations over time. In the field of spatiotemporal databases, a number of publications about the generation of test data are restricted to few papers. However, most of the existing moving-object generators assume a fixed and often unrealistic mobility model and do not consider several important characteristics of the network. In this paper, a new generator is presented to solve these problems. First of all, the network is realistic transportation network of Guangzhou. Second, the observation records of vehicle flow are available. Third, in order to simplify the whole simulation process and to help us visualize the process, this framework is built under .Net development platform of Microsoft and ArcEngine9 environment.

Neural network application to diesel generator diagnostics

International Nuclear Information System (INIS)

Logan, K.P.

1990-01-01

Diagnostic problems typically begin with the observation of some system behavior which is recognized as a deviation from the expected. The fundamental underlying process is one involving pattern matching cf observed symptoms to a set of compiled symptoms belonging to a fault-symptom mapping. Pattern recognition is often relied upon for initial fault detection and diagnosis. Parallel distributed processing (PDP) models employing neural network paradigms are known to be good pattern recognition devices. This paper describes the application of neural network processing techniques to the malfunction diagnosis of subsystems within a typical diesel generator configuration. Neural network models employing backpropagation learning were developed to correctly recognize fault conditions from the input diagnostic symptom patterns pertaining to various engine subsystems. The resulting network models proved to be excellent pattern recognizers for malfunction examples within the training set. The motivation for employing network models in lieu of a rule-based expert system, however, is related to the network's potential for generalizing malfunctions outside of the training set, as in the case of noisy or partial symptom patterns

Distributed network generation based on preferential attachment in ABS

NARCIS (Netherlands)

K. Azadbakht (Keyvan); N. Bezirgiannis (Nikolaos); F.S. de Boer (Frank)

2017-01-01

textabstractGeneration of social networks using Preferential Attachment (PA) mechanism is proposed in the Barabasi-Albert model. In this mechanism, new nodes are introduced to the network sequentially and they attach to the existing nodes preferentially where the preference can be based on the

Impact of distributed generation units with power electronic converters on distribution network protection

NARCIS (Netherlands)

Morren, J.; Haan, de S.W.H.

2008-01-01

An increasing number of distributed generation units (DG units) are connected to the distribution network. These generators affect the operation and coordination of the distribution network protection. The influence from DG units that are coupled to the network with a power electronic converter

Application of genetic neural network in steam generator fault diagnosing

International Nuclear Information System (INIS)

Lin Xiaogong; Jiang Xingwei; Liu Tao; Shi Xiaocheng

2005-01-01

In the paper, a new algorithm which neural network and genetic algorithm are mixed is adopted, aiming at the problems of slow convergence rate and easily falling into part minimums in network studying of traditional BP neural network, and used in the fault diagnosis of steam generator. The result shows that this algorithm can solve the convergence problem in the network trains effectively. (author)

Toward green next-generation passive optical networks

Science.gov (United States)

Srivastava, Anand

2015-01-01

Energy efficiency has become an increasingly important aspect of designing access networks, due to both increased concerns for global warming and increased network costs related to energy consumption. Comparing access, metro, and core, the access constitutes a substantial part of the per subscriber network energy consumption and is regarded as the bottleneck for increased network energy efficiency. One of the main opportunities for reducing network energy consumption lies in efficiency improvements of the customer premises equipment. Access networks in general are designed for low utilization while supporting high peak access rates. The combination of large contribution to overall network power consumption and low Utilization implies large potential for CPE power saving modes where functionality is powered off during periods of idleness. Next-generation passive optical network, which is considered one of the most promising optical access networks, has notably matured in the past few years and is envisioned to massively evolve in the near future. This trend will increase the power requirements of NG-PON and make it no longer coveted. This paper will first provide a comprehensive survey of the previously reported studies on tackling this problem. A novel solution framework is then introduced, which aims to explore the maximum design dimensions and achieve the best possible power saving while maintaining the QoS requirements for each type of service.

Modeling the complexity of acoustic emission during intermittent plastic deformation: Power laws and multifractal spectra.

Science.gov (United States)

Kumar, Jagadish; Ananthakrishna, G

2018-01-01

Scale-invariant power-law distributions for acoustic emission signals are ubiquitous in several plastically deforming materials. However, power-law distributions for acoustic emission energies are reported in distinctly different plastically deforming situations such as hcp and fcc single and polycrystalline samples exhibiting smooth stress-strain curves and in dilute metallic alloys exhibiting discontinuous flow. This is surprising since the underlying dislocation mechanisms in these two types of deformations are very different. So far, there have been no models that predict the power-law statistics for discontinuous flow. Furthermore, the statistics of the acoustic emission signals in jerky flow is even more complex, requiring multifractal measures for a proper characterization. There has been no model that explains the complex statistics either. Here we address the problem of statistical characterization of the acoustic emission signals associated with the three types of the Portevin-Le Chatelier bands. Following our recently proposed general framework for calculating acoustic emission, we set up a wave equation for the elastic degrees of freedom with a plastic strain rate as a source term. The energy dissipated during acoustic emission is represented by the Rayleigh-dissipation function. Using the plastic strain rate obtained from the Ananthakrishna model for the Portevin-Le Chatelier effect, we compute the acoustic emission signals associated with the three Portevin-Le Chatelier bands and the Lüders-like band. The so-calculated acoustic emission signals are used for further statistical characterization. Our results show that the model predicts power-law statistics for all the acoustic emission signals associated with the three types of Portevin-Le Chatelier bands with the exponent values increasing with increasing strain rate. The calculated multifractal spectra corresponding to the acoustic emission signals associated with the three band types have a maximum

Application of Generative Adversarial Networks (GANs) to jet images

CERN Multimedia

CERN. Geneva

2017-01-01

https://arxiv.org/abs/1701.05927 We provide a bridge between generative modeling in the Machine Learning community and simulated physical processes in High Energy Particle Physics by applying a novel Generative Adversarial Network (GAN) architecture to the production of jet images -- 2D representations of energy depositions from particles interacting with a calorimeter. We propose a simple architecture, the Location-Aware Generative Adversarial Network, that learns to produce realistic radiation patterns from simulated high energy particle collisions. The pixel intensities of GAN-generated images faithfully span over many orders of magnitude and exhibit the desired low-dimensional physical properties (i.e., jet mass, n-subjettiness, etc.). We shed light on limitations, and provide a novel empirical validation of image quality and validity of GAN-produced simulations of the natural world. This work provides a base for further explorations of GANs for use in faster simulation in High Energy Particle Physics.

Toward the automated generation of genome-scale metabolic networks in the SEED.

Science.gov (United States)

DeJongh, Matthew; Formsma, Kevin; Boillot, Paul; Gould, John; Rycenga, Matthew; Best, Aaron

2007-04-26

Current methods for the automated generation of genome-scale metabolic networks focus on genome annotation and preliminary biochemical reaction network assembly, but do not adequately address the process of identifying and filling gaps in the reaction network, and verifying that the network is suitable for systems level analysis. Thus, current methods are only sufficient for generating draft-quality networks, and refinement of the reaction network is still largely a manual, labor-intensive process. We have developed a method for generating genome-scale metabolic networks that produces substantially complete reaction networks, suitable for systems level analysis. Our method partitions the reaction space of central and intermediary metabolism into discrete, interconnected components that can be assembled and verified in isolation from each other, and then integrated and verified at the level of their interconnectivity. We have developed a database of components that are common across organisms, and have created tools for automatically assembling appropriate components for a particular organism based on the metabolic pathways encoded in the organism's genome. This focuses manual efforts on that portion of an organism's metabolism that is not yet represented in the database. We have demonstrated the efficacy of our method by reverse-engineering and automatically regenerating the reaction network from a published genome-scale metabolic model for Staphylococcus aureus. Additionally, we have verified that our method capitalizes on the database of common reaction network components created for S. aureus, by using these components to generate substantially complete reconstructions of the reaction networks from three other published metabolic models (Escherichia coli, Helicobacter pylori, and Lactococcus lactis). We have implemented our tools and database within the SEED, an open-source software environment for comparative genome annotation and analysis. Our method sets the

Toward the automated generation of genome-scale metabolic networks in the SEED

Directory of Open Access Journals (Sweden)

Gould John

2007-04-01

Full Text Available Abstract Background Current methods for the automated generation of genome-scale metabolic networks focus on genome annotation and preliminary biochemical reaction network assembly, but do not adequately address the process of identifying and filling gaps in the reaction network, and verifying that the network is suitable for systems level analysis. Thus, current methods are only sufficient for generating draft-quality networks, and refinement of the reaction network is still largely a manual, labor-intensive process. Results We have developed a method for generating genome-scale metabolic networks that produces substantially complete reaction networks, suitable for systems level analysis. Our method partitions the reaction space of central and intermediary metabolism into discrete, interconnected components that can be assembled and verified in isolation from each other, and then integrated and verified at the level of their interconnectivity. We have developed a database of components that are common across organisms, and have created tools for automatically assembling appropriate components for a particular organism based on the metabolic pathways encoded in the organism's genome. This focuses manual efforts on that portion of an organism's metabolism that is not yet represented in the database. We have demonstrated the efficacy of our method by reverse-engineering and automatically regenerating the reaction network from a published genome-scale metabolic model for Staphylococcus aureus. Additionally, we have verified that our method capitalizes on the database of common reaction network components created for S. aureus, by using these components to generate substantially complete reconstructions of the reaction networks from three other published metabolic models (Escherichia coli, Helicobacter pylori, and Lactococcus lactis. We have implemented our tools and database within the SEED, an open-source software environment for comparative

Technical guide to the connection of generation to the distribution network

Energy Technology Data Exchange (ETDEWEB)

Jarrett, K.; Hedgecock, J.; Gregory, R.; Warham, T.

2003-07-01

This guide provides a 'route map' of the processes of getting a generation scheme connected to the network and is intended to help developers of any form of distributed generation connected to the UK's local electricity networks, eg: renewable energy schemes; waste-to-energy schemes; on-site generation and combined heat and power (CHP) schemes; and peak lopping schemes using back-up generators. Where necessary, the guide distinguishes between arrangements that apply in Scotland and those that apply in England and Wales. The guide aims to: provide background information about the electricity industry; highlight common technical issues that arise during connection negotiation and their implications for distribution network operators (DNOs) and developers; examine the main factors affecting connection costs and timescales for achieving connections; and identify the different types of contracts relating to connection. The report considers the connection process, the connection application process and timescales, costs and charges, competition in connection, the structure of the UK electricity industry, the statutory framework, the effects of distributed generation of the distribution system, earthing and protection design, safety issues and DNO network information. It includes a glossary, checklists, useful contact details and information about standards and other useful documents.

EGS Richardson AGU Chapman NVAG3 Conference: Nonlinear Variability in Geophysics: scaling and multifractal processes

OpenAIRE

D. Schertzer; S. Lovejoy; S. Lovejoy

1994-01-01

1. The conference The third conference on "Nonlinear VAriability in Geophysics: scaling and multifractal processes" (NVAG 3) was held in Cargese, Corsica, Sept. 10-17, 1993. NVAG3 was joint American Geophysical Union Chapman and European Geophysical Society Richardson Memorial conference, the first specialist conference jointly sponsored by the two organizations. It followed NVAG1 (Montreal, Aug. 1986), NVAG2 (Paris, June 1988; Schertzer and Lovejoy, 1991), five consecutive annual ...

EGS Richardson AGU Chapman NVAG3 Conference: Nonlinear Variability in Geophysics: scaling and multifractal processes

OpenAIRE

Schertzer , D; Lovejoy , S.

1994-01-01

International audience; 1. The conference The third conference on "Nonlinear VAriability in Geophysics: scaling and multifractal processes" (NVAG 3) was held in Cargese, Corsica, Sept. 10-17, 1993. NVAG3 was joint American Geophysical Union Chapman and European Geophysical Society Richardson Memorial conference, the first specialist conference jointly sponsored by the two organizations. It followed NVAG1 (Montreal, Aug. 1986), NVAG2 (Paris, June 1988; Schertzer and Lovejoy, 1991), five conse...

Mobile location services over the next generation IP core network

DEFF Research Database (Denmark)

Thongthammachart, Saowanee; Olesen, Henning

2003-01-01

network is changing from circuit-switched to packet-switched technology and evolving to an IP core network based on IPv6. The IP core network will allow all IP devices to be connected seamlessly. Due to the movement detection mechanism of Mobile IPv6, mobile terminals will periodically update....... The concept of mobile location services over the next generation IP networks is described. We also discuss the effectiveness of the short-range wireless network regarding a mobile user's position inside buildings and hotspot areas....

Overcoming barriers to scheduling embedded generation to support distribution networks

Energy Technology Data Exchange (ETDEWEB)

Wright, A.J.; Formby, J.R.

2000-07-01

Current scheduling of embedded generation for distribution in the UK is limited and patchy. Some DNOs actively schedule while others do none. The literature on the subject is mainly about accommodating volatile wind output, and optimising island systems, for both cost of supply and network stability. The forthcoming NETA will lower prices, expose unpredictable generation to imbalance markets and could introduce punitive constraint payments on DNOs, but at the same time create a dynamic market for both power and ancillary services from embedded generators. Most renewable generators either run as base load (e.g. waste ) or according to the vagaries of the weather (e.g. wind, hydro), so offer little scope for scheduling other than 'off'. CHP plant is normally heat- led for industrial processes or building needs, but supplementary firing or thermal storage often allow considerable scope for scheduling. Micro-CHP with thermal storage could provide short-term scheduling, but tends to be running anyway during the evening peak. Standby generation appears to be ideal for scheduling, but in practice operators may be unwilling to run parallel with the network, and noise and pollution problems may preclude frequent operation. Statistical analysis can be applied to calculate the reliability of several generators compared to one; with a large number of generators such as micro-CHP reliability of a proportion of load is close to unity. The type of communication for generation used will depend on requirements for bandwidth, cost, reliability and whether it is bundled with other services. With high levels of deeply embedded, small-scale generation using induction machines, voltage control and black start capability will become important concerns on 11 kV and LV networks. This will require increased generation monitoring and remote control of switchgear. Examples of cost benefits from scheduling are given, including deferred reinforcement, increased exports on non

Extracting sensitive spectrum bands of rapeseed using multiscale multifractal detrended fluctuation analysis

Science.gov (United States)

Jiang, Shan; Wang, Fang; Shen, Luming; Liao, Guiping; Wang, Lin

2017-03-01

Spectrum technology has been widely used in crop non-destructive testing diagnosis for crop information acquisition. Since spectrum covers a wide range of bands, it is of critical importance to extract the sensitive bands. In this paper, we propose a methodology to extract the sensitive spectrum bands of rapeseed using multiscale multifractal detrended fluctuation analysis. Our obtained sensitive bands are relatively robust in the range of 534 nm-574 nm. Further, by using the multifractal parameter (Hurst exponent) of the extracted sensitive bands, we propose a prediction model to forecast the Soil and plant analyzer development values ((SPAD), often used as a parameter to indicate the chlorophyll content) and an identification model to distinguish the different planting patterns. Three vegetation indices (VIs) based on previous work are used for comparison. Three evaluation indicators, namely, the root mean square error, the correlation coefficient, and the relative error employed in the SPAD values prediction model all demonstrate that our Hurst exponent has the best performance. Four rapeseed compound planting factors, namely, seeding method, planting density, fertilizer type, and weed control method are considered in the identification model. The Youden indices calculated by the random decision forest method and the K-nearest neighbor method show that our Hurst exponent is superior to other three Vis, and their combination for the factor of seeding method. In addition, there is no significant difference among the five features for other three planting factors. This interesting finding suggests that the transplanting and the direct seeding would make a big difference in the growth of rapeseed.

Novel mechanism of network protection against the new generation of cyber attacks

Science.gov (United States)

Milovanov, Alexander; Bukshpun, Leonid; Pradhan, Ranjit

2012-06-01

A new intelligent mechanism is presented to protect networks against the new generation of cyber attacks. This mechanism integrates TCP/UDP/IP protocol stack protection and attacker/intruder deception to eliminate existing TCP/UDP/IP protocol stack vulnerabilities. It allows to detect currently undetectable, highly distributed, low-frequency attacks such as distributed denial-of-service (DDoS) attacks, coordinated attacks, botnet, and stealth network reconnaissance. The mechanism also allows insulating attacker/intruder from the network and redirecting the attack to a simulated network acting as a decoy. As a result, network security personnel gain sufficient time to defend the network and collect the attack information. The presented approach can be incorporated into wireless or wired networks that require protection against known and the new generation of cyber attacks.

Unbundling in Current Broadband and Next-Generation Ultra-Broadband Access Networks

Science.gov (United States)

Gaudino, Roberto; Giuliano, Romeo; Mazzenga, Franco; Valcarenghi, Luca; Vatalaro, Francesco

2014-05-01

This article overviews the methods that are currently under investigation for implementing multi-operator open-access/shared-access techniques in next-generation access ultra-broadband architectures, starting from the traditional "unbundling-of-the-local-loop" techniques implemented in legacy twisted-pair digital subscriber line access networks. A straightforward replication of these copper-based unbundling-of-the-local-loop techniques is usually not feasible on next-generation access networks, including fiber-to-the-home point-to-multipoint passive optical networks. To investigate this issue, the article first gives a concise description of traditional copper-based unbundling-of-the-local-loop solutions, then focalizes on both next-generation access hybrid fiber-copper digital subscriber line fiber-to-the-cabinet scenarios and on fiber to the home by accounting for the mix of regulatory and technological reasons driving the next-generation access migration path, focusing mostly on the European situation.

Wavelet network controller for nuclear steam generators

International Nuclear Information System (INIS)

Habibiyan, H; Sayadian, A; Ghafoori-Fard, H

2005-01-01

Poor control of steam generator water level is the main cause of unexpected shutdowns in nuclear power plants. Particularly at low powers, it is a difficult task due to shrink and swell phenomena and flow measurement errors. In addition, the steam generator is a highly complex, nonlinear and time-varying system and its parameters vary with operating conditions. Therefore, it seems that design of a suitable controller is a necessary step to enhance plant availability factor. The purpose of this paper is to design, analyze and evaluate a water level controller for U-tube steam generators using wavelet neural networks. Computer simulations show that the proposed controller improves transient response of steam generator water level and demonstrate its superiority to existing controllers

BGen: A UML Behavior Network Generator Tool

Science.gov (United States)

Huntsberger, Terry; Reder, Leonard J.; Balian, Harry

2010-01-01

BGen software was designed for autogeneration of code based on a graphical representation of a behavior network used for controlling automatic vehicles. A common format used for describing a behavior network, such as that used in the JPL-developed behavior-based control system, CARACaS ["Control Architecture for Robotic Agent Command and Sensing" (NPO-43635), NASA Tech Briefs, Vol. 32, No. 10 (October 2008), page 40] includes a graph with sensory inputs flowing through the behaviors in order to generate the signals for the actuators that drive and steer the vehicle. A computer program to translate Unified Modeling Language (UML) Freeform Implementation Diagrams into a legacy C implementation of Behavior Network has been developed in order to simplify the development of C-code for behavior-based control systems. UML is a popular standard developed by the Object Management Group (OMG) to model software architectures graphically. The C implementation of a Behavior Network is functioning as a decision tree.

Multifractal characteristics of optical turbulence measured through a single beam holographic process.

Science.gov (United States)

Pérez, Darío G; Barillé, Regis; Morille, Yohann; Zielińska, Sonia; Ortyl, Ewelina

2014-08-11

We have previously shown that azopolymer thin films exposed to coherent light that has travelled through a turbulent medium produces a surface relief grating containing information about the intensity of the turbulence; for instance, a relation between the refractive index structure constant C(n)2 as a function of the surface parameters was obtained. In this work, we show that these films capture much more information about the turbulence dynamics. Multifractal detrended fluctuation and fractal dimension analysis from images of the surface roughness produced by the light on the azopolymer reveals scaling properties related to those of the optical turbulence.

Generation of Complex Karstic Conduit Networks with a Hydro-chemical Model

Science.gov (United States)

De Rooij, R.; Graham, W. D.

2016-12-01

The discrete-continuum approach is very well suited to simulate flow and solute transport within karst aquifers. Using this approach, discrete one-dimensional conduits are embedded within a three-dimensional continuum representative of the porous limestone matrix. Typically, however, little is known about the geometry of the karstic conduit network. As such the discrete-continuum approach is rarely used for practical applications. It may be argued, however, that the uncertainty associated with the geometry of the network could be handled by modeling an ensemble of possible karst conduit networks within a stochastic framework. We propose to generate stochastically realistic karst conduit networks by simulating the widening of conduits as caused by the dissolution of limestone over geological relevant timescales. We illustrate that advanced numerical techniques permit to solve the non-linear and coupled hydro-chemical processes efficiently, such that relatively large and complex networks can be generated in acceptable time frames. Instead of specifying flow boundary conditions on conduit cells to recharge the network as is typically done in classical speleogenesis models, we specify an effective rainfall rate over the land surface and let model physics determine the amount of water entering the network. This is advantageous since the amount of water entering the network is extremely difficult to reconstruct, whereas the effective rainfall rate may be quantified using paleoclimatic data. Furthermore, we show that poorly known flow conditions may be constrained by requiring a realistic flow field. Using our speleogenesis model we have investigated factors that influence the geometry of simulated conduit networks. We illustrate that our model generates typical branchwork, network and anastomotic conduit systems. Flow, solute transport and water ages in karst aquifers are simulated using a few illustrative networks.

Reconstruction of three-dimensional porous media using generative adversarial neural networks

Science.gov (United States)

Mosser, Lukas; Dubrule, Olivier; Blunt, Martin J.

2017-10-01

To evaluate the variability of multiphase flow properties of porous media at the pore scale, it is necessary to acquire a number of representative samples of the void-solid structure. While modern x-ray computer tomography has made it possible to extract three-dimensional images of the pore space, assessment of the variability in the inherent material properties is often experimentally not feasible. We present a method to reconstruct the solid-void structure of porous media by applying a generative neural network that allows an implicit description of the probability distribution represented by three-dimensional image data sets. We show, by using an adversarial learning approach for neural networks, that this method of unsupervised learning is able to generate representative samples of porous media that honor their statistics. We successfully compare measures of pore morphology, such as the Euler characteristic, two-point statistics, and directional single-phase permeability of synthetic realizations with the calculated properties of a bead pack, Berea sandstone, and Ketton limestone. Results show that generative adversarial networks can be used to reconstruct high-resolution three-dimensional images of porous media at different scales that are representative of the morphology of the images used to train the neural network. The fully convolutional nature of the trained neural network allows the generation of large samples while maintaining computational efficiency. Compared to classical stochastic methods of image reconstruction, the implicit representation of the learned data distribution can be stored and reused to generate multiple realizations of the pore structure very rapidly.

Formal Specification Based Automatic Test Generation for Embedded Network Systems

Directory of Open Access Journals (Sweden)

Eun Hye Choi

2014-01-01

Full Text Available Embedded systems have become increasingly connected and communicate with each other, forming large-scaled and complicated network systems. To make their design and testing more reliable and robust, this paper proposes a formal specification language called SENS and a SENS-based automatic test generation tool called TGSENS. Our approach is summarized as follows: (1 A user describes requirements of target embedded network systems by logical property-based constraints using SENS. (2 Given SENS specifications, test cases are automatically generated using a SAT-based solver. Filtering mechanisms to select efficient test cases are also available in our tool. (3 In addition, given a testing goal by the user, test sequences are automatically extracted from exhaustive test cases. We’ve implemented our approach and conducted several experiments on practical case studies. Through the experiments, we confirmed the efficiency of our approach in design and test generation of real embedded air-conditioning network systems.

Conception of Next Generation Networks

Directory of Open Access Journals (Sweden)

Slavko Šarić

2004-11-01

tool for the realization ofadditional se1vices and for enabling the control in NGN. Theproblem of JP routers for NGN has also been mentioned, aswell as the importance of the new core generation of optical networks.The conceptual framework of NGN is based today onIP/ATM transport technology, which is at this level of developmentgenerally accepted as the optimal transp011 solution. The problem of addressing caused by the insufficient address spaceof Ipv4 has been stressed and the solution of that problem hasbeen anticipated with the introduction of lpv6 technology,which, due to its complexity and high costs, would be graduallyintroduced by a dual approach into the system.The differentiating elements of NGN in relation to the existingnetworks have been specially pointed out. The modulm;that is, plane nature of the NGN conception in relation to thevertical and hierarchical conception of PSTN has beenstressed, as well as the pdvileges that this open conception offerswhen choosing the equipment of the highest quality by differentmanufacturers. Both existing, voice (TDM and data(NGN (ATM/IP, networks will act parallel in the next yearsuntil new solutions to NGN will have been introduced.

Correlations in magnitude series to assess nonlinearities: Application to multifractal models and heartbeat fluctuations

Science.gov (United States)

Bernaola-Galván, Pedro A.; Gómez-Extremera, Manuel; Romance, A. Ramón; Carpena, Pedro

2017-09-01

The correlation properties of the magnitude of a time series are associated with nonlinear and multifractal properties and have been applied in a great variety of fields. Here we have obtained the analytical expression of the autocorrelation of the magnitude series (C|x |) of a linear Gaussian noise as a function of its autocorrelation (Cx). For both, models and natural signals, the deviation of C|x | from its expectation in linear Gaussian noises can be used as an index of nonlinearity that can be applied to relatively short records and does not require the presence of scaling in the time series under study. In a model of artificial Gaussian multifractal signal we use this approach to analyze the relation between nonlinearity and multifractallity and show that the former implies the latter but the reverse is not true. We also apply this approach to analyze experimental data: heart-beat records during rest and moderate exercise. For each individual subject, we observe higher nonlinearities during rest. This behavior is also achieved on average for the analyzed set of 10 semiprofessional soccer players. This result agrees with the fact that other measures of complexity are dramatically reduced during exercise and can shed light on its relationship with the withdrawal of parasympathetic tone and/or the activation of sympathetic activity during physical activity.

Game-theoretic modeling of curtailment rules and network investments with distributed generation

International Nuclear Information System (INIS)

Andoni, Merlinda; Robu, Valentin; Früh, Wolf-Gerrit; Flynn, David

2017-01-01

Highlights: •Comparative study on curtailment rules and their effects on RES profitability. •Proposal of novel fair curtailment rule which minimises generators’ disruption. •Modeling of private network upgrade as leader-follower (Stackelberg) game. •New model incorporating stochastic generation and variable demand. •New methodology for setting transmission charges in private network upgrade. -- Abstract: Renewable energy has achieved high penetration rates in many areas, leading to curtailment, especially if existing network infrastructure is insufficient and energy generated cannot be exported. In this context, Distribution Network Operators (DNOs) face a significant knowledge gap about how to implement curtailment rules that achieve desired operational objectives, but at the same time minimise disruption and economic losses for renewable generators. In this work, we study the properties of several curtailment rules widely used in UK renewable energy projects, and their effect on the viability of renewable generation investment. Moreover, we propose a new curtailment rule which guarantees fair allocation of curtailment amongst all generators with minimal disruption. Another key knowledge gap faced by DNOs is how to incentivise private network upgrades, especially in settings where several generators can use the same line against the payment of a transmission fee. In this work, we provide a solution to this problem by using tools from algorithmic game theory. Specifically, this setting can be modelled as a Stackelberg game between the private transmission line investor and local renewable generators, who are required to pay a transmission fee to access the line. We provide a method for computing the equilibrium of this game, using a model that captures the stochastic nature of renewable energy generation and demand. Finally, we use the practical setting of a grid reinforcement project from the UK and a large dataset of wind speed measurements and demand

Pinning Synchronization of Linear Complex Coupling Synchronous Generators Network of Hydroelectric Generating Set

Directory of Open Access Journals (Sweden)

Xuefei Wu

2014-01-01

Full Text Available A novel linear complex system for hydroturbine-generator sets in multimachine power systems is suggested in this paper and synchronization of the power-grid networks is studied. The advanced graph theory and stability theory are combined to solve the problem. Here we derive a sufficient condition under which the synchronous state of power-grid networks is stable in disturbance attenuation. Finally, numerical simulations are provided to illustrate the effectiveness of the results by the IEEE 39 bus system.

Loss optimization in distribution networks with distributed generation

DEFF Research Database (Denmark)

Pokhrel, Basanta Raj; Nainar, Karthikeyan; Bak-Jensen, Birgitte

2017-01-01

This paper presents a novel power loss minimization approach in distribution grids considering network reconfiguration, distributed generation and storage installation. Identification of optimum configuration in such scenario is one of the main challenges faced by distribution system operators...... in highly active distribution grids. This issue is tackled by formulating a hybrid loss optimization problem and solved using the Interior Point Method. Sensitivity analysis is used to identify the optimum location of storage units. Different scenarios of reconfiguration, storage and distributed generation...... penetration are created to test the proposed algorithm. It is tested in a benchmark medium voltage network to show the effectiveness and performance of the algorithm. Results obtained are found to be encouraging for radial distribution system. It shows that we can reduce the power loss by more than 30% using...

Converged Wireless Networking and Optimization for Next Generation Services

Directory of Open Access Journals (Sweden)

J. Rodriguez

2010-01-01

Full Text Available The Next Generation Network (NGN vision is tending towards the convergence of internet and mobile services providing the impetus for new market opportunities in combining the appealing services of internet with the roaming capability of mobile networks. However, this convergence does not go far enough, and with the emergence of new coexistence scenarios, there is a clear need to evolve the current architecture to provide cost-effective end-to-end communication. The LOOP project, a EUREKA-CELTIC driven initiative, is one piece in the jigsaw by helping European industry to sustain a leading role in telecommunications and manufacturing of high-value products and machinery by delivering pioneering converged wireless networking solutions that can be successfully demonstrated. This paper provides an overview of the LOOP project and the key achievements that have been tunneled into first prototypes for showcasing next generation services for operators and process manufacturers.

The effect of increasing levels of embedded generation on the distribution network. Final report

Energy Technology Data Exchange (ETDEWEB)

Collinson, A; Earp, G K; Howson, D; Owen, R D; Wright, A J

1999-10-01

This report was commissioned as part of the EA Technology Strategic Technology Programme under guidance of the Module 5 (Embedded Generation) Steering Group. This report aims to provide information related to the distribution and supply of electricity in the context of increasing levels of embedded generation. There is a brief description of the operating environment within which electricity companies in the UK must operate. Technical issues related to the connection of generation to the existing distribution infrastructure are highlighted and the design philosophy adopted by network designers in accommodating applications for the connection of embedded generation to the network is discussed. The effects embedded generation has on the network and the issues raised are presented as many of them present barriers to the connection of embedded generators. The final chapters cover the forecast of required connection to 2010 and solutions to restrictions preventing the connection of more embedded generation to the network. (author)

A Renormalization-Group Interpretation of the Connection between Criticality and Multifractals

Science.gov (United States)

Chang, Tom

2014-05-01

Turbulent fluctuations in space plasmas beget phenomena of dynamic complexity. It is known that dynamic renormalization group (DRG) may be employed to understand the concept of forced and/or self-organized criticality (FSOC), which seems to describe certain scaling features of space plasma turbulence. But, it may be argued that dynamic complexity is not just a phenomenon of criticality. It is therefore of interest to inquire if DRG may be employed to study complexity phenomena that are distinctly more complicated than dynamic criticality. Power law scaling generally comes about when the DRG trajectory is attracted to the vicinity of a fixed point in the phase space of the relevant dynamic plasma parameters. What happens if the trajectory lies within a domain influenced by more than one single fixed point or more generally if the transformation underlying the DRG is fully nonlinear? The global invariants of the group under such situations (if they exist) are generally not power laws. Nevertheless, as we shall argue, it may still be possible to talk about local invariants that are power laws with the nonlinearity of transformation prescribing a specific phenomenon as crossovers. It is with such concept in mind that we may provide a connection between the properties of dynamic criticality and multifractals from the point of view of DRG (T. Chang, Chapter VII, "An Introduction to Space Plasma Complexity", Cambridge University Press, 2014). An example in terms of the concepts of finite-size scaling (FSS) and rank-ordered multifractal analysis (ROMA) of a toy model shall be provided. Research partially supported by the US National Science Foundation and the European Community's Seventh Framework Programme (FP7/ 2007-2013) under Grant agreement no. 313038/STORM.

SELECTION OF SCALE OF PICTURE OF STRUCTURE FOR ITS MULTIFRACTAL ANALYSIS

Directory of Open Access Journals (Sweden)

VOLCHUK V. N.

2015-11-01

Full Text Available Problem statement. Each scale level detectesthe new features of the structure of the material describing of it quality. For example, features of the grain structure are revealed in different kind of steel on microstruc ture level, and its parameters greatly influences on the strength properties of the metal. Thus, to select the scale of representation of a fractal object, for instance the elements of structure of roll iron or steel is necessary to determine the interval (1, where observed its self-similarity, and on this interval should be selected the scale, the use of which will allow him to choose adequate fractal dimension. For optimal scale structure of repose is taken one in which at least two adjacent points of the series (2, the fractal dimension is minimal differences between them. This is explained by the fact that this is best observed property of self-similarity structure. An example of the selection of the scale representation of the structure of cast iron rolls execution of SPHN (a and execution SSHN (b is shown on interval of increases in the range of x 100 to x1000 with a predetermined pitch Δl = 100. The implementation of this phase of research allowed to determine experimentally the optimal scale of representation of structure of iron roll with increasing x 200 for multifractal analysis of its elements: inclusion of the plate and nodular graphit, carbides. Purpose To determine the optimal scale structure representation for iron roll multifractal analysis of its elements: inclusion of the plate and nodular carbides. Conclusion. It was found that the fractal dimension of the structural elements of the test ranged from experimental error 5÷7%, which testifies to the universality of this assessment, and therefore reliability and economic benefits, in terms of the equipping of laboratories expensive metallurgical microscopes with higher resolution.

MTGAN: Speaker Verification through Multitasking Triplet Generative Adversarial Networks

OpenAIRE

Ding, Wenhao; He, Liang

2018-01-01

In this paper, we propose an enhanced triplet method that improves the encoding process of embeddings by jointly utilizing generative adversarial mechanism and multitasking optimization. We extend our triplet encoder with Generative Adversarial Networks (GANs) and softmax loss function. GAN is introduced for increasing the generality and diversity of samples, while softmax is for reinforcing features about speakers. For simplification, we term our method Multitasking Triplet Generative Advers...

Generation of arbitrary two-point correlated directed networks with given modularity

International Nuclear Information System (INIS)

Zhou Jie; Xiao Gaoxi; Wong, Limsoon; Fu Xiuju; Ma, Stefan; Cheng, Tee Hiang

2010-01-01

In this Letter, we introduce measures of correlation in directed networks and develop an efficient algorithm for generating directed networks with arbitrary two-point correlation. Furthermore, a method is proposed for adjusting community structure in directed networks without changing the correlation. Effectiveness of both methods is verified by numerical results.

Dynamic Network Drivers of Seizure Generation, Propagation and Termination in Human Neocortical Epilepsy

Science.gov (United States)

Khambhati, Ankit N.; Davis, Kathryn A.; Oommen, Brian S.; Chen, Stephanie H.; Lucas, Timothy H.; Litt, Brian; Bassett, Danielle S.

2015-01-01

The epileptic network is characterized by pathologic, seizure-generating ‘foci’ embedded in a web of structural and functional connections. Clinically, seizure foci are considered optimal targets for surgery. However, poor surgical outcome suggests a complex relationship between foci and the surrounding network that drives seizure dynamics. We developed a novel technique to objectively track seizure states from dynamic functional networks constructed from intracranial recordings. Each dynamical state captures unique patterns of network connections that indicate synchronized and desynchronized hubs of neural populations. Our approach suggests that seizures are generated when synchronous relationships near foci work in tandem with rapidly changing desynchronous relationships from the surrounding epileptic network. As seizures progress, topographical and geometrical changes in network connectivity strengthen and tighten synchronous connectivity near foci—a mechanism that may aid seizure termination. Collectively, our observations implicate distributed cortical structures in seizure generation, propagation and termination, and may have practical significance in determining which circuits to modulate with implantable devices. PMID:26680762

Identifying options for regulating the coordination of network investments with investments in distributed electricity generation

International Nuclear Information System (INIS)

Nisten, E.

2010-02-01

The increase in the distributed generation of electricity, with wind turbines and solar panels, necessitates investments in the distribution network. The current tariff regulation in the Dutch electricity industry, with its ex post evaluation of the efficiency of investments and the frontier shift in the x-factor, delays these investments. In the unbundled electricity industry, the investments in the network need to be coordinated with those in the distributed generation of electricity to enable the DSOs to build enough network capacity. The current Dutch regulations do not provide for a sufficient information exchange between the generators and the system operators to coordinate the investments. This paper analyses these two effects of the Dutch regulation, and suggests improvements to the regulation of the network connection and transportation tariffs to allow for sufficient network capacity and coordination between the investments in the network and in the generation of electricity. These improvements include locally differentiated tariffs that increase with an increasing concentration of distributed generators.

Network investments and the integration of distributed generation: Regulatory recommendations for the Dutch electricity industry

International Nuclear Information System (INIS)

Niesten, Eva

2010-01-01

An increase in the distributed generation of electricity necessitates investments in the distribution network. The current tariff regulation in the Dutch electricity industry, with its ex post evaluation of the efficiency of investments, average benchmarking and a frontier shift in the x-factor, delays these investments. In the unbundled electricity industry, the investments in the network need to be coordinated with those in the distributed generation of electricity to enable the system operators to build enough network capacity. The current Dutch regulations do not provide for a sufficient information exchange between the generators and the system operators to coordinate the investments. This paper analyses these two effects of the Dutch regulations, and suggests improvements to the regulation of the network connection and transportation tariffs to allow for sufficient network capacity and coordination between the investments in the network and in the generation of electricity. These improvements include locally differentiated tariffs that increase with an increasing concentration of distributed generation.

Measuring complexity with multifractals in texts. Translation effects

International Nuclear Information System (INIS)

Ausloos, M.

2012-01-01

Highlights: ► Two texts in English and one in Esperanto are transformed into 6 time series. ► D(q) and f(alpha) of such (and shuffled) time series are obtained. ► A model for text construction is presented based on a parametrized Cantor set. ► The model parameters can also be used when examining machine translated texts. ► Suggested extensions to higher dimensions: in 2D image analysis and on hypertexts. - Abstract: Should quality be almost a synonymous of complexity? To measure quality appears to be audacious, even very subjective. It is hereby proposed to use a multifractal approach in order to quantify quality, thus through complexity measures. A one-dimensional system is examined. It is known that (all) written texts can be one-dimensional nonlinear maps. Thus, several written texts by the same author are considered, together with their translation, into an unusual language, Esperanto, and asa baseline their corresponding shuffled versions. Different one-dimensional time series can be used: e.g. (i) one based on word lengths, (ii) the other based on word frequencies; both are used for studying, comparing and discussing the map structure. It is shown that a variety in style can be measured through the D(q) and f(α) curves characterizing multifractal objects. This allows to observe on the one hand whether natural and artificial languages significantly influence the writing and the translation, and whether one author’s texts differ technically from each other. In fact, the f(α) curves of the original texts are similar to each other, but the translated text shows marked differences. However in each case, the f(α) curves are far from being parabolic, – in contrast to the shuffled texts. Moreover, the Esperanto text has more extreme values. Criteria are thereby suggested for estimating a text quality, as if it is a time series only. A model is introduced in order to substantiate the findings: it consists in considering a text as a random Cantor set

A review on the impact of embedded generation to network fault level

Science.gov (United States)

Yahaya, M. S.; Basar, M. F.; Ibrahim, Z.; Nasir, M. N. N.; Lada, M. Y.; Bukhari, W. M.

2015-05-01

The line of Embedded Generation (EG) in power systems especially for renewable energy has increased markedly in recent years. The interconnection of EG has a technical impact which needs to considered. One of the technical challenges faced by the Distribution Network Operator (DNO) is the network fault level. In this paper, the different methods of interconnection with and without EG on the network is analyze by looking at the impact of network fault level. This comparative study made to determine the most effective method to reduce fault level or fault current. This paper will gives basic understanding on the fault level effect when synchronous generator connected to network by different method of interconnection. A three phase fault is introduced at one network bus bar. By employ it to simple network configuration of network configurations which is normal interconnection and splitting network connection with and without EG, the fault level has been simulated and analyzed. Developing the network model by using PSS-Viper™ software package, the fault level for both networks will be showed and the difference is defines. From the review, network splitting was found the best interconnection method and greatest potential for reducing the fault level in the network.

Facilitate generation connections on Orkney by automatic distribution network management

Energy Technology Data Exchange (ETDEWEB)

NONE

2004-07-01

This report summarises the results of a study assessing the capability and limitations of the Orkney Network under a variety of conditions of demand, generation connections, network configuration, and reactive compensation). A conceptual active management scheme (AMS) suitable for the conditions on Orkney is developed and evaluated. Details are given of a proposed framework for the design and evaluation of future active management schemes, logic control sequences for managed generation units, and a proposed evaluation method for the active management scheme. Implications of introducing the proposed AMS are examined, and the commercial aspects of an AMS and system security are considered. The existing Orkney network is described; and an overview of the SHEPDL (Scottish Hydro Electric Power Distribution Ltd.) SCADA system is presented with a discussion of AMS identification, selection, and development.

Next generation satellite communications networks

Science.gov (United States)

Garland, P. J.; Osborne, F. J.; Streibl, I.

The paper introduces two potential uses for new space hardware to permit enhanced levels of signal handling and switching in satellite communication service for Canada. One application involves increased private-sector services in the Ku band; the second supports new personal/mobile services by employing higher levels of handling and switching in the Ka band. First-generation satellite regeneration and switching experiments involving the NASA/ACTS spacecraft are described, where the Ka band and switching satellite network problems are emphasized. Second-generation satellite development is outlined based on demand trends for more packet-based switching, low-cost earth stations, and closed user groups. A demonstration mission for new Ka- and Ku-band technologies is proposed, including the payload configuration. The half ANIK E payload is shown to meet the demonstration objectives, and projected to maintain a fully operational payload for at least 10 years.

Comparing Generative Adversarial Network Techniques for Image Creation and Modification

NARCIS (Netherlands)

Pieters, Mathijs; Wiering, Marco

2018-01-01

Generative adversarial networks (GANs) have demonstrated to be successful at generating realistic real-world images. In this paper we compare various GAN techniques, both supervised and unsupervised. The effects on training stability of different objective functions are compared. We add an encoder

Data-Driven Handover Optimization in Next Generation Mobile Communication Networks

Directory of Open Access Journals (Sweden)

Po-Chiang Lin

2016-01-01

Full Text Available Network densification is regarded as one of the important ingredients to increase capacity for next generation mobile communication networks. However, it also leads to mobility problems since users are more likely to hand over to another cell in dense or even ultradense mobile communication networks. Therefore, supporting seamless and robust connectivity through such networks becomes a very important issue. In this paper, we investigate handover (HO optimization in next generation mobile communication networks. We propose a data-driven handover optimization (DHO approach, which aims to mitigate mobility problems including too-late HO, too-early HO, HO to wrong cell, ping-pong HO, and unnecessary HO. The key performance indicator (KPI is defined as the weighted average of the ratios of these mobility problems. The DHO approach collects data from the mobile communication measurement results and provides a model to estimate the relationship between the KPI and features from the collected dataset. Based on the model, the handover parameters, including the handover margin and time-to-trigger, are optimized to minimize the KPI. Simulation results show that the proposed DHO approach could effectively mitigate mobility problems.

Regulatory Improvements for Effective Integration of Distributed Generation into Electricity Distribution Networks

International Nuclear Information System (INIS)

Scheepers, M.J.J.; Jansen, J.C.; De Joode, J.; Bauknecht, D.; Gomez, T.; Pudjianto, D.; Strbac, G.; Ropenus, S.

2007-11-01

The growth of distributed electricity supply of renewable energy sources (RES-E) and combined heat and power (CHP) - so called distributed generation (DG) - can cause technical problems for electricity distribution networks. These integration problems can be overcome by reinforcing the network. Many European Member States apply network regulation that does not account for the impact of DG growth on the network costs. Passing on network integration costs to the DG-operator who is responsible for these extra costs may result in discrimination between different DG plants and between DG and large power generation. Therefore, in many regulatory systems distribution system operators (DSOs) are not being compensated for the DG integration costs. The DG-GRID project analysed technical and economical barriers for integration of distributed generation into electricity distribution networks. The project looked into the impact of a high DG deployment on the electricity distribution system costs and the impact on the financial position of the DSO. Several ways for improving network regulation in order to compensate DSOs for the increasing DG penetration were identified and tested. The DG-GRID project looked also into stimulating network innovations through economic regulation. The project was co-financed by the European Commission and carried out by nine European universities and research institutes. This report summarises the project results and is based on a number of DG-GRID reports that describe the conducted analyses and their results

Synchronous ethernet and IEEE 1588 in telecoms next generation synchronization networks

CERN Document Server

2013-01-01

This book addresses the multiple technical aspects of the distribution of synchronization in new generation telecommunication networks, focusing in particular on synchronous Ethernet and IEEE1588 technologies. Many packet network engineers struggle with understanding the challenges that precise synchronization distribution can impose on networks. The usual “why”, “when” and particularly “how” can cause problems for many engineers. In parallel to this, some other markets have identical synchronization requirements, but with their own design requirements, generating further questions. This book attempts to respond to the different questions by providing background technical information. Invaluable information on state of-the-art packet network synchronization and timing architectures is provided, as well as an unbiased view on the synchronization technologies that have been internationally standardized over recent years, with the aim of providing the average reader (who is not skilled in the art) wi...

Generating private recommendations in a social trust network

NARCIS (Netherlands)

Erkin, Z.; Veugen, P.J.M.; Lagendijk, R.L.

2011-01-01

Recommender systems have become increasingly important in e-commerce as they can guide customers with finding personalized services and products. A variant of recommender systems that generates recommendations from a set of trusted people is recently getting more attention in social networks.

Repair during multifraction exposures: spheroids versus monolayers

International Nuclear Information System (INIS)

Durand, R.E.

1984-01-01

Many type of mammalian cells, when grown in culture as multicell spheroids, display an increased ability to accumulate and repair sublethal radiation damage which has been called the ''contact effect''. Since this effect has the potential to markedly modify the multifraction radiation response of cells in V79 spheroids relative to cells in monolayer cultures, an investigation was made of regimens ranging from 1 to 100 fractions. Effective dose rates were chosen near 1 Gy h -1 to inhibit cell progression and thus simplify analysis of the results. As expected, larger doses per fraction produced more net cell killing in both systems than lower doses per fraction. Additionally, less killing of spheroid cells was observed in all regimens, in accord with their greater potential for repair. However, when the data were expressed as isoeffect curves, the spheroid and monolayer curves converged as the number of fractions increased. Thus, quite similar inherent sensitivity and repair capabilities would be predicted for ultra-low doses per fraction. High precision techniques for defining survival after doses of radiation from 0.2 to 1 Gy were, however, still able to demonstrate a survival advantage for cells grown as spheroids. (author)

Pricing of embedded generation: Incorporation of externalities and avoided network losses

International Nuclear Information System (INIS)

Rodrigo, Asanka S.; Wijayatunga, Priyantha D.C.

2007-01-01

Traditionally, the electricity purchase tariff of embedded generators reflected only the cost of production and delivery of electricity to the consumers, which includes the costs of labor, capital, operation, taxes and insurance. However, the production of electricity causes adverse impacts on the environment. At present, this issue has not been widely addressed by the existing pricing methodologies. This paper proposes a pricing methodology for renewable energy based embedded electricity generation, incorporating the cost of externalities with a case study on the Sri Lanka power system. It recommends that the embedded generation tariff be based on the principle of 'avoided cost', considering the cost of energy production, cost of externalities and the cost of network losses. While the 'impact path way' approach is proposed for calculation of the cost of externalities of energy, the nodal-based cost calculation is proposed for the avoided cost of network losses calculation. The pricing methodology proposed in the paper provides important information for investors when choosing the most economical site for their development. It can also be used to optimize the network use. These will allow the developers of embedded generation facilities and the utilities operating the national grid to maximize the potential of embedded generation. (author)

Probabilistic generation of random networks taking into account information on motifs occurrence.

Science.gov (United States)

Bois, Frederic Y; Gayraud, Ghislaine

2015-01-01

Because of the huge number of graphs possible even with a small number of nodes, inference on network structure is known to be a challenging problem. Generating large random directed graphs with prescribed probabilities of occurrences of some meaningful patterns (motifs) is also difficult. We show how to generate such random graphs according to a formal probabilistic representation, using fast Markov chain Monte Carlo methods to sample them. As an illustration, we generate realistic graphs with several hundred nodes mimicking a gene transcription interaction network in Escherichia coli.

Characterizing Detrended Fluctuation Analysis of multifractional Brownian motion

Science.gov (United States)

Setty, V. A.; Sharma, A. S.

2015-02-01

The Hurst exponent (H) is widely used to quantify long range dependence in time series data and is estimated using several well known techniques. Recognizing its ability to remove trends the Detrended Fluctuation Analysis (DFA) is used extensively to estimate a Hurst exponent in non-stationary data. Multifractional Brownian motion (mBm) broadly encompasses a set of models of non-stationary data exhibiting time varying Hurst exponents, H(t) as against a constant H. Recently, there has been a growing interest in time dependence of H(t) and sliding window techniques have been used to estimate a local time average of the exponent. This brought to fore the ability of DFA to estimate scaling exponents in systems with time varying H(t) , such as mBm. This paper characterizes the performance of DFA on mBm data with linearly varying H(t) and further test the robustness of estimated time average with respect to data and technique related parameters. Our results serve as a bench-mark for using DFA as a sliding window estimator to obtain H(t) from time series data.

Multifractal analysis of implied volatility in index options

Science.gov (United States)

Oh, GabJin

2014-06-01

In this paper, we analyze the statistical and the non-linear properties of the log-variations in implied volatility for the CAC40, DAX and S& P500 daily index options. The price of an index option is generally represented by its implied volatility surface, including its smile and skew properties. We utilize a Lévy process model as the underlying asset to deepen our understanding of the intrinsic property of the implied volatility in the index options and estimate the implied volatility surface. We find that the options pricing models with the exponential Lévy model can reproduce the smile or sneer features of the implied volatility that are observed in real options markets. We study the variation in the implied volatility for at-the-money index call and put options, and we find that the distribution function follows a power-law distribution with an exponent of 3.5 ≤ γ ≤ 4.5. Especially, the variation in the implied volatility exhibits multifractal spectral characteristics, and the global financial crisis has influenced the complexity of the option markets.

Complex network structure of musical compositions: Algorithmic generation of appealing music

Science.gov (United States)

Liu, Xiao Fan; Tse, Chi K.; Small, Michael

2010-01-01

In this paper we construct networks for music and attempt to compose music artificially. Networks are constructed with nodes and edges corresponding to musical notes and their co-occurring connections. We analyze classical music from Bach, Mozart, Chopin, as well as other types of music such as Chinese pop music. We observe remarkably similar properties in all networks constructed from the selected compositions. We conjecture that preserving the universal network properties is a necessary step in artificial composition of music. Power-law exponents of node degree, node strength and/or edge weight distributions, mean degrees, clustering coefficients, mean geodesic distances, etc. are reported. With the network constructed, music can be composed artificially using a controlled random walk algorithm, which begins with a randomly chosen note and selects the subsequent notes according to a simple set of rules that compares the weights of the edges, weights of the nodes, and/or the degrees of nodes. By generating a large number of compositions, we find that this algorithm generates music which has the necessary qualities to be subjectively judged as appealing.

Next Generation Access Network Deployment in Croatia: Optical Access Networks and Current IoT/5G Status

Science.gov (United States)

Breskovic, Damir; Sikirica, Mladen; Begusic, Dinko

2018-05-01

This paper gives an overview and background of optical access network deployment in Croatia. Optical access network development in Croatia has been put into a global as well as in the European Union context. All the challenges and the driving factors for optical access networks deployment are considered. Optical access network architectures that have been deployed by most of the investors in Croatian telecommunication market are presented, as well as the architectures that are in early phase of deployment. Finally, an overview on current status of mobile networks of the fifth generation and Internet of Things is given.

Translation-aware semantic segmentation via conditional least-square generative adversarial networks

Science.gov (United States)

Zhang, Mi; Hu, Xiangyun; Zhao, Like; Pang, Shiyan; Gong, Jinqi; Luo, Min

2017-10-01

Semantic segmentation has recently made rapid progress in the field of remote sensing and computer vision. However, many leading approaches cannot simultaneously translate label maps to possible source images with a limited number of training images. The core issue is insufficient adversarial information to interpret the inverse process and proper objective loss function to overcome the vanishing gradient problem. We propose the use of conditional least squares generative adversarial networks (CLS-GAN) to delineate visual objects and solve these problems. We trained the CLS-GAN network for semantic segmentation to discriminate dense prediction information either from training images or generative networks. We show that the optimal objective function of CLS-GAN is a special class of f-divergence and yields a generator that lies on the decision boundary of discriminator that reduces possible vanished gradient. We also demonstrate the effectiveness of the proposed architecture at translating images from label maps in the learning process. Experiments on a limited number of high resolution images, including close-range and remote sensing datasets, indicate that the proposed method leads to the improved semantic segmentation accuracy and can simultaneously generate high quality images from label maps.

Tri-generation in urban networks; Trigeneration en reseau urbain

Energy Technology Data Exchange (ETDEWEB)

Malahieude, J.M. [Trigen Energy Corp., New-York (United States)

1996-12-31

The concepts of tri-generation (simultaneous production of heat, electric power and refrigerating energy) and thermal energy distribution networks, are presented. The different components of the tri-generation system from Trigen Energy Corp. are ammonia as a refrigerant for the production of cooled water, screw compressors, gas turbines and an induction motor-generator in order to optimize the combined gas turbine and compressor utilization. The energy efficiency and pollution reduction of the system are evaluated; the system has been enhanced through re-powering and post combustion

Network integration of distributed power generation

Science.gov (United States)

Dondi, Peter; Bayoumi, Deia; Haederli, Christoph; Julian, Danny; Suter, Marco

The world-wide move to deregulation of the electricity and other energy markets, concerns about the environment, and advances in renewable and high efficiency technologies has led to major emphasis being placed on the use of small power generation units in a variety of forms. The paper reviews the position of distributed generation (DG, as these small units are called in comparison with central power plants) with respect to the installation and interconnection of such units with the classical grid infrastructure. In particular, the status of technical standards both in Europe and USA, possible ways to improve the interconnection situation, and also the need for decisions that provide a satisfactory position for the network operator (who remains responsible for the grid, its operation, maintenance and investment plans) are addressed.

The generation of random directed networks with prescribed 1-node and 2-node degree correlations

International Nuclear Information System (INIS)

Zamora-Lopez, Gorka; Kurths, Juergen; Zhou Changsong; Zlatic, Vinko

2008-01-01

The generation of random networks is a very common problem in complex network research. In this paper, we have studied the correlation nature of several real networks and found that, typically, a large number of links are deterministic, i.e. they cannot be randomized. This finding permits fast generation of ensembles of maximally random networks with prescribed 1-node and 2-node degree correlations. When the introduction of self-loops or multiple-links are not desired, random network generation methods typically reach blocked states. Here, a mechanism is proposed, the 'force-and-drop' method, to overcome such states. Our algorithm can be easily simplified for undirected graphs and reduced to account for any subclass of 2-node degree correlations

Automatic Generation of Network Protocol Gateways

DEFF Research Database (Denmark)

Bromberg, Yérom-David; Réveillère, Laurent; Lawall, Julia

2009-01-01

for describing protocol behaviors, message structures, and the gateway logic.  Z2z includes a compiler that checks essential correctness properties and produces efficient code. We have used z2z to develop a number of gateways, including SIP to RTSP, SLP to UPnP, and SMTP to SMTP via HTTP, involving a range......The emergence of networked devices in the home has made it possible to develop applications that control a variety of household functions. However, current devices communicate via a multitude of incompatible protocols, and thus gateways are needed to translate between them.  Gateway construction......, however, requires an intimate knowledge of the relevant protocols and a substantial understanding of low-level network programming, which can be a challenge for many application programmers. This paper presents a generative approach to gateway construction, z2z, based on a domain-specific language...

Gender roles in social network sites from generation Y

Directory of Open Access Journals (Sweden)

F. Javier Rondan-Cataluña

2017-12-01

Full Text Available One of the fundamental and most commonly used communication tools by the generation Y or Millennials are online social networks. The first objective of this study is to model the effects that exercise social participation, community integration and trust in community satisfaction, as an antecedent of routinization. Besides, we propose as a second objective checking if gender roles proposed to underlie the different behaviors that develop social network users. An empirical study was carried out on a sample of 1,448 undergraduate students that are SNS users from Generation Y. First, we applied a structural equation modeling approach to test the proposed model. Second, we followed a methodology using a scale of masculinity and femininity to categorize the sample obtaining three groups: feminine, masculine, and androgynous.

Fluid power network for centralized electricity generation in offshore wind farms

NARCIS (Netherlands)

Jarquin-Laguna, A.

2014-01-01

An innovative and completely different wind-energy conversion system is studied where a centralized electricity generation within a wind farm is proposed by means of a hydraulic network. This paper presents the dynamic interaction of two turbines when they are coupled to the same hydraulic network.

Satellite communications for the next generation telecommunication services and networks

Science.gov (United States)

Chitre, D. M.

1991-01-01

Satellite communications can play an important role in provisioning the next-generation telecommunication services and networks, provided the protocols specifying these services and networks are satellite-compatible and the satellite subnetworks, consisting of earth stations interconnected by the processor and the switch on board the satellite, interwork effectively with the terrestrial networks. The specific parameters and procedures of frame relay and broadband integrated services digital network (B-ISDN) protocols which are impacted by a satellite delay. Congestion and resource management functions for frame relay and B-ISDN are discussed in detail, describing the division of these functions between earth stations and on board the satellite. Specific onboard and ground functions are identified as potential candidates for their implementation via neural network technology.

Cascading Generative Adversarial Networks for Targeted

KAUST Repository

Hamdi, Abdullah

2018-01-01

Abundance of labelled data played a crucial role in the recent developments in computer vision, but that faces problems like scalability and transferability to the wild. One alternative approach is to utilize the data without labels, i.e. unsupervised learning, in learning valuable information and put it in use to tackle vision problems. Generative Adversarial Networks (GANs) have gained momentum for their ability to model image distributions in unsupervised manner. They learn to emulate the training set and that enables sampling from that domain and using the knowledge learned for useful applications. Several methods proposed enhancing GANs, including regularizing the loss with some feature matching. We seek to push GANs beyond the data in the training and try to explore unseen territory in the image manifold. We first propose a new regularizer for GAN based on K-Nearest Neighbor (K-NN) selective feature matching to a target set Y in high-level feature space, during the adversarial training of GAN on the base set X, and we call this novel model K-GAN. We show that minimizing the added term follows from cross-entropy minimization between the distributions of GAN and set Y. Then, we introduce a cascaded framework for GANs that try to address the task of imagining a new distribution that combines the base set X and target set Y by cascading sampling GANs with translation GANs, and we dub the cascade of such GANs as the Imaginative Adversarial Network (IAN). Several cascades are trained on a collected dataset Zoo-Faces and generated innovative samples are shown, including from K-GAN cascade. We conduct an objective and subjective evaluation for different IAN setups in the addressed task of generating innovative samples and we show the effect of regularizing GAN on different scores. We conclude with some useful applications for these IANs, like multi-domain manifold traversing.

Cascading Generative Adversarial Networks for Targeted

KAUST Repository

Hamdi, Abdullah

2018-04-09

Abundance of labelled data played a crucial role in the recent developments in computer vision, but that faces problems like scalability and transferability to the wild. One alternative approach is to utilize the data without labels, i.e. unsupervised learning, in learning valuable information and put it in use to tackle vision problems. Generative Adversarial Networks (GANs) have gained momentum for their ability to model image distributions in unsupervised manner. They learn to emulate the training set and that enables sampling from that domain and using the knowledge learned for useful applications. Several methods proposed enhancing GANs, including regularizing the loss with some feature matching. We seek to push GANs beyond the data in the training and try to explore unseen territory in the image manifold. We first propose a new regularizer for GAN based on K-Nearest Neighbor (K-NN) selective feature matching to a target set Y in high-level feature space, during the adversarial training of GAN on the base set X, and we call this novel model K-GAN. We show that minimizing the added term follows from cross-entropy minimization between the distributions of GAN and set Y. Then, we introduce a cascaded framework for GANs that try to address the task of imagining a new distribution that combines the base set X and target set Y by cascading sampling GANs with translation GANs, and we dub the cascade of such GANs as the Imaginative Adversarial Network (IAN). Several cascades are trained on a collected dataset Zoo-Faces and generated innovative samples are shown, including from K-GAN cascade. We conduct an objective and subjective evaluation for different IAN setups in the addressed task of generating innovative samples and we show the effect of regularizing GAN on different scores. We conclude with some useful applications for these IANs, like multi-domain manifold traversing.

Artificial earthquake record generation using cascade neural network

Directory of Open Access Journals (Sweden)

Bani-Hani Khaldoon A.

2017-01-01

Full Text Available This paper presents the results of using artificial neural networks (ANN in an inverse mapping problem for earthquake accelerograms generation. This study comprises of two parts: 1-D site response analysis; performed for Dubai Emirate at UAE, where eight earthquakes records are selected and spectral matching are performed to match Dubai response spectrum using SeismoMatch software. Site classification of Dubai soil is being considered for two classes C and D based on shear wave velocity of soil profiles. Amplifications factors are estimated to quantify Dubai soil effect. Dubai’s design response spectra are developed for site classes C & D according to International Buildings Code (IBC -2012. In the second part, ANN is employed to solve inverse mapping problem to generate time history earthquake record. Thirty earthquakes records and their design response spectrum with 5% damping are used to train two cascade forward backward neural networks (ANN1, ANN2. ANN1 is trained to map the design response spectrum to time history and ANN2 is trained to map time history records to the design response spectrum. Generalized time history earthquake records are generated using ANN1 for Dubai’s site classes C and D, and ANN2 is used to evaluate the performance of ANN1.

Column Generation for Transmission Switching of Electricity Networks with Unit Commitment

DEFF Research Database (Denmark)

Villumsen, Jonas Christoffer; Philpott, Andy B.

2011-01-01

This paper presents the problem of finding the minimum cost dispatch and commitment of power generation units in a transmission network with active switching.We use the term active switching to denote the use of switches to optimize network topology in an operational context. We propose a Dantzig...

Privacy and Generation Y: Applying Library Values to Social Networking Sites

Science.gov (United States)

Fernandez, Peter

2010-01-01

Librarians face many challenges when dealing with issues of privacy within the mediated space of social networking sites. Conceptually, social networking sites differ from libraries on privacy as a value. Research about Generation Y students, the primary clientele of undergraduate libraries, can inform librarians' relationship to this important…

The generation of random directed networks with prescribed 1-node and 2-node degree correlations

Energy Technology Data Exchange (ETDEWEB)

Zamora-Lopez, Gorka; Kurths, Juergen [Institute of Physics, University of Potsdam, PO Box 601553, 14415 Potsdam (Germany); Zhou Changsong [Department of Physics, Hong Kong Baptist University, Kowloon Tong, Hong Kong (China); Zlatic, Vinko [Rudjer Boskovic Institute, PO Box 180, HR-10002 Zagreb (Croatia)

2008-06-06

The generation of random networks is a very common problem in complex network research. In this paper, we have studied the correlation nature of several real networks and found that, typically, a large number of links are deterministic, i.e. they cannot be randomized. This finding permits fast generation of ensembles of maximally random networks with prescribed 1-node and 2-node degree correlations. When the introduction of self-loops or multiple-links are not desired, random network generation methods typically reach blocked states. Here, a mechanism is proposed, the 'force-and-drop' method, to overcome such states. Our algorithm can be easily simplified for undirected graphs and reduced to account for any subclass of 2-node degree correlations.

Multi-scale interactions of geological processes during mineralization: cascade dynamics model and multifractal simulation

Directory of Open Access Journals (Sweden)

L. Yao

2011-03-01

Full Text Available Relations between mineralization and certain geological processes are established mostly by geologist's knowledge of field observations. However, these relations are descriptive and a quantitative model of how certain geological processes strengthen or hinder mineralization is not clear, that is to say, the mechanism of the interactions between mineralization and the geological framework has not been thoroughly studied. The dynamics behind these interactions are key in the understanding of fractal or multifractal formations caused by mineralization, among which singularities arise due to anomalous concentration of metals in narrow space. From a statistical point of view, we think that cascade dynamics play an important role in mineralization and studying them can reveal the nature of the various interactions throughout the process. We have constructed a multiplicative cascade model to simulate these dynamics. The probabilities of mineral deposit occurrences are used to represent direct results of mineralization. Multifractal simulation of probabilities of mineral potential based on our model is exemplified by a case study dealing with hydrothermal gold deposits in southern Nova Scotia, Canada. The extent of the impacts of certain geological processes on gold mineralization is related to the scale of the cascade process, especially to the maximum cascade division number n_max. Our research helps to understand how the singularity occurs during mineralization, which remains unanswered up to now, and the simulation may provide a more accurate distribution of mineral deposit occurrences that can be used to improve the results of the weights of evidence model in mapping mineral potential.

Definition of Distribution Network Tariffs Considering Distribution Generation and Demand Response

DEFF Research Database (Denmark)

Soares, Tiago; Faria, Pedro; Vale, Zita

2014-01-01

The use of distribution networks in the current scenario of high penetration of Distributed Generation (DG) is a problem of great importance. In the competitive environment of electricity markets and smart grids, Demand Response (DR) is also gaining notable impact with several benefits for the wh......The use of distribution networks in the current scenario of high penetration of Distributed Generation (DG) is a problem of great importance. In the competitive environment of electricity markets and smart grids, Demand Response (DR) is also gaining notable impact with several benefits...... the determination of topological distribution factors, and consequent application of the MW-mile method. The application of the proposed tariffs definition methodology is illustrated in a distribution network with 33 buses, 66 DG units, and 32 consumers with DR capacity...

Social network indices in the Generations and Gender Survey: An appraisal

Directory of Open Access Journals (Sweden)

Pearl A. Dykstra

2016-06-01

Full Text Available Background: In this contribution we critically appraise the social network indices in the Generations and Gender Survey (GGS. Objective: After discussing the rationale for including social network indices in the GGS, we provide descriptive information on social network characteristics and an overview of substantive questions that have been addressed using GGS social network data: antecedents and consequences of demographic behaviour, care, and differences in well-being. We identify topics that have received relatively little attention in GGS research so far, despite the availability of novel and appropriate social network data. We end with a discussion of what is unique about the social network indices in the GGS. Methods: The descriptive information on social network characteristics is based on empirical analyses of GGS data, and an experimental pilot study. The overview of GGS research using social network indices is based on a library search. The identification of what is unique about the social network indices in the GGS is based on a comparison with the European Quality of Life Survey (EQLS, the Survey of Health, Ageing and Retirement (SHARE, and the International Social Survey Program (ISSP. Results: Results show a high representation of family members in the social networks, and confirm the adequacy of using a cap of five names for network-generating questions. GGS research using the social network indices has largely focused on determinants of fertility behaviour, intergenerational linkages in families, and downward care transfers. Conclusions: Topics that have received relatively little attention are demographic behaviours other than those related to parenthood, upward transfers of practical support, ties with siblings, and stepfamily ties. Social network indices in the GGS show a high degree of overlap with those in other international surveys. The unique features are the inventory of family ties ever born and still living, and the

Network Characteristics and the Value of Collaborative User-Generated Content

OpenAIRE

Sam Ransbotham; Gerald C. Kane; Nicholas H. Lurie

2012-01-01

User-generated content is increasingly created through the collaborative efforts of multiple individuals. In this paper, we argue that the value of collaborative user-generated content is a function both of the direct efforts of its contributors and of its embeddedness in the content-contributor network that creates it. An analysis of Wikipedia's WikiProject Medicine reveals a curvilinear relationship between the number of distinct contributors to user-generated content and viewership. A two-...

Assessment of energy supply and continuity of service in distribution network with renewable distributed generation

International Nuclear Information System (INIS)

Abdullah, M.A.; Agalgaonkar, A.P.; Muttaqi, K.M.

2014-01-01

Highlights: • Difficulties in assessing distribution network adequacy with DG are addressed. • Indices are proposed to assess adequacy of energy supply and service continuity. • Analytical methodology is developed to assess the proposed indices. • Concept of joint probability distribution of demand and generation is applied. - Abstract: Continuity of electricity supply with renewable distributed generation (DG) is a topical issue for distribution system planning and operation, especially due to the stochastic nature of power generation and time varying load demand. The conventional adequacy and reliability analysis methods related to bulk generation systems cannot be applied directly for the evaluation of adequacy criteria such as ‘energy supply’ and ‘continuity of service’ for distribution networks embedded with renewable DG. In this paper, new indices highlighting ‘available supply capacity’ and ‘continuity of service’ are proposed for ‘energy supply’ and ‘continuation of service’ evaluation of generation-rich distribution networks, and analytical techniques are developed for their quantification. A probability based analytical method has been developed using the joint probability of the demand and generation, and probability distributions of the proposed indices have been used to evaluate the network adequacy in energy supply and service continuation. A data clustering technique has been used to evaluate the joint probability between coincidental demand and renewable generation. Time sequential Monte Carlo simulation has been used to compare the results obtained using the proposed analytical method. A standard distribution network derived from Roy Billinton test system and a practical radial distribution network have been used to test the proposed method and demonstrate the estimation of the well-being of a system for hosting renewable DG units. It is found that renewable DG systems improve the ‘energy supply’ and �

Multifractal character of the electronic states in disordered two-dimensional systems

International Nuclear Information System (INIS)

Tit, N.; Schreiber, M.

1994-08-01

The nature of electronic states in disordered two-dimensional (2D) systems is investigated. To this aim, we present our calculations of both density of states and dc-conductivity for square lattices modelling the Anderson Hamiltonian with on-site energies randomly chosen from a box distribution of width W. For weak disorder (W), the eigenfunctions calculated by means of the Lanczos diagonalization algorithm display spatial fluctuations reflecting their (multi)fractal behaviour. For increasing disorder or energy the observed increase of the curdling of the wavefunction reflects its stronger localization. Our dc-conductivity results suggest a critical fractal dimension d * c =1.48±0.05 to discriminate between the exponentially and the power-law localized states. Consequences of the localization on transport properties are also discussed. (author). 30 refs, 10 figs, 1 tab

Multifractal Downscaling of Rainfall Using Normalized Difference Vegetation Index (NDVI) in the Andes Plateau.

Science.gov (United States)

Duffaut Espinosa, L A; Posadas, A N; Carbajal, M; Quiroz, R

2017-01-01

In this paper, a multifractal downscaling technique is applied to adequately transformed and lag corrected normalized difference vegetation index (NDVI) in order to obtain daily estimates of rainfall in an area of the Peruvian Andean high plateau. This downscaling procedure is temporal in nature since the original NDVI information is provided at an irregular temporal sampling period between 8 and 11 days, and the desired final scale is 1 day. The spatial resolution of approximately 1 km remains the same throughout the downscaling process. The results were validated against on-site measurements of meteorological stations distributed in the area under study.

[Screening based on response surface methodology of multi-fractions traditional Chinese medicine with anti-influenza virus neuraminidase activity: take shuanghuanglian injection as an example].

Science.gov (United States)

Qiu, Ling-Ling; Chen, Long-Hu; Yan, Dan; Zhang, Ping; Tan, Man-Rong; Li, Zheng-Ming; Xiao, Xiao-He

2012-04-01

This study aimed to establish a novel method to screen out the combined components of multi-fractions traditional Chinese medicine (TCM), so that the internal relationship between multi-ingredients could be objectively assessed and the proportioning ratio could be optimized. Taking antiviral effect on neuraminidase activity of influenza virus as the evaluating indicator and using Box-Behnken response surface methodology, the main effective ingredients of Shuanghuanglian injection (SHL) were screened. Meanwhile, the relationship between active ingredients was discussed. Taking SHL as a comparison, the optimum proportioning ratio was predicted. The results indicated that chlorogenic acid, cryptochlorogenic acid, caffeic acid and baicalin have comparatively strong antiviral activity against influenza virus. Moreover, antagonistic action existed between chlorogenic acid and cryptochlorogenic acid, whereas synergistic action between caffeic acid and other components. The optimum proportioning ratio resulted from fitted model is: chlorogenic acid, cryptochlorogenic acid, caffeic acid and baicalin (107 microg x mL(-1) : 279 microg x mL(-1) : 7.99 microg x mL(-1) : 92 microg x mL(-1)). The antiviral activity of the recombined components is stronger than that of SHL, which was consistent with the experiment results (P < 0.05). Box-Behnken response surface methodology has the advantages of general-screening, high-performance and accurate-prediction etc, which is appropriate for screening the combined components of multi-fractions TCM and the optimization of the proportioning ratio. The proposed method can serve as a technological support for the development of modern multi-fractions TCM.

Optimizing Low Speed VoIP Network for Rural Next Generation Network (R-NGN

Directory of Open Access Journals (Sweden)

Yoanes Bandung

2007-11-01

Full Text Available In this research, we propose an optimization method based-on E-Model for designing an efficient low speed VoIP network for Rural Next Generation Network (R-NGN. We are choosing 128 kbps and 256 kbps bandwidth as the typical community link to be used in the designing of R-NGN infrastructure. The method is based on selection of some VoIP network parameters such as voice coder, communication protocol, packet loss level, network utilization and resource allocation. We draw analytic approach for achieving rating value (R of E-model that represent level of quality of service. In this approach, we focus on delay and packet loss calculation to find the rating value. We state the rating value = 70 as minimum level of quality of service for each call, equivalent to 3.6 of Mean Opinion Score (MOS. In our experiments, either G.723.1 5.3 kbps or G.729 is chosen for maximizing the number of VoIP calls, it depends on link utilization and level of packet loss.

Exploiting Mobile Ad Hoc Networking and Knowledge Generation to Achieve Ambient Intelligence

Directory of Open Access Journals (Sweden)

Anna Lekova

2012-01-01

Full Text Available Ambient Intelligence (AmI joins together the fields of ubiquitous computing and communications, context awareness, and intelligent user interfaces. Energy, fault-tolerance, and mobility are newly added dimensions of AmI. Within the context of AmI the concept of mobile ad hoc networks (MANETs for “anytime and anywhere” is likely to play larger roles in the future in which people are surrounded and supported by small context-aware, cooperative, and nonobtrusive devices that will aid our everyday life. The connection between knowledge generation and communication ad hoc networking is symbiotic—knowledge generation utilizes ad hoc networking to perform their communication needs, and MANETs will utilize the knowledge generation to enhance their network services. The contribution of the present study is a distributed evolving fuzzy modeling framework (EFMF to observe and categorize relationships and activities in the user and application level and based on that social context to take intelligent decisions about MANETs service management. EFMF employs unsupervised online one-pass fuzzy clustering method to recognize nodes' mobility context from social scenario traces and ubiquitously learn “friends” and “strangers” indirectly and anonymously.

A Methodology for Physical Interconnection Decisions of Next Generation Transport Networks

DEFF Research Database (Denmark)

Gutierrez Lopez, Jose Manuel; Riaz, M. Tahir; Madsen, Ole Brun

2011-01-01

of possibilities when designing the physical network interconnection. This paper develops and presents a methodology in order to deal with aspects related to the interconnection problem of optical transport networks. This methodology is presented as independent puzzle pieces, covering diverse topics going from......The physical interconnection for optical transport networks has critical relevance in the overall network performance and deployment costs. As telecommunication services and technologies evolve, the provisioning of higher capacity and reliability levels is becoming essential for the proper...... development of Next Generation Networks. Currently, there is a lack of specific procedures that describe the basic guidelines to design such networks better than "best possible performance for the lowest investment". Therefore, the research from different points of view will allow a broader space...

Prioritizing Signaling Information Transmission in Next Generation Networks

Directory of Open Access Journals (Sweden)

Jasmina Baraković

2011-01-01

Full Text Available Next generation transport network is characterized by the use of in-band signaling, where Internet Protocol (IP packets carrying signaling or media information are mixed in transmission. Since transport resources are limited, when any segment of access or core network is congested, IP packets carrying signaling information may be discarded. As a consequence, it may be impossible to implement reachability and quality of service (QoS. Since present approaches are insufficient to completely address this problem, a novel approach is proposed, which is based on prioritizing signaling information transmission. To proof the concept, a simulation study was performed using Network Simulator version 2 (ns-2 and independently developed Session Initiation Protocol (SIP module. The obtained results were statistically processed using Statistical Package for the Social Sciences (SPSS version 15.0. Summarizing our research results, several issues are identified for future work.

Generative Adversarial Networks for Improving Face Classification

OpenAIRE

Natten, Jonas

2017-01-01

Master's thesis Information- and communication technology IKT590 - University of Agder 2017 Facial recognition can be applied in a wide variety of cases, including entertainment purposes and biometric security. In this thesis we take a look at improving the results of an existing facial recognition approach by utilizing generative adversarial networks to improve the existing dataset. The training data was taken from the LFW dataset[4] and was preprocessed using OpenCV[2] for...

Multifractality, imperfect scaling and hydrological properties of rainfall time series simulated by continuous universal multifractal and discrete random cascade models

Directory of Open Access Journals (Sweden)

F. Serinaldi

2010-12-01

Full Text Available Discrete multiplicative random cascade (MRC models were extensively studied and applied to disaggregate rainfall data, thanks to their formal simplicity and the small number of involved parameters. Focusing on temporal disaggregation, the rationale of these models is based on multiplying the value assumed by a physical attribute (e.g., rainfall intensity at a given time scale L, by a suitable number b of random weights, to obtain b attribute values corresponding to statistically plausible observations at a smaller L/b time resolution. In the original formulation of the MRC models, the random weights were assumed to be independent and identically distributed. However, for several studies this hypothesis did not appear to be realistic for the observed rainfall series as the distribution of the weights was shown to depend on the space-time scale and rainfall intensity. Since these findings contrast with the scale invariance assumption behind the MRC models and impact on the applicability of these models, it is worth studying their nature. This study explores the possible presence of dependence of the parameters of two discrete MRC models on rainfall intensity and time scale, by analyzing point rainfall series with 5-min time resolution. Taking into account a discrete microcanonical (MC model based on beta distribution and a discrete canonical beta-logstable (BLS, the analysis points out that the relations between the parameters and rainfall intensity across the time scales are detectable and can be modeled by a set of simple functions accounting for the parameter-rainfall intensity relationship, and another set describing the link between the parameters and the time scale. Therefore, MC and BLS models were modified to explicitly account for these relationships and compared with the continuous in scale universal multifractal (CUM model, which is used as a physically based benchmark model. Monte Carlo simulations point out

Generative adversarial networks for anomaly detection in images

OpenAIRE

Batiste Ros, Guillem

2018-01-01

Anomaly detection is used to identify abnormal observations that don t follow a normal pattern. Inthis work, we use the power of Generative Adversarial Networks in sampling from image distributionsto perform anomaly detection with images and to identify local anomalous segments within thisimages. Also, we explore potential application of this method to support pathological analysis ofbiological tissues

EXOPLANETARY DETECTION BY MULTIFRACTAL SPECTRAL ANALYSIS

Energy Technology Data Exchange (ETDEWEB)

Agarwal, Sahil; Wettlaufer, John S. [Program in Applied Mathematics, Yale University, New Haven, CT (United States); Sordo, Fabio Del [Department of Astronomy, Yale University, New Haven, CT (United States)

2017-01-01

Owing to technological advances, the number of exoplanets discovered has risen dramatically in the last few years. However, when trying to observe Earth analogs, it is often difficult to test the veracity of detection. We have developed a new approach to the analysis of exoplanetary spectral observations based on temporal multifractality, which identifies timescales that characterize planetary orbital motion around the host star and those that arise from stellar features such as spots. Without fitting stellar models to spectral data, we show how the planetary signal can be robustly detected from noisy data using noise amplitude as a source of information. For observation of transiting planets, combining this method with simple geometry allows us to relate the timescales obtained to primary and secondary eclipse of the exoplanets. Making use of data obtained with ground-based and space-based observations we have tested our approach on HD 189733b. Moreover, we have investigated the use of this technique in measuring planetary orbital motion via Doppler shift detection. Finally, we have analyzed synthetic spectra obtained using the SOAP 2.0 tool, which simulates a stellar spectrum and the influence of the presence of a planet or a spot on that spectrum over one orbital period. We have demonstrated that, so long as the signal-to-noise-ratio ≥ 75, our approach reconstructs the planetary orbital period, as well as the rotation period of a spot on the stellar surface.

Spatial and radiometric characterization of multi-spectrum satellite images through multi-fractal analysis

Science.gov (United States)

Alonso, Carmelo; Tarquis, Ana M.; Zúñiga, Ignacio; Benito, Rosa M.

2017-03-01

Several studies have shown that vegetation indexes can be used to estimate root zone soil moisture. Earth surface images, obtained by high-resolution satellites, presently give a lot of information on these indexes, based on the data of several wavelengths. Because of the potential capacity for systematic observations at various scales, remote sensing technology extends the possible data archives from the present time to several decades back. Because of this advantage, enormous efforts have been made by researchers and application specialists to delineate vegetation indexes from local scale to global scale by applying remote sensing imagery. In this work, four band images have been considered, which are involved in these vegetation indexes, and were taken by satellites Ikonos-2 and Landsat-7 of the same geographic location, to study the effect of both spatial (pixel size) and radiometric (number of bits coding the image) resolution on these wavelength bands as well as two vegetation indexes: the Normalized Difference Vegetation Index (NDVI) and the Enhanced Vegetation Index (EVI). In order to do so, a multi-fractal analysis of these multi-spectral images was applied in each of these bands and the two indexes derived. The results showed that spatial resolution has a similar scaling effect in the four bands, but radiometric resolution has a larger influence in blue and green bands than in red and near-infrared bands. The NDVI showed a higher sensitivity to the radiometric resolution than EVI. Both were equally affected by the spatial resolution. From both factors, the spatial resolution has a major impact in the multi-fractal spectrum for all the bands and the vegetation indexes. This information should be taken in to account when vegetation indexes based on different satellite sensors are obtained.

Lethal and sublethal cellular injury in multifraction irradiation

International Nuclear Information System (INIS)

Withers, H.R.

1975-01-01

Work has been carried out on cellular injury in multifraction irradiation of mouse tissues and compared with similar work on human skin reported earlier by Dutreix et al (Eur. J. Cancer.; 9:159 (1973)). In agreement with Dutreix et al it is emphasized that the absolute amount of sublethal injury repaired per fractionation interval (Dsub(r)) is not as important to radiotherapists as the change in the amount repaired (ΔDsub(r)) when the dose-per-fraction is altered. It was found that although there is a critical divergence at low doses, the data for mouse tissues are similar to those previously given for human skin and support the conclusions: (i) That the capacity of many normal cells for accumulating and repairing sublethal radiation injury is probably not greatly different. (ii) That fixed exponents used for fraction number and time in iso-effect formulae are inaproporiate. At low doses-per-fraction, repair of sublethal injury is complete, or nearly so, and hence, additional fractionation of dose does not give appreciable additional sparing, whereas rapidly-regenerating tissues, due to the lengthening of overall time, would continue being spared by repopulation. (U.K.)

Next generation network based carrier ethernet test bed for IPTV traffic

DEFF Research Database (Denmark)

Fu, Rong; Berger, Michael Stübert; Zheng, Yu

2009-01-01

This paper presents a Carrier Ethernet (CE) test bed based on the Next Generation Network (NGN) framework. After the concept of CE carried out by Metro Ethernet Forum (MEF), the carrier-grade Ethernet are obtaining more and more interests and being investigated as the low cost and high performanc...... services of transport network to carry the IPTV traffic. This test bed is approaching to support the research on providing a high performance carrier-grade Ethernet transport network for IPTV traffic....

Cisco Networking Academy: Next-Generation Assessments and Their Implications for K-12 Education

Science.gov (United States)

Liu, Meredith

2014-01-01

To illuminate the possibilities for next-generation assessments in K-12 schools, this case study profiles the Cisco Networking Academy, which creates comprehensive online training curriculum to teach networking skills. Since 1997, the Cisco Networking Academy has served more than five million high school and college students and now delivers…

Advanced optical components for next-generation photonic networks

Science.gov (United States)

Yoo, S. J. B.

2003-08-01

Future networks will require very high throughput, carrying dominantly data-centric traffic. The role of Photonic Networks employing all-optical systems will become increasingly important in providing scalable bandwidth, agile reconfigurability, and low-power consumptions in the future. In particular, the self-similar nature of data traffic indicates that packet switching and burst switching will be beneficial in the Next Generation Photonic Networks. While the natural conclusion is to pursue Photonic Packet Switching and Photonic Burst Switching systems, there are significant challenges in realizing such a system due to practical limitations in optical component technologies. Lack of a viable all-optical memory technology will continue to drive us towards exploring rapid reconfigurability in the wavelength domain. We will introduce and discuss the advanced optical component technologies behind the Photonic Packet Routing system designed and demonstrated at UC Davis. The system is capable of packet switching and burst switching, as well as circuit switching with 600 psec switching speed and scalability to 42 petabit/sec aggregated switching capacity. By utilizing a combination of rapidly tunable wavelength conversion and a uniform-loss cyclic frequency (ULCF) arrayed waveguide grating router (AWGR), the system is capable of rapidly switching the packets in wavelength, time, and space domains. The label swapping module inside the Photonic Packet Routing system containing a Mach-Zehnder wavelength converter and a narrow-band fiber Bragg-grating achieves all-optical label swapping with optical 2R (potentially 3R) regeneration while maintaining optical transparency for the data payload. By utilizing the advanced optical component technologies, the Photonic Packet Routing system successfully demonstrated error-free, cascaded, multi-hop photonic packet switching and routing with optical-label swapping. This paper will review the advanced optical component technologies

Modeling generator power plant portfolios and pollution taxes in electric power supply chain networks: a transportation network equilibrium transformation

International Nuclear Information System (INIS)

Kai Wu; Nagurney, A.; University of Massachusetts, Amherst, MA; Zugang Liu; Stranlund, J.K.

2006-01-01

Global climate change and fuel security risks have encouraged international and regional adoption of pollution/carbon taxes. A major portion of such policy interventions is directed at the electric power industry with taxes applied according to the type of fuel used by the power generators in their power plants. This paper proposes an electric power supply chain network model that captures the behavior of power generators faced with a portfolio of power plant options and subject to pollution taxes. We demonstrate that this general model can be reformulated as a transportation network equilibrium model with elastic demands and qualitatively analyzed and solved as such. The connections between these two different modeling schemas is done through finite-dimensional variational inequality theory. The numerical examples illustrate how changes in the pollution/carbon taxes affect the equilibrium electric power supply chain network production outputs, the transactions between the various decision-makers the demand market prices, as well as the total amount of carbon emissions generated. (author)

Integrated Power Flow and Short Circuit Calculation Method for Distribution Network with Inverter Based Distributed Generation

Directory of Open Access Journals (Sweden)

Shan Yang

2016-01-01

Full Text Available Power flow calculation and short circuit calculation are the basis of theoretical research for distribution network with inverter based distributed generation. The similarity of equivalent model for inverter based distributed generation during normal and fault conditions of distribution network and the differences between power flow and short circuit calculation are analyzed in this paper. Then an integrated power flow and short circuit calculation method for distribution network with inverter based distributed generation is proposed. The proposed method let the inverter based distributed generation be equivalent to Iθ bus, which makes it suitable to calculate the power flow of distribution network with a current limited inverter based distributed generation. And the low voltage ride through capability of inverter based distributed generation can be considered as well in this paper. Finally, some tests of power flow and short circuit current calculation are performed on a 33-bus distribution network. The calculated results from the proposed method in this paper are contrasted with those by the traditional method and the simulation method, whose results have verified the effectiveness of the integrated method suggested in this paper.

Saliency detection by conditional generative adversarial network

Science.gov (United States)

Cai, Xiaoxu; Yu, Hui

2018-04-01

Detecting salient objects in images has been a fundamental problem in computer vision. In recent years, deep learning has shown its impressive performance in dealing with many kinds of vision tasks. In this paper, we propose a new method to detect salient objects by using Conditional Generative Adversarial Network (GAN). This type of network not only learns the mapping from RGB images to salient regions, but also learns a loss function for training the mapping. To the best of our knowledge, this is the first time that Conditional GAN has been used in salient object detection. We evaluate our saliency detection method on 2 large publicly available datasets with pixel accurate annotations. The experimental results have shown the significant and consistent improvements over the state-of-the-art method on a challenging dataset, and the testing speed is much faster.

Modeling the video distribution link in the Next Generation Optical Access Networks

International Nuclear Information System (INIS)

Amaya, F; Cardenas, A; Tafur, I

2011-01-01

In this work we present a model for the design and optimization of the video distribution link in the next generation optical access network. We analyze the video distribution performance in a SCM-WDM link, including the noise, the distortion and the fiber optic nonlinearities. Additionally, we consider in the model the effect of distributed Raman amplification, used to extent the capacity and the reach of the optical link. In the model, we use the nonlinear Schroedinger equation with the purpose to obtain capacity limitations and design constrains of the next generation optical access networks.

Generation of artificial accelerograms using neural networks for data of Iran

International Nuclear Information System (INIS)

Bargi, Kh.; Loux, C.; Rohani, H.

2002-01-01

A new method for generation of artificial earthquake accelerograms from response spectra is proposed by Ghaboussi and Lin in 1997 using neural networks. In this paper the methodology has been extended and enhanced for data of Iran. For this purpose, first 40 records of Iran acceleration is chosen, then an RBF neural network which called generalized regression neural network learn the inverse mapping directly from the response spectrum to the Discrete Cosine Transform of accelerograms. Discrete Cosine Transform has been used as an assisting device to extract the content of frequency domain. Learning of network is reasonable and a generalized regression neural network learns it in a few second. Outputs are presented to demonstrate the performance of this method and show its capabilities

How Irish Political Parties are Using Social Networking Sites to Reach Generation Z: an Insight into a New Online Social Network in a Small Democracy

OpenAIRE

Lynch, Kevin; Hogan, John

2016-01-01

This study, using in-depth interviews and focus groups, examines perceptions of social networking sites as a means of communicating with Generation Z, from the perspectives of the major Irish political parties using these online resources and the perspective of their young target audience. There are two research questions: (1) How do political parties perceive social networking sites’ role in communicating with Generation Z? and (2) How do members of Generation Z perceive social networking si...

State of the art of the virtual utility: the smart distributed generation network

International Nuclear Information System (INIS)

Coll-Mayor, D.; Picos, R.; Garcia-Moreno, E.

2004-01-01

The world of energy has lately experienced a revolution, and new rules are being defined. The climate change produced by the greenhouse gases, the inefficiency of the energy system or the lack of power supply infrastructure in most of the poor countries, the liberalization of the energy market and the development of new technologies in the field of distributed generation (DG) are the key factors of this revolution. It seems clear that the solution at the moment is the DG. The advantage of DG is the energy generation close to the demand point. It means that DG can lower costs, reduce emissions, or expand the energy options of the consumers. DG may add redundancy that increases grid security even while powering emergency lighting or other critical systems and reduces power losses in the electricity distribution. After the development of the different DG and high efficiency technologies such as co-generation and tri-generation, the next step in the DG world is the interconnection of different small distributed generation facilities which act together in a DG network as a large power plant controlled by a centralized energy management system (EMS). The main aim of the EMS is to reach the targets of low emissions and high efficiency. The EMS gives priority to renewable energy sources instead of the use of fossil fuels. This new concept of energy infrastructure is referred to as virtual utility (VU). The VU can be defined as a new model of energy infrastructure which consists of integrating different kind of distributed generation utilities in an energy (electricity and heat) generation network controlled by a central energy management system (EMS). The electricity production in the network is subordinated to the heat necessity of every user. The thermal energy is consumed on site; the electricity is generated and distributed in the entire network. The network is composed of one centralized control with the EMS and different clusters of distributed generation utilities

Probing Rubber Cross-Linking Generation of Industrial Polymer Networks at Nanometer Scale.

Science.gov (United States)

Gabrielle, Brice; Gomez, Emmanuel; Korb, Jean-Pierre

2016-06-23

We present improved analyses of rheometric torque measurements as well as (1)H double-quantum (DQ) nuclear magnetic resonance (NMR) buildup data on polymer networks of industrial compounds. This latter DQ NMR analysis allows finding the distribution of an orientation order parameter (Dres) resulting from the noncomplete averaging of proton dipole-dipole couplings within the cross-linked polymer chains. We investigate the influence of the formulation (filler and vulcanization systems) as well as the process (curing temperature) ending to the final polymer network. We show that DQ NMR follows the generation of the polymer network during the vulcanization process from a heterogeneous network to a very homogeneous one. The time variations of microscopic Dres and macroscopic rheometric torques present power-law behaviors above a threshold time scale with characteristic exponents of the percolation theory. We observe also a very good linear correlation between the kinetics of Dres and rheometric data routinely performed in industry. All these observations confirm the description of the polymer network generation as a critical phenomenon. On the basis of all these results, we believe that DQ NMR could become a valuable tool for investigating in situ the cross-linking of industrial polymer networks at the nanometer scale.

Small Distributed Renewable Energy Generation for Low Voltage Distribution Networks

Directory of Open Access Journals (Sweden)

Chindris M.

2016-08-01

Full Text Available Driven by the existing energy policies, the use of renewable energy has increased considerably all over the world in order to respond to the increasing energy consumption and to reduce the environmental impact of the electricity generation. Although most policy makers and companies are focusing on large applications, the use of cheap small generation units, based on local renewable resources, has become increasingly attractive for the general public, small farms and remote communities. The paper presents several results of a research project aiming to identify the power quality issues and the impact of RES based distributed generation (DG or other non-linear loads on low voltage (LV distribution networks in Romania; the final goal is to develop a Universal Power Quality Conditioner (UPQC able to diminish the existing disturbances. Basically, the work analyses the existing DG technologies and identifies possible solutions for their integration in Romania; taking into account the existent state of the art, the attention was paid on small systems, using wind and solar energy, and on possibility to integrate them into suburban and rural LV distribution networks. The presence of DG units at distribution voltage level means the transition from traditional passive to active distribution networks. In general, the relatively low penetration levels of DG does not produce problems; however, the nowadays massive increase of local power generation have led to new integration challenges in order to ensure the reliability and quality of the power supply. Power quality issues are identified and their assessment is the key element in the design of measures aiming to diminish all existing disturbances.

Clustering structures of large proteins using multifractal analyses based on a 6-letter model and hydrophobicity scale of amino acids

International Nuclear Information System (INIS)

Yang Jianyi; Yu Zuguo; Anh, Vo

2009-01-01

The Schneider and Wrede hydrophobicity scale of amino acids and the 6-letter model of protein are proposed to study the relationship between the primary structure and the secondary structural classification of proteins. Two kinds of multifractal analyses are performed on the two measures obtained from these two kinds of data on large proteins. Nine parameters from the multifractal analyses are considered to construct the parameter spaces. Each protein is represented by one point in these spaces. A procedure is proposed to separate large proteins in the α, β, α + β and α/β structural classes in these parameter spaces. Fisher's linear discriminant algorithm is used to assess our clustering accuracy on the 49 selected large proteins. Numerical results indicate that the discriminant accuracies are satisfactory. In particular, they reach 100.00% and 84.21% in separating the α proteins from the {β, α + β, α/β} proteins in a parameter space; 92.86% and 86.96% in separating the β proteins from the {α + β, α/β} proteins in another parameter space; 91.67% and 83.33% in separating the α/β proteins from the α + β proteins in the last parameter space.

Universal Intelligent Small Cell (UnISCell for next generation cellular networks

Directory of Open Access Journals (Sweden)

Mohammad Patwary

2016-11-01

Full Text Available Exploring innovative cellular architectures to achieve enhanced system capacity and good coverage has become a critical issue towards realizing the next generation of wireless communications. In this context, this paper proposes a novel concept of Universal Intelligent Small Cell (UnISCell for enabling the densification of the next generation of cellular networks. The proposed novel concept envisions an integrated platform of providing a strong linkage between different stakeholders such as street lighting networks, landline telephone networks and future wireless networks, and is universal in nature being independent of the operating frequency bands and traffic types. The main motivating factors for the proposed small cell concept are the need of public infrastructure re-engineering, and the recent advances in several enabling technologies. First, we highlight the main concepts of the proposed UnISCell platform. Subsequently, we present two deployment scenarios for the proposed UnISCell concept considering infrastructure sharing and service sharing as important aspects. We then describe the key future technologies for enabling the proposed UnISCell concept and present a use case example with the help of numerical results. Finally, we conclude this article by providing some interesting future recommendations.

Prediction of municipal solid waste generation using nonlinear autoregressive network.

Science.gov (United States)

Younes, Mohammad K; Nopiah, Z M; Basri, N E Ahmad; Basri, H; Abushammala, Mohammed F M; Maulud, K N A

2015-12-01

Most of the developing countries have solid waste management problems. Solid waste strategic planning requires accurate prediction of the quality and quantity of the generated waste. In developing countries, such as Malaysia, the solid waste generation rate is increasing rapidly, due to population growth and new consumption trends that characterize society. This paper proposes an artificial neural network (ANN) approach using feedforward nonlinear autoregressive network with exogenous inputs (NARX) to predict annual solid waste generation in relation to demographic and economic variables like population number, gross domestic product, electricity demand per capita and employment and unemployment numbers. In addition, variable selection procedures are also developed to select a significant explanatory variable. The model evaluation was performed using coefficient of determination (R(2)) and mean square error (MSE). The optimum model that produced the lowest testing MSE (2.46) and the highest R(2) (0.97) had three inputs (gross domestic product, population and employment), eight neurons and one lag in the hidden layer, and used Fletcher-Powell's conjugate gradient as the training algorithm.

Neural network based daily precipitation generator (NNGEN-P)

Energy Technology Data Exchange (ETDEWEB)

Boulanger, Jean-Philippe [LODYC, UMR CNRS/IRD/UPMC, Paris (France); University of Buenos Aires, Departamento de Ciencias de la Atmosfera y los Oceanos, Facultad de Ciencias Exactas y Naturales, Buenos Aires (Argentina); Martinez, Fernando; Segura, Enrique C. [University of Buenos Aires, Departamento de Computacion, Facultad de Ciencias Exactas y Naturales, Buenos Aires (Argentina); Penalba, Olga [University of Buenos Aires, Departamento de Ciencias de la Atmosfera y los Oceanos, Facultad de Ciencias Exactas y Naturales, Buenos Aires (Argentina)

2007-02-15

Daily weather generators are used in many applications and risk analyses. The present paper explores the potential of neural network architectures to design daily weather generator models. Focusing this first paper on precipitation, we design a collection of neural networks (multi-layer perceptrons in the present case), which are trained so as to approximate the empirical cumulative distribution (CDF) function for the occurrence of wet and dry spells and for the precipitation amounts. This approach contributes to correct some of the biases of the usual two-step weather generator models. As compared to a rainfall occurrence Markov model, NNGEN-P represents fairly well the mean and standard deviation of the number of wet days per month, and it significantly improves the simulation of the longest dry and wet periods. Then, we compared NNGEN-P to three parametric distribution functions usually applied to fit rainfall cumulative distribution functions (Gamma, Weibull and double-exponential). A data set of 19 Argentine stations was used. Also, data corresponding to stations in the United States, in Europe and in the Tropics were included to confirm the results. One of the advantages of NNGEN-P is that it is non-parametric. Unlike other parametric function, which adapt to certain types of climate regimes, NNGEN-P is fully adaptive to the observed cumulative distribution functions, which, on some occasions, may present complex shapes. On-going works will soon produce an extended version of NNGEN to temperature and radiation. (orig.)

ACO-Initialized Wavelet Neural Network for Vibration Fault Diagnosis of Hydroturbine Generating Unit

OpenAIRE

Xiao, Zhihuai; He, Xinying; Fu, Xiangqian; Malik, O. P.

2015-01-01

Considering the drawbacks of traditional wavelet neural network, such as low convergence speed and high sensitivity to initial parameters, an ant colony optimization- (ACO-) initialized wavelet neural network is proposed in this paper for vibration fault diagnosis of a hydroturbine generating unit. In this method, parameters of the wavelet neural network are initialized by the ACO algorithm, and then the wavelet neural network is trained by the gradient descent algorithm. Amplitudes of the fr...

Training algorithms evaluation for artificial neural network to temporal prediction of photovoltaic generation

International Nuclear Information System (INIS)

Arantes Monteiro, Raul Vitor; Caixeta Guimarães, Geraldo; Rocio Castillo, Madeleine; Matheus Moura, Fabrício Augusto; Tamashiro, Márcio Augusto

2016-01-01

Current energy policies are encouraging the connection of power generation based on low-polluting technologies, mainly those using renewable sources, to distribution networks. Hence, it becomes increasingly important to understand technical challenges, facing high penetration of PV systems at the grid, especially considering the effects of intermittence of this source on the power quality, reliability and stability of the electric distribution system. This fact can affect the distribution networks on which they are attached causing overvoltage, undervoltage and frequency oscillations. In order to predict these disturbs, artificial neural networks are used. This article aims to analyze 3 training algorithms used in artificial neural networks for temporal prediction of the generated active power thru photovoltaic panels. As a result it was concluded that the algorithm with the best performance among the 3 analyzed was the Levenberg-Marquadrt.

Use of wavelet-packet transforms to develop an engineering model for multifractal characterization of mutation dynamics in pathological and nonpathological gene sequences

Science.gov (United States)

Walker, David Lee

1999-12-01

This study uses dynamical analysis to examine in a quantitative fashion the information coding mechanism in DNA sequences. This exceeds the simple dichotomy of either modeling the mechanism by comparing DNA sequence walks as Fractal Brownian Motion (fbm) processes. The 2-D mappings of the DNA sequences for this research are from Iterated Function System (IFS) (Also known as the ``Chaos Game Representation'' (CGR)) mappings of the DNA sequences. This technique converts a 1-D sequence into a 2-D representation that preserves subsequence structure and provides a visual representation. The second step of this analysis involves the application of Wavelet Packet Transforms, a recently developed technique from the field of signal processing. A multi-fractal model is built by using wavelet transforms to estimate the Hurst exponent, H. The Hurst exponent is a non-parametric measurement of the dynamism of a system. This procedure is used to evaluate gene- coding events in the DNA sequence of cystic fibrosis mutations. The H exponent is calculated for various mutation sites in this gene. The results of this study indicate the presence of anti-persistent, random walks and persistent ``sub-periods'' in the sequence. This indicates the hypothesis of a multi-fractal model of DNA information encoding warrants further consideration. This work examines the model's behavior in both pathological (mutations) and non-pathological (healthy) base pair sequences of the cystic fibrosis gene. These mutations both natural and synthetic were introduced by computer manipulation of the original base pair text files. The results show that disease severity and system ``information dynamics'' correlate. These results have implications for genetic engineering as well as in mathematical biology. They suggest that there is scope for more multi-fractal models to be developed.

Application of clustering analysis in the prediction of photovoltaic power generation based on neural network

Science.gov (United States)

Cheng, K.; Guo, L. M.; Wang, Y. K.; Zafar, M. T.

2017-11-01

In order to select effective samples in the large number of data of PV power generation years and improve the accuracy of PV power generation forecasting model, this paper studies the application of clustering analysis in this field and establishes forecasting model based on neural network. Based on three different types of weather on sunny, cloudy and rainy days, this research screens samples of historical data by the clustering analysis method. After screening, it establishes BP neural network prediction models using screened data as training data. Then, compare the six types of photovoltaic power generation prediction models before and after the data screening. Results show that the prediction model combining with clustering analysis and BP neural networks is an effective method to improve the precision of photovoltaic power generation.

Modeling the video distribution link in the Next Generation Optical Access Networks

DEFF Research Database (Denmark)

Amaya, F.; Cárdenas, A.; Tafur Monroy, Idelfonso

2011-01-01

In this work we present a model for the design and optimization of the video distribution link in the next generation optical access network. We analyze the video distribution performance in a SCM-WDM link, including the noise, the distortion and the fiber optic nonlinearities. Additionally, we...... consider in the model the effect of distributed Raman amplification, used to extent the capacity and the reach of the optical link. In the model, we use the nonlinear Schrödinger equation with the purpose to obtain capacity limitations and design constrains of the next generation optical access networks....

Fiber-wireless convergence in next-generation communication networks systems, architectures, and management

CERN Document Server

Chang, Gee-Kung; Ellinas, Georgios

2017-01-01

This book investigates new enabling technologies for Fi-Wi convergence. The editors discuss Fi-Wi technologies at the three major network levels involved in the path towards convergence: system level, network architecture level, and network management level. The main topics will be: a. At system level: Radio over Fiber (digitalized vs. analogic, standardization, E-band and beyond) and 5G wireless technologies; b. Network architecture level: NGPON, WDM-PON, BBU Hotelling, Cloud Radio Access Networks (C-RANs), HetNets. c. Network management level: SDN for convergence, Next-generation Point-of-Presence, Wi-Fi LTE Handover, Cooperative MultiPoint. • Addresses the Fi-Wi convergence issues at three different levels, namely at the system level, network architecture level, and network management level • Provides approaches in communication systems, network architecture, and management that are expected to steer the evolution towards fiber-wireless convergence • Contributions from leading experts in the field of...

Study of the Fractal and Multifractal Scaling Intervening in the Description of Fracture Experimental Data Reported by the Classical Work: Nature 308, 721–722(1984

Directory of Open Access Journals (Sweden)

Liliana Violeta Constantin

2012-01-01

Full Text Available Starting from the experimental data referring to the main parameters of the fracture surfaces of some 300-grade maraging steel reported by the classical work published in Nature 308, 721–722(1984, this work studied (a the multifractal scaling by the main parameters of the slit islands of fracture surfaces produced by a uniaxial tensile loading and (b the dependence of the impact energy to fracture and of the fractal dimensional increment on the temperature of the studied steels heat treatment, for the fracture surfaces produced by Charpy impact. The obtained results were analyzed, pointing out the spectral (size distribution of the found slit islands in the frame of some specific clusters (fractal components of the multifractal scaling of representative points of the logarithms of the slit islands areas and perimeters, respectively.

Robust transient stabilisation problem for a synchronous generator in a power network

Science.gov (United States)

Verrelli, C. M.; Damm, G.

2010-04-01

The robust transient stabilisation problem (with stability proof€) of a synchronous generator in an uncertain power network with transfer conductances is rigorously formulated and solved. The generator angular speed and electrical power are required to be kept close, when mechanical and electrical perturbations occur, to the synchronous speed and mechanical input power, respectively, while the generator terminal voltage is to be regulated, when perturbations are removed, to its pre-fault reference constant value. A robust adaptive nonlinear feedback control algorithm is designed on the basis of a third-order model of the synchronous machine: only two system parameters (synchronous machine damping and inertia constants) along with upper and lower bounds on the remaining uncertain ones are supposed to be known. The conditions to be satisfied by the remote network dynamics for guaranteeing ℒ2 and ℒ∞ robustness and asymptotic relative speed and voltage regulation to zero are weaker than those required by the single machine-infinite bus approximation: dynamic interactions between the local deviations of the generator states from the corresponding equilibrium values and the remote generators states are allowed.

A study on Improvisation in a Musical performance using Multifractal Detrended Cross Correlation Analysis

Science.gov (United States)

Sanyal, Shankha; Banerjee, Archi; Patranabis, Anirban; Banerjee, Kaushik; Sengupta, Ranjan; Ghosh, Dipak

2016-11-01

MFDFA (the most rigorous technique to assess multifractality) was performed on four Hindustani music samples played on same 'raga' sung by the same performer. Each music sample was divided into six parts and 'multifractal spectral width' was determined for each part corresponding to the four samples. The results obtained reveal that different parts of all the four sound signals possess spectral width of widely varying values. This gives a cue of the so called 'musical improvisation' in all music samples, keeping in mind they belong to the bandish part of the same raga. Formal compositions in Hindustani raga are juxtaposed with the improvised portions, where an artist manoeuvers his/her own creativity to bring out a mood that is specific for that particular performance, which is known as 'improvisation'. Further, this observation hints at the association of different emotions even in the same bandish of the same raga performed by the same artist, this interesting observation cannot be revealed unless rigorous non-linear technique explores the nature of musical structure. In the second part, we applied MFDXA technique to explore more in-depth about 'improvisation' and association with emotion. This technique is applied to find the degree of cross-correlation (γx) between the different parts of the samples. Pronounced correlation has been observed in the middle parts of the all the four samples evident from higher values of γx ​whereas the other parts show weak correlation. This gets further support from the values of spectral width from different parts of the sample - width of those parts is significantly different from other parts. This observation is extremely new both in respect of musical structure of so called improvisation and associated emotion. The importance of this study in application area of cognitive music therapy is immense.

Biology Question Generation from a Semantic Network

Science.gov (United States)

Zhang, Lishan

Science instructors need questions for use in exams, homework assignments, class discussions, reviews, and other instructional activities. Textbooks never have enough questions, so instructors must find them from other sources or generate their own questions. In order to supply instructors with biology questions, a semantic network approach was developed for generating open response biology questions. The generated questions were compared to professional authorized questions. To boost students' learning experience, adaptive selection was built on the generated questions. Bayesian Knowledge Tracing was used as embedded assessment of the student's current competence so that a suitable question could be selected based on the student's previous performance. A between-subjects experiment with 42 participants was performed, where half of the participants studied with adaptive selected questions and the rest studied with mal-adaptive order of questions. Both groups significantly improved their test scores, and the participants in adaptive group registered larger learning gains than participants in the control group. To explore the possibility of generating rich instructional feedback for machine-generated questions, a question-paragraph mapping task was identified. Given a set of questions and a list of paragraphs for a textbook, the goal of the task was to map the related paragraphs to each question. An algorithm was developed whose performance was comparable to human annotators. A multiple-choice question with high quality distractors (incorrect answers) can be pedagogically valuable as well as being much easier to grade than open-response questions. Thus, an algorithm was developed to generate good distractors for multiple-choice questions. The machine-generated multiple-choice questions were compared to human-generated questions in terms of three measures: question difficulty, question discrimination and distractor usefulness. By recruiting 200 participants from

Implementing Value Added Applications in Next Generation Networks

Directory of Open Access Journals (Sweden)

Yuan-Kuang Tu

2010-08-01

Full Text Available One of the major issues in the future Internet is the integration of telecom networks with the Internet. In many countries, large Internet Service Providers (ISPs are also telecom operators that have been focusing on providing Internet services through their telecom networks with telecom-grade mechanisms. In this article, we show that IP Multimedia Subsystem (IMS is a telecom-grade mechanism that addresses this important issue. In Next Generation Network (NGN, IMS supports IP-based multimedia services that can be accessed from various wireless and wired access technologies through fixed-mobile convergence. We show how to integrate Internet Protocol Television (IPTV with NGN/IMS to offer enhanced IPTV services for subscribers with set-top boxes or mobile phones. We specifically describe the implementations of three services: weather forecasts, short messages on TV screens and TV shopping/food ordering for mobile users. Although these services can be directly implemented in the Internet, our commercial operation experiences indicate that the NGN/IMS implementation has advantages in terms of telecom-grade security, Quality of Service (QoS, and flexible service creation.

Disorder generated by interacting neural networks: application to econophysics and cryptography

International Nuclear Information System (INIS)

Kinzel, Wolfgang; Kanter, Ido

2003-01-01

When neural networks are trained on their own output signals they generate disordered time series. In particular, when two neural networks are trained on their mutual output they can synchronize; they relax to a time-dependent state with identical synaptic weights. Two applications of this phenomenon are discussed for (a) econophysics and (b) cryptography. (a) When agents competing in a closed market (minority game) are using neural networks to make their decisions, the total system relaxes to a state of good performance. (b) Two partners communicating over a public channel can find a common secret key

Integrated Power Flow and Short Circuit Calculation Method for Distribution Network with Inverter Based Distributed Generation

OpenAIRE

Yang, Shan; Tong, Xiangqian

2016-01-01

Power flow calculation and short circuit calculation are the basis of theoretical research for distribution network with inverter based distributed generation. The similarity of equivalent model for inverter based distributed generation during normal and fault conditions of distribution network and the differences between power flow and short circuit calculation are analyzed in this paper. Then an integrated power flow and short circuit calculation method for distribution network with inverte...

Multifractality and autoregressive processes of dry spell lengths in Europe: an approach to their complexity and predictability

Science.gov (United States)

Lana, X.; Burgueño, A.; Serra, C.; Martínez, M. D.

2017-01-01

Dry spell lengths, DSL, defined as the number of consecutive days with daily rain amounts below a given threshold, may provide relevant information about drought regimes. Taking advantage of a daily pluviometric database covering a great extension of Europe, a detailed analysis of the multifractality of the dry spell regimes is achieved. At the same time, an autoregressive process is applied with the aim of predicting DSL. A set of parameters, namely Hurst exponent, H, estimated from multifractal spectrum, f( α), critical Hölder exponent, α 0, for which f( α) reaches its maximum value, spectral width, W, and spectral asymmetry, B, permits a first clustering of European rain gauges in terms of the complexity of their DSL series. This set of parameters also allows distinguishing between time series describing fine- or smooth-structure of the DSL regime by using the complexity index, CI. Results of previous monofractal analyses also permits establishing comparisons between smooth-structures, relatively low correlation dimensions, notable predictive instability and anti-persistence of DSL for European areas, sometimes submitted to long droughts. Relationships are also found between the CI and the mean absolute deviation, MAD, and the optimum autoregressive order, OAO, of an ARIMA( p, d,0) autoregressive process applied to the DSL series. The detailed analysis of the discrepancies between empiric and predicted DSL underlines the uncertainty over predictability of long DSL, particularly for the Mediterranean region.

Coherent changes of multifractal properties of continuous acoustic emission at failure of heterogeneous materials

Science.gov (United States)

Panteleev, Ivan; Bayandin, Yuriy; Naimark, Oleg

2017-12-01

This work performs a correlation analysis of the statistical properties of continuous acoustic emission recorded in different parts of marble and fiberglass laminate samples under quasi-static deformation. A spectral coherent measure of time series, which is a generalization of the squared coherence spectrum on a multidimensional series, was chosen. The spectral coherent measure was estimated in a sliding time window for two parameters of the acoustic emission multifractal singularity spectrum: the spectrum width and the generalized Hurst exponent realizing the maximum of the singularity spectrum. It is shown that the preparation of the macrofracture focus is accompanied by the synchronization (coherent behavior) of the statistical properties of acoustic emission in allocated frequency intervals.

Distribution network planning method considering distributed generation for peak cutting

International Nuclear Information System (INIS)

Ouyang Wu; Cheng Haozhong; Zhang Xiubin; Yao Liangzhong

2010-01-01

Conventional distribution planning method based on peak load brings about large investment, high risk and low utilization efficiency. A distribution network planning method considering distributed generation (DG) for peak cutting is proposed in this paper. The new integrated distribution network planning method with DG implementation aims to minimize the sum of feeder investments, DG investments, energy loss cost and the additional cost of DG for peak cutting. Using the solution techniques combining genetic algorithm (GA) with the heuristic approach, the proposed model determines the optimal planning scheme including the feeder network and the siting and sizing of DG. The strategy for the site and size of DG, which is based on the radial structure characteristics of distribution network, reduces the complexity degree of solving the optimization model and eases the computational burden substantially. Furthermore, the operation schedule of DG at the different load level is also provided.

A generative modeling approach to connectivity-Electrical conduction in vascular networks

DEFF Research Database (Denmark)

Hald, Bjørn Olav

2016-01-01

The physiology of biological structures is inherently dynamic and emerges from the interaction and assembly of large collections of small entities. The extent of coupled entities complicates modeling and increases computational load. Here, microvascular networks are used to present a novel...... to synchronize vessel tone across the vast distances within a network. We hypothesize that electrical conduction capacity is delimited by the size of vascular structures and connectivity of the network. Generation and simulation of series of dynamical models of electrical spread within vascular networks...... of different size and composition showed that (1) Conduction is enhanced in models harboring long and thin endothelial cells that couple preferentially along the longitudinal axis. (2) Conduction across a branch point depends on endothelial connectivity between branches. (3) Low connectivity sub...

Custom Topology Generation for Network-on-Chip

DEFF Research Database (Denmark)

Stuart, Matthias Bo; Sparsø, Jens

2007-01-01

This paper compares simulated annealing and tabu search for generating custom topologies for applications with periodic behaviour executing on a network-on-chip. The approach differs from previous work by starting from a fixed mapping of IP-cores to routers and performing design space exploration...... around an initial topology. The tabu search has been modified from its normally encountered form to allow easier escaping from local minima. A number of synthetic benchmarks are used for tuning the parameters of both heuristics and for testing the quality of the solutions each heuristic produces...

Robust Power Supply Restoration for Self-Healing Active Distribution Networks Considering the Availability of Distributed Generation

Directory of Open Access Journals (Sweden)

Qiang Yang

2018-01-01

Full Text Available The increasing penetration of distributed generations (DGs with intermittent and stochastic characteristics into current power distribution networks can lead to increased fault levels and degradation in network protection. As one of the key requirements of active network management (ANM, efficient power supply restoration solution to guarantee network self-healing capability with full consideration of DG uncertainties is demanded. This paper presents a joint power supply restoration through combining the DG local restoration and switcher operation-based restoration to enhance the self-healing capability in active distribution networks considering the availability of distributed generation. The restoration algorithmic solution is designed to be able to carry out power restoration in parallel upon multiple simultaneous faults to maximize the load restoration while additionally minimizing power loss, topology variation and power flow changes due to switcher operations. The performance of the proposed solution is validated based on a 53-bus distribution network with wind power generators through extensive simulation experiments for a range of fault cases and DG scenarios generated based on Heuristic Moment Matching (HMM method to fully consider the DG randomness. The numerical result in comparison with the existing solutions demonstrates the effectiveness of the proposed power supply restoration solution.

Multifractal analysis of the outputs of a fully distributed model for two case studies in urban hydrology

Science.gov (United States)

Gires, Auguste; Giangola-Murzyn, Agathe; Tchiguirinskaia, Ioulia; Schertzer, Daniel; Lovejoy, Shaun

2013-04-01

Hydrological fields are known to exhibit extreme variability over wide range of spatio-temporal scales. In this paper, these features are investigated in the specific context of urban hydrology with the help of two case studies. The first one consists in a 144 ha flat urban area located in the Seine-Saint-Denis County (North-East of Paris, France), known for suffering occasional pluvial flooding. The second one is a 250 ha urban area with a significant portion of forest located on a steep hillside of the Bièvre River (Yvelines County, South-West of Paris, France). The catchments behaviour is modelled with the help of Multi-Hydro, a fully distributed physically based model (2D/1D) currently under development at Ecole des Ponts ParisTech. It consists of an interacting core between open source software packages, each of them representing a portion of the water cycle in urban environment. The rainfall data comes from the C-band radar of Trappes operated by Météo-France and located at respectively 45 Km and 13 Km of the studied catchments. The resolution is 1 km in space and 5 min in time. Three rainfall events that occurred in 2010 and 2011 that generated significant surface runoff and some local flooding are analysed. First the uncertainty associated with small scale unmeasured rainfall variability (i.e. below the C-band radar resolution) is investigated. This is done through the analysis of the disparities among an ensemble of hydrological simulations performed with the help of downscaled rainfall fields. The downscaling implemented here simply consists in stochastically continuing the underlying Universal Multifractal cascade process observed on the available range of scales. This uncertainty is significant for both simulated conduit discharge and water depth, and therefore cannot be neglected, indicating the need to develop the use of X-band radars (which provide an hectometric resolution) in urban environment. Second it appears that the outputs (maps of water

Energy Management Optimization for Cellular Networks under Renewable Energy Generation Uncertainty

KAUST Repository

Rached, Nadhir B.

2017-03-28

The integration of renewable energy (RE) as an alternative power source for cellular networks has been deeply investigated in literature. However, RE generation is often assumed to be deterministic; an impractical assumption for realistic scenarios. In this paper, an efficient energy procurement strategy for cellular networks powered simultaneously by the smart grid (SG) and locally deployed RE sources characterized by uncertain processes is proposed. For a one-day operation cycle, the mobile operator aims to reduce its total energy cost by optimizing the amounts of energy to be procured from the local RE sources and SG at each time period. Additionally, it aims to determine the amount of extra generated RE to be sold back to SG. A chance constrained optimization is first proposed to deal with the RE generation uncertainty. Then, two convex approximation approaches: Chernoff and Chebyshev methods, characterized by different levels of knowledge about the RE generation, are developed to determine the energy procurement strategy for different risk levels. In addition, their performances are analyzed for various daily scenarios through selected simulation results. It is shown that the higher complex Chernoff method outperforms the Chebyshev one for different risk levels set by the operator.

Energy Management Optimization for Cellular Networks under Renewable Energy Generation Uncertainty

KAUST Repository

Rached, Nadhir B.; Ghazzai, Hakim; Kadri, Abdullah; Alouini, Mohamed-Slim

2017-01-01

The integration of renewable energy (RE) as an alternative power source for cellular networks has been deeply investigated in literature. However, RE generation is often assumed to be deterministic; an impractical assumption for realistic scenarios. In this paper, an efficient energy procurement strategy for cellular networks powered simultaneously by the smart grid (SG) and locally deployed RE sources characterized by uncertain processes is proposed. For a one-day operation cycle, the mobile operator aims to reduce its total energy cost by optimizing the amounts of energy to be procured from the local RE sources and SG at each time period. Additionally, it aims to determine the amount of extra generated RE to be sold back to SG. A chance constrained optimization is first proposed to deal with the RE generation uncertainty. Then, two convex approximation approaches: Chernoff and Chebyshev methods, characterized by different levels of knowledge about the RE generation, are developed to determine the energy procurement strategy for different risk levels. In addition, their performances are analyzed for various daily scenarios through selected simulation results. It is shown that the higher complex Chernoff method outperforms the Chebyshev one for different risk levels set by the operator.

Question Generation and Adaptation Using a Bayesian Network of the Learner’s Achievements

NARCIS (Netherlands)

Wißner, M.; Linnebank, F.; Liem, J.; Bredeweg, B.; André, E.; Lane, H.C.; Yacef, K.; Mostow, J.; Pavlik, P.

2013-01-01

This paper presents a domain independent question generation and interaction procedure that automatically generates multiple-choice questions for conceptual models created with Qualitative Reasoning vocabulary. A Bayesian Network is deployed that captures the learning progress based on the answers

Multifractal analysis of radar rainfall fields over the area of Rome

Directory of Open Access Journals (Sweden)

G. Calenda

2005-01-01

Full Text Available A scale-invariance analysis of space and time rainfall events monitored by meteorological radar over the area of Rome (Italy is proposed. The study of the scale-invariance properties of intense precipitation storms, particularly important in flood forecast and risk mitigation, allows to transfer rainfall information from the large scale predictive meteorological models to the small scale hydrological rainfall-runoff models. Precipitation events are monitored using data collected by the polarimetric Doppler radar Polar 55C (ISAC-CNR, located 15 km Southeast from downtown. The meteorological radar provides the estimates of rainfall intensity over an area of about 10 000 km2 at a resolution of 2×2 km2 in space and 5 min in time. Many precipitation events have been observed from autumn 2001 up to now. A scale-invariance analysis is performed on some of these events with the aim at exploring the multifractal properties and at understanding their dependence on the meteorological large-scale conditions.

Comprehensive evaluation of impacts of distributed generation integration in distribution network

Science.gov (United States)

Peng, Sujiang; Zhou, Erbiao; Ji, Fengkun; Cao, Xinhui; Liu, Lingshuang; Liu, Zifa; Wang, Xuyang; Cai, Xiaoyu

2018-04-01

All Distributed generation (DG) as the supplement to renewable energy centralized utilization, is becoming the focus of development direction of renewable energy utilization. With the increasing proportion of DG in distribution network, the network power structure, power flow distribution, operation plans and protection are affected to some extent. According to the main impacts of DG, a comprehensive evaluation model of distributed network with DG is proposed in this paper. A comprehensive evaluation index system including 7 aspects, along with their corresponding index calculation method is established for quantitative analysis. The indices under different access capacity of DG in distribution network are calculated based on the IEEE RBTS-Bus 6 system and the evaluation result is calculated by analytic hierarchy process (AHP). The proposed model and method are verified effective and validity through case study.

An artificial neural network model for periodic trajectory generation

Science.gov (United States)

Shankar, S.; Gander, R. E.; Wood, H. C.

A neural network model based on biological systems was developed for potential robotic application. The model consists of three interconnected layers of artificial neurons or units: an input layer subdivided into state and plan units, an output layer, and a hidden layer between the two outer layers which serves to implement nonlinear mappings between the input and output activation vectors. Weighted connections are created between the three layers, and learning is effected by modifying these weights. Feedback connections between the output and the input state serve to make the network operate as a finite state machine. The activation vector of the plan units of the input layer emulates the supraspinal commands in biological central pattern generators in that different plan activation vectors correspond to different sequences or trajectories being recalled, even with different frequencies. Three trajectories were chosen for implementation, and learning was accomplished in 10,000 trials. The fault tolerant behavior, adaptiveness, and phase maintenance of the implemented network are discussed.

Next-Generation Environment-Aware Cellular Networks: Modern Green Techniques and Implementation Challenges

KAUST Repository

Ghazzai, Hakim

2016-09-16

Over the last decade, mobile communications have been witnessing a noteworthy increase of data traffic demand that is causing an enormous energy consumption in cellular networks. The reduction of their fossil fuel consumption in addition to the huge energy bills paid by mobile operators is considered as the most important challenges for the next-generation cellular networks. Although most of the proposed studies were focusing on individual physical layer power optimizations, there is a growing necessity to meet the green objective of fifth-generation cellular networks while respecting the user\\'s quality of service. This paper investigates four important techniques that could be exploited separately or together in order to enable wireless operators achieve significant economic benefits and environmental savings: 1) the base station sleeping strategy; 2) the optimized energy procurement from the smart grid; 3) the base station energy sharing; and 4) the green networking collaboration between competitive mobile operators. The presented simulation results measure the gain that could be obtained using these techniques compared with that of traditional scenarios. Finally, this paper discusses the issues and challenges related to the implementations of these techniques in real environments. © 2016 IEEE.

3D conditional generative adversarial networks for high-quality PET image estimation at low dose.

Science.gov (United States)

Wang, Yan; Yu, Biting; Wang, Lei; Zu, Chen; Lalush, David S; Lin, Weili; Wu, Xi; Zhou, Jiliu; Shen, Dinggang; Zhou, Luping

2018-07-01

Positron emission tomography (PET) is a widely used imaging modality, providing insight into both the biochemical and physiological processes of human body. Usually, a full dose radioactive tracer is required to obtain high-quality PET images for clinical needs. This inevitably raises concerns about potential health hazards. On the other hand, dose reduction may cause the increased noise in the reconstructed PET images, which impacts the image quality to a certain extent. In this paper, in order to reduce the radiation exposure while maintaining the high quality of PET images, we propose a novel method based on 3D conditional generative adversarial networks (3D c-GANs) to estimate the high-quality full-dose PET images from low-dose ones. Generative adversarial networks (GANs) include a generator network and a discriminator network which are trained simultaneously with the goal of one beating the other. Similar to GANs, in the proposed 3D c-GANs, we condition the model on an input low-dose PET image and generate a corresponding output full-dose PET image. Specifically, to render the same underlying information between the low-dose and full-dose PET images, a 3D U-net-like deep architecture which can combine hierarchical features by using skip connection is designed as the generator network to synthesize the full-dose image. In order to guarantee the synthesized PET image to be close to the real one, we take into account of the estimation error loss in addition to the discriminator feedback to train the generator network. Furthermore, a concatenated 3D c-GANs based progressive refinement scheme is also proposed to further improve the quality of estimated images. Validation was done on a real human brain dataset including both the normal subjects and the subjects diagnosed as mild cognitive impairment (MCI). Experimental results show that our proposed 3D c-GANs method outperforms the benchmark methods and achieves much better performance than the state

Phoebus: Network Middleware for Next-Generation Network Computing

Energy Technology Data Exchange (ETDEWEB)

Martin Swany

2012-06-16

The Phoebus project investigated algorithms, protocols, and middleware infrastructure to improve end-to-end performance in high speed, dynamic networks. The Phoebus system essentially serves as an adaptation point for networks with disparate capabilities or provisioning. This adaptation can take a variety of forms including acting as a provisioning agent across multiple signaling domains, providing transport protocol adaptation points, and mapping between distributed resource reservation paradigms and the optical network control plane. We have successfully developed the system and demonstrated benefits. The Phoebus system was deployed in Internet2 and in ESnet, as well as in GEANT2, RNP in Brazil and over international links to Korea and Japan. Phoebus is a system that implements a new protocol and associated forwarding infrastructure for improving throughput in high-speed dynamic networks. It was developed to serve the needs of large DOE applications on high-performance networks. The idea underlying the Phoebus model is to embed Phoebus Gateways (PGs) in the network as on-ramps to dynamic circuit networks. The gateways act as protocol translators that allow legacy applications to use dedicated paths with high performance.

The Application of Fractal and Multifractal Theory in Hydraulic-Flow-Unit Characterization and Permeability Estimation

Science.gov (United States)

Chen, X.; Yao, G.; Cai, J.

2017-12-01

Pore structure characteristics are important factors in influencing the fluid transport behavior of porous media, such as pore-throat ratio, pore connectivity and size distribution, moreover, wettability. To accurately characterize the diversity of pore structure among HFUs, five samples selected from different HFUs (porosities are approximately equal, however permeability varies widely) were chosen to conduct micro-computerized tomography test to acquire direct 3D images of pore geometries and to perform mercury injection experiments to obtain the pore volume-radii distribution. To characterize complex and high nonlinear pore structure of all samples, three classic fractal geometry models were applied. Results showed that each HFU has similar box-counting fractal dimension and generalized fractal dimension in the number-area model, but there are significant differences in multifractal spectrums. In the radius-volume model, there are three obvious linear segments, corresponding to three fractal dimension values, and the middle one is proved as the actual fractal dimension according to the maximum radius. In the number-radius model, the spherical-pore size distribution extracted by maximum ball algorithm exist a decrease in the number of small pores compared with the fractal power rate rather than the traditional linear law. Among the three models, only multifractal analysis can classify the HFUs accurately. Additionally, due to the tightness and low-permeability in reservoir rocks, connate water film existing in the inner surface of pore channels commonly forms bound water. The conventional model which is known as Yu-Cheng's model has been proved to be typically not applicable. Considering the effect of irreducible water saturation, an improved fractal permeability model was also deduced theoretically. The comparison results showed that the improved model can be applied to calculate permeability directly and accurately in such unconventional rocks.

Chaos game representation of functional protein sequences, and simulation and multifractal analysis of induced measures

International Nuclear Information System (INIS)

Zu-Guo, Yu; Qian-Jun, Xiao; Long, Shi; Jun-Wu, Yu; Anh, Vo

2010-01-01

Investigating the biological function of proteins is a key aspect of protein studies. Bioinformatic methods become important for studying the biological function of proteins. In this paper, we first give the chaos game representation (CGR) of randomly-linked functional protein sequences, then propose the use of the recurrent iterated function systems (RIFS) in fractal theory to simulate the measure based on their chaos game representations. This method helps to extract some features of functional protein sequences, and furthermore the biological functions of these proteins. Then multifractal analysis of the measures based on the CGRs of randomly-linked functional protein sequences are performed. We find that the CGRs have clear fractal patterns. The numerical results show that the RIFS can simulate the measure based on the CGR very well. The relative standard error and the estimated probability matrix in the RIFS do not depend on the order to link the functional protein sequences. The estimated probability matrices in the RIFS with different biological functions are evidently different. Hence the estimated probability matrices in the RIFS can be used to characterise the difference among linked functional protein sequences with different biological functions. From the values of the D q curves, one sees that these functional protein sequences are not completely random. The D q of all linked functional proteins studied are multifractal-like and sufficiently smooth for the C q (analogous to specific heat) curves to be meaningful. Furthermore, the D q curves of the measure μ based on their CGRs for different orders to link the functional protein sequences are almost identical if q ≥ 0. Finally, the C q curves of all linked functional proteins resemble a classical phase transition at a critical point. (cross-disciplinary physics and related areas of science and technology)

Generative Recurrent Networks for De Novo Drug Design.

Science.gov (United States)

Gupta, Anvita; Müller, Alex T; Huisman, Berend J H; Fuchs, Jens A; Schneider, Petra; Schneider, Gisbert

2018-01-01

Generative artificial intelligence models present a fresh approach to chemogenomics and de novo drug design, as they provide researchers with the ability to narrow down their search of the chemical space and focus on regions of interest. We present a method for molecular de novo design that utilizes generative recurrent neural networks (RNN) containing long short-term memory (LSTM) cells. This computational model captured the syntax of molecular representation in terms of SMILES strings with close to perfect accuracy. The learned pattern probabilities can be used for de novo SMILES generation. This molecular design concept eliminates the need for virtual compound library enumeration. By employing transfer learning, we fine-tuned the RNN's predictions for specific molecular targets. This approach enables virtual compound design without requiring secondary or external activity prediction, which could introduce error or unwanted bias. The results obtained advocate this generative RNN-LSTM system for high-impact use cases, such as low-data drug discovery, fragment based molecular design, and hit-to-lead optimization for diverse drug targets. © 2017 The Authors. Published by Wiley-VCH Verlag GmbH & Co. KGaA.

Lewis Research Center studies of multiple large wind turbine generators on a utility network

Science.gov (United States)

Gilbert, L. J.; Triezenberg, D. M.

1979-01-01

A NASA-Lewis program to study the anticipated performance of a wind turbine generator farm on an electric utility network is surveyed. The paper describes the approach of the Lewis Wind Energy Project Office to developing analysis capabilities in the area of wind turbine generator-utility network computer simulations. Attention is given to areas such as, the Lewis Purdue hybrid simulation, an independent stability study, DOE multiunit plant study, and the WEST simulator. Also covered are the Lewis mod-2 simulation including analog simulation of a two wind turbine system and comparison with Boeing simulation results, and gust response of a two machine model. Finally future work to be done is noted and it is concluded that the study shows little interaction between the generators and between the generators and the bus.

Distributed generation of shared RSA keys in mobile ad hoc networks

Science.gov (United States)

Liu, Yi-Liang; Huang, Qin; Shen, Ying

2005-12-01

Mobile Ad Hoc Networks is a totally new concept in which mobile nodes are able to communicate together over wireless links in an independent manner, independent of fixed physical infrastructure and centralized administrative infrastructure. However, the nature of Ad Hoc Networks makes them very vulnerable to security threats. Generation and distribution of shared keys for CA (Certification Authority) is challenging for security solution based on distributed PKI(Public-Key Infrastructure)/CA. The solutions that have been proposed in the literature and some related issues are discussed in this paper. The solution of a distributed generation of shared threshold RSA keys for CA is proposed in the present paper. During the process of creating an RSA private key share, every CA node only has its own private security. Distributed arithmetic is used to create the CA's private share locally, and that the requirement of centralized management institution is eliminated. Based on fully considering the Mobile Ad Hoc network's characteristic of self-organization, it avoids the security hidden trouble that comes by holding an all private security share of CA, with which the security and robustness of system is enhanced.

Understanding the Generation of Network Bursts by Adaptive Oscillatory Neurons

Directory of Open Access Journals (Sweden)

Tanguy Fardet

2018-02-01

Full Text Available Experimental and numerical studies have revealed that isolated populations of oscillatory neurons can spontaneously synchronize and generate periodic bursts involving the whole network. Such a behavior has notably been observed for cultured neurons in rodent's cortex or hippocampus. We show here that a sufficient condition for this network bursting is the presence of an excitatory population of oscillatory neurons which displays spike-driven adaptation. We provide an analytic model to analyze network bursts generated by coupled adaptive exponential integrate-and-fire neurons. We show that, for strong synaptic coupling, intrinsically tonic spiking neurons evolve to reach a synchronized intermittent bursting state. The presence of inhibitory neurons or plastic synapses can then modulate this dynamics in many ways but is not necessary for its appearance. Thanks to a simple self-consistent equation, our model gives an intuitive and semi-quantitative tool to understand the bursting behavior. Furthermore, it suggests that after-hyperpolarization currents are sufficient to explain bursting termination. Through a thorough mapping between the theoretical parameters and ion-channel properties, we discuss the biological mechanisms that could be involved and the relevance of the explored parameter-space. Such an insight enables us to propose experimentally-testable predictions regarding how blocking fast, medium or slow after-hyperpolarization channels would affect the firing rate and burst duration, as well as the interburst interval.

The Influence of Social Network on Consumer Purchase Intention of Young Generation in Manado

OpenAIRE

Tumewu, Ferdinand; Korompis, Prycilia Novita

2014-01-01

Social network now is very prevalent in the society. Today, many small enterprises sell and promote their product through social network and also many people are likely to make an online purchase especially for young generation. Social network is play a vital role in increasing someone intention to buy a product. This research is designed because there are some factor in social network that influence someone purchase intention. The original purpose of this research is to know the influence of...

Planning of distributed generation in distribution network based on improved particle swarm optimization algorithm

Science.gov (United States)

Li, Jinze; Qu, Zhi; He, Xiaoyang; Jin, Xiaoming; Li, Tie; Wang, Mingkai; Han, Qiu; Gao, Ziji; Jiang, Feng

2018-02-01

Large-scale access of distributed power can improve the current environmental pressure, at the same time, increasing the complexity and uncertainty of overall distribution system. Rational planning of distributed power can effectively improve the system voltage level. To this point, the specific impact on distribution network power quality caused by the access of typical distributed power was analyzed and from the point of improving the learning factor and the inertia weight, an improved particle swarm optimization algorithm (IPSO) was proposed which could solve distributed generation planning for distribution network to improve the local and global search performance of the algorithm. Results show that the proposed method can well reduce the system network loss and improve the economic performance of system operation with distributed generation.

Network reconfiguration and neuronal plasticity in rhythm-generating networks.

Science.gov (United States)

Koch, Henner; Garcia, Alfredo J; Ramirez, Jan-Marino

2011-12-01

Neuronal networks are highly plastic and reconfigure in a state-dependent manner. The plasticity at the network level emerges through multiple intrinsic and synaptic membrane properties that imbue neurons and their interactions with numerous nonlinear properties. These properties are continuously regulated by neuromodulators and homeostatic mechanisms that are critical to maintain not only network stability and also adapt networks in a short- and long-term manner to changes in behavioral, developmental, metabolic, and environmental conditions. This review provides concrete examples from neuronal networks in invertebrates and vertebrates, and illustrates that the concepts and rules that govern neuronal networks and behaviors are universal.

A Rural Next Generation Network (R-NGN and Its Testbed

Directory of Open Access Journals (Sweden)

Armein Z. R. Langi

2007-05-01

Full Text Available Rural Next Generation Networks (R-NGN technology allows Internet protocol (IP based systems to be used in rural areas. This paper reports a testbed of R-NGN that uses low cost Ethernet radio links, combined with media gateways and a softswitch. The network consists of point-to-point IP Ethernet 2.4 GHz wireless link, IP switches and gateways in each community, standard copper wires and telephone sets for users. It uses low power consumption, and suitable for low density users. This combination allows low cost systems as well as multiservices (voice, data, and multimedia for rural communications. An infrastructure has been deployed in two communities in Cipicung Girang, a village 10 km outside Bandung city, Indonesia. Two towers link the communities with a network of Institut Teknologi Bandung (ITB campus. In addition, local wirelines connect community houses to the network. Currently there are four houses connected to each community node (for a total of eight house, upon which we can perform various tests and measurements.

A Rural Next Generation Network (R-NGN and Its Testbed

Directory of Open Access Journals (Sweden)

Armein Z. R. Langi

2013-09-01

Full Text Available Rural Next Generation Networks (R-NGN technology allows Internet protocol (IP based systems to be used in rural areas. This paper reports a testbed of R-NGN that uses low cost Ethernet radio links, combined with media gateways and a softswitch. The network consists of point-to-point IP Ethernet 2.4 GHz wireless link, IP switches and gateways in each community, standard copper wires and telephone sets for users. It uses low power consumption, and suitable for low density users. This combination allows low cost systems as well as multiservices (voice, data, and multimedia for rural communications. An infrastructure has been deployed in two communities in Cipicung Girang, a village 10 km outside Bandung city, Indonesia. Two towers link the communities with a network of Institut Teknologi Bandung (ITB campus. In addition, local wirelines connect community houses to the network. Currently there are four houses connected to each community node (for a total of eight house, upon which we can perform various tests and measurements.

Research of PV Power Generation MPPT based on GABP Neural Network